Santa: a Stochastic Optimization Algorithm for Deep Learning

We have three versions for the Santa algorithm: a MATLAB version for feedforward neural networks and convolutional neural networks, a Python version for recurrent neural networks, and a Caffe version for scalable learning implemented in C++. Please refer to the code for details.

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Symmetric Splitting Integrators for Stochastic Gradient MCMC

This is a MATLAB implementation for the symmetric splitting integrators to improve convergence rates of SG-MCMC algorithms.

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Scalable Bayesian Non-Negative Tensor Factorization for Massive Count Data

This is a MATLAB implementation for Scalable Bayesian Non-Negative Tensor Factorization.

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Scalable Deep Poisson Factor Analysis for Topic Modeling

This is a MATLAB implementation for Scalable Deep Poisson Factor Analysis.

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Stochastic Gradient Thermostats

This is a C++ implementation for stochastic gradient thermostats, applied for latent Dirichlet allocation (LDA).

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Bayesian Max-Margin Clustering

This is a C++ implementation for Bayesian max-margin clustering, applied for cluster topic models.

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Differential Topic Models

This is a C++ implementation for differential topic models.

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Dependent Normalized Random Measures

This is a MATLAB implementation with C++ mex to accelerate sampling for dependent normalized random measures.

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