论文标题

贝叶斯学习多任务问题的特征空间

Bayesian learning of feature spaces for multitasks problems

论文作者

Sevilla-Salcedo, Carlos, Gallardo-Antolín, Ascensión, Gómez-Verdejo, Vanessa, Parrado-Hernández, Emilio

论文摘要

本文通过开发RBF内核的随机傅立叶特征(RFF)近似,引入了一种多任务回归的新方法,该方法用于多任务回归。从这个意义上讲,本文的贡献之一表明,对于拟议的模型,KM和ELM配方可以视为同一枚硬币的两个方面。这些建议的模型称为RFF-BLR,​​站在贝叶斯框架上,该框架同时解决了两个主要的设计目标。一方面,它适合基于带有RBF内核的KMS的多任务回归器。另一方面,它可以引入共同的任务之前,该任务促进了ELM视图中的多输出稀疏性。这种贝叶斯方法促进了(i)在概率框架内优化RBF内核参数$γ$的KM和ELM观点,(ii)模型复杂性的优化,以及(iii)(iii)知识跨任务的有效传递。实验结果表明,与多任务非线性回归中的最新方法相比,该框架可以导致显着的性能改善。

This paper introduces a novel approach for multi-task regression that connects Kernel Machines (KMs) and Extreme Learning Machines (ELMs) through the exploitation of the Random Fourier Features (RFFs) approximation of the RBF kernel. In this sense, one of the contributions of this paper shows that for the proposed models, the KM and the ELM formulations can be regarded as two sides of the same coin. These proposed models, termed RFF-BLR, stand on a Bayesian framework that simultaneously addresses two main design goals. On the one hand, it fits multitask regressors based on KMs endowed with RBF kernels. On the other hand, it enables the introduction of a common-across-tasks prior that promotes multioutput sparsity in the ELM view. This Bayesian approach facilitates the simultaneous consideration of both the KM and ELM perspectives enabling (i) the optimisation of the RBF kernel parameter $γ$ within a probabilistic framework, (ii) the optimisation of the model complexity, and (iii) an efficient transfer of knowledge across tasks. The experimental results show that this framework can lead to significant performance improvements compared to the state-of-the-art methods in multitask nonlinear regression.

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