Tractable Approximations for Probabilistic Models: The Adaptive Thouless-Anderson-Palmer Mean Field Approach

We develop an advanced mean field method for approximating averages in probabilistic data models that is based on the Thouless-Anderson-Palmer (TAP) approach of disorder physics. In contrast to conventional TAP, where the knowledge of the distribution of couplings between the random variables is required, our method adapts to the concrete couplings. We demonstrate the validity of our approach, which is so far restricted to models with nonglassy behavior, by replica calculations for a wide class of models as well as by simulations for a real data set.