|0, ILs )N(zx i |0, ILx ) p(yi |zi ) = N(W T y zs i + µy , σ2IDy ) p(xi |zi ) = N(Wx zs i + Bx zx i + µx , σ2IDx ) ΞΠσΟΞ, zi Λڞ௨ͷ zs i ͱ zx i ʹղ͢Δ͜ͱ. vi = (yi , xi ) ͷ͖݅: p(vi |θ) = N(vi |W zi + µ, σI)N(zi |0, I)dzi = N(vi |µ, W W T + σI) where W = Wy 0 Wx By and W W T = Wy W T y Wx W T x Wx W T x Wx W T x + Bx BT x Note: Latent ͳΫϥεͷ࣍ݩ, zs i ͕ڞมྔʹಛ༗ͷࢄΛଊ͑ͯ͠·Θͳ ͍Α͏ʹेେ͖ΊʹऔΔඞཁ͕͋Δ. Daisuke Yoneoka Supervised PCA ͱͦͷपล February 22, 2015 9 / 11