A Dynamic Model Selection Algorithm for Mixtures of Gaussian Processes; A Dynamic Model Selection Algorithm for Mixtures of Gaussian Processes | |
Longbo Zhao ; Jinwen Ma | |
2016 | |
关键词 | Mixture of Gaussian processes parameter learning model selection hard-cut EM algorithm synchronously balancing criterion Mixture of Gaussian processes parameter learning model selection hard-cut EM algorithm synchronously balancing criterion |
英文摘要 | The mixture of Gaussian processes(MGP) is a powerful and widely used model in machine learning. However, it remains a challenging problem to determine the actual number of GP components in the mixture, i.e., the model selection problem.Synchronously Balancing Criterion(SBC) has been recently proposed and shown to be effective for the model selection of MGPs, but it is rather time consuming to use SBC directly since we need to repeat the conventional learning process on a large number of candidate models. In this paper, based on the convexity of the negative SB Criterion objective function,we propose a dynamic model selection algorithm under the framework of the hard-cut EM algorithm with the GP number dynamically changed step by step according to the increase of SBC. It is demonstrated by the experiments on some typical synthetic datasets and an artificial toy dataset that our proposed algorithm is not only much more efficient on implementation time, but also more effective on model selection, in comparison w...; The mixture of Gaussian processes(MGP) is a powerful and widely used model in machine learning. However, it remains a challenging problem to determine the actual number of GP components in the mixture, i.e., the model selection problem.Synchronously Balancing Criterion(SBC) has been recently proposed and shown to be effective for the model selection of MGPs, but it is rather time consuming to use SBC directly since we need to repeat the conventional learning process on a large number of candidate models. I; IEEE Beijing Section、IET Beijing Local Network、Beijing Jiaotong University; 5 |
语种 | 英语 |
出处 | 知网 |
内容类型 | 其他 |
源URL | [http://hdl.handle.net/20.500.11897/479733] |
专题 | 数学科学学院 |
推荐引用方式 GB/T 7714 | Longbo Zhao,Jinwen Ma. A Dynamic Model Selection Algorithm for Mixtures of Gaussian Processes, A Dynamic Model Selection Algorithm for Mixtures of Gaussian Processes. 2016-01-01. |
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