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Divergence measures and message passing

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If you have a question about this talk, please contact Shakir Mohamed .

I will present Tom Minka’s paper, “Divergence measures and message passing”

This paper presents a unifying view of message-passing algorithms, as methods to approximate a complex Bayesian network by a simpler network with minimum information divergence. In this view, the difference between mean-field methods and belief propagation is not the amount of structure they model, but only the measure of loss they minimize (`exclusive’ versus `inclusive’ Kullback-Leibler divergence). In each case, message-passing arises by minimizing a localized version of the divergence, local to each factor. By examining these divergence measures, we can intuit the types of solution they prefer (symmetry-breaking, for example) and their suitability for different tasks. Furthermore, by considering a wider variety of divergence measures (such as alpha-divergences), we can achieve different complexity and performance goals.

http://research.microsoft.com/en-us/um/people/minka/papers/message-passing/

This talk is part of the Machine Learning Reading Group @ CUED series.

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