0


有色的PAC贝叶斯估计非独立同分布的数据

Chromatic PAC-Bayes Bounds for Non-IID Data
课程网址: http://videolectures.net/wehys08_ralaivola_cpbb/  
主讲教师: Liva Ralaivola
开课单位: 艾克斯-马赛大学
开课时间: 2008-12-20
课程语种: 英语
中文简介:
pac-bayes边界是用IID数据学习的分类器最精确的泛化边界之一,对于边缘分类器尤其如此。然而,在许多实际情况下,训练数据显示出一些依赖性,并且传统的IID假设不适用。因此,为这些框架声明泛化是最有意义的。在这项工作中,我们提出了第一个,据我们所知,pac-bayes泛化边界分类器训练的数据显示依赖性。该方法是基于一个所谓的独立数据集的依赖图的分解,通过分数覆盖的工具。我们的界限是非常一般的,因为能够在依赖图的色数上找到上界,就足以为特定的设置得到新的界限。我们展示了如何用我们的结果来推导二分排序和窗口预测的界限。
课程简介: Pac-Bayes bounds are among the most accurate generalization bounds for classifiers learned with \iid data, and it is particularly so for margin classifiers. However, there are many practical cases where the training data show some dependencies and where the traditional \iid assumption does not apply. Stating generalization bound for such frameworks is therefore of the utmost interest. In this work, we propose the first, to the best of our knowledge, \pac-Bayes generalization bounds for classifiers trained on data exhibiting dependencies. The approach is based on the decomposition of a so-called dependency graph of the data in sets of independent data, through the tool of fractional covers. Our bounds are very general, since being able to find an upper bound on the chromatic number of the dependency graph is sufficient for it get new bounds for specific settings. We show how our results can be used to derive bounds for bipartite ranking and windowed prediction.
关 键 词: 贝叶斯学习; 数据分类; 窗口预测
课程来源: 视频讲座网
最后编审: 2020-12-19:yumf
阅读次数: 42