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分变分推理

Split Variational Inference
课程网址: http://videolectures.net/icml09_zoeter_svi/  
主讲教师: Onno Zoeter
开课单位: 施乐欧洲研究中心
开课时间: 2009-08-26
课程语种: 英语
中文简介:
我们提出了一种基于软边函数的确定性方法来计算正函数的积分,该方法能将积分平滑地分割成更小的易于近似的积分。结合每个单独子部分的平均场近似,这就产生了一个可处理的算法,它交替在箱的优化和局部积分的近似之间。我们为分块函数引入了合适的选择,这样,标准平均场近似可以简化为分裂平均场近似,而不需要额外的推导。这种方法可以看作是混合平均场方法基础思想的复兴。后者可作为一种特殊情况,采用软极大函数进行分块。
课程简介: We propose a deterministic method to eval- uate the integral of a positive function based on soft-binning functions that smoothly cut the integral into smaller integrals that are easier to approximate. In combination with mean-field approximations for each individ- ual sub-part this leads to a tractable algo- rithm that alternates between the optimiza- tion of the bins and the approximation of the local integrals. We introduce suitable choices for the binning functions such that a stan- dard mean field approximation can be ex- tended to a split mean field approximation without the need for extra derivations. The method can be seen as a revival of the ideas underlying the mixture mean field approach. The latter can be obtained as a special case by taking soft-max functions for the binning.
关 键 词: 软分级功能; 正函数积分; 交替优化
课程来源: 视频讲座网
最后编审: 2019-12-07:lxf
阅读次数: 63