A Statistical Mechanics Approach to Approximate Analytical Bootstrap Averages

Dorthe Malzahn; Manfred Opper; Becker, Becker S. et al.

A Statistical Mechanics Approach to Approximate Analytical Bootstrap Averages

Dorthe Malzahn, Manfred Opper, Becker, Becker S. et al. (Editor)

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Abstract

We apply the replica method of Statistical Physics combined with a variational method to the approximate analytical computation of bootstrap averages for estimating the generalization error. We demonstrate our approach on regression with Gaussian processes and compare our results with averages obtained by Monte-Carlo sampling.

Original language	English
Title of host publication	Advances in Neural Information Processing Systems
Publisher	MIT Press
Publication date	2003
ISBN (Print)	978-026202550-8
Publication status	Published - 2003
Event	16th Annual Neural Information Processing Systems Conference - Vancouver, Canada Duration: 9 Dec 2002 → 14 Dec 2002 Conference number: 16

Conference

Conference	16th Annual Neural Information Processing Systems Conference
Number	16
Country/Territory	Canada
City	Vancouver
Period	09/12/2002 → 14/12/2002

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@inproceedings{2cd950858e6f463f8e69ac7f0277b233,

title = "A Statistical Mechanics Approach to Approximate Analytical Bootstrap Averages",

abstract = "We apply the replica method of Statistical Physics combined with a variational method to the approximate analytical computation of bootstrap averages for estimating the generalization error. We demonstrate our approach on regression with Gaussian processes and compare our results with averages obtained by Monte-Carlo sampling.",

keywords = "variational methods, Bootstrap, learning curves, statistical physics, Gaussian processes",

author = "Dorthe Malzahn and Manfred Opper and {Becker S. et al.}, Becker,",

year = "2003",

language = "English",

isbn = "978-026202550-8",

booktitle = "Advances in Neural Information Processing Systems",

publisher = "MIT Press",

note = "16th Annual Neural Information Processing Systems Conference, NIPS 2002 ; Conference date: 09-12-2002 Through 14-12-2002",

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TY - GEN

T1 - A Statistical Mechanics Approach to Approximate Analytical Bootstrap Averages

AU - Malzahn, Dorthe

AU - Opper, Manfred

A2 - Becker S. et al., Becker,

N1 - Conference code: 16

PY - 2003

Y1 - 2003

N2 - We apply the replica method of Statistical Physics combined with a variational method to the approximate analytical computation of bootstrap averages for estimating the generalization error. We demonstrate our approach on regression with Gaussian processes and compare our results with averages obtained by Monte-Carlo sampling.

AB - We apply the replica method of Statistical Physics combined with a variational method to the approximate analytical computation of bootstrap averages for estimating the generalization error. We demonstrate our approach on regression with Gaussian processes and compare our results with averages obtained by Monte-Carlo sampling.

KW - variational methods

KW - Bootstrap

KW - learning curves

KW - statistical physics

KW - Gaussian processes

M3 - Article in proceedings

SN - 978-026202550-8

BT - Advances in Neural Information Processing Systems

PB - MIT Press

T2 - 16th Annual Neural Information Processing Systems Conference

Y2 - 9 December 2002 through 14 December 2002

ER -

A Statistical Mechanics Approach to Approximate Analytical Bootstrap Averages

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