Learning graphical model parameters with approximate marginal inference.

Likelihood-based learning of graphical models faces challenges of computational complexity and robustness to model misspecification. This paper studies methods that fit parameters directly to maximize a measure of the accuracy of predicted marginals, taking into account both model and inference approximations at training time. Experiments on imaging problems suggest marginalization-based learning performs better than likelihood-based approximations on difficult problems where the model being fit is approximate in nature.