Earlier quoted context omitted.
Question about terminology (no background in AI). In econometrics, estimation is model fitting (training, I guess), and inference refers to hypothesis testing (e.g. t or F tests). What does inference mean here?
In machine learning (especially deep learning or neural networks), the 'training' is done by using Stochastic Gradient Descent. These gradients are computed using Backpropagation. Backpropagation requires you to do a backward pass of your model (typically many layers of neural weights) and thus requires you to keep in memory a lot of intermediate values (called activations). However, if you are doing "inference" that…
When I learned and used gradient descent, you had to analytically determine your own gradients (https://web.archive.org/web/20161028022707/https://genomics....). I went to grad school to learn how to determine my own gradients. Unfortunately, in my realm, loss landscapes have multiple minima, and gradient descent just gets trapped in local minima.