A Block Successive Lower-Bound Maximization Algorithm for the Maximum Pseudo-Likelihood Estimation of Fully Visible Boltzmann Machines

作者：Nguyen Hien D^*; Wood Ian A^*

来源：Neural Computation, 2016, 28(3): 485-492.

DOI：10.1162/NECO_a_00813

Maximum pseudo-likelihood estimation (MPLE) is an attractive method for training fully visible Boltzmann machines (FVBMs) due to its computational scalability and the desirable statistical properties of the MPLE. No published algorithms for MPLE have been proven to be convergent or monotonic. In this note, we present an algorithm for the MPLE of FVBMs based on the block successive lower-bound maximization (BSLM) principle. We show that the BSLM algorithm monotonically increases the pseudo-likelihood values and that the sequence of BSLM estimates converges to the unique global maximizer of the pseudo-likelihood function. The relationship between the BSLM algorithm and the gradient ascent (GA) algorithm for MPLE of FVBMs is also discussed, and a convergence criterion for the GA algorithm is given.

• 出版日期2016-3