Bayesian Compression for Deep Learning Bayesian Compression for Deep Learning
Paper summary This paper described an algorithm of parametrically adding noise and applying a variational regulariser similar to that in ["Variational Dropout Sparsifies Deep Neural Networks"][vardrop]. Both have the same goal: make neural networks more efficient by removing parameters (and therefore the computation applied with those parameters). Although, this paper also has the goal of giving a prescription of how many bits to store each parameter with as well. There is a very nice derivation of the hierarchical variational approximation being used here, which I won't try to replicate here. In practice, the difference to prior work is that the stochastic gradient variational method uses hierarchical samples; ie it samples from a prior, then incorporates these samples when sampling over the weights (both applied through local reparameterization tricks). It's a powerful method, which allows them to test two different priors (although they are clearly not limited to just these), and compare both against competing methods. They are comparable, and the choice of prior offers some tradeoffs in terms of sparsity versus quantization. [vardrop]:
Bayesian Compression for Deep Learning
Christos Louizos and Karen Ullrich and Max Welling
arXiv e-Print archive - 2017 via Local arXiv
Keywords: stat.ML, cs.LG


Summary by Gavin Gray 3 years ago
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