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Exploding variance of means of exponentials: least-squares to the rescue – Machine Learning Research Blog
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Exploding variance of means of exponentials: least-squares to the rescue – Machine Learning Research Blog

Hacker News·about 16 hours ago
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A common task in machine learning is to estimate or optimize “log-sum-exp” functions with (potentially continuously) many terms such as $$ \log \Big( \int_{\mathcal{X}} e^{v(x)} dq(x) \Big),$$ where \(v: \mathcal{X} \to \mathbb{R}\) is some potential…

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