Kernel-nased just-in-time learning for passing expectation propagation messages

We propose an efficient nonparametric strategy for learning a message operator in expectation propagation (EP), which takes as input the set of incoming messages to a factor node, and produces an outgoing message as output. This learned operator replaces the multivariate integral required in classic...

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Bibliographic Details
Main Authors: Jitkrittum, W, Gretton, A, Heess, N, Eslami, S, Lakshminarayanan, B, Sejdinovic, D, Szabó, Z
Format: Conference item
Published: Association for Uncertainty in Artificial Intelligence 2015