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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Hauptverfasser: FUJIMAKI, Ryohei, HAYASHI, Kouhei
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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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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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