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arXiv 1602.03571cs.LGcs.ITmath.ITstat.ML
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随机最大后验扰动下的高维推理

High Dimensional Inference with Random Maximum A-Posteriori Perturbations

Technion - Israel Institute of Technology(以色列理工学院);Stony Brook University(纽约州立大学石溪分校);Yahoo Labs(雅虎实验室);Rutgers, The State University of New Jersey(罗格斯大学);University of Massachusetts Amherst(马萨诸塞大学阿默斯特分校);Massachusetts Institute of Technology(麻省理工学院)

Tamir Hazan, Francesco Orabona, Anand D. Sarwate, Subhransu Maji, Tommi Jaakkola

摘要:

本文提出了一种新的方法,称为扰动最大,高维统计推断的基础上应用随机扰动,然后进行优化。该框架通过随机扰动输入的势函数来向最大后验(MAP)预测器注入随机性。极值统计的一个经典结果断言,扰动最大运算使用高维扰动从吉布斯分布生成无偏样本。不幸的是,生成如此多的高维随机变量的计算成本可能是令人望而却步的。然而,当扰动是低维的,采样的扰动最大预测是有效的MAP优化。本文证明了低维扰动的扰动最大值推断的期望值可以顺序地用于从吉布斯分布生成无偏样本。此外,最大扰动的期望值是这种扰动最大模型的熵的自然界。扰动最大值的测量浓度结果表明,其采样平均值与其期望值的偏差在样本数量上呈指数衰减,从而可以有效地近似期望值。

英文摘要:

This paper presents a new approach, called perturb-max, for high-dimensional statistical inference that is based on applying random perturbations followed by optimization. This framework injects randomness to maximum a-posteriori (MAP) predictors by randomly perturbing the potential function for the input. A classic result from extreme value statistics asserts that perturb-max operations generate unbiased samples from the Gibbs distribution using high-dimensional perturbations. Unfortunately, the computational cost of generating so many high-dimensional random variables can be prohibitive. However, when the perturbations are of low dimension, sampling the perturb-max prediction is as efficient as MAP optimization. This paper shows that the expected value of perturb-max inference with low dimensional perturbations can be used sequentially to generate unbiased samples from the Gibbs distribution. Furthermore the expected value of the maximal perturbations is a natural bound on the entropy of such perturb-max models. A measure concentration result for perturb-max values shows that the deviation of their sampled average from its expectation decays exponentially in the number of samples, allowing effective approximation of the expectation.

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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