Paper Abstract and Keywords |
Presentation |
2014-11-17 17:00
[Poster Presentation]
Theoretical Analysis of Empirical MAP and Empirical Partially Bayes Shinichi Nakajima (TU Berlin), Masashi Sugiyama (Univ. of Tokyo) IBISML2014-38 |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
Variational Bayesian (VB) learning is known to be a
promising
approximation to Bayesian learning
with computational efficiency.
However, in some applications, e.g., large-scale collaborative filtering and tensor factorization,
VB is still computationally too costly.
In such cases,
looser approximations
such as MAP estimation and partially Bayesian (PB) learning,
where a part of the parameters are point-estimated,
seem attractive.
In this paper,
we theoretically investigate the behavior of the MAP and the PB solutions of matrix factorization.
A notable finding is that the global solutions of MAP and PB in the empirical Bayesian scenario,
where the hyperparameters are also estimated from observation,
are trivial and useless,
while their local solutions behave similarly to the global solution of VB.
This suggests that empirical MAP and empirical PB with local search can be alternatives to empirical VB
equipped with the useful automatic relevance determination property.
Experiments support our theory. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
Empirical Bayes / partially Bayes / variational Bayes / global solution / local solution / / / |
Reference Info. |
IEICE Tech. Rep., vol. 114, no. 306, IBISML2014-38, pp. 25-32, Nov. 2014. |
Paper # |
IBISML2014-38 |
Date of Issue |
2014-11-10 (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 |
IBISML2014-38 |
Conference Information |
Committee |
IBISML |
Conference Date |
2014-11-17 - 2014-11-19 |
Place (in Japanese) |
(See Japanese page) |
Place (in English) |
Nagoya Univ. |
Topics (in Japanese) |
(See Japanese page) |
Topics (in English) |
|
Paper Information |
Registration To |
IBISML |
Conference Code |
2014-11-IBISML |
Language |
English (Japanese title is available) |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
Theoretical Analysis of Empirical MAP and Empirical Partially Bayes |
Sub Title (in English) |
|
Keyword(1) |
Empirical Bayes |
Keyword(2) |
partially Bayes |
Keyword(3) |
variational Bayes |
Keyword(4) |
global solution |
Keyword(5) |
local solution |
Keyword(6) |
|
Keyword(7) |
|
Keyword(8) |
|
1st Author's Name |
Shinichi Nakajima |
1st Author's Affiliation |
Technical University of Berlin (TU Berlin) |
2nd Author's Name |
Masashi Sugiyama |
2nd Author's Affiliation |
University of Tokyo (Univ. of Tokyo) |
3rd Author's Name |
|
3rd Author's Affiliation |
() |
4th Author's Name |
|
4th Author's Affiliation |
() |
5th Author's Name |
|
5th Author's Affiliation |
() |
6th Author's Name |
|
6th Author's Affiliation |
() |
7th Author's Name |
|
7th Author's Affiliation |
() |
8th Author's Name |
|
8th Author's Affiliation |
() |
9th Author's Name |
|
9th Author's Affiliation |
() |
10th Author's Name |
|
10th Author's Affiliation |
() |
11th Author's Name |
|
11th Author's Affiliation |
() |
12th Author's Name |
|
12th Author's Affiliation |
() |
13th Author's Name |
|
13th Author's Affiliation |
() |
14th Author's Name |
|
14th Author's Affiliation |
() |
15th Author's Name |
|
15th Author's Affiliation |
() |
16th Author's Name |
|
16th Author's Affiliation |
() |
17th Author's Name |
|
17th Author's Affiliation |
() |
18th Author's Name |
|
18th Author's Affiliation |
() |
19th Author's Name |
|
19th Author's Affiliation |
() |
20th Author's Name |
|
20th Author's Affiliation |
() |
Speaker |
Author-1 |
Date Time |
2014-11-17 17:00:00 |
Presentation Time |
180 minutes |
Registration for |
IBISML |
Paper # |
IBISML2014-38 |
Volume (vol) |
vol.114 |
Number (no) |
no.306 |
Page |
pp.25-32 |
#Pages |
8 |
Date of Issue |
2014-11-10 (IBISML) |
|