MEMe: An Accurate Maximum Entropy Method for Efficient Approximations in Large-Scale Machine Learning

MEMe: An Accurate Maximum Entropy Method for Efficient Approximations in Large-Scale Machine Learning

Blog Article

Efficient approximation lies at the heart of large-scale machine learning problems.In this paper, we propose a novel, robust maximum entropy algorithm, Ornament 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 Acne Treatment superiority over existing approaches in two applications, namely, fast log determinant estimation and information-theoretic Bayesian optimisation.