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Paper Abstract and Keywords
Presentation 2010-06-15 16:45
A linear time algorithm for sequential dynamic model selection
Eiichi Sakurai, Kenji Yamanishi (Univ. of Tokyo.) IBISML2010-25
Abstract (in Japanese) (See Japanese page) 
(in English) This paper addresses the issue of dynamic model selection (DMS), in which the goal is to select an optimal model sequence from time series under the assumption that the probabilistic model may change over time. Conventionally it has been proposed a batch algorithm for DMS, which isdesigned using a dynamic programming (DP) technique and requires $O(n^{2})$computation time ($n$ is data size).
We propose a novel DMS algorithm that runs in time linearly in the data sizeand can also be applied to sequential learning environments. The key idea isto sequentially apply the DP technique over subsequences of length a fixed size to drastically reduce the size of model sequences to be searched. We empirically demonstrate its effectiveness through artificial data sets by showing that the proposed algorithm produces model sequences of almost the same performance as the conventional algorithm while drastically reducing the computational costs.
Keyword (in Japanese) (See Japanese page) 
(in English) MDL principle / dynamic model selection / dynamic programming / / / / /  
Reference Info. IEICE Tech. Rep., vol. 110, no. 76, IBISML2010-25, pp. 175-180, June 2010.
Paper # IBISML2010-25 
Date of Issue 2010-06-07 (IBISML) 
ISSN Print edition: ISSN 0913-5685    Online edition: ISSN 2432-6380
Copyright
and
reproduction		 All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034)
Download PDF IBISML2010-25

Conference Information
Committee IBISML  
Conference Date 2010-06-14 - 2010-06-15 
Place (in Japanese) (See Japanese page) 
Place (in English) Takeda Hall, Univ. Tokyo 
Topics (in Japanese) (See Japanese page) 
Topics (in English) Machine learning, etc. 
Paper Information
Registration To IBISML 
Conference Code 2010-06-IBISML 
Language Japanese 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) A linear time algorithm for sequential dynamic model selection 
Sub Title (in English)  
Keyword(1) MDL principle  
Keyword(2) dynamic model selection  
Keyword(3) dynamic programming  
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1st Author's Name Eiichi Sakurai  
1st Author's Affiliation The University of Tokyo (Univ. of Tokyo.)
2nd Author's Name Kenji Yamanishi  
2nd Author's Affiliation The University of Tokyo (Univ. of Tokyo.)
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Speaker Author-1 
Date Time 2010-06-15 16:45:00 
Presentation Time 15 minutes 
Registration for IBISML 
Paper # IBISML2010-25 
Volume (vol) vol.110 
Number (no) no.76 
Page pp.175-180 
#Pages 6 
Date of Issue 2010-06-07 (IBISML) 

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