Paper Abstract and Keywords |
Presentation |
2015-06-23 17:00
Risk Bound of Lasso Based on MDL Theory Masanori Kawakita, Yushin Toyokihara, Jun'ichi Takeuchi (Kyushu Univ.) IBISML2015-16 |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
We derive a risk bound of lasso in random design linear regression. Past
works of MDL principle revealed that penalized maximum likelihood methods
can be interpreted as a two stage coding procedure and have a redundancy
risk bound. Barron et. al. derived a risk bound of lasso in fixed design
linear regression by extending those past works. To assess the
generalization error, however, we need to consider the random design
setting, which is much more difficult. We give a risk bound (and a
regret bound) of lasso in random design cases under normality of
covariates as a first step. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
lasso / risk bound / MDL principle / two stage coding / / / / |
Reference Info. |
IEICE Tech. Rep., vol. 115, no. 112, IBISML2015-16, pp. 101-107, June 2015. |
Paper # |
IBISML2015-16 |
Date of Issue |
2015-06-16 (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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IBISML2015-16 |
Conference Information |
Committee |
NC IPSJ-BIO IBISML IPSJ-MPS |
Conference Date |
2015-06-23 - 2015-06-25 |
Place (in Japanese) |
(See Japanese page) |
Place (in English) |
Okinawa Institute of Science and Technology |
Topics (in Japanese) |
(See Japanese page) |
Topics (in English) |
Machine Learning Approach to Biodata Mining, and General |
Paper Information |
Registration To |
IBISML |
Conference Code |
2015-06-NC-BIO-IBISML-MPS |
Language |
Japanese |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
Risk Bound of Lasso Based on MDL Theory |
Sub Title (in English) |
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Keyword(1) |
lasso |
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risk bound |
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MDL principle |
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two stage coding |
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1st Author's Name |
Masanori Kawakita |
1st Author's Affiliation |
Kyushu University (Kyushu Univ.) |
2nd Author's Name |
Yushin Toyokihara |
2nd Author's Affiliation |
Kyushu University (Kyushu Univ.) |
3rd Author's Name |
Jun'ichi Takeuchi |
3rd Author's Affiliation |
Kyushu University (Kyushu Univ.) |
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Speaker |
Author-1 |
Date Time |
2015-06-23 17:00:00 |
Presentation Time |
25 minutes |
Registration for |
IBISML |
Paper # |
IBISML2015-16 |
Volume (vol) |
vol.115 |
Number (no) |
no.112 |
Page |
pp.101-107 |
#Pages |
7 |
Date of Issue |
2015-06-16 (IBISML) |
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