Paper ID: 2402.08676

A Convergence Analysis of Approximate Message Passing with Non-Separable Functions and Applications to Multi-Class Classification

Burak Çakmak, Yue M. Lu, Manfred Opper

Motivated 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.

Submitted: Feb 13, 2024