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)

Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

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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 15
Publisher	MIT Press
Publication date	2003
Publication status	Published - 2003

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http://www.imm.dtu.dk/pubdb/p.php?1512

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Malzahn, D., Opper, M., & Becker S. et al., B. (Ed.) (2003). A Statistical Mechanics Approach to Approximate Analytical Bootstrap Averages. In Advances in Neural Information Processing Systems 15 MIT Press. http://www.imm.dtu.dk/pubdb/p.php?1512

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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.",

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KW - variational methods

KW - Bootstrap

KW - learning curves

KW - statistical physics

KW - Gaussian processes

M3 - Article in proceedings

BT - Advances in Neural Information Processing Systems 15

PB - MIT Press

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