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| 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 |
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| 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 | |
| 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) | |
| Download PDF | PRMU2010-74 IBISML2010-46 |
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| Conference Information | |
| Committee | IBISML PRMU IPSJ-CVIM |
| 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 |
| Keyword(5) | |
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| Keyword(8) | |
| 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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| Speaker | 1 |
| 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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