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- W2921486051 abstract "The hierarchical mixture of experts (HME) is a tree-structured probabilistic model for regression and classification. The HME has a considerable expression capability, however, the estimation of the parameters tends to overfit due to the complexity of the model. To avoid this problem, regularization techniques are widely used. In particular, it is known that a sparse solution can be obtained by L1 regularization. From a Bayesian point of view, regularization techniques are equivalent to assume that the parameters follow prior distributions and find the maximum a posteriori probability estimator. It is known that L1 regularization is equivalent to assuming Laplace distributions as prior distributions. However, it is difficult to compute the posterior distribution if Laplace distributions are assumed. In this paper, we assume that the parameters of the HME follow hierarchical prior distributions which are equivalent to Laplace distribution to promote sparse solutions. We propose a Bayesian estimation algorithm based on the variational method. Finally, the proposed algorithm is evaluated by computer simulations." @default.
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- W2921486051 date "2018-10-01" @default.
- W2921486051 modified "2023-09-26" @default.
- W2921486051 title "Sparse Bayesian Hierarchical Mixture of Experts and Variational Inference" @default.
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- W2921486051 doi "https://doi.org/10.23919/isita.2018.8664333" @default.
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