Binary Classification with a Pseudo Exponential Model and Its Application for Multi-Task Learning

In this paper, we investigate the basic properties of binary classification with a pseudo model based on the Itakura–Saito distance and reveal that the Itakura–Saito distance is a unique appropriate measure for estimation with the pseudo model in the framework of general Bregman divergence. Furtherm...

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Bibliographic Details
Main Authors: Takashi Takenouchi, Osamu Komori, Shinto Eguchi
Format: Article
Language:English
Published: MDPI AG 2015-08-01
Series:Entropy
Subjects:
Online Access:http://www.mdpi.com/1099-4300/17/8/5673
Description
Summary:In this paper, we investigate the basic properties of binary classification with a pseudo model based on the Itakura–Saito distance and reveal that the Itakura–Saito distance is a unique appropriate measure for estimation with the pseudo model in the framework of general Bregman divergence. Furthermore, we propose a novelmulti-task learning algorithm based on the pseudo model in the framework of the ensemble learning method. We focus on a specific setting of the multi-task learning for binary classification problems. The set of features is assumed to be common among all tasks, which are our targets of performance improvement. We consider a situation where the shared structures among the dataset are represented by divergence between underlying distributions associated with multiple tasks. We discuss statistical properties of the proposed method and investigate the validity of the proposed method with numerical experiments.
ISSN:1099-4300