| Presentation | 2014-11-17 Direct Density-Derivative Estimation and Its Application in KL-Divergence Approximation Hiroaki SASAKI, Yung-Kyun NOH, Masashi SUGIYAMA, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | Estimation of density derivatives is a versatile tool in statistical data analysis. A naive approach is to first estimate the density and then compute its derivative. However, such a two-step approach does not work well because a good density estimator does not necessarily mean a good density-derivative estimator. In this paper, we give a direct method to approximate the density derivative without estimating the density itself. Our proposed estimator allows analytic and computationally efficient approximation of multi-dimensional high-order density derivatives, with the ability that all hyper-parameters can be chosen objectively by cross-validation. We further show that the proposed density-derivative estimator is useful in improving the accuracy of non-parametric KL-divergence estimation via metric learning. The practical superiority of the proposed method is experimentally demonstrated in change detection and feature selection. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | density-derivative estimation / higher-order density-derivative / non-parametric estimation / Kullback-Leibler divergence |
| Paper # | IBISML2014-52 |
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| Conference Information | |
| Committee | IBISML |
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| Conference Date | 2014/11/10(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 | ENG |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Direct Density-Derivative Estimation and Its Application in KL-Divergence Approximation |
| Sub Title (in English) | |
| Keyword(1) | density-derivative estimation |
| Keyword(2) | higher-order density-derivative |
| Keyword(3) | non-parametric estimation |
| Keyword(4) | Kullback-Leibler divergence |
| 1st Author's Name | Hiroaki SASAKI |
| 1st Author's Affiliation | Graduate School of Frontier Sciences, University of Tokyo() |
| 2nd Author's Name | Yung-Kyun NOH |
| 2nd Author's Affiliation | Department of Computer Science, KAIST |
| 3rd Author's Name | Masashi SUGIYAMA |
| 3rd Author's Affiliation | Graduate School of Frontier Sciences, University of Tokyo |
| Date | 2014-11-17 |
| Paper # | IBISML2014-52 |
| Volume (vol) | vol.114 |
| Number (no) | 306 |
| Page | pp.pp.- |
| #Pages | 8 |
| Date of Issue | |