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Rebuilding Factorized Information Criterion: Asymptotically Accurate Marginal Likelihood

机译:重建分解信息标准:渐近准确的边际可能性

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Factorized information criterion (FIC) is a recently developed approximation technique for the marginal log-likelihood, which provides an automatic model selection framework for a few latent variable models (LVMs) with tractable inference algorithms. This paper reconsiders FIC and fills theoretical gaps of previous FIC studies. First, we reveal the core idea of FIC that allows generalization for a broader class of LVMs. Second, we investigate the model selection mechanism of the generalized FIC, which we provide a formal justification of FIC as a model selection criterion for LVMs and also a systematic procedure for pruning redundant latent variables. Third, we uncover a few previously-unknown relationships between FIC and the variational free energy. A demonstrative study on Bayesian principal component analysis is provided and numerical experiments support our theoretical results.
机译:分解信息标准(FIC)是最近开发的边际对数似然的近似技术,它为几个潜在的变量模型(LVM)提供了一种自动模型选择框架,其具有易于推理算法。本文重新考虑了FIC并填补了先前的FIC研究的理论差距。首先,我们揭示了FIC的核心概念,允许广泛化为更广泛的LVM。其次,我们研究了广义FIC的模型选择机制,我们为FIC提供了作为LVMS的模型选择标准的正式理由,也是修剪冗余潜变量的系统过程。第三,我们揭示了FIC和变分的自由能之间的一些先前未知的关系。提供了对贝叶斯主成分分析的示范性研究,数值实验支持我们的理论结果。

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