A Quantum Extension of Variational Bayes Inference

Miyahara, Hideyuki, Sughiyama, Yuki

arXiv.org Machine Learning 

Institute of Industrial Science, The University of Tokyo, 4-6-1, Komaba, Meguro-ku, Tokyo 153-8505, Japan (Dated: December 14, 2017) Variational Bayes (VB) inference is one of the most important algorithms in machine learning and widely used in engineering and industry. However, VB is known to suffer from the problem of local optima. In this Letter, we generalize VB by using quantum mechanics, and propose a new algorithm, which we call quantum annealing variational Bayes (QA VB) inference. We then show that QA VB drastically improve the performance of VB by applying them to a clustering problem described by a Gaussian mixture model. Finally, we discuss an intuitive understanding on how QA VB works well.

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