Presentation 2022-03-08
Real log canonical threshold of reduced rank regression when inputs are on a low dimensional hyperplane
Joe Hirose, Sumio Watanabe,
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Abstract(in Japanese) (See Japanese page)
Abstract(in English) A reduced rank regression is a statistical model which estimates a linear regression function from in- puts to outputs with a restricted rank. Its generalization performance in Bayesian inference is given by a real log canonical threshold (RLCT), and its concrete values were clarified by an algebro-geometric method. However, such results needed a condition that the distribution of inputs are not degenerate. In this paper, we prove that RLCT of a reduced rank regression when the distribution of inputs is on a low dimensional hyperplane. It is also reported that the theoretical results coincided with a numerical experiment. Our result shows that the generalization loss does not increase even if the inputs are redundant for essential distribution.
Keyword(in Japanese) (See Japanese page)
Keyword(in English) Reduced Rank Regression / Real Log Canonical Threshold / Generalization Error
Paper # IBISML2021-32
Date of Issue 2022-03-01 (IBISML)

Conference Information
Committee IBISML
Conference Date 2022/3/8(2days)
Place (in Japanese) (See Japanese page)
Place (in English) Online
Topics (in Japanese) (See Japanese page)
Topics (in English) Machine Learning, etc.
Chair Ichiro Takeuchi(Nagoya Inst. of Tech.)
Vice Chair Masashi Sugiyama(Univ. of Tokyo)
Secretary Masashi Sugiyama(Univ. of Tokyo)
Assistant Tomoharu Iwata(NTT) / Atsuyoshi Nakamura(Hokkaido Univ.)

Paper Information
Registration To Technical Committee on Infomation-Based Induction Sciences and Machine Learning
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Real log canonical threshold of reduced rank regression when inputs are on a low dimensional hyperplane
Sub Title (in English)
Keyword(1) Reduced Rank Regression
Keyword(2) Real Log Canonical Threshold
Keyword(3) Generalization Error
1st Author's Name Joe Hirose
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)
Date 2022-03-08
Paper # IBISML2021-32
Volume (vol) vol.121
Number (no) IBISML-419
Page pp.pp.15-18(IBISML),
#Pages 4
Date of Issue 2022-03-01 (IBISML)