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加速自适应马尔可夫链配分函数计算

Accelerated Adaptive Markov Chain for Partition Function Computation
课程网址: http://videolectures.net/nips2011_ermon_computation/  
主讲教师: Stefano Ermon
开课单位: 康奈尔大学
开课时间: 2012-09-06
课程语种: 英语
中文简介:
我们提出了一种新的自适应马尔可夫链蒙特卡罗算法来计算分区函数。特别地,我们展示了如何通过显着减少链中“空移动”的数量来加速平直方图采样技术,同时保持渐近收敛特性。我们的实验表明,我们的方法在一系列基准实例上快速收敛到高度精确的解决方案,优于其他最先进的方法,如IJGP,TRW和Gibbs在运行时和准确度上的采样。我们还展示了如何获得所谓的状态密度分布,以便在马尔可夫逻辑理论中进行有效的权重学习。
课程简介: We propose a novel Adaptive Markov Chain Monte Carlo algorithm to compute the partition function. In particular, we show how to accelerate a flat histogram sampling technique by significantly reducing the number of "null moves" in the chain, while maintaining asymptotic convergence properties. Our experiments show that our method converges quickly to highly accurate solutions on a range of benchmark instances, outperforming other state-of-the-art methods such as IJGP, TRW, and Gibbs sampling both in run-time and accuracy. We also show how obtaining a so-called density of states distribution allows for efficient weight learning in Markov Logic theories.
关 键 词: 马尔可夫链蒙特卡罗算法; 马尔可夫逻辑理论; 采样技术
课程来源: 视频讲座网
最后编审: 2019-09-06:lxf
阅读次数: 34