Optimization of MCMC sampling algorithm for the calculation of PAC-Bayes bound.
Li TangZheng ZhaoXiujun GongHua-Peng ZengPublished in: ICMLC (2013)
Keyphrases
- sampling algorithm
- pac bayes
- markov chain monte carlo
- random sampling
- risk bounds
- linear classifiers
- bayesian inference
- generalization bounds
- parameter estimation
- data dependent
- upper bound
- particle filter
- markov chain
- monte carlo
- posterior probability
- evolutionary algorithm
- generative model
- model selection
- empirical risk minimization
- worst case