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A Block Successive Lower-Bound Maximization Algorithm for the Maximum Pseudo-Likelihood Estimation of Fully Visible
1School of Mathematics and Physics, University of Queensland, St. Lucia, Brisbane Queensland 4072, Australia h.nguyen7@uq.edu.au.
We introduce a novel algorithm for training Boltzmann machines using maximum pseudo-likelihood estimation (MPLE). This block successive lower-bound maximization (BSLM) method guarantees convergence and monotonic improvement for fully visible Boltzmann machines (FVBMs).
Area of Science:
- Machine Learning
- Statistical Modeling
- Artificial Intelligence
Background:
- Maximum pseudo-likelihood estimation (MPLE) is favored for training fully visible Boltzmann machines (FVBMs) due to its scalability and statistical advantages.
- Existing MPLE algorithms lack proven convergence or monotonic properties.
Purpose of the Study:
- To present a novel, convergent, and monotonic algorithm for MPLE of FVBMs.
- To establish theoretical guarantees for the proposed estimation method.
Main Methods:
- Development of an algorithm based on the block successive lower-bound maximization (BSLM) principle.
- Mathematical proof of monotonic increase in pseudo-likelihood values.
- Demonstration of convergence to the unique global pseudo-likelihood maximizer.
Main Results:
- The BSLM algorithm ensures monotonic ascent of pseudo-likelihood values.
- The sequence of BSLM estimates is proven to converge to the global optimum.
- A convergence criterion for the related gradient ascent (GA) algorithm is provided.
Conclusions:
- The BSLM algorithm offers a reliable and theoretically sound method for MPLE of FVBMs.
- This work addresses the lack of proven convergence in previous MPLE algorithms.
- The findings contribute to the robust training of Boltzmann machine models.
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