In regular statistical models, the leave-one-out cross-validation is asymptotically equivalent to the Akaike information criterion. However, since many learning machines are singular statistical models, the asymptotic behavior of the cross-validation remains unknown. In previous studies, we established the singular learning theory and proposed a widely applicable information criterion, the expectation value of which is asymptotically equal to the average Bayes generalization loss. In the present paper, we theoretically compare the Bayes cross-validation loss and the widely applicable information criterion and prove two theorems. First, the Bayes cross-validation loss is asymptotically equivalent to the widely applicable information criterion as a random variable. Therefore, model selection and hyperparameter optimization using these two values are asymptotically equivalent. Second, the sum of the Bayes generalization error and the Bayes cross-validation error is asymptotically equal to $2λ/n$, where $λ$ is the real log canonical threshold and $n$ is the number of training samples. Therefore the relation between the cross-validation error and the generalization error is determined by the algebraic geometrical structure of a learning machine. We also clarify that the deviance information criteria are different from the Bayes cross-validation and the widely applicable information criterion.
A sampling criterion for constrained Bayesian optimization with uncertainties
Safran Tech(赛峰科技);Ecole Centrale de Lyon(里昂中央理工学院);IFP Energies Nouvelles(法国石油与新能源研究院);CNRS(法国国家科学研究中心);Mines St-Etienne(圣艾蒂安国立高等矿业学校);Université de Lyon(里昂大学);Institut Camille Jordan(卡米尔·若尔当研究所)
A PAC-Bayesian Perspective on the Interpolating Information Criterion
University of Melbourne(墨尔本大学);Queensland University of Technology(昆士兰理工大学);University of Queensland(昆士兰大学);University of California, Berkeley(加州大学伯克利分校)
Quotient Normalized Maximum Likelihood Criterion for Learning Bayesian Network Structures
NAVER LABS Europe(NAVER欧洲实验室);Helsinki Institute for Information Technology HIIT(赫尔辛基信息技术研究所HIIT);Aalto University(阿尔托大学);University of Helsinki(赫尔辛基大学)
On uncertainty-penalized Bayesian information criterion
Graduate School of Information Science and Technology(信息科学与技术研究生院);Osaka University(大阪大学);SANKEN (The Institute of Scientific and Industrial Research)(科学与工业研究所(SANKEN))
Choosing the number of factors in factor analysis with incomplete data via a hierarchical Bayesian information criterion
Yunnan University of Finance and Economics(云南财经大学);Guilin University of Technology(桂林理工大学);BNU-HKBU United International College(北京师范大学-香港浸会大学联合国际学院);The Education University of Hong Kong(香港教育大学)
Bayesian Information Criterion for Event-based Multi-trial Ensemble data
Max-Planck Institute for Biological Cybernetics(马克斯·普朗克生物控制论研究所);International Center for Primate Brain Research(国际灵长类脑研究中心);The University of Manchester(曼彻斯特大学);Max-Planck Institute for Intelligent Systems(马克斯·普朗克智能系统研究所)
Adaptation of uncertainty-penalized Bayesian information criterion for parametric partial differential equation discovery
Graduate School of Information Science and Technology, Osaka University(大阪大学信息科学与技术研究生院);SANKEN (The Institute of Scientific and Industrial Research), Osaka University(大阪大学产业科学研究所(SANKEN))
Semantic Variational Bayes Based on Semantic Information G Theory for Solving Latent Variables
Intelligence Engineering and Mathematics Institute, Liaoning Technical University(辽宁工程技术大学智能工程与数学研究所);School of Computer Engineering and Applied Mathematics, Changsha University(长沙大学计算机工程与应用数学学院)
Approximately Bayes-Optimal Pseudo Label Selection
Ludwig-Maximilians-Universität (LMU) Munich(慕尼黑路德维希-马克西米利安大学(慕尼黑大学));Munich Center for Machine Learning (MCML)(慕尼黑机器学习中心);Fraunhofer Institute of Integrated Circuits (IIS)(弗劳恩霍夫集成电路研究所);Helmholtz Zentrum Neuherberg(亥姆霍兹纽赫贝格中心)