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机器学习市场

Machine Learning Markets
课程网址: http://videolectures.net/nipsworkshops2011_storkey_markets/  
主讲教师: Amos Storkey
开课单位: 爱丁堡大学
开课时间: 2012-01-25
课程语种: 英语
中文简介:
预测市场显示出开发机器学习的灵活机制的巨大希望。在此,定义了多变量系统的机器学习市场,并建立了基于效用的框架用于分析。这与定义静态投注功能的通常方法不同。结果表明,这样的市场可以通过改变代理效用函数来实现机器学习中使用的模型组合方法,例如专家的产品和专家方法的混合作为均衡定价模型。他们还可以实现由局部潜力和消息传递方法组成的模型。通过组合多个不同的效用函数,预测市场还允许更灵活的组合。相反,市场机制在相关的概率模型中实施推理。这意味着市场机制可用于实现并行化模型构建和推理概率建模。
课程简介: Prediction markets show considerable promise for developing flexible mechanisms for machine learning. Here, machine learning markets for multivariate systems are defined, and a utility-based framework is established for their analysis. This differs from the usual approach of defining static betting functions. It is shown that such markets can implement model combination methods used in machine learning, such as product of expert and mixture of expert approaches as equilibrium pricing models, by varying agent utility functions. They can also implement models composed of local potentials, and message passing methods. Prediction markets also allow for more flexible combinations, by combining multiple different utility functions. Conversely, the market mechanisms implement inference in the relevant probabilistic models. This means that market mechanism can be utilized for implementing parallelized model building and inference for probabilistic modelling.
关 键 词: 机器学习; 多变量系统; 效用函数
课程来源: 视频讲座网
最后编审: 2019-09-07:lxf
阅读次数: 38