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BegiLab #27 ベイズ勉強会(56) FactorAnalysis

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October 19, 2019
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BegiLab #27 ベイズ勉強会(56) FactorAnalysis

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yasubei

October 19, 2019
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Transcript

  1. GBDUPSBOBMZTJTҼࢠ෼ੳ

  2. ͭ໨͸Ҽࢠ෼ੳ Ͱ͢ɻ ਖ਼ن෼෍ͷଟ࣍ݩͷ৔߹͸ ύϥϝʔλ͕͘͢͝େ͖͘ͳ ΔͷͰɺ͍͔ʹখ͘͢͞Δ ͔

  3. ର֯੒෼͔͠࢖͍ͬͯͳ͔ͬͨ ڞ෼ࢄΛ࢖͍ͬͯͳ͔ͬͨ 'VMMDPWBSJBODF ڞ෼ࢄΛ࢖͏ͱੑೳ͸վળ͞Εͦ͏͕ͩ ύϥϝʔλ͕͘͢͝େ͖͘ͳΔ ˠ෦෼ۭؒΛ࢖͏ ෦෼ۭؒΛ࢖ͬͯڞ෼ࢄߦྻΛ ϞσϧԽ͍ͯ͠Δ Єʹର֯ߦྻʢର֯੒෼͔࣋ͨ͠ͳ͍ߦྻʣ Їʹ෦෼ۭؒ

  4. ෦෼ۭؒ ̎࣍ݩ͕͋ͬͨΒݪ఺Λ௨Δ௚ઢ ͜Ε͸̍࣍ݩͷ෦෼ۭؒͱݴ͍·͢ ̏࣍ݩͷ৔߹͸̎࣍ݩͷ෦෼ۭؒ΋ ̍࣍ݩͷ෦෼ۭؒ΋͋Γ·͢ ̎࣍ݩͷ෦෼ۭؒ͸̎ͭͷϕΫτϧͰද͞ ΕΔ ฏ໘͕࡞ΕΔΑ͏ͳ̎ͭͷϕΫτϧ ʮЇͱЇ͸ೋ࣍ݩͷجఈʹͳ͍ͬͯΔʯ EBJ

  5. ෦෼ۭؒΛ࢖ͬͯڞ෼ࢄߦྻΛ ϞσϧԽ͍ͯ͠Δ ̏࣍ݩͷ෦෼̎ݸͰ̎࣍ݩͷ෦෼ۭؒΛ දݱ͠·͢ ПͱПͷసஔߦྻΛֻ͚Δͱ 'VMMDPWFSJBODFʹͳΔ

  6. ̏࣍ݩͷ৔߹͸̎࣍ݩͷ෦෼ۭؒ͸ ϕΫτϧ͕̎ͭ͋ΔͷͰ͜ͷΑ͏ʹͳΔ ʢલͷϖʔδͷПͱПͷసஔߦྻͷΠϝʔδʣ

  7. Ҽࢠ෼ੳ͸͜Ε͚ͩʹ཈͑ΒΕΔ දݱೳྗ͕௿͍ ର֯੒෼͚ͩʹͯ͠΋·ͩදݱྗ͕௿͍ ύϥϝʔλ͕ଟ͗ͯ͢࢖͍ʹ͍͘ ͜Ε͸͋ͱͷষͰઆ໌͢Δ ͓ͦΒ͘ରশߦྻͳͷͰύϥϝʔλͷ਺͸O$ O EBJ͞Μ

  8. ӅΕม਺ ඪ४ਖ਼ن෼෍ͷ֦ுܕ ʢЖʹ̌ɺ෼ࢄ͕୯Ґߦྻʣ ਖ਼ن෼෍ͱਖ਼ن෼෍Λ͔͚ͯ ਖ਼ن෼෍ʹͳΔʢৄࡉ͸লུʣ

  9. पลΛਖ਼ن෼෍ͱͯ͠ߟ͍͑ͯ͘ ͦΕΛ͍͔ͭ͘܁Γฦͯ͠ Ҽࢠ෼ੳͷܗʹ͍ͯ͘͠ Ұ࣍ݩͰߟ͑Δɻ஋ΛαϯϓϦϯάɻ ӅΕม਺IΛܾΊͯ1S I ΛٻΊΔ Їʢ෦෼ۭؒʣΛٻΊ͍ͯ͘

  10. ̏࣍ݩۭؒʹ ̎࣍ݩͰ཈͑ࠐ·Εͨ ڞ෼ࢄߦྻΛදݱͰ͖Δ %JBHPOBMDPWBSJBODFͷͱ͖͸ ಉ͡ܗͷ΋ͷ͕͍ͭ͘΋ग़དྷΔ Ұ࣍ݩͷ෦෼ۭؒதʹϙίϙί ϙίͱ࡞ΒΕΔ ̷͸ແݶݸ͋Δਖ਼ن෼෍Ͱߟ͑ ΒΕΔɻ ແݶݸͷਖ਼ن෼෍Λ଍͠߹Θͤ

    Δɻ ύϥϝʔλ ЖɺЇɺЄΛٻΊΔ

  11. &TUFQ

  12. ࣍ݩ෦෼ۭؒதͷ̎࣍ݩۭؒ

  13. ύϥϝʔλʹґଘ͍ͯ͠ͳ͍ͷͰ ͜Ε͸࡟আͰ͖Δ ύϥϝʔλʹґଘ͍ͯ͠ͳ͍ͷͰ ͜Ε͸࡟আͰ͖Δ

  14. .4UFQ

  15. إը૾ʹ͢Δͱ ͜Μͳײ͡ʹͳΔ உੑత ঁੑత স͍إʁ ͢·͠إʁ

  16. ੜ੒ϞσϧͰ΍͍ͬͯΔͷͰ ੜ੒͢Δ͜ͱ͕Ͱ͖Δ IʢЏɺXʣΛϥϯμϜͰ߱Δ ཚ਺Λ߱Δͱ͍Ζ͍Ζͳύλʔϯ͕ ੜ੒͞ΕΔ

  17. ࣍ճ ɾGBDUPSBOBMZTJTҼࢠ෼ੳ QPMM࣍ճ։࠵೔ϙνϙν͓ئ͍͠·͢ʙ ౔ ʙ  ೔ ʙ ݄ ʙ