B. Cakmak, Y. M. Lu, and M. Opper, “
A Convergence Analysis of Approximate Message Passing with Non-Separable Functions and Applications to Multi-Class Classification,”
IEEE International Symposium on Information Theory (ISIT). 2024.
arXiv:2402.08676 [cs.LG]AbstractMotivated by the recent application of approximate message passing (AMP) to the analysis of convex optimizations in multi-class classifications [Loureiro, et. al., 2021], we present a convergence analysis of AMP dynamics with non-separable multivariate nonlinearities. As an application, we present a complete (and independent) analysis of the motivated convex optimization problem.