Phillip Alday
Phillip is a neuroscientist and contributor to the MixedModels.jl ecosystem.
Session
08-12
11:15
15min
Gradients aren't always great -- a case study with MixedModels.jl
Phillip Alday
The advent of convenient automatic differentiation has made gradient-based optimization the default strategy for many challenging problems and has revolutionized statistical practice.
At the same time, MixedModels.jl uses a gradient-free approach to optimization and remains best in class for linear mixed models.
Using MixedModels.jl as a case study, we will explore the tradeoffs of using the gradient and why gradient-free approaches remain relevant even in a world of easy autodiff.
General
Room 2