Paper Abstract and Keywords |
Presentation |
2018-11-05 15:10
[Poster Presentation]
Online Prediction for Varying Bernoulli Processes by Minimax Strategy Kenta Konagayoshi, Kazuho Watanabe (Toyohashi Tech) IBISML2018-61 |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
Online prediction methods sequentially predict furure data from time series data. Since online pre-
diction does not need to keep past data, it is very useful for solving the concern of insufficient storage to store
data necessary for prediction. It is also necessary for neuroscience and communication engineering to predict the
sequence of Bernoulli probabilities from binary sequences representing the presence or absence of events.
Recently, an online prediction method incorporating the smoothness of prediction sequences into the concept of regret in
online prediction has been proposed. However, the derivation of the method strongly depends on the squared error
function, and it was considered difficult to use other error functions.
In this study, we propose an online prediction
method of varying Bernoulli process by variational approximation of the error function for binary data. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
varying binomial processes / online prediction / minimax strategy / regret / variational approximation / / / |
Reference Info. |
IEICE Tech. Rep., vol. 118, no. 284, IBISML2018-61, pp. 127-134, Nov. 2018. |
Paper # |
IBISML2018-61 |
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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IBISML2018-61 |
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) |
Online Prediction for Varying Bernoulli Processes by Minimax Strategy |
Sub Title (in English) |
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Keyword(1) |
varying binomial processes |
Keyword(2) |
online prediction |
Keyword(3) |
minimax strategy |
Keyword(4) |
regret |
Keyword(5) |
variational approximation |
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1st Author's Name |
Kenta Konagayoshi |
1st Author's Affiliation |
Toyohashi University of Technology (Toyohashi Tech) |
2nd Author's Name |
Kazuho Watanabe |
2nd Author's Affiliation |
Toyohashi University of Technology (Toyohashi Tech) |
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Speaker |
Author-1 |
Date Time |
2018-11-05 15:10:00 |
Presentation Time |
180 minutes |
Registration for |
IBISML |
Paper # |
IBISML2018-61 |
Volume (vol) |
vol.118 |
Number (no) |
no.284 |
Page |
pp.127-134 |
#Pages |
8 |
Date of Issue |
2018-10-29 (IBISML) |
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