Publications
Authors:
  • Guillaume Bouchard
Citation:
NIPS 2007 Neural Information Processing Systems Conference, Whistler, Canada, December 7-8, 2007
Abstract:
The softmax link is used in many probabilistic model dealing with both discrete and continuous data. However, efficient Bayesian inference for this type of model is till an open problem due to the lack of efficient upper bound for the sum of exponentials. We propose three different bounds for this function and study their approximation properties. We give a direct application to the Bayesian treatment of multiclass logistic regression and discuss its generalization to deterministic approximate inference in hybrid probabilistic graphical models
Year:
2007
Report number:
2007/050