Paper Abstract and Keywords |
Presentation |
2012-11-08 15:00
Calculation Method for WAIC Using Sequential Importance Sampling Takushi Miki, Sumio Watanabe (Tokyo Tech) IBISML2012-70 |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
The bayes generalization loss represents the distance of the predictive distribution and the true distribution.
It is used in model selection and hyper parameter design, hence an important variable in machine learning.
Hierarchical learning models, such as a mixture model, a hidden markov
model, a neural network model, are widely used in pattern recognition and data mining.
Those learning models are not regular if its Fisher information matrix is singular.
In recent years, WAIC, which is the unbiased estimator of the
generalization loss even for singular learning model, is proposed.
WAIC needs calculation of the expectation value by posterior
distribution. In general, Markov chain Monte Carlo method is used to
calculate the expectation value. Hence in applications, its computational
cost can not be ignored.
In this paper, we propose a calculating method for WAIC using the
sequential importance sampling.
Experimental results show the effectiveness of the proposed method. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
WAIC / Sequential Importance Sampling / / / / / / |
Reference Info. |
IEICE Tech. Rep., vol. 112, no. 279, IBISML2012-70, pp. 259-263, Nov. 2012. |
Paper # |
IBISML2012-70 |
Date of Issue |
2012-10-31 (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) |
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IBISML2012-70 |
Conference Information |
Committee |
IBISML |
Conference Date |
2012-11-07 - 2012-11-09 |
Place (in Japanese) |
(See Japanese page) |
Place (in English) |
Bunkyo School Building, Tokyo Campus, Tsukuba Univ. |
Topics (in Japanese) |
(See Japanese page) |
Topics (in English) |
the 15th Information-Based Induction Sciences Workshop |
Paper Information |
Registration To |
IBISML |
Conference Code |
2012-11-IBISML |
Language |
Japanese |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
Calculation Method for WAIC Using Sequential Importance Sampling |
Sub Title (in English) |
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WAIC |
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Sequential Importance Sampling |
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1st Author's Name |
Takushi Miki |
1st Author's Affiliation |
Tokyo Institute of Technology (Tokyo Tech) |
2nd Author's Name |
Sumio Watanabe |
2nd Author's Affiliation |
Tokyo Institute of Technology (Tokyo Tech) |
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Speaker |
Author-1 |
Date Time |
2012-11-08 15:00:00 |
Presentation Time |
150 minutes |
Registration for |
IBISML |
Paper # |
IBISML2012-70 |
Volume (vol) |
vol.112 |
Number (no) |
no.279 |
Page |
pp.259-263 |
#Pages |
5 |
Date of Issue |
2012-10-31 (IBISML) |
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