Presentation 2012-03-12
Hyperparameter Selection of Infinite Gaussian Mixture Model via Widely Applicable Information Criterion
Takushi MIKI, Masahiro KOHJIMA, Sumio WATANABE,
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Abstract(in English) Recently, nonparametric Bayesian method is applied to wide range of research fields such as natural language processing, object tracking, and recommendation system. Major advantage of this method is that the complexity of the model need not to be explicitly decided and is implicitly controlled by hyperparameters. Although the choice of hyperparameters has a considerable effect to learning results and predictive distribution, the design of hyperparameters is not yet studied. In this paper, authors propose hyperparameter design method based on Widely Applicable Information Criterion(WAIC), which has a theoretical support in general parametric models. Experimental results show the effectiveness of proposed method.
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Keyword(in English) nonparametric Bayesian method / infinite gaussian mixture / hyperparameter selection / information criterion / widely applicable information criterion
Paper # IBISML2011-91
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Committee IBISML
Conference Date 2012/3/5(1days)
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Registration To Information-Based Induction Sciences and Machine Learning (IBISML)
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Hyperparameter Selection of Infinite Gaussian Mixture Model via Widely Applicable Information Criterion
Sub Title (in English)
Keyword(1) nonparametric Bayesian method
Keyword(2) infinite gaussian mixture
Keyword(3) hyperparameter selection
Keyword(4) information criterion
Keyword(5) widely applicable information criterion
1st Author's Name Takushi MIKI
1st Author's Affiliation Department of Computational Intelligence and Systems Science, Tokyo Institute of Technology()
2nd Author's Name Masahiro KOHJIMA
2nd Author's Affiliation Department of Computational Intelligence and Systems Science, Tokyo Institute of Technology
3rd Author's Name Sumio WATANABE
3rd Author's Affiliation Department of Computational Intelligence and Systems Science, Tokyo Institute of Technology
Date 2012-03-12
Paper # IBISML2011-91
Volume (vol) vol.111
Number (no) 480
Page pp.pp.-
#Pages 5
Date of Issue