Paper Abstract and Keywords |
Presentation |
2022-03-08 10:55
Real log canonical threshold of reduced rank regression when inputs are on a low dimensional hyperplane Joe Hirose, Sumio Watanabe (Tokyo Tech) IBISML2021-32 |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
A reduced rank regression is a statistical model which estimates a linear regression function from in- puts to outputs with a restricted rank. Its generalization performance in Bayesian inference is given by a real log canonical threshold (RLCT), and its concrete values were clarified by an algebro-geometric method. However, such results needed a condition that the distribution of inputs are not degenerate. In this paper, we prove that RLCT of a reduced rank regression when the distribution of inputs is on a low dimensional hyperplane. It is also reported that the theoretical results coincided with a numerical experiment. Our result shows that the generalization loss does not increase even if the inputs are redundant for essential distribution. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
Reduced Rank Regression / Real Log Canonical Threshold / Generalization Error / / / / / |
Reference Info. |
IEICE Tech. Rep., vol. 121, no. 419, IBISML2021-32, pp. 15-18, March 2022. |
Paper # |
IBISML2021-32 |
Date of Issue |
2022-03-01 (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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IBISML2021-32 |
Conference Information |
Committee |
IBISML |
Conference Date |
2022-03-08 - 2022-03-09 |
Place (in Japanese) |
(See Japanese page) |
Place (in English) |
Online |
Topics (in Japanese) |
(See Japanese page) |
Topics (in English) |
Machine Learning, etc. |
Paper Information |
Registration To |
IBISML |
Conference Code |
2022-03-IBISML |
Language |
Japanese |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
Real log canonical threshold of reduced rank regression when inputs are on a low dimensional hyperplane |
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Reduced Rank Regression |
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Real Log Canonical Threshold |
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Generalization Error |
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1st Author's Name |
Joe Hirose |
1st Author's Affiliation |
Tokyo Institute of Technology (Tokyo Tech) |
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Sumio Watanabe |
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Tokyo Institute of Technology (Tokyo Tech) |
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Speaker |
Author-1 |
Date Time |
2022-03-08 10:55:00 |
Presentation Time |
25 minutes |
Registration for |
IBISML |
Paper # |
IBISML2021-32 |
Volume (vol) |
vol.121 |
Number (no) |
no.419 |
Page |
pp.15-18 |
#Pages |
4 |
Date of Issue |
2022-03-01 (IBISML) |
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