Ontology highlight
ABSTRACT:
SUBMITTER: Deng W
PROVIDER: S-EPMC7687285 | biostudies-literature | 2019 Dec
REPOSITORIES: biostudies-literature
Deng Wei W Zhang Xiao X Liang Faming F Lin Guang G
Advances in neural information processing systems 20191201
We propose a novel adaptive empirical Bayesian (AEB) method for sparse deep learning, where the sparsity is ensured via a class of self-adaptive spike-and-slab priors. The proposed method works by alternatively sampling from an adaptive hierarchical posterior distribution using stochastic gradient Markov Chain Monte Carlo (MCMC) and smoothly optimizing the hyperparameters using stochastic approximation (SA). We further prove the convergence of the proposed method to the asymptotically correct di ...[more]