L2M: Practical posterior Laplace approximation with optimization-driven second moment estimation.
Christian S. PeroneRoberto Pereira SilveiraThomas PaulaPublished in: CoRR (2021)
Keyphrases
- optimization algorithm
- global optimization
- data driven
- error bounds
- estimation accuracy
- optimization method
- optimization process
- expectation propagation
- approximation error
- constrained optimization
- approximation algorithms
- optimization problems
- monte carlo sampling
- gaussian process
- estimation algorithm
- efficient computation
- accurate estimation
- probability distribution
- update equations
- approximation methods
- real world
- class probabilities
- posterior probability
- combinatorial optimization
- np hard