Estimation and feature selection in high-dimensional mixtures-of-experts models

Doctoral Thesis

Đã lưu trong:
Chi tiết về thư mục
Tác giả chính: Huỳnh, Bảo Tuyên
Định dạng: Dissertation
Ngôn ngữ:English
Được phát hành: University of Caen 2023
Những chủ đề:
Truy cập trực tuyến:https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/116213
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spelling oai:scholar.dlu.edu.vn:DLU123456789-1162132023-10-05T16:57:25Z Estimation and feature selection in high-dimensional mixtures-of-experts models Huỳnh, Bảo Tuyên Mixture models Mixture of Experts Regularized Estimation Feature Selection Doctoral Thesis This thesis deals with the problem of modeling and estimation of high-dimensional MoE models, towards effective density estimation, prediction and clustering of such heterogeneous and high-dimensional data. We propose new strategies based on regularized maximum-likelihood estimation (MLE) of MoE models to overcome the limitations of standard methods, including MLE estimation with Expectation-Maximization (EM) algorithms, and to simultaneously perform feature selection so that sparse models are encouraged in such a high-dimensional setting. We first introduce a mixture-of-experts' parameter estimation and variable selection methodology, based on ℓ1 (lasso) regularizations and the EM framework, for regression and clustering suited to high-dimensional contexts. Then, we extend the method to regularized mixture of experts models for discrete data, including classification. We develop efficient algorithms to maximize the proposed ℓ1-penalized observed-data log-likelihood function. Our proposed strategies enjoy the efficient monotone maximization of the optimized criterion, and unlike previous approaches, they do not rely on approximations on the penalty functions, avoid matrix inversion, and exploit the efficiency of the coordinate ascent algorithm, particularly within the proximal Newton-based approach. 2023-08-11T06:13:36Z 2023-08-11T06:13:36Z 2019 Dissertation https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/116213 en application/pdf University of Caen
institution Thư viện Trường Đại học Đà Lạt
collection Thư viện số
language English
topic Mixture models
Mixture of Experts
Regularized Estimation
Feature Selection
spellingShingle Mixture models
Mixture of Experts
Regularized Estimation
Feature Selection
Huỳnh, Bảo Tuyên
Estimation and feature selection in high-dimensional mixtures-of-experts models
description Doctoral Thesis
format Dissertation
author Huỳnh, Bảo Tuyên
author_facet Huỳnh, Bảo Tuyên
author_sort Huỳnh, Bảo Tuyên
title Estimation and feature selection in high-dimensional mixtures-of-experts models
title_short Estimation and feature selection in high-dimensional mixtures-of-experts models
title_full Estimation and feature selection in high-dimensional mixtures-of-experts models
title_fullStr Estimation and feature selection in high-dimensional mixtures-of-experts models
title_full_unstemmed Estimation and feature selection in high-dimensional mixtures-of-experts models
title_sort estimation and feature selection in high-dimensional mixtures-of-experts models
publisher University of Caen
publishDate 2023
url https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/116213
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