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大规模贝叶斯线性模型中的凹高斯变分近似推理Concave Gaussian Variational Approximations for Inference in Large-Scale Bayesian Linear Models |
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| 课程网址: | http://videolectures.net/aistats2011_challis_gaussian/ |
| 主讲教师: | Edward Challis |
| 开课单位: | 伦敦大学学院 |
| 开课时间: | 2011-05-06 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | Two popular approaches to forming principled bounds in approximate Bayesian inference are local variational methods and minimal Kullback-Leibler divergence methods. For a large class of models, we explicitly relate the two approaches, showing that the local variational method is equivalent to a weakened form of Kullback-Leibler Gaussian approximation. This gives a strong motivation to develop efficient methods for KL minimisation. An important and previously unproven property of the KL variational Gaussian bound is that it is a concave function in the parameters of the Gaussian for log concave sites. This observation, along with compact concave parameterisations of the covariance, enables us to develop fast scalable optimisation procedures to obtain lower bounds on the marginal likelihood in large scale Bayesian linear models. |
| 关 键 词: | 贝叶斯线性模型; 凹高斯变分; 近似推理 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2021-02-04：nkq |
| 阅读次数: | 39 |