Title
MEMe: An Accurate Maximum Entropy Method for Efficient Approximations in Large-Scale Machine Learning.
Abstract
Efficient approximation lies at the heart of large-scale machine learning problems. In this paper, we propose a novel, robust maximum entropy algorithm, which is capable of dealing with hundreds of moments and allows for computationally efficient approximations. We showcase the usefulness of the proposed method, its equivalence to constrained Bayesian variational inference and demonstrate its superiority over existing approaches in two applications, namely, fast log determinant estimation and information-theoretic Bayesian optimisation.
Year
DOI
Venue
2019
10.3390/e21060551
ENTROPY
Keywords
Field
DocType
maximum entropy,log determinant estimation,Bayesian optimisation
Mathematical optimization,Inference,Maximum entropy method,Equivalence (measure theory),Artificial intelligence,Principle of maximum entropy,Mathematics,Machine learning,Bayesian probability
Journal
Volume
Issue
ISSN
21
6
MEMe: An Accurate Maximum Entropy Method for Efficient Approximations in Large-Scale Machine Learning. Entropy, 21(6), 551 (2019)
Citations 
PageRank 
References 
0
0.34
0
Authors
6
Name
Order
Citations
PageRank
Diego Granziol162.15
Bin Xin Ru214.42
Stefan Zohren300.34
Xiaowen Dong424922.07
Michael Osborne525033.49
stephen j roberts61244174.70