All Questions
Tagged with bayesian-probability machine-learning
6
questions
1
vote
1
answer
76
views
Bayes classifiers with cost of misclassification
A minimum ECM classifier disciminate the features $\underline{x}$ to belong to class $t$ ($\delta(\underline{x}) = t$) if $\forall j \ne t$:
$$\sum_{k\ne t} c(t|k) f_k(\underline{x})p_k \le \sum_{k\ne ...
- 11
9
votes
1
answer
313
views
Who introduced the term hyperparameter?
I am trying to find the earliest use of the term hyperparameter. Currently, it is used in machine learning but it must have had earlier uses in statistics or optimization theory. Even the multivolume ...
- 790
2
votes
1
answer
196
views
Derive equation for regularized logistic regression with batch updates
I am trying to understand this paper by Chapelle and Li "An Empirical Evaluation of Thompson Sampling" (2011). In particular, I am failing to derive the equations in algorithm 3 (page 6). ...
- 59
1
vote
0
answers
78
views
Bayesian inference of stochastically evolving model parameters
I have a question related to self-calibration in radio interferometry, but I will try to phrase it as generic as possible. I have a set of data points, $D = \{ d_{0, t_0}, d_{1, t_0}, ..., d_{M, t_0}, ...
- 29
0
votes
1
answer
474
views
Optimal solution to cross entropy loss in the continuous case
This could be a simple question but I don't have a satisfying answer.
Setup. Suppose that we have $K$ different classes, and consider cross entropy loss which maps a probability vector in the ...
- 143
0
votes
1
answer
170
views
Learning a Gaussian from noisy observations
Is it possible to learn a distribution over the parameters ($K=\Sigma^{-1}$ and $\mu$) of a Gaussian from noisy measurements of $X$? (Starting with some appropriate prior over the parameters)
I know ...
- 121