| Presentation | 2018-11-05 [Poster Presentation] Online Prediction for Varying Bernoulli Processes by Minimax Strategy Kenta Konagayoshi, Kazuho Watanabe, |
|---|---|
| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(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 storedata necessary for prediction. It is also necessary for neuroscience and communication engineering to predict thesequence 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 inonline prediction has been proposed. However, the derivation of the method strongly depends on the squared errorfunction, and it was considered difficult to use other error functions. In this study, we propose an online predictionmethod of varying Bernoulli process by variational approximation of the error function for binary data. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | varying binomial processes / online prediction / minimax strategy / regret / variational approximation |
| Paper # | IBISML2018-61 |
| Date of Issue | 2018-10-29 (IBISML) |
| Conference Information | |
| Committee | IBISML |
|---|---|
| Conference Date | 2018/11/5(3days) |
| 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) |
| Chair | Hisashi Kashima(Kyoto Univ.) |
| Vice Chair | Masashi Sugiyama(Univ. of Tokyo) / Koji Tsuda(Univ. of Tokyo) |
| Secretary | Masashi Sugiyama(Nagoya Inst. of Tech.) / Koji Tsuda(AIST) |
| Assistant | Tomoharu Iwata(NTT) / Shigeyuki Oba(Kyoto 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) | [Poster Presentation] Online Prediction for Varying Bernoulli Processes by Minimax Strategy |
| Sub Title (in English) | |
| Keyword(1) | varying binomial processes |
| Keyword(2) | online prediction |
| Keyword(3) | minimax strategy |
| Keyword(4) | regret |
| Keyword(5) | variational approximation |
| 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) |
| Date | 2018-11-05 |
| Paper # | IBISML2018-61 |
| Volume (vol) | vol.118 |
| Number (no) | IBISML-284 |
| Page | pp.pp.127-134(IBISML), |
| #Pages | 8 |
| Date of Issue | 2018-10-29 (IBISML) |