most interesting models I can think of require the determination of one or more 'hyper-parameters' that can not easily be infered using EP/variational methods. Does Infer.NET provide any automated way of estimating these parameters by performing
approximate expectation maximization or by directly maximizing the approximate evidence?
By the way, we are continually increasing the set of parameters that can be inferred, and if you tell us what hyperparameters you are trying to infer, we can try to make these inferrable in the next version.
Infer.NET does not provide this automatically. You would have to write your own code to optimize the hyperparameters, though you can use Infer.NET to compute any marginals required by the optimizer.
By the way, we are continually increasing the set of parameters that can be inferred, and if you tell us what hyperparameters you are trying to infer, we can try to make these inferrable in the next version.