Name
Abstract | ||
|---|---|---|
Evaluating the log determinant of a positive definite matrix is ubiquitous in machine learning. Applications thereof range from Gaussian processes, minimum-volume ellipsoids, metric learning, kernel learning, Bayesian neural networks, Determinental Point Processes, Markov random fields to partition functions of discrete graphical models. In order to avoid the canonical, yet prohibitive, Cholesky $mathcal{O}(n^{3})$ computational cost, we propose a novel approach, with complexity $mathcal{O}(n^{2})$, based on a constrained variational Bayes algorithm. We compare our method to Taylor, Chebyshev and Lanczos approaches and show state of the art performance on both synthetic and real-world datasets. |
Year | Venue | Field |
|---|---|---|
2018 | arXiv: Learning | Applied mathematics,Mathematical optimization,Lanczos resampling,Random field,Partition function (mathematics),Positive-definite matrix,Markov chain,Gaussian process,Graphical model,Mathematics,Cholesky decomposition |
DocType | Volume | Citations |
Journal | abs/1802.08054 | 0 |
PageRank | References | Authors |
0.34 | 14 | 5 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Diego Granziol | 1 | 6 | 2.15 |
| Edward Wagstaff | 2 | 0 | 0.68 |
| Bin Xin Ru | 3 | 1 | 4.42 |
| Michael Osborne | 4 | 250 | 33.49 |
| stephen j roberts | 5 | 1244 | 174.70 |