| Presentation | 2010-09-06 A Study of Variances of Cross Validation and Generalization Error in Variational Bayes Method Shinji OYAMA, Sumio WATANABE, |
|---|---|
| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | Variational Bayes method provides high generalization performance as the Bayes method using a small computational cost as the EM algorithm, therefore, it is widely being used in machine learning. In general, the average of the cross validation is asymptotically equal to that of the generalization error. However, in variational Bayes learning, the relationship between them has not yet been clarified. In this paper, we study variational Bayes method in a Gaussian mixture and experimentally show that the variances of the cross validation and the generalization error depend on the condition of regularity, and that the variance of the cross validation is greater than that of the generalization error, especially when the hyperparameter is smaller than the critical point of the phase transition. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | variational Bayes method / cross validation / Gaussian mixture / hyperparameter |
| Paper # | PRMU2010-74,IBISML2010-46 |
| Date of Issue |
| Conference Information | |
| Committee | PRMU |
|---|---|
| Conference Date | 2010/8/29(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
| Chair | |
| Vice Chair | |
| Secretary | |
| Assistant | |
| Paper Information | |
| Registration To | Pattern Recognition and Media Understanding (PRMU) |
|---|---|
| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | A Study of Variances of Cross Validation and Generalization Error in Variational Bayes Method |
| Sub Title (in English) | |
| Keyword(1) | variational Bayes method |
| Keyword(2) | cross validation |
| Keyword(3) | Gaussian mixture |
| Keyword(4) | hyperparameter |
| 1st Author's Name | Shinji OYAMA |
| 1st Author's Affiliation | Department of Computational Intelligence and Systems Science, Tokyo Institute of Technology() |
| 2nd Author's Name | Sumio WATANABE |
| 2nd Author's Affiliation | Precision and Intelligence Laboratory, Tokyo Institute of Technology |
| Date | 2010-09-06 |
| Paper # | PRMU2010-74,IBISML2010-46 |
| Volume (vol) | vol.110 |
| Number (no) | 187 |
| Page | pp.pp.- |
| #Pages | 8 |
| Date of Issue | |