Approximate Expectation Maximization

We discuss the integration of the expectation-maximization (EM) algorithm for maximum likelihood learning of Bayesian networks with belief propagation algorithms for approximate inference. Specifically we propose to combine the outer-loop step of convergent belief propagation algorithms with the M-step of the EM algorithm. This then yields an approximate EM algorithm that is essentially still double loop, with the important advantage of an inner loop that is guaranteed to converge. Simulations illustrate the merits of such an approach.

Authors

• Tom Heskes
• Onno Zoeter
• Wim Wiegerinck SNN, Radboud University Nijmegen Geert Grooteplein 21, int 126 6525 EZ Nijmegen, The Netherlands

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