## Accurate Bayesian Data Classification without Hyperparameter Cross-validation. (arXiv:1712.09813v1 [stat.ME])

We extend the standard Bayesian multivariate Gaussian generative data classifier by considering a generalization of the conjugate, normal-Wishart prior distribution and by deriving the hyperparameters analytically via evidence maximization. The behaviour of the optimal hyperparameters is explored in the high-dimensional data regime. The classification accuracy of the resulting generalized model is competitive with state-of-the art Bayesian discriminant analysis methods, but without the usual computational burden of cross-validation.查看全文

## Solidot 文章翻译

 你的名字 留空匿名提交 你的Email或网站 用户可以联系你 标题 简单描述 内容 We extend the standard Bayesian multivariate Gaussian generative data classifier by considering a generalization of the conjugate, normal-Wishart prior distribution and by deriving the hyperparameters analytically via evidence maximization. The behaviour of the optimal hyperparameters is explored in the high-dimensional data regime. The classification accuracy of the resulting generalized model is competitive with state-of-the art Bayesian discriminant analysis methods, but without the usual computational burden of cross-validation.