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A Statistical Study on Bayes Statistics and Ensemble Learning

Research Project

Project/Area Number 14084210
Research Category

Grant-in-Aid for Scientific Research on Priority Areas

Allocation TypeSingle-year Grants
Review Section Science and Engineering
Research InstitutionWaseda University

Principal Investigator

MURATA Noboru  Waseda University, Department of Electrical Engineering and Bioscience, Profassor, 理工学術院, 教授 (60242038)

Co-Investigator(Kenkyū-buntansha) IKEDA Kazushi  Kyoto University, Department of Systems Science, Associate Professor, 情報学研究科, 助教授 (10262552)
Project Period (FY) 2002 – 2005
Project Status Completed (Fiscal Year 2005)
Budget Amount *help
¥7,000,000 (Direct Cost: ¥7,000,000)
Fiscal Year 2005: ¥800,000 (Direct Cost: ¥800,000)
Fiscal Year 2004: ¥1,200,000 (Direct Cost: ¥1,200,000)
Fiscal Year 2003: ¥3,200,000 (Direct Cost: ¥3,200,000)
Fiscal Year 2002: ¥1,800,000 (Direct Cost: ¥1,800,000)
Keywordsstatistical learning theory / ensemble learning / Bayes statistics / learning algorithm / information geometry / boosting / Bregman divergence / 情報幾何
Research Abstract

In order to study boosting algorithms, we consider the structure of a space of general learning models which is naturally introduced by Bregman divergence. Statistical properties such as robustness against noises and outliers, asymptotic efficiency depending on the size of training samples and learning models, and Bayes optimality and consistency of convex functions which induce Bregman divergences, are discussed and clarified. Based on the above consideration, we have proposed a new generic class of boosting algorithms, which is called "U-Boost".
Moreover, extending boosting algorithms to the density estimation, we have proposed an algorithm for regression problems. In the algorithm, Gaussian processes in reproducing kernel Hilbert spaces are used as regressors, and estimating functions based on Bregman divergences are utilized for inference.
In our study, a close relationship between boosting algorithm and support vector machines has been exposed, therefore we have also studied on the generalization errors of support vector machines from an algebraic and geometrical viewpoint.
For practical applications, we have coped with the following problems.
In order to avoid an explosion of the number of parameters, which frequently occurs in estimating a huge probability table of graphical models and Bayesian networks, we have constructed a mixture model based on the concept of ensemble learning. The model consists of simple tables and has rather good generalization errors. We discussed an estimation algorithm of the model, which is an extension of the EM algorithm from a viewpoint of information geometry.
We also worked on constructing an on-line algorithm for boosting, in order to apply the boosting to learning problems such as reinforcement learning, in which plenty of data are observed one after another. We have considered methods for reconstructing the objective function from sequentially obtained data, and compared with ordinary off-line boosting algorithms.

Report

(5 results)
  • 2005 Annual Research Report   Final Research Report Summary
  • 2004 Annual Research Report
  • 2003 Annual Research Report
  • 2002 Annual Research Report
  • Research Products

    (18 results)

All 2005 2004 2003 Other

All Journal Article (11 results) Book (3 results) Publications (4 results)

  • [Journal Article] A Gaussian Process Robust Regression2005

    • Author(s)
      N.Murata, Y.Kuroda
    • Journal Title

      Progress of Theoretical Physics Supplement 157

      Pages: 280-283

    • NAID

      110001276024

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Geometrical Properties of Nu Support Vector Machines with Different Norms2005

    • Author(s)
      K.Ikeda, N.Murata
    • Journal Title

      Neural Computation 17(11)

      Pages: 2508-2529

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] A Gaussian Process Robust Regression.2005

    • Author(s)
      Noboru Murata, Yusuke Kuroda.
    • Journal Title

      Progress of Theoretical Physics Supplement 157

      Pages: 280-283

    • NAID

      110001276024

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Geometrical Properties of Nu Support Vector Machines with Different Norms.2005

    • Author(s)
      Kazushi Ikeda, Noboru Murata.
    • Journal Title

      Neural Computation 17(11)

      Pages: 2508-2529

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Geometrical Properties of Nu Support Vector Machines with Different Norms2005

    • Author(s)
      Kazushi Ikeda, Noboru Murata
    • Journal Title

      Neural Computation 17(11)

      Pages: 2508-2529

    • Related Report
      2005 Annual Research Report
  • [Journal Article] A Gaussian Process Robust Regression2005

    • Author(s)
      Noboru Murata, Yusuke Kuroda
    • Journal Title

      Progress of Theoretical Physics Supplement 157

      Pages: 280-283

    • NAID

      110001276024

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Improving Generalization Performance of Natural Gradient Learning Using Optimized Regularization by NIC2004

    • Author(s)
      H.Park, N.Murata, S.Amari
    • Journal Title

      Neural Computation 16(2)

      Pages: 355-382

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Information Geometry of U-Boost and Bregman Divergence2004

    • Author(s)
      N.Murata, T.Takenouchi, T.Kanamori, S.Eguchi
    • Journal Title

      Neural Computation 16(7)

      Pages: 1437-1481

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Improving Generalization Performance of Natural Gradient Learning Using Optimized Regularization by NIC.2004

    • Author(s)
      Hyeyoung Park, Noboru Murata, Shun-ichi Amari.
    • Journal Title

      Neural Computation 16(2)

      Pages: 355-382

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Information Geometry of U-Boost and Bregman Divergence.2004

    • Author(s)
      Noboru Murata, Takashi Takenouchi, Takaufumi Kanamori, Shinto Eguchi.
    • Journal Title

      Neural Computation 16(7)

      Pages: 1437-1481

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Information Geometry of U-Boost and Bregman Divergence2004

    • Author(s)
      Noboru Murata, Takashi Takenouchi, Takaufumi Kanamori, Shinto Eguchi
    • Journal Title

      Neural Computation 16

      Pages: 1437-1481

    • Related Report
      2004 Annual Research Report
  • [Book] 情報理論の基礎-情報と学習の直感的理解のために2005

    • Author(s)
      村田 昇
    • Total Pages
      140
    • Publisher
      サイエンス社
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Book] 情報理論の基礎-情報と学習の直観的理解のために2005

    • Author(s)
      村田昇
    • Total Pages
      140
    • Publisher
      サイエンス社
    • Related Report
      2004 Annual Research Report
  • [Book] パターン認識と学習の統計学-新しい概念と手法2003

    • Author(s)
      麻生英樹, 津田宏治, 村田昇
    • Total Pages
      225
    • Publisher
      岩波書店
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Publications] Hyeyoung Park, Noboru Murata, Shun-ichi Amari: "Improving Generalization Performance of Natural Gradient Learning Using Optimized Regularization by NIC"Neural Computation. 16. 355-382 (2004)

    • Related Report
      2003 Annual Research Report
  • [Publications] 麻生英樹, 津田宏治, 村田昇: "パターン認識と学習の統計学 新しい概念と手法"岩波書店. 225 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] 村田 昇: "Boostingの幾何学的考察"電子情報通信学会技術研究報告. 102・379. 37-42 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] 麻生, 津田, 村田: "シリーズ 統計科学のフロンティア 第6巻 パターン認識と学習の統計学"岩波書店. 223 (2003)

    • Related Report
      2002 Annual Research Report

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Published: 2002-04-01   Modified: 2018-03-28  

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