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2017 | OriginalPaper | Buchkapitel

Entropic Trace Estimates for Log Determinants

verfasst von : Jack Fitzsimons, Diego Granziol, Kurt Cutajar, Michael Osborne, Maurizio Filippone, Stephen Roberts

Erschienen in: Machine Learning and Knowledge Discovery in Databases

Verlag: Springer International Publishing

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Abstract

The scalable calculation of matrix determinants has been a bottleneck to the widespread application of many machine learning methods such as determinantal point processes, Gaussian processes, generalised Markov random fields, graph models and many others. In this work, we estimate log determinants under the framework of maximum entropy, given information in the form of moment constraints from stochastic trace estimation. The estimates demonstrate a significant improvement on state-of-the-art alternative methods, as shown on a wide variety of matrices from the SparseSuite Matrix Collection. By taking the example of a general Markov random field, we also demonstrate how this approach can significantly accelerate inference in large-scale learning methods involving the log determinant.

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Vorheriges Kapitel Bayesian Nonlinear Support Vector Machines for Big Data

Nächstes Kapitel Fair Kernel Learning

Code for algorithms proposed in this paper are available at https://github.com/OxfordML/EntropicTraceEstimation.

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Titel: Entropic Trace Estimates for Log Determinants
verfasst von: Jack Fitzsimons
Diego Granziol
Kurt Cutajar
Michael Osborne
Maurizio Filippone
Stephen Roberts
Verlag: Springer International Publishing
Buch: Machine Learning and Knowledge Discovery in Databases
Print ISBN: 978-3-319-71248-2

Electronic ISBN: 978-3-319-71249-9

Copyright-Jahr: 2017
DOI: https://doi.org/10.1007/978-3-319-71249-9_20

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