Paper Abstract and Keywords |
Presentation |
2018-11-05 15:10
[Poster Presentation]
Analysis of Empirical Bayes Estimation for Three Parameter Group Lasso Tsukasa Yoshida, Kazuho Watanabe (Toyohashi Tech) IBISML2018-93 |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
As sparse estimation methods, Lasso and Group Lasso are often used for wide applications. It is necessary for successful applications of these regularization methods to determine the regularization parameter appropriately. Although the empirical Bayes approach provides an effective method to estimate the regularization parameter, its solution has yet to be fully investigated. In this study, we discuss the estimation of the regularization parameter using the empirical Bayes method in Group Lasso. We show the characteristics of the empirical Bayes estimator on a simplified linear regression model, whose design matrix is identity and the dimension of regression coefficients is three. We also discuss the property of the MAP estimator with its regularization parameter estimated by the empirical Bayes method. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
Group Lasso / empirical Bayes / MAP estimation / Laplace prior / automatic relevance determination / / / |
Reference Info. |
IEICE Tech. Rep., vol. 118, no. 284, IBISML2018-93, pp. 367-372, Nov. 2018. |
Paper # |
IBISML2018-93 |
Date of Issue |
2018-10-29 (IBISML) |
ISSN |
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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IBISML2018-93 |
Conference Information |
Committee |
IBISML |
Conference Date |
2018-11-05 - 2018-11-07 |
Place (in Japanese) |
(See Japanese page) |
Place (in English) |
Hokkaido Citizens Activites Center (Kaderu 2.7) |
Topics (in Japanese) |
(See Japanese page) |
Topics (in English) |
Information-Based Induction Science Workshop (IBIS2018) |
Paper Information |
Registration To |
IBISML |
Conference Code |
2018-11-IBISML |
Language |
Japanese |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
Analysis of Empirical Bayes Estimation for Three Parameter Group Lasso |
Sub Title (in English) |
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Group Lasso |
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empirical Bayes |
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MAP estimation |
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Laplace prior |
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automatic relevance determination |
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1st Author's Name |
Tsukasa Yoshida |
1st Author's Affiliation |
Toyohashi University of Technology (Toyohashi Tech) |
2nd Author's Name |
Kazuho Watanabe |
2nd Author's Affiliation |
Toyohashi University of Technology (Toyohashi Tech) |
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Speaker |
Author-1 |
Date Time |
2018-11-05 15:10:00 |
Presentation Time |
180 minutes |
Registration for |
IBISML |
Paper # |
IBISML2018-93 |
Volume (vol) |
vol.118 |
Number (no) |
no.284 |
Page |
pp.367-372 |
#Pages |
6 |
Date of Issue |
2018-10-29 (IBISML) |
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