Herding dynamical weights to learn

  • Authors:
  • Max Welling

  • Affiliations:
  • University of California, Irvine, CA

  • Venue:
  • ICML '09 Proceedings of the 26th Annual International Conference on Machine Learning
  • Year:
  • 2009

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Abstract

A new "herding" algorithm is proposed which directly converts observed moments into a sequence of pseudo-samples. The pseudo-samples respect the moment constraints and may be used to estimate (unobserved) quantities of interest. The procedure allows us to sidestep the usual approach of first learning a joint model (which is intractable) and then sampling from that model (which can easily get stuck in a local mode). Moreover, the algorithm is fully deterministic, avoiding random number generation) and does not need expensive operations such as exponentiation.