Presentation 2013-12-21
Conditional Density Estimation with Feature Selection
Motoki SHIGA, Masashi SUGIYAMA,
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Abstract(in English) On identification of the statistical dependency between inputs and outputs, an conditional density estimation is essential. The least-squares conditional density estimator (LS-CDE) proposed by Sugiyama et al. is more efficient and more applicable for more complex structures than regression models, which estimate the conditional mean of outputs. However, LS-CDE still suffers from large estimation error when many irrelevant features exist in inputs. In this paper, we propose extending LS-CDE to allow simultaneous feature selection during conditional density estimation. We evaluated our proposed method by numerical experiments.
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Keyword(in English) Conditional density estimation / Feature selection / Sparse structured norm
Paper # NC2013-56
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Committee NC
Conference Date 2013/12/14(1days)
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Language JPN
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Title (in English) Conditional Density Estimation with Feature Selection
Sub Title (in English)
Keyword(1) Conditional density estimation
Keyword(2) Feature selection
Keyword(3) Sparse structured norm
1st Author's Name Motoki SHIGA
1st Author's Affiliation Informatics Course, Department of Electrical, Electronic and Computer Engineering, Faculty of Engineering, Gifu University()
2nd Author's Name Masashi SUGIYAMA
2nd Author's Affiliation Department of Computer Science, Graduate School of Information Science and Engineering, Tokyo Institute of Technology
Date 2013-12-21
Paper # NC2013-56
Volume (vol) vol.113
Number (no) 374
Page pp.pp.-
#Pages 6
Date of Issue