EDML for Learning Parameters in Directed and Undirected Graphical Models

EDML is a recently proposed algorithm for learning parameters in Bayesian networks. It was originally derived in terms of approximate inference on a meta-network, which underlies the Bayesian approach to parameter estimation. While this initial derivation helped discover EDML in the first place and provided a concrete context for identifying some of its properties (e.g., in contrast to EM), the formal setting was somewhat tedious in the number of concepts it drew on. In this paper, we propose a greatly simplified perspective on EDML, which casts it as a general approach to continuous optimization. The new perspective has several advantages.