Efficient Sampling with Kernel Herding
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If you have a question about this talk, please contact Zoubin Ghahramani.
The herding algorithm was proposed as a deterministic
dynamic system that integrates learning and inference for discrete
Markov Random Fields. In this talk, we take a dual view of herding and
extend it to continuous spaces by using the kernel trick. The
resulting “kernel herding” is an infinite memory deterministic
algorithm that approximates a PDF with a collection of samples. We
show that kernel herding decreases the error of expectations of
functions in the Hilbert space much faster than the usual iid random
samples. If time permits, I’ll also talk about the recent development
and applications of the herding algorithm.
This talk is part of the Machine Learning @ CUED series.
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