ppt课件-预测的自动关联 determinationby 期盼（ predictive automatic relevance determinationby expectation）.pptVIP

Predictive Automatic Relevance Determination by Expectation Propagation Yuan (Alan) Qi Thomas P. Minka Rosalind W. Picard Zoubin Ghahramani Motivation Task 1: Classify high dimensional datasets with many irrelevant features, e.g., normal v.s. cancer microarray data. Task 2: Sparse Bayesian kernel classifiers for fast test performance. Outline Background Bayesian classification model Automatic relevance determination (ARD) Risk of Overfitting by optimizing hyperparameters Predictive ARD by expectation propagation (EP): Approximate prediction error EP approximation Experiments Conclusions Baye