Paper Abstract and Keywords |
Presentation |
2013-11-12 15:45
[Poster Presentation]
Model Selection of Layered Neural Networks using WBIC based on Steepest Descent and MCMC Method Yusuke Tamai, Sumio Watanabe (Tokyo Inst. of Tech.) IBISML2013-36 |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
Many learning machines such as neural networks, normal mixtures, and hidden Markov Models contain hierarchical layers, hidden variables, or grammatical rules, resulting that they are not regular statistical models,
because the map taking a parameter to a probability density function is not one-to-one or the Fisher information matrix is not invertible. For a nonregular statistical model, we can not apply conventional information criteria such as AIC, BIC, or DIC. Recently, a new information criterion, WBIC, was proposed which estimates the Bayes log marginal likelihood even if the posterior distribution can not be approximated by any normal distribution. In calculation of WBIC, we need to numerically make the posterior distribution with the inverse temperature 1= log n, where n is the number of training samples. In this paper, we propose a new method in which the steepest descent is employed instead of burn-in, and show experimentally its effectiveness of numerianl calculation of WBIC. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
Neural networks / WBIC / Metropolis method / Steepest Decsent / Burn-in / / / |
Reference Info. |
IEICE Tech. Rep., vol. 113, no. 286, IBISML2013-36, pp. 1-6, Nov. 2013. |
Paper # |
IBISML2013-36 |
Date of Issue |
2013-11-05 (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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IBISML2013-36 |
Conference Information |
Committee |
IBISML |
Conference Date |
2013-11-10 - 2013-11-13 |
Place (in Japanese) |
(See Japanese page) |
Place (in English) |
Tokyo Institute of Technology, Kuramae-Kaikan |
Topics (in Japanese) |
(See Japanese page) |
Topics (in English) |
The 16th IBIS Workshop & The 2nd IBIS Tutorial |
Paper Information |
Registration To |
IBISML |
Conference Code |
2013-11-IBISML |
Language |
Japanese |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
Model Selection of Layered Neural Networks using WBIC based on Steepest Descent and MCMC Method |
Sub Title (in English) |
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Neural networks |
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WBIC |
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Metropolis method |
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Steepest Decsent |
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Burn-in |
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1st Author's Name |
Yusuke Tamai |
1st Author's Affiliation |
Tokyo Institute of Technology (Tokyo Inst. of Tech.) |
2nd Author's Name |
Sumio Watanabe |
2nd Author's Affiliation |
Tokyo Institute of Technology (Tokyo Inst. of Tech.) |
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Speaker |
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Date Time |
2013-11-12 15:45:00 |
Presentation Time |
180 minutes |
Registration for |
IBISML |
Paper # |
IBISML2013-36 |
Volume (vol) |
vol.113 |
Number (no) |
no.286 |
Page |
pp.1-6 |
#Pages |
6 |
Date of Issue |
2013-11-05 (IBISML) |
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