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Free keywords:
MPI für Intelligente Systeme; Abt. Schölkopf;
Abstract:
We propose a novel algorithm to solve the expectation propagation relaxation of Bayesian inference for continuous-variable graphical models. In contrast to most previous algorithms, our method is provably convergent. By marrying convergent EP ideas from (Opper&Winther, 2005) with covariance decoupling techniques (Wipf&Nagarajan, 2008; Nickisch&Seeger, 2009), it runs at least an order of magnitude faster than the most common EP solver.
