图 书 馆
优化近似推理Expectation Consistent Approximate Inference |
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| 课程网址: | http://videolectures.net/oiml05_winther_ecai/ |
| 主讲教师: | Ole Winther |
| 开课单位: | 丹麦科技大学 |
| 开课时间: | 2007-02-25 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | We propose a novel framework for approximations to intractable probabilistic models. The method is based on a free energy formulation of inference and allows for a simultaneous computation of marginal expectations and the log partition function for continuous and discrete random variables. Using an exact perturbative representation of the free energy around a tractable model, the approximation uses two tractable probability distributions which are consistent on a set of moments and encode different features of the original intractable distribution. In such a way we are able to include nontrivial correlations which are neglected in a (factorized) variational Bayes approach. We test the framework on toy benchmark problems for binary variables on fully connected graphs and 2D grids and compare with other methods, such as loopy belief propagation. Good performance is already achieved by using single nodes as tractable substructures. Significant improvements are obtained when a spanning tree is used instead. |
| 关 键 词: | 近似推理; 自由能量公式; 边际期望; 贝叶斯方法; 循环信念传播 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2020-06-08：cxin |
| 阅读次数: | 80 |