作者
David Tolpin, Jan-Willem van de Meent, Brooks Paige, Frank Wood
发表日期
2015
研讨会论文
Machine Learning and Knowledge Discovery in Databases: European Conference, ECML PKDD 2015, Porto, Portugal, September 7-11, 2015, Proceedings, Part II 15
页码范围
311-326
出版商
Springer International Publishing
简介
We introduce an adaptive output-sensitive Metropolis-Hastings algorithm for probabilistic models expressed as programs, Adaptive Lightweight Metropolis-Hastings (AdLMH). This algorithm extends Lightweight Metropolis-Hastings (LMH) by adjusting the probabilities of proposing random variables for modification to improve convergence of the program output. We show that AdLMH converges to the correct equilibrium distribution and compare convergence of AdLMH to that of LMH on several test problems to highlight different aspects of the adaptation scheme. We observe consistent improvement in convergence on the test problems.
引用总数
201520162017201820192020202120222023202413212222
学术搜索中的文章
D Tolpin, JW van de Meent, B Paige, F Wood - Machine Learning and Knowledge Discovery in …, 2015