Suboptimal behaviour of Bayes and MDL in classification under misspecification
نویسندگان
چکیده
We show that forms of Bayesian and MDL inference that are often applied to classification problems can be inconsistent. This means there exists a learning problem such that for all amounts of data the generalization errors of the MDL classifier and the Bayes classifier relative to the Bayesian posterior both remain bounded away from the smallest achievable generalization error.
منابع مشابه
Learning from Dependent Observations
09:00 – 09:55 Registration and coffee-break 09:55 – 10:00 Opening remarks 10:00 – 10:50 Emmanuel Candes (California Institute of Technology) The Dantzig Selector: Statistical Estimation when p is Larger than n 11:00 – 11:30 Coffee-break 11:30 – 12:20 Franck Barthe (Université Toulouse III) About Talagrand’s Concentration Inequality for Exponential Measures 12:30 – 14:30 Lunch break 14:30 – 15:2...
متن کاملSafe Learning: bridging the gap between Bayes, MDL and statistical learning theory via empirical convexity
We extend Bayesian MAP and Minimum Description Length (MDL) learning by testing whether the data can be substantially more compressed by a mixture of the MDL/MAP distribution with another element of the model, and adjusting the learning rate if this is the case. While standard Bayes and MDL can fail to converge if the model is wrong, the resulting “safe” estimator continues to achieve good rate...
متن کاملComparison of Decision Tree and Naïve Bayes Methods in Classification of Researcher’s Cognitive Styles in Academic Environment
In today world of internet, it is important to feedback the users based on what they demand. Moreover, one of the important tasks in data mining is classification. Today, there are several classification techniques in order to solve the classification problems like Genetic Algorithm, Decision Tree, Bayesian and others. In this article, it is attempted to classify researchers to “Expert” and “No...
متن کاملAn analysis of the difference of code lengths between two-step codes based on MDL principle and Bayes codes
In this paper, we discuss the difference in code lengths between the code based on the minimum description length (MDL) principle (the MDL code) and the Bayes code under the condition that the same prior distribution is assumed for both codes. It is proved that the code length of the Bayes code is smaller than that of the MDL code by (1) or (1) for the discrete model class and by (1) for the pa...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- CoRR
دوره math.ST/0406221 شماره
صفحات -
تاریخ انتشار 2004