Monthly
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6 x 9, illustrated
ISSN
0899-7667
E-ISSN
1530-888X
2014 Impact factor:
2.21

Neural Computation

November 2015, Vol. 27, No. 11, Pages 2423-2446
(doi: 10.1162/NECO_a_00781)
© 2015 Massachusetts Institute of Technology
A Novel Parameter Estimation Method for Boltzmann Machines
Article PDF (394.4 KB)
Abstract

We propose a novel estimator for a specific class of probabilistic models on discrete spaces such as the Boltzmann machine. The proposed estimator is derived from minimization of a convex risk function and can be constructed without calculating the normalization constant, whose computational cost is exponential order. We investigate statistical properties of the proposed estimator such as consistency and asymptotic normality in the framework of the estimating function. Small experiments show that the proposed estimator can attain comparable performance to the maximum likelihood expectation at a much lower computational cost and is applicable to high-dimensional data.