Putting Bayes to sleep

نویسندگان

  • Wouter M. Koolen
  • Dmitry Adamskiy
  • Manfred K. Warmuth
چکیده

partition specialists We craft a prior on all partition specialists for which Bayes is both • fast: collapses to O(M) time per trial, O(M) space • good: regret close to information-theoretic lower bound Bayes for specialists crash course A specialist may or may not issue a prediction [FSSW97]. Prediction P(y|m) only available for awake m ∈W. Key insight: complete specialists to full models [CV09]: P(y|m) := P(y) for all asleep m / ∈W. circular! With prior P(m) on specialists, the Bayesian predictive distribution P(y) = ∑ m∈W P(y|m)P(m) + ∑ m/ ∈W P(y)P(m)

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تاریخ انتشار 2012