scispace - formally typeset
Journal ArticleDOI

The concave-convex procedure

Reads0
Chats0
TLDR
It is proved that all expectation-maximization algorithms and classes of Legendre minimization and variational bounding algorithms can be reexpressed in terms of CCCP.
Abstract
The concave-convex procedure (CCCP) is a way to construct discrete-time iterative dynamical systems that are guaranteed to decrease global optimization and energy functions monotonically. This procedure can be applied to almost any optimization problem, and many existing algorithms can be interpreted in terms of it. In particular, we prove that all expectation-maximization algorithms and classes of Legendre minimization and variational bounding algorithms can be reexpressed in terms of CCCP. We show that many existing neural network and mean-field theory algorithms are also examples of CCCP. The generalized iterative scaling algorithm and Sinkhorn's algorithm can also be expressed as CCCP by changing variables. CCCP can be used both as a new way to understand, and prove the convergence of, existing optimization algorithms and as a procedure for generating new algorithms.

read more

Content maybe subject to copyright    Report

Citations
More filters
Book

Machine Learning : A Probabilistic Perspective

TL;DR: This textbook offers a comprehensive and self-contained introduction to the field of machine learning, based on a unified, probabilistic approach, and is suitable for upper-level undergraduates with an introductory-level college math background and beginning graduate students.
Book

Bayesian Reasoning and Machine Learning

TL;DR: Comprehensive and coherent, this hands-on text develops everything from basic reasoning to advanced techniques within the framework of graphical models, and develops analytical and problem-solving skills that equip them for the real world.
Proceedings Article

Self-Paced Learning for Latent Variable Models

TL;DR: A novel, iterative self-paced learning algorithm where each iteration simultaneously selects easy samples and learns a new parameter vector that outperforms the state of the art method for learning a latent structural SVM on four applications.
Proceedings ArticleDOI

Articulated pose estimation with flexible mixtures-of-parts

TL;DR: A general, flexible mixture model for capturing contextual co-occurrence relations between parts, augmenting standard spring models that encode spatial relations, and it is shown that such relations can capture notions of local rigidity.
Journal ArticleDOI

A unified convergence analysis of block successive minimization methods for nonsmooth optimization

TL;DR: This paper studies an alternative inexact BCD approach which updates the variable blocks by successively minimizing a sequence of approximations of f which are either locally tight upper bounds of $f$ or strictly convex local approximation of f.
References
More filters
Journal ArticleDOI

Numerical recipes

Journal ArticleDOI

An introduction to variational methods for graphical models

TL;DR: This paper presents a tutorial introduction to the use of variational methods for inference and learning in graphical models (Bayesian networks and Markov random fields), and describes a general framework for generating variational transformations based on convex duality.
Journal ArticleDOI

The relaxation method of finding the common point of convex sets and its application to the solution of problems in convex programming

TL;DR: This method can be regarded as a generalization of the methods discussed in [1–4] and applied to the approximate solution of problems in linear and convex programming.
Journal ArticleDOI

Hierarchical mixtures of experts and the EM algorithm

TL;DR: An Expectation-Maximization (EM) algorithm for adjusting the parameters of the tree-structured architecture for supervised learning and an on-line learning algorithm in which the parameters are updated incrementally.