arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1907.02482cs.ITmath.IT
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基于经验Bayes和近似消息传递的非线性函数估计

Nonlinear Function Estimation with Empirical Bayes and Approximate Message Passing

Hangjin Liu, You, Zhou, Ahmad Beirami, Dror Baron

摘要:

非线性函数估计是现代机器学习应用的核心。在本文中,执行非线性函数估计,我们减少了一个非线性反问题的线性多项式核展开。这些内核增加了特征集,并可能导致条件差的矩阵。尽管如此,我们展示了几个例子,其中我们的线性逆问题中的矩阵只包含列之间的轻度线性相关性。在贝叶斯设置内对系数向量进行建模,其中近似消息传递(AMP)是用于信号重构的算法框架,提供贝叶斯最优信号重构质量。虽然贝叶斯设置限制了我们的工作范围,但它是估计真实世界非线性函数的第一步。系数向量估计使用两个AMP为基础的方法,贝叶斯和经验贝叶斯。数值结果证实,我们的AMP为基础的方法比LASSO更好地学习功能,提供显着更低的误差预测测试数据。

英文摘要:

Nonlinear function estimation is core to modern machine learning applications. In this paper, to perform nonlinear function estimation, we reduce a nonlinear inverse problem to a linear one using a polynomial kernel expansion. These kernels increase the feature set, and may result in poorly conditioned matrices. Nonetheless, we show several examples where the matrix in our linear inverse problem contains only mild linear correlations among columns. The coefficients vector is modeled within a Bayesian setting for which approximate message passing (AMP), an algorithmic framework for signal reconstruction, offers Bayes-optimal signal reconstruction quality. While the Bayesian setting limits the scope of our work, it is a first step toward estimation of real world nonlinear functions. The coefficients vector is estimated using two AMP-based approaches, a Bayesian one and empirical Bayes. Numerical results confirm that our AMP-based approaches learn the function better than LASSO, offering markedly lower error in predicting test data.

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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