Share
Embed
Slide 1
Slide 1 text
ϕΠζͰ୯ճؼϞσϧΛߟ͑Δ
5IJNCMFF
1
Slide 2
Slide 2 text
ઃఆ
܇࿅σʔλͷઆ໌ม ͱతม ͔ΒҎԼͷ
༧ଌΛٻΊΔ
ҎԼͷ୯ճؼϞσϧΛ༻͢Δ
x = (x1
, x2
, ⋯, xN
)T t = (t1
, t2
, ⋯, tN
)T
p(t*
|x*
, t, x)
p(t*
|x*
, w, β) =
𝒩
(t*
|w0
+ w1
x*
, β−1)
2
Slide 3
Slide 3 text
۩ମతʹ
͜͏͍͏σʔλʹର͍͍ͯ͠ײ͡ʹύϥϝʔλ Λௐͯ͠ɺઢ
ΛҾ͖͍ͨɻ͜ͷσʔλେମ ͱͳ͍ͬͯΔɻ
w = (w0
, w1
)T
y = w0
+ w1
x t = − 2 + 2x
3
Slide 4
Slide 4 text
ϕΠζͷఆཧ
p(A|B) =
p(A)p(B|A)
p(B)
4
Slide 5
Slide 5 text
ࣄޙ QPTUFSJPS
ύϥϝʔλɺ σʔλ
ࣄޙΛ༻͍ͨύϥϝʔλͷਪఆ͕ϕΠζਪఆͰ͢ɻ
w t
p(w|t) =
p(w)p(t|w)
p(t)
∝ p(w)p(t|w)
(posterior) ∝ (prior)(likelihood)
5
Slide 6
Slide 6 text
ࣄલ QSJPS
p(w) =
𝒩
(w|0, α−1I), α = 0.25
6
Slide 7
Slide 7 text
ؔ MJLFMJIPPE
L(w) = p(t|w)
=
𝒩
(t|m, β−1I)
where m = (w0
+ w1
x1
, w0
+ w1
x2
, ⋯, w0
+ w1
xN
)T, β = 2.0
7
Slide 8
Slide 8 text
ؔͷྫ
͜ͷΑ͏ͳ͍͍ײ͡ͷઢͩͱͱ͍͏େ͖͍ΛͱΔ
L((−2.1,2.2)T) = 0.39
8
Slide 9
Slide 9 text
ؔͷྫ
͜ͷΑ͏ͳઢͩͱͱ͍͏ΛͱΔ
L((−1.0,0.0)T) = 0.29
9
Slide 10
Slide 10 text
ؔͷྫ
͜ͷΑ͏ͳѱ͍ઢͩͱͱ͍͏খ͍͞ΛͱΔ
L((1.0, − 3.0)T) = 0.18
10
Slide 11
Slide 11 text
ࣄલͱؔʢ࠶ܝʣ
ؔ MJLFMJIPPE
ࣄલ QSJPS
11
Slide 12
Slide 12 text
ࣄલͱؔͷੵ
12
Slide 13
Slide 13 text
ٻΊΒΕͨઢ
ࣄޙ ͷ࣌ʹ࠷େʹͳΔ
w = (−1.08,0.38)
L((−1.08,0.38)T) = 0.31
13
Slide 14
Slide 14 text
͚ؔͩʢ࠷ਪఆʣͰ͍͍ͷͰ
ϕΠζʢࣄޙʣͩͱσʔλΛ͏·͘දݱͰ͖͍ͯͳ͍
࣮ࡍɺ͜ͷσʔλΛ୯ճؼϞσϧͰֶश͢ΔࡍʹϕΠζඞཁͳ͍
ʢ୯ճؼϞσϧ͕ཧղ͍͔͢͠Β༻͍ͨʣ
͔͠͠ɺҰൠʹϕΠζͰߟ͑ΔϝϦοτ͕ଟ͍
14
Slide 15
Slide 15 text
ϕΠζͷಛ
w ύϥϝʔλʢ୯ճؼϞσϧͳΒ ʣʹ͍ͭͯ֬Λߟ͑ΒΕΔ
w ࣄલʹʢσʔλҎ֎ͷʣطͷใΛөͤ͞ΒΕΔ
w ֬ͷஞ࣍ߋ৽͕Ͱ͖Δ
w աֶशΛ͛Δʢਖ਼ଇԽʣ
w ʢଞʹ৭ʑ͋Δͱࢥ͍·͢ʣ
w
15
Slide 16
Slide 16 text
͝ਗ਼ௌ͋Γ͕ͱ͏͍͟͝·ͨ͠
16