Sparse adaptive Dirichlet-multinomial-like processes
| dc.contributor.author | Hutter, Marcus | |
| dc.coverage.spatial | Princeton, United States of America | |
| dc.date.accessioned | 2015-08-14T04:29:41Z | |
| dc.date.available | 2015-08-14T04:29:41Z | |
| dc.date.created | 12 June 2013 through 14 June 2013 | |
| dc.date.issued | 2013-06 | |
| dc.date.updated | 2018-11-29T08:20:32Z | |
| dc.description.abstract | Online estimation and modelling of i.i.d. data for short sequences over large or complex ''alphabets'' is a ubiquitous (sub)problem in machine learning, information theory, data compression, statistical language processing, and document analysis. The Dirichlet-Multinomial distribution (also called Polya urn scheme) and extensions thereof are widely applied for online i.i.d. estimation. Good a-priori choices for the parameters in this regime are difficult to obtain though. I derive an optimal adaptive choice for the main parameter via tight, data-dependent redundancy bounds for a related model. The 1-line recommendation is to set the 'total mass' = 'precision' = 'concentration' parameter to m/2ln[(n+1)/m], where n is the (past) sample size and m the number of different symbols observed (so far). The resulting estimator is simple, online, fast, and experimental performance is superb. | |
| dc.identifier.isbn | 1938-7228 | |
| dc.identifier.issn | 1532-4435 | en_AU |
| dc.identifier.uri | http://hdl.handle.net/1885/14721 | |
| dc.publisher | Journal of Machine Learning Research | |
| dc.relation.ispartof | Conference on Learning Theory: JMLR Workshop and Conference Proceedings, volume 30 | |
| dc.relation.ispartofseries | 26th Conference on Learning Theory, COLT 2013 | |
| dc.rights | © 2013 M. Hutter. Author can archive publisher’s version/PDF. http://www.sherpa.ac.uk/romeo/issn/1532-4435/ as at 14/8/15 | |
| dc.source | Journal of Machine Learning Research | |
| dc.source.uri | http://www.jmlr.org/proceedings | |
| dc.subject | sparse coding | |
| dc.subject | adaptive parameters | |
| dc.subject | Dirichlet-Multinomial | |
| dc.subject | Polya urn | |
| dc.subject | data-dependent redundancy bound | |
| dc.subject | small/large alphabet | |
| dc.subject | data compression | |
| dc.title | Sparse adaptive Dirichlet-multinomial-like processes | |
| dc.type | Conference paper | |
| local.bibliographicCitation.lastpage | 28 | en_AU |
| local.bibliographicCitation.startpage | 1 | en_AU |
| local.contributor.affiliation | Hutter, M., Research School of Computer Science, The Australian National University | en_AU |
| local.contributor.authoruid | u4350841 | en_AU |
| local.identifier.absfor | 080104 - Computer Vision | |
| local.identifier.absfor | 010405 - Statistical Theory | |
| local.identifier.absseo | 970108 - Expanding Knowledge in the Information and Computing Sciences | |
| local.identifier.ariespublication | u4334215xPUB1166 | |
| local.identifier.scopusID | 2-s2.0-84898021490 | |
| local.type.status | Published Version | en_AU |