Kernel-Based Just-In-Time Learning for Passing Expectation Propagation Messages SUPPLEMENTARY MATERIAL A MEDIAN HEURISTIC FOR GAUSSIAN KERNEL ON MEAN EMBEDDINGS
ثبت نشده
چکیده
In the proposed KJIT, there are two kernels: the inner kernel k for computing mean embeddings, and the outer Gaussian kernel κ defined on the mean embeddings. Both of the kernels depend on a number of parameters. In this section, we describe a heuristic to choose the kernel parameters. We emphasize that this heuristic is merely for computational convenience. A full parameter selection procedure like cross validation or evidence maximization will likely yield a better set of parameters. We use this heuristic in the initial mini-batch phase before the actual online learning.
منابع مشابه
Kernel-Based Just-In-Time Learning for Passing Expectation Propagation Messages
We propose an efficient nonparametric strategy for learning a message operator in expectation propagation (EP), which takes as input the set of incoming messages to a factor node, and produces an outgoing message as output. This learned operator replaces the multivariate integral required in classical EP, which may not have an analytic expression. We use kernel-based regression, which is traine...
متن کاملJust-In-Time Kernel Regression for Expectation Propagation
We propose an efficient nonparametric strategy for learning a message operator in expectation propagation (EP), which takes as input the set of incoming messages to a factor node, and produces an outgoing message as output. This learned operator replaces the multivariate integral required in classical EP, which may not have an analytic expression. We use kernel-based regression, which is traine...
متن کاملPassing Expectation Propagation Messages with Kernel Methods
We propose to learn a kernel-based message operator which takes as input all expectation propagation (EP) incoming messages to a factor node and produces an outgoing message. In ordinary EP, computing an outgoing message involves estimating a multivariate integral which may not have an analytic expression. Learning such an operator allows one to bypass the expensive computation of the integral ...
متن کاملBayesian Learning of Kernel Embeddings
Kernel methods are one of the mainstays of machine learning, but the problem of kernel learning remains challenging, with only a few heuristics and very little theory. This is of particular importance in methods based on estimation of kernel mean embeddings of probability measures. For characteristic kernels, which include most commonly used ones, the kernel mean embedding uniquely determines i...
متن کاملEnsemble Kernel Learning Model for Prediction of Time Series Based on the Support Vector Regression and Meta Heuristic Search
In this paper, a method for predicting time series is presented. Time series prediction is a process which predicted future system values based on information obtained from past and present data points. Time series prediction models are widely used in various fields of engineering, economics, etc. The main purpose of using different models for time series prediction is to make the forecast with...
متن کامل