title: Adaptive and self-averaging Thouless-Anderson-Palmer mean-field theory for probabilistic modeling.
abstract: We develop a generalization of the Thouless-Anderson-Palmer (TAP) mean-field approach of disorder physics, which makes the method applicable to the computation of approximate averages in probabilistic models for real data. In contrast to the conventional TAP approach, where the knowledge of the distribution of couplings between the random variables is required, our method adapts to the concrete set of couplings. We show the significance of the approach in two ways: Our approach reproduces replica symmetric results for a wide class of toy models (assuming a nonglassy phase) with given disorder distributions in the thermodynamic limit. On the other hand, simulations on a real data model demonstrate that the method achieves more accurate predictions as compared to conventional TAP approaches.
authors.affiliation: Neural Computing Research Group, School of Engineering and Applied Science, Aston University, Birmingham B4 7ET, United Kingdom.
authors.forename: M
authors.initials: M
authors.lastname: Opper
authors.forename: O
authors.initials: O
authors.lastname: Winther