LATENT FEATURE MODELS ESTIMATION DEVICE, METHOD, AND PROGRAM
An approximate computation unit computes an approximate of a determinant of a Hessian matrix relating to observed data represented as a matrix. A variational probability computation unit computes a variational probability of a latent variable using the approximate of the determinant. A latent state...
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creator | FUJIMAKI, Ryohei HAYASHI, Kouhei |
description | An approximate computation unit computes an approximate of a determinant of a Hessian matrix relating to observed data represented as a matrix. A variational probability computation unit computes a variational probability of a latent variable using the approximate of the determinant. A latent state removal unit removes a latent state based on a variational distribution. A parameter optimization unit optimizes a parameter for a criterion value that is defined as a lower bound of an approximate obtained by Laplace-approximating a marginal log-likelihood function with respect to an estimator for a complete variable, and computes the criterion value. A convergence determination unit determines whether or not the criterion value has converged. |
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A variational probability computation unit computes a variational probability of a latent variable using the approximate of the determinant. A latent state removal unit removes a latent state based on a variational distribution. A parameter optimization unit optimizes a parameter for a criterion value that is defined as a lower bound of an approximate obtained by Laplace-approximating a marginal log-likelihood function with respect to an estimator for a complete variable, and computes the criterion value. 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subjects | CALCULATING COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS COMPUTING COUNTING DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES ELECTRIC DIGITAL DATA PROCESSING PHYSICS SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR |
title | LATENT FEATURE MODELS ESTIMATION DEVICE, METHOD, AND PROGRAM |
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