2016/11/14/の論文紹介ゼミで使用したスライドです.
論文: C. Blundell, J. Cornebise, K. Kavukcuoglu, and D. Wierstra, “Weight Uncertainty in Neural Networks,” In Proceedings of the 32nd International Conference on Machine Learning (ICML 2015), May 2015.
ޯ߱Լ๏ͰಘΔ͜ͱ͕Ͱ͖Δ • ޡࠩٯൖ͕༻Մೳ 1PJOU&TUJNBUFTPG/FVSBM/FUXPSLT w D = ( xi, yi )i wMLE wMLE = arg max w log P ( D|w ) = arg max w X i log P (yi | xi, w) wMLE ʹΑͬͯ ҟͳΔ w
P(w|D) q(w|✓) ✓⇤ ✓⇤ = arg min ✓ KL[q(w|✓)kP(w|D)] = arg min ✓ Z q ( w|✓ ) log q ( w|✓ ) P ( w ) P ( D|w ) d w = arg min ✓ KL[q(w|✓)kP(w)] E q(w|✓)[log P ( D|w )]