Title
The Benefits of Learning with Strongly Convex Approximate Inference
Abstract
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.
Year
Venue
Field
2015
International Conference on Machine Learning
Applied mathematics,Convexity,Approximate inference,Duality (optimization),Artificial intelligence,Discrete mathematics,Graph,Pattern recognition,Inference,Modulus,Convex function,Moduli,Mathematics
DocType
Citations 
PageRank 
Conference
1
0.36
References 
Authors
11
3
Name
Order
Citations
PageRank
Ben London1777.01
Bert Huang256339.09
Lise Getoor34365320.21