Infer.NET - Practical Implementation Issues and a Comparison of Approximation Techniques
Description
Infer.NET is an efficient, general-purpose inference engine developed at Microsoft Cambridge by Tom Minka, John Winn and others. It aims to be highly efficient, general purpose and extensible --- three normally contradictory goals. We have largely managed to achieve these goals using a compiler-like architecture, so that code is generated to perform the desired inference task. Infer.NET can apply one of a range of inference algorithms to a given probabilistic model, and so provides a useful framework for comparing the performance of different algorithms. In this talk, I will describe the capabilities and infrastructure of Infer.NET and give examples of applying both expectation propagation and variational message passing on the same model. I will also describe some failure cases that we have encountered for each algorithm.
| Slides | |
| 0:00 | Expectation Propagation & Variational Message Passing |
| 0:55 | - Deterministic approximate inference |
| 1:48 | Divergence minimisation - 1 |
| 4:03 | - Questions |
| 7:10 | Message passing |
| 10:07 | - Comparing EP and VM |
| 10:22 | Beta‐Bernoulli |
| 13:25 | Gaussian with fixed variance |
| 14:51 | Surprising conclusion |
| 15:33 | - Questions |
| 21:29 | Learning mean and precision - 1 |
| 22:07 | Learning mean and precision - 2 |
| 22:35 | Learning mean and precision - 3 |
| 23:10 | Learning mean and precision - 4 |
| 24:30 | So... |
| 24:56 | - Questions |
| 27:11 | Learning mean and precision - 4 |
| 27:30 | Improper messages are necessary |
| 28:29 | - Questions |
| 37:27 | Product of Gaussians - 1 |
| 38:22 | Product of Gaussians - 2 |
| 39:47 | Product of Gaussians - 3 |
| 40:46 | Exact posterior for A |
| 41:08 | Posterior for A vs. variance of B |
| 42:14 | - Questions |
| 42:22 | Posterior for A vs. variance of B |
| 43:42 | - Questions |
| 45:14 | Demo #3 |
| 45:25 | Summary |
| 45:34 | - Questions |
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