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Paper Abstract and Keywords
Presentation 2010-09-06 09:00
A Study of Variances of Cross-Validation and Generalization Error in Variational Bayes Method
Shinji Oyama, Sumio Watanabe (Tokyo Tech.) PRMU2010-74 IBISML2010-46
Abstract (in Japanese) (See Japanese page) 
(in English) Variational Bayes method provides high generalization performance as the Bayes method using a small computational cost as the EM algorithm, therefore, it is widely being used in machine learning. In general, the average of the cross validation is asymptotically equal to that of the generalization error. However, in variational Bayes learning, the relationship between them has not yet been clarified. In this paper, we study variational Bayes method in a Gaussian mixture and experimentally show that the variances of the cross validation and the generalization error depend on the condition of regularity, and that the variance of the cross validation is greater than that of the generalization error, especially when the hyperparameter is smaller than the critical point of the phase transition.
Keyword (in Japanese) (See Japanese page) 
(in English) variational Bayes method / cross validation / Gaussian mixture / hyperparameter / / / /  
Reference Info. IEICE Tech. Rep., vol. 110, no. 188, IBISML2010-46, pp. 135-142, Sept. 2010.
Paper # IBISML2010-46 
Date of Issue 2010-08-29 (PRMU, IBISML) 
ISSN Print edition: ISSN 0913-5685  Online edition: ISSN 2432-6380
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
Conference Date 2010-09-05 - 2010-09-06 
Place (in Japanese) (See Japanese page) 
Place (in English) Fukuoka Univ. 
Topics (in Japanese) (See Japanese page) 
Topics (in English) Machine learning and optimization for computer vision and pattern recognition, etc. 
Paper Information
Registration To IBISML 
Conference Code 2010-09-IBISML-PRMU 
Language Japanese 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) A Study of Variances of Cross-Validation and Generalization Error in Variational Bayes Method 
Sub Title (in English)  
Keyword(1) variational Bayes method  
Keyword(2) cross validation  
Keyword(3) Gaussian mixture  
Keyword(4) hyperparameter  
1st Author's Name Shinji Oyama  
1st Author's Affiliation Tokyo Institute of Technology (Tokyo Tech.)
2nd Author's Name Sumio Watanabe  
2nd Author's Affiliation Tokyo Institute of Technology (Tokyo Tech.)
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Date Time 2010-09-06 09:00:00 
Presentation Time 30 
Registration for IBISML 
Paper # IEICE-PRMU2010-74,IEICE-IBISML2010-46 
Volume (vol) IEICE-110 
Number (no) no.187(PRMU), no.188(IBISML) 
Page pp.135-142 
#Pages IEICE-8 
Date of Issue IEICE-PRMU-2010-08-29,IEICE-IBISML-2010-08-29 

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