Title :
Fast Kernel Distribution Function Estimation and fast kernel density estimation based on sparse Bayesian learning and regularization
Author :
Yin, Xun-fu ; Hao, Zhi-Feng
Author_Institution :
Coll. of Comput. Sci. & Eng., South China Univ. of Technol., Guangzhou
Abstract :
In this paper, we develop a novel method of obtaining very sparse representation of Kernel Distribution Function Estimation (KDFE) and Kernel Density Estimation (KDE) exploiting Sparse Bayesian Regression (SBR) technique with the aidance of regularization by jittering. SBR introduces a parameterized sparsity-inducing prior on the unknown parameters of the linear model. After reviewing the existent methodologies of fast kernel density estimation, we adapt SBR to the problem of construction of sparse KDFE and KDE. Numerical results of preliminary simulation studies on synthetic data demonstrate the effectiveness of our algorithm which can achieve sparser representation of KDE than SVM-based algorithm and can produce more precise estimate than traditional full-sample KDE algorithm.
Keywords :
Bayes methods; belief networks; estimation theory; jitter; learning (artificial intelligence); regression analysis; fast kernel density estimation; fast kernel distribution function estimation; jittering; linear model; regularization; sparse Bayesian learning; sparse Bayesian regression; sparse representation; Bayesian methods; Computational complexity; Cybernetics; Density functional theory; Distribution functions; Independent component analysis; Kernel; Machine learning; Machine learning algorithms; Training data; Fast Kernel Density Estimation; Ill-posed problem; Jittering; Mean Integrated Squared Error; Regularization; Relevance Vector; Sparse Bayesian Learning;
Conference_Titel :
Machine Learning and Cybernetics, 2008 International Conference on
Conference_Location :
Kunming
Print_ISBN :
978-1-4244-2095-7
Electronic_ISBN :
978-1-4244-2096-4
DOI :
10.1109/ICMLC.2008.4620689
