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有效地逼近马尔可夫树袋装以进行高维密度估计

Efficiently approximating Markov tree bagging for high-dimensional density estimation
课程网址: http://videolectures.net/ecmlpkdd2011_schnitzler_efficiently/  
主讲教师: François Schnitzler
开课单位: 列日大学
开课时间: 2011-10-03
课程语种: 英语
中文简介:
我们考虑用于生成袋状马氏树混合物的算法,用于密度估计。在针对许多变量定义的问题中以及当可用的观察很少时,这些混合通常优于单个马尔可夫树,从而最大化数据可能性,但计算成本更高。在本文中,我们描述了用于近似这些模型的新算法,目的是在不牺牲准确性的情况下加速学习。更具体地,我们建议使用作为计算第一马尔可夫树的副产品而获得的过滤步骤,以避免在随后生成的树中考虑差的候选边缘。我们将这些算法(在合成数据集上)与Bagged Markov Trees的混合物以及由经典Chow Liu算法导出的单个Markov树以及用于构建树混合物的最近提出的随机化方案进行比较。
课程简介: We consider algorithms for generating Mixtures of Bagged Markov Trees, for density estimation. In problems defined over many variables and when few observations are available, those mixtures generally outperform a single Markov tree maximizing the data likelihood, but are far more expensive to compute. In this paper, we describe new algorithms for approximating such models, with the aim of speeding up learning without sacrificing accuracy. More specifically, we propose to use a filtering step obtained as a by-product from computing a first Markov tree, so as to avoid considering poor candidate edges in the subsequently generated trees. We compare these algorithms (on synthetic data sets) to Mixtures of Bagged Markov Trees, as well as to a single Markov tree derived by the classical Chow-Liu algorithm and to a recently proposed randomized scheme used for building tree mixtures.
关 键 词: 变量定义; 马尔可夫树; 随机化方案
课程来源: 视频讲座网
最后编审: 2019-04-03:lxf
阅读次数: 68