Presentation 2006-03-15
Exchange Monte Carlo Method for Bayesian Lerning of Singular Learning Machines
Kenji NAGATA, Sumio WATANABE,
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Abstract(in English) A lot of singular learning machines such as neural networks, normal mixtures, Bayesian networks and hidden Markov models are widely used in practical information systems. In these learning machines, it was clarified that the Bayesian learning provides the better generalization performance than the maximum likelihood method. However, it needs huge computational cost to realize the Bayesian posterior distribution by the conventional Monte Carlo method. In this paper, we propose that the exchange Monte Carlo method is appropriate for the Bayesian learning of singular learning machines, and experimentally show that it attains the better posterior distribution than the conventional Monte Carlo method.
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Keyword(in English) Exchange Monte Carlo Method / Singular Learning Machines / Bayesian Posterior Distribution
Paper # NC2005-118
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Committee NC
Conference Date 2006/3/8(1days)
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Language ENG
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Exchange Monte Carlo Method for Bayesian Lerning of Singular Learning Machines
Sub Title (in English)
Keyword(1) Exchange Monte Carlo Method
Keyword(2) Singular Learning Machines
Keyword(3) Bayesian Posterior Distribution
1st Author's Name Kenji NAGATA
1st Author's Affiliation Department of Computer Science Tokyo Institute of Technology()
2nd Author's Name Sumio WATANABE
2nd Author's Affiliation PI Lab., Tokyo Institute of Technology.
Date 2006-03-15
Paper # NC2005-118
Volume (vol) vol.105
Number (no) 657
Page pp.pp.-
#Pages 6
Date of Issue