Article

The Bayesian backfitting relevance vector machine

Authors:

Sethu Vijayakumar,

Stefan SchaalAuthors Info & Claims

ICML '04: Proceedings of the twenty-first international conference on Machine learning

Page 31

https://doi.org/10.1145/1015330.1015358

Published: 04 July 2004 Publication History

Abstract

Traditional non-parametric statistical learning techniques are often computationally attractive, but lack the same generalization and model selection abilities as state-of-the-art Bayesian algorithms which, however, are usually computationally prohibitive. This paper makes several important contributions that allow Bayesian learning to scale to more complex, real-world learning scenarios. Firstly, we show that backfitting --- a traditional non-parametric, yet highly efficient regression tool --- can be derived in a novel formulation within an expectation maximization (EM) framework and thus can finally be given a probabilistic interpretation. Secondly, we show that the general framework of sparse Bayesian learning and in particular the relevance vector machine (RVM), can be derived as a highly efficient algorithm using a Bayesian version of backfitting at its core. As we demonstrate on several regression and classification benchmarks, Bayesian backfitting offers a compelling alternative to current regression methods, especially when the size and dimensionality of the data challenge computational resources.

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Cited By

Qu HWang JLi BYu M(2017)Probabilistic Model for Robust Affine and Non-Rigid Point Set MatchingIEEE Transactions on Pattern Analysis and Machine Intelligence10.1109/TPAMI.2016.254565939:2(371-384)Online publication date: 1-Feb-2017
https://dl.acm.org/doi/10.1109/TPAMI.2016.2545659
Nakajima SSugiyama MBabacan S(2016)Bayesian Sparse Estimation for Background/Foreground SeparationHandbook of Robust Low-Rank and Sparse Matrix Decomposition10.1201/b20190-27(481-498)Online publication date: 16-Jun-2016
https://doi.org/10.1201/b20190-27
(2016)Bayesian Sparse Estimation for Background/Foreground SeparationHandbook of Robust Low-Rank and Sparse Matrix Decomposition10.1201/b20190-22(21-1-21-18)Online publication date: 16-Jun-2016
https://doi.org/10.1201/b20190-22
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The Bayesian backfitting relevance vector machine
1. Computing methodologies
2. Mathematics of computing
  1. Probability and statistics
    1. Statistical paradigms

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Published In

cover image ACM Other conferences

ICML '04: Proceedings of the twenty-first international conference on Machine learning

July 2004

934 pages

ISBN:1581138385

DOI:10.1145/1015330

Conference Chair:
Carla Brodley
Purdue University/Tufts University

Copyright © 2004 ACM.

Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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Association for Computing Machinery

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Publication History

Published: 04 July 2004

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Cited By

Qu HWang JLi BYu M(2017)Probabilistic Model for Robust Affine and Non-Rigid Point Set MatchingIEEE Transactions on Pattern Analysis and Machine Intelligence10.1109/TPAMI.2016.254565939:2(371-384)Online publication date: 1-Feb-2017
https://dl.acm.org/doi/10.1109/TPAMI.2016.2545659
Nakajima SSugiyama MBabacan S(2016)Bayesian Sparse Estimation for Background/Foreground SeparationHandbook of Robust Low-Rank and Sparse Matrix Decomposition10.1201/b20190-27(481-498)Online publication date: 16-Jun-2016
https://doi.org/10.1201/b20190-27
(2016)Bayesian Sparse Estimation for Background/Foreground SeparationHandbook of Robust Low-Rank and Sparse Matrix Decomposition10.1201/b20190-22(21-1-21-18)Online publication date: 16-Jun-2016
https://doi.org/10.1201/b20190-22
Yeun YKim N(2014)The Group Latent Variable Approach to Probit Binary ClassificationsIEEE Transactions on Neural Networks and Learning Systems10.1109/TNNLS.2013.228578425:7(1277-1286)Online publication date: Jul-2014
https://doi.org/10.1109/TNNLS.2013.2285784
Meier FHennig PSchaal S(2014)Efficient Bayesian local model learning for control2014 IEEE/RSJ International Conference on Intelligent Robots and Systems10.1109/IROS.2014.6942865(2244-2249)Online publication date: Sep-2014
https://doi.org/10.1109/IROS.2014.6942865
Barrio IRomero EBelanche L(2007)Extended linear models with Gaussian prior on the parameters and adaptive expansion vectorsProceedings of the 17th international conference on Artificial neural networks10.5555/1776814.1776863(431-440)Online publication date: 9-Sep-2007
https://dl.acm.org/doi/10.5555/1776814.1776863
Schmolck AEverson R(2007)Smooth relevance vector machineMachine Language10.1007/s10994-007-5012-z68:2(107-135)Online publication date: 1-Aug-2007
https://dl.acm.org/doi/10.1007/s10994-007-5012-z
Barrio IRomero EBelanche L(2007)Extended Linear Models with Gaussian Prior on the Parameters and Adaptive Expansion VectorsArtificial Neural Networks – ICANN 200710.1007/978-3-540-74690-4_44(431-440)Online publication date: 2007
https://doi.org/10.1007/978-3-540-74690-4_44
Ting JD'Souza ASchaal SCohen WMoore A(2006)Bayesian regression with input noise for high dimensional dataProceedings of the 23rd international conference on Machine learning10.1145/1143844.1143962(937-944)Online publication date: 25-Jun-2006
https://dl.acm.org/doi/10.1145/1143844.1143962

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