Presentation 2007-03-14
Unbiased Learning for Hierarchical Models
Masashi SEKINO, Katsumi NITTA,
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Abstract(in English) It is known that overfitting occurs when a conventional statistical learning method such as maximum likelihood estimation, maximum a posteriori estimation or Bayesian estimation is applied to hierarchical models. In this paper, we clarify the cause of why overfitting occurs when a conventional statistical learning method is applied to hierarchical models, and propose "Unbiased Learning" which is a learning framework based on unbiased likelihood (information criterion) for hierarchical models. We confirm the effectiveness of unbiased learning when applied to kernel regression model.
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Keyword(in English) hierarchical model / statistical learning / information criterion / model selection / over fitting
Paper # NC2006-136
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Conference Information
Committee NC
Conference Date 2007/3/7(1days)
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Registration To Neurocomputing (NC)
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Unbiased Learning for Hierarchical Models
Sub Title (in English)
Keyword(1) hierarchical model
Keyword(2) statistical learning
Keyword(3) information criterion
Keyword(4) model selection
Keyword(5) over fitting
1st Author's Name Masashi SEKINO
1st Author's Affiliation Tokyo Institute of Technology()
2nd Author's Name Katsumi NITTA
2nd Author's Affiliation Tokyo Institute of Technology
Date 2007-03-14
Paper # NC2006-136
Volume (vol) vol.106
Number (no) 588
Page pp.pp.-
#Pages 6
Date of Issue