| Presentation | 2018-11-05 [Poster Presentation] Analysis of Empirical Bayes Estimation for Three Parameter Group Lasso Tsukasa Yoshida, Kazuho Watanabe, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | As sparse estimation methods, Lasso and Group Lasso are often used for wide applications. It is necessary for successful applications of these regularization methods to determine the regularization parameter appropriately. Although the empirical Bayes approach provides an effective method to estimate the regularization parameter, its solution has yet to be fully investigated. In this study, we discuss the estimation of the regularization parameter using the empirical Bayes method in Group Lasso. We show the characteristics of the empirical Bayes estimator on a simplified linear regression model, whose design matrix is identity and the dimension of regression coefficients is three. We also discuss the property of the MAP estimator with its regularization parameter estimated by the empirical Bayes method. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Group Lasso / empirical Bayes / MAP estimation / Laplace prior / automatic relevance determination |
| Paper # | IBISML2018-93 |
| Date of Issue | 2018-10-29 (IBISML) |
| Conference Information | |
| Committee | IBISML |
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| 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 |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | [Poster Presentation] Analysis of Empirical Bayes Estimation for Three Parameter Group Lasso |
| Sub Title (in English) | |
| Keyword(1) | Group Lasso |
| Keyword(2) | empirical Bayes |
| Keyword(3) | MAP estimation |
| Keyword(4) | Laplace prior |
| Keyword(5) | automatic relevance determination |
| 1st Author's Name | Tsukasa Yoshida |
| 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 # | IBISML2018-93 |
| Volume (vol) | vol.118 |
| Number (no) | IBISML-284 |
| Page | pp.pp.367-372(IBISML), |
| #Pages | 6 |
| Date of Issue | 2018-10-29 (IBISML) |