| IEICE Technical Committee Submission System Conference Paper's Information |
Online Proceedings [Sign in] Tech. Rep. Archives |
| Go Top Page | Go Previous | [Japanese] / [English] |
| Paper Abstract and Keywords | ||
| Presentation | 2016-11-16 15:00 Additive Model Decomposition with Global Sparse Structure for Multi-task Granger Causal Estimation Hitoshi Abe, Jun Sakuma (Univ. Tsukuba)  IBISML2016-56 |
|
| Abstract | (in Japanese) | (See Japanese page) |
| (in English) | Causality estimation is one of the key issues in time-series data analysis. Granger causality is widely known as a formulation to find causality among time-series. Predicting responses from past responses and other features, the feature which is significantly useful for prediction is called Granger cause. Existing Granger causality estimation methods are formulated as the feature selection problem by sparse regularizers. One common problem of existing methods is that it captures only the past responses when they overly effect on the prediction. In this paper, we overcome this problem by multi-task learning. We assume coefficients corresponding to the past responses are greater than those of other features on all of the task. We additively decompose a model into task-common model and task-specific models. The task-common model represents the large effect on the past responses and the task-specific models discover Granger cause that rarely appear. In addition, we propose a global sparse regularizer that makes the integrated model which is sum of additive model sparse. Finally, we demonstrate the effectiveness of our proposed method by experiments. |
|
| Keyword | (in Japanese) | (See Japanese page) |
| (in English) | Granger causality / multi-task learning / sparse regularization / model decomposition / / / / | |
| Reference Info. | IEICE Tech. Rep., vol. 116, no. 300, IBISML2016-56, pp. 73-79, Nov. 2016. | |
| Paper # | IBISML2016-56 | |
| Date of Issue | 2016-11-09 (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 | IBISML2016-56 |
|
| Conference Information | |
| Committee | IBISML |
| Conference Date | 2016-11-16 - 2016-11-18 |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Kyoto Univ. |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | Information-Based Induction Science Workshop (IBIS2016) |
| Paper Information | |
| Registration To | IBISML |
| Conference Code | 2016-11-IBISML |
| Language | Japanese |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Additive Model Decomposition with Global Sparse Structure for Multi-task Granger Causal Estimation |
| Sub Title (in English) | |
| Keyword(1) | Granger causality |
| Keyword(2) | multi-task learning |
| Keyword(3) | sparse regularization |
| Keyword(4) | model decomposition |
| Keyword(5) | |
| Keyword(6) | |
| Keyword(7) | |
| Keyword(8) | |
| 1st Author's Name | Hitoshi Abe |
| 1st Author's Affiliation | University of Tsukuba (Univ. Tsukuba) |
| 2nd Author's Name | Jun Sakuma |
| 2nd Author's Affiliation | University of Tsukuba/JST CREST (Univ. Tsukuba) |
| 3rd Author's Name | |
| 3rd Author's Affiliation | () |
| 4th Author's Name | |
| 4th Author's Affiliation | () |
| 5th Author's Name | |
| 5th Author's Affiliation | () |
| 6th Author's Name | |
| 6th Author's Affiliation | () |
| 7th Author's Name | |
| 7th Author's Affiliation | () |
| 8th Author's Name | |
| 8th Author's Affiliation | () |
| 9th Author's Name | |
| 9th Author's Affiliation | () |
| 10th Author's Name | |
| 10th Author's Affiliation | () |
| 11th Author's Name | |
| 11th Author's Affiliation | () |
| 12th Author's Name | |
| 12th Author's Affiliation | () |
| 13th Author's Name | |
| 13th Author's Affiliation | () |
| 14th Author's Name | |
| 14th Author's Affiliation | () |
| 15th Author's Name | |
| 15th Author's Affiliation | () |
| 16th Author's Name | |
| 16th Author's Affiliation | () |
| 17th Author's Name | |
| 17th Author's Affiliation | () |
| 18th Author's Name | |
| 18th Author's Affiliation | () |
| Speaker | Author-1 |
| Date Time | 2016-11-16 15:00:00 |
| Presentation Time | 180 minutes |
| Registration for | IBISML |
| Paper # | IBISML2016-56 |
| Volume (vol) | vol.116 |
| Number (no) | no.300 |
| Page | pp.73-79 |
| #Pages | 7 |
| Date of Issue | 2016-11-09 (IBISML) |
[Return to Top Page]