The Benefits of Learning with Strongly Convex Approximate Inference

author: Ben London, Amazon
published: Dec. 5, 2015,   recorded: October 2015,   views: 1636
Categories

Related content

Report a problem or upload files

If you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
Lecture popularity: You need to login to cast your vote.
  Delicious Bibliography

Description

We explore the benefits of strongly convex free energies in variational inference, providing both theoretical motivation and a new meta-algorithm. Using the duality between strong convexity and stability, we prove a high-probability bound on the error of learned marginals that is inversely proportional to the modulus of convexity of the free energy, thereby motivating free energies whose moduli are constant with respect to the size of the graph. We identify sufficient conditions for Ω(1)-strong convexity in two popular variational techniques: tree-reweighted and counting number entropies. Our insights for the latter suggest a novel counting number optimization framework, which guarantees strong convexity for any given modulus. Our experiments demonstrate that learning with a strongly convex free energy, using our optimization framework to guarantee a given modulus, results in substantially more accurate marginal probabilities, thereby validating our theoretical claims and the effectiveness of our framework.

Link this page

Would you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !

Reviews and comments:

Comment1 Nathan Johnson, July 17, 2020 at 11:37 p.m.:


Write your own review or comment:

make sure you have javascript enabled or clear this field: