Presentation 2010-01-21
Superfast Probabilistic Classifier
Masashi SUGIYAMA,
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Abstract(in English) Kernel logistic regression (KLR) is a powerful and flexible classification algorithm, which possesses an ability to provide the confidence of class prediction. However, its training-typically carried out by Newton's method or quasi-Newton methods-is rather time-consuming. In this paper, we propose an alternative probabilistic classification algorithm called Least-Squares Probabilistic Classifier (LSPC). The solution of LSPC can be computed analytically just by solving a system of linear equations, so LSPC is computationally efficient and stable. Through experiments, we show that the computation time of LSPC is faster than that of KLR by the factor 100 with comparable accuracy.
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Keyword(in English) probabilistic classification / kernel logistic regression / class-posterior probability / squared-loss
Paper # CQ2009-74,PRMU2009-173,SP2009-114,MVE2009-96
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Committee CQ
Conference Date 2010/1/14(1days)
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Language ENG
Title (in Japanese) (See Japanese page)
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Title (in English) Superfast Probabilistic Classifier
Sub Title (in English)
Keyword(1) probabilistic classification
Keyword(2) kernel logistic regression
Keyword(3) class-posterior probability
Keyword(4) squared-loss
1st Author's Name Masashi SUGIYAMA
1st Author's Affiliation Department of Computer Science, Tokyo Institute of Technology:JST()
Date 2010-01-21
Paper # CQ2009-74,PRMU2009-173,SP2009-114,MVE2009-96
Volume (vol) vol.109
Number (no) 373
Page pp.pp.-
#Pages 6
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