Approximate Inference and Learning in Probabilistic Models

Assignment for Approximate Inference and Learning in Probabilistic Models (COMP0085) at UCL 2022

• Variational Bayes & Automatic Relevance Determination (ARD)
• Mean Field Learning
• Loopy Belief Propagation
• Gaussian Process Regression

To set up your python environment:

1. Install poetry

pip install poetry

2. Install dependencies

poetry install

Variational Bayes Automatic Relevance Determination:

Automatic Relevance Determination (8 Actual Latent Factors)

Mean Field Learning:

Learned Latent Factors

EM Free Energy

Loopy Belief Propagation:

Learned Latent Factors

EM Free Energy (doesn't converge)

Gaussian Process Regression:

CO2 Extrapolation

Kernel Hyper-Parameter Visualisation