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arXiv 1206.6038cs.LGstat.ML
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高斯过程分类器模型选择的预测方法

Predictive Approaches For Gaussian Process Classifier Model Selection

Yahoo! Labs(雅虎实验室);Yahoo! Research(雅虎研究院)

Sundararajan Sellamanickam, Sathiya Keerthi Selvaraj

摘要:

在本文中,我们考虑的问题高斯过程分类器(GPC)模型选择与不同的留一法(LOO)交叉验证(CV)为基础的优化标准,并提供了一个实用的算法使用LOO预测分布与这样的标准来选择超参数。除了标准的平均负对数的预测概率(NLP),我们还考虑了平滑版本的标准,如F-措施和加权出错率(WER),这是有用的处理不平衡的数据。与回归情况不同,分类器情况的LOO预测分布是难以处理的。我们使用近似LOO预测分布从期望传播(EP)近似。我们在几个真实世界的基准数据集上进行实验。当NLP准则用于优化超参数时,预测方法显示出比现有GPC方法更好或相当的NLP泛化性能。另一方面,当使用F-测度准则时,F-测度泛化性能在多个数据集上显著提高。总体而言,基于EP的预测算法是具有不同优化标准的GP分类器模型选择的绝佳选择。

英文摘要:

In this paper we consider the problem of Gaussian process classifier (GPC) model selection with different Leave-One-Out (LOO) Cross Validation (CV) based optimization criteria and provide a practical algorithm using LOO predictive distributions with such criteria to select hyperparameters. Apart from the standard average negative logarithm of predictive probability (NLP), we also consider smoothed versions of criteria such as F-measure and Weighted Error Rate (WER), which are useful for handling imbalanced data. Unlike the regression case, LOO predictive distributions for the classifier case are intractable. We use approximate LOO predictive distributions arrived from Expectation Propagation (EP) approximation. We conduct experiments on several real world benchmark datasets. When the NLP criterion is used for optimizing the hyperparameters, the predictive approaches show better or comparable NLP generalization performance with existing GPC approaches. On the other hand, when the F-measure criterion is used, the F-measure generalization performance improves significantly on several datasets. Overall, the EP-based predictive algorithm comes out as an excellent choice for GP classifier model selection with different optimization criteria.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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