Accurate Bayesian Data Classification Without Hyperparameter Cross-Validation
نویسندگان
چکیده
منابع مشابه
Accurate Bayesian Data Classification without Hyperparameter Cross-validation
We extend the standard Bayesian multivariate Gaussian generative data classifier by considering a generalization of the conjugate, normal-Wishart prior distribution and by deriving the hyperparameters analytically via evidence maximization. The behaviour of the optimal hyperparameters is explored in the high-dimensional data regime. The classification accuracy of the resulting generalized model...
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ژورنال
عنوان ژورنال: Journal of Classification
سال: 2019
ISSN: 0176-4268,1432-1343
DOI: 10.1007/s00357-019-09316-6