Presentation 2007-01-25
A New Meta-Criterion for Regularized Subspace Information Criterion
Yasushi HIDAKA, Masashi SUGIYAMA,
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Abstract(in English) In order to gain better generalization performance in supervised learning, model parameters should be determined appropriately, i.e., they should be determined so that the generalization error is minimized. However, since the generalization error is inaccessible in practice, the model parameters are usually determined so that an estimator of the generalization error is minimized. The regularized subspace information criterion (RSIC) is such a generalization error estimator for model selection. RSIC includes a regularization parameter and it should be determined appropriately for better model selection. A meta-criterion for determining the regularization parameter has also been proposed and shown to be useful in practice. In this paper, we show that there are several drawbacks in the existing meta-criterion and give an alternative meta-criterion that can solve the problems. Through simulations, we show that the use of the new meta-criterion further improves the model selection performance.
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Keyword(in English) supervised learning / model selection / unbiased estimator / regularized subspace information criterion
Paper # NC2006-96
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Committee NC
Conference Date 2007/1/18(1days)
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Registration To Neurocomputing (NC)
Language ENG
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) A New Meta-Criterion for Regularized Subspace Information Criterion
Sub Title (in English)
Keyword(1) supervised learning
Keyword(2) model selection
Keyword(3) unbiased estimator
Keyword(4) regularized subspace information criterion
1st Author's Name Yasushi HIDAKA
1st Author's Affiliation Department of Computer Science, Tokyo Institute of Technology()
2nd Author's Name Masashi SUGIYAMA
2nd Author's Affiliation Department of Computer Science, Tokyo Institute of Technology
Date 2007-01-25
Paper # NC2006-96
Volume (vol) vol.106
Number (no) 500
Page pp.pp.-
#Pages 6
Date of Issue