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贝叶斯非参数

Bayesian Nonparametrics
课程网址: http://videolectures.net/mlss2011_teh_nonparametrics/  
主讲教师: Yee Whye Teh
开课单位: 牛津大学
开课时间: 2011-10-12
课程语种: 英语
中文简介:
机器学习研究人员经常不得不在大型复杂模型和稀疏数据的背景下应对模型选择和模型拟合的问题。我在这个项目中推动的想法是,使用贝叶斯技术可以很好地处理这些。模型选择是在一类模型中选择,每个模型都具有有限的容量,正确的容量模型。非参数贝叶斯建模通过简单地使用可能无界(或无限)容量的模型来回避模型选择。仅通过集成所有参数的通常贝叶斯方法(可能使用MCMC或变分方法)避免过度拟合。
课程简介: Machine learning researchers often have to contend with issues of model selection and model fitting in the context of large complicated models and sparse data. The idea which I am pushing for in this project is that these can be nicely handled using Bayesian techniques. Model selection is selecting, among a class of models each of which has finite capacity, the model of the right capacity. Nonparametric Bayesian modelling sidesteps model selection by simply using models of potentially unbounded (or infinite) capacity. Overfitting is avoided simply by the usual Bayesian approach of integrating out all parameters (perhaps using MCMC or variational methods).
关 键 词: 机器学习; 复杂模型; 稀疏数据
课程来源: 视频讲座网
最后编审: 2019-07-23:cwx
阅读次数: 178