Paper Abstract and Keywords |
Presentation |
2018-11-05 15:10
[Poster Presentation]
Inference for Logitistic Regression Mixture Model with Local Variational Approximation and Study for Variational Free Energy Fumito Nakamura, Ryosuke Konishi (Generic Solution), Yasushi Kiyoki (Keio) IBISML2018-48 |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
A logistic regression mixture model (LRMM) is a mixed model of the Logistic regression model, and it is widely used in the field of psychology, sociology and marketing due to its high performance. In a conventional method, the Expectation Maximization (EM) algorithm has been often used to estimate the model.
However, the EM algorithm searches the local maximum likelihood estimator, and it is known that the maximum likelihood estimator gives worse performance than the Bayesian approach.
In this paper, we propose an algorithm to estimate the LRMM by a Local Variational Approximation (LVA), which is one of the Bayesian approach. Numerical experiments show that the LVA achieves the higher performance than the EM algorithm. Furthermore, we discuss the asymptotic behavior of a variational free energy, which is one of an evaluation index for the LVA. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
Logistic Regression Mixture Model / Local Variational Approximation / Variational Free Energy / Bayesian inference / EM algorithm / / / |
Reference Info. |
IEICE Tech. Rep., vol. 118, no. 284, IBISML2018-48, pp. 29-36, Nov. 2018. |
Paper # |
IBISML2018-48 |
Date of Issue |
2018-10-29 (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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IBISML2018-48 |
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) |
Inference for Logitistic Regression Mixture Model with Local Variational Approximation and Study for Variational Free Energy |
Sub Title (in English) |
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Keyword(1) |
Logistic Regression Mixture Model |
Keyword(2) |
Local Variational Approximation |
Keyword(3) |
Variational Free Energy |
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Bayesian inference |
Keyword(5) |
EM algorithm |
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1st Author's Name |
Fumito Nakamura |
1st Author's Affiliation |
Generic Solution Corporation (Generic Solution) |
2nd Author's Name |
Ryosuke Konishi |
2nd Author's Affiliation |
Generic Solution Corporation (Generic Solution) |
3rd Author's Name |
Yasushi Kiyoki |
3rd Author's Affiliation |
Keio University (Keio) |
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Speaker |
Author-1 |
Date Time |
2018-11-05 15:10:00 |
Presentation Time |
180 minutes |
Registration for |
IBISML |
Paper # |
IBISML2018-48 |
Volume (vol) |
vol.118 |
Number (no) |
no.284 |
Page |
pp.29-36 |
#Pages |
8 |
Date of Issue |
2018-10-29 (IBISML) |
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