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

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Burak Çakmak, Yue M. Lu, Manfred Opper

Published: 01 Jan 2024, Last Modified: 12 May 2025ISIT 2024EveryoneRevisionsBibTeXCC BY-SA 4.0
Abstract: 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.