Very simple, as the question header says: what is the difference between SVI and VI?

I cannot seem to find a clear-cut definition online.


Have a look at the paper Stochastic Variational Inference:

The coordinate ascent algorithm in Figure 3 is inefficient for large data sets because we must optimize the local variational parameters for each data point before re-estimating the global variational parameters. Stochastic variational inference uses stochastic optimization to fit the global variational parameters.

So instead of getting the gradient from the full dataset, you obtain the natural gradient from batches.


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