Low-rank extended Kalman filtering for online learning of neural networks from streaming data

1 code implementation • 31 May 2023 • Peter G. Chang, Gerardo Durán-Martín, Alexander Y Shestopaloff, Matt Jones, Kevin Murphy

We propose an efficient online approximate Bayesian inference algorithm for estimating the parameters of a nonlinear function from a potentially non-stationary data stream.

Bayesian Inference Variational Inference