Presentation 2014-11-17
Regularized multi-task learning for multi-dimensional log-density gradient estimation
Ikko YAMANE, Hiroaki SASAKI, Masashi SUGIYAMA,
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Abstract(in English) Log-density gradient estimation is a fundamental statistical problem and it has various practical applications such as clustering and a measure for non-Gaussianity. A naive two-step approach of first estimating the density and then taking its log-gradient does not perform well because an accurate density estimate does not necessarily lead to an accurate log-density gradient estimate. To cope with this problem, a method to directly estimate the log-density gradient without density estimation was explored. However, even with the direct estimator, high-dimensional log-density gradient estimation is still challenging. In this paper, we propose to apply regularized multi-task learning to direct log-density gradient estimation and show its usefulness experimentally.
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Keyword(in English) Multi-task learning / log-density gradient estimation
Paper # IBISML2014-58
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Committee IBISML
Conference Date 2014/11/10(1days)
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Registration To Information-Based Induction Sciences and Machine Learning (IBISML)
Language ENG
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Regularized multi-task learning for multi-dimensional log-density gradient estimation
Sub Title (in English)
Keyword(1) Multi-task learning
Keyword(2) log-density gradient estimation
1st Author's Name Ikko YAMANE
1st Author's Affiliation Department of Computer Science, Tokyo Institute of Technology()
2nd Author's Name Hiroaki SASAKI
2nd Author's Affiliation Department of Complexity Science and Engineering, University of Tokyo
3rd Author's Name Masashi SUGIYAMA
3rd Author's Affiliation Department of Complexity Science and Engineering, University of Tokyo
Date 2014-11-17
Paper # IBISML2014-58
Volume (vol) vol.114
Number (no) 306
Page pp.pp.-
#Pages 7
Date of Issue