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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
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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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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)  
Keyword(1) Group Lasso  
Keyword(2) empirical Bayes  
Keyword(3) MAP estimation  
Keyword(4) Laplace prior  
Keyword(5) 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
Date of Issue 2018-10-29 (IBISML) 


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