| Presentation | 2012-11-07 A Calculating Method for Estimation Accuracy of Latent Variables Based on the Free Energy Functions Keisuke YAMAZAKI, Kazuho WATANABE, Daisuke KAJI, |
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| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | Hierarchical models with latent variables such as a Gaussian mixture and a hidden Markov model are widely used in machine learning and data mining. Estimation accuracy of the variables has not been studied well from the theoretical point of view while the generalization ability has been analyzed for long. Recently, the asymptotic form of an error function on the latent variable density has been derived in the Bayes estimation. However, the value cannot be calculated from the given observable data because the variables are unobservable and the definition of the error consists of the true density assumed to generate the data. In the present paper, we propose a computational method for the error value based on the asymptotic form, which has a connection to the free energy functions of the Bayes and the variational Bayes methods. Numerical experiments show the validity in Bernoulli mixture models. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Latent Variable Estimation / Bayes Method / Variational Bayes Method / Free Energy |
| Paper # | IBISML2012-44 |
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| Conference Information | |
| Committee | IBISML |
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| Conference Date | 2012/10/31(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Information-Based Induction Sciences and Machine Learning (IBISML) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | A Calculating Method for Estimation Accuracy of Latent Variables Based on the Free Energy Functions |
| Sub Title (in English) | |
| Keyword(1) | Latent Variable Estimation |
| Keyword(2) | Bayes Method |
| Keyword(3) | Variational Bayes Method |
| Keyword(4) | Free Energy |
| 1st Author's Name | Keisuke YAMAZAKI |
| 1st Author's Affiliation | Department of Computational Intelligence and Systems Science, Tokyo Institute of Technology() |
| 2nd Author's Name | Kazuho WATANABE |
| 2nd Author's Affiliation | Graduate School of Information Science, Nara Institute of Science and Technology |
| 3rd Author's Name | Daisuke KAJI |
| 3rd Author's Affiliation | IT R & D Department, Konicaminolta Medical & Graphic, INC. |
| Date | 2012-11-07 |
| Paper # | IBISML2012-44 |
| Volume (vol) | vol.112 |
| Number (no) | 279 |
| Page | pp.pp.- |
| #Pages | 7 |
| Date of Issue | |