Presentation | 2006-03-15 Statistical mechanics of Gaussian Process Jun TSUZURUGI, Hideaki SAKAI, |
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Abstract(in Japanese) | (See Japanese page) |
Abstract(in English) | In this paper, we request the optimized condition and the analytic solution of the restoration error of Gaussian process by a statistical mechanical analysis. Concretely, the input space of the Gaussian process is assumed to be even intervals, and the periodic boundary condition is forced. As a result, the diagonalization of the kernel and the discussion on the Fourier space becomes possible. We could understand that restoration error was minimized when each hyperparameter of probabilistic model used in the restoration process coincided with that one used in formation process. In the optimization condition, the numerical solution and the restoration error of analytic solution were corresponded. |
Keyword(in Japanese) | (See Japanese page) |
Keyword(in English) | Gaussian process / Statistical mechanics / Optimization / Hyperparameter |
Paper # | NC2005-116 |
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Committee | NC |
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Conference Date | 2006/3/8(1days) |
Place (in Japanese) | (See Japanese page) |
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Registration To | Neurocomputing (NC) |
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Language | JPN |
Title (in Japanese) | (See Japanese page) |
Sub Title (in Japanese) | (See Japanese page) |
Title (in English) | Statistical mechanics of Gaussian Process |
Sub Title (in English) | |
Keyword(1) | Gaussian process |
Keyword(2) | Statistical mechanics |
Keyword(3) | Optimization |
Keyword(4) | Hyperparameter |
1st Author's Name | Jun TSUZURUGI |
1st Author's Affiliation | Okayama University of Science Faculty of Engineering:Graduate School of Informatics Kyoto University() |
2nd Author's Name | Hideaki SAKAI |
2nd Author's Affiliation | Graduate School of Informatics Kyoto University |
Date | 2006-03-15 |
Paper # | NC2005-116 |
Volume (vol) | vol.105 |
Number (no) | 657 |
Page | pp.pp.- |
#Pages | 4 |
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