基于深度高斯过程的多元类别数据分布估计
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  • 英文篇名:Multivariate Categorical Data Distribution Estimation Based on Deep Gaussian Process
  • 作者:刘姝君 ; 李艳婷
  • 英文作者:LIU Shujun;LI Yanting;School of Mechanical Engineering,Shanghai Jiaotong University;
  • 关键词:多元类别数据 ; 生成式模型 ; 深度高斯过程 ; 无监督学习 ; 变分推断
  • 英文关键词:multivariate categorical data;;generative model;;Deep Gaussian Process(DGP);;unsupervised learning;;variational inference
  • 中文刊名:JSJC
  • 英文刊名:Computer Engineering
  • 机构:上海交通大学机械与动力工程学院;
  • 出版日期:2018-02-28 10:23
  • 出版单位:计算机工程
  • 年:2019
  • 期:v.45;No.497
  • 基金:国家自然科学基金面上项目“多元复杂时空数据建模与监控方法研究”(71672109)
  • 语种:中文;
  • 页:JSJC201902027
  • 页数:7
  • CN:02
  • ISSN:31-1289/TP
  • 分类号:166-172
摘要
多元类别数据的可能取值会随向量长度的增长呈指数级增长,从而造成数据稀疏性问题。通过将观察数据嵌入到连续空间中训练识别数据之间的相似性,构建多元类别数据的线性高斯隐变量模型和类别隐高斯过程(CLGP)。在CLGP模型基础上,建立小样本多元类别数据分布估计的多元类别深度隐高斯过程模型,并结合蒙特卡洛采样的变分推断方法对模型进行参数优化。实验结果表明,与CLGP模型相比,该模型分布估计精确度有所提升。
        The possible value of multivariate categorical data increases exponentially with the length of the vector,resulting in data sparsity. The similarity between the identified data is trained by embedding the observation data into the continuous space,and the linear Gaussian hidden variable model and the Categorical Latent Gaussian Process(CLGP) of the multi-category data are constructed. Based on the CLGP model,a multi-class deep hidden Gaussian process model for small sample multi-class data distribution estimation is proposed,and the parameters are optimized by Monte Carlo sampling. Experimental results show that compared with the CLGP model,this model distribution estimation accuracy has improved.
引文
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