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arXiv 1206.4665cs.LGstat.ML
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非参数变分推断

Nonparametric variational inference

Princeton University(普林斯顿大学);Columbia University(哥伦比亚大学)

Samuel Gershman, Matt Hoffman, David Blei

摘要:

变分方法被广泛用于近似后验推理。然而,它们的使用通常仅限于具有特定共轭性质的分布族。为了规避这一限制,我们提出了一个家庭的变分近似的启发,非参数核密度估计。这些内核的位置和它们的带宽被视为变分参数和优化,以提高数据的边际似然的近似下界。使用多个内核允许近似捕获后验的多个模式,这与大多数其他变分近似不同。我们证明了非参数近似与分层逻辑回归模型和非线性矩阵分解模型的有效性。我们获得的预测性能一样好或更好的比更专门的变分方法和基于样本的近似。该方法很容易适用于更一般的图形模型,标准的变分方法是很难得到的。

英文摘要:

Variational methods are widely used for approximate posterior inference. However, their use is typically limited to families of distributions that enjoy particular conjugacy properties. To circumvent this limitation, we propose a family of variational approximations inspired by nonparametric kernel density estimation. The locations of these kernels and their bandwidth are treated as variational parameters and optimized to improve an approximate lower bound on the marginal likelihood of the data. Using multiple kernels allows the approximation to capture multiple modes of the posterior, unlike most other variational approximations. We demonstrate the efficacy of the nonparametric approximation with a hierarchical logistic regression model and a nonlinear matrix factorization model. We obtain predictive performance as good as or better than more specialized variational methods and sample-based approximations. The method is easy to apply to more general graphical models for which standard variational methods are difficult to derive.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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