arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1507.02011cs.LG

A Bayesian Approach for Online Classifier Ensemble

Boston University(波士顿大学);University of Michigan(密歇根大学)

Qinxun Bai, Henry Lam, Stan Sclaroff

英文摘要:

We propose a Bayesian approach for recursively estimating the classifier weights in online learning of a classifier ensemble. In contrast with past methods, such as stochastic gradient descent or online boosting, our approach estimates the weights by recursively updating its posterior distribution. For a specified class of loss functions, we show that it is possible to formulate a suitably defined likelihood function and hence use the posterior distribution as an approximation to the global empirical loss minimizer. If the stream of training data is sampled from a stationary process, we can also show that our approach admits a superior rate of convergence to the expected loss minimizer than is possible with standard stochastic gradient descent. In experiments with real-world datasets, our formulation often performs better than state-of-the-art stochastic gradient descent and online boosting algorithms.

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。

↑