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Machine Learning by Sergios Theodoridis

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Contrastive divergence

To train the RBM, one has to obtain the positive and negative phase correlations. However, the computation of the latter is intractable. A way to approach it is via Gibbs sampling techniques (see Chapter 14). The fact that we know analytically the conditionals, P(hi|v) and P(vj|h), allows us to apply Gibbs sampling by sequentially drawing samples, that is, h(1)P(h|v(1))si122_e, v(2)P(v|h(1))si123_e, h(2)P(h|v(2))si124_e, and so on. However, ...

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