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两部分代码MDL估计的泛化理论

Generalization theory of two-part code MDL estimator
课程网址: http://videolectures.net/icml08_zhang_gtt/  
主讲教师: Tong Zhang
开课单位: 新泽西州立大学
开课时间: 2008-08-13
课程语种: 英语
中文简介:
我将介绍两部分代码MDL估计器的有限样本泛化分析。此方法选择一个模型,该模型最小化模型描述长度的总和加上给定模型的数据描述长度。可以证明,在各种条件下,可以通过扩展的两部分代码MDL系列来实现最佳的收敛速度,该系列超过了对模型描述长度的惩罚。例如,当系统维度远大于训练样本的数量时,我们将MDL应用于学习稀疏线性表示。这是近年来引起相当多关注的问题。基于我们的理论计算了两部分代码MDL估计器的泛化性能,并且它与诸如1范数正则化的其他方法相比是有利的。
课程简介: I will present a finite-sample generalization analysis of two-part code MDL estimator. This method selects a model that minimizes the sum of the model description length plus the data description length given the model. It can be shown that under various conditions, optimal rate of convergence can be achieved through an extended family of two-part code MDL that over-penalize the model description length. As an example, we apply MDL to learning sparse linear representations when the system dimension is much larger than the number of training examples. This is a problem that has attracted considerable attention in recent years. The generalization performance of a two-part code MDL estimator is calculated based on our theory, and it compares favorably to other methods such as 1-norm regularization.
关 键 词: 泛化分析; 系统维度; 稀疏线性
课程来源: 视频讲座网
最后编审: 2019-04-21:lxf
阅读次数: 98