Probit Classifiers with a Generalized Gaussian Scale Mixture Prior

Liu, Guoqing; Wu, Jianxin; Zhou, Suiping

doi:10.5591/978-1-57735-516-8/IJCAI11-232

Probit Classifiers with a Generalized Gaussian Scale Mixture Prior

Guoqing Liu, Jianxin Wu, Suiping Zhou

Download BibTeX Cite

Proceedings of the Twenty-Second International Joint Conference on Artificial Intelligence. Pages 1372-1376.

https://doi.org/10.5591/978-1-57735-516-8/IJCAI11-232

Abstract

Most of the existing probit classifiers are based on sparsity-oriented modeling. However, we show that sparsity is not always desirable in practice, and only an appropriate degree of sparsity is profitable. In this work, we propose a flexible probabilistic model using a generalized Gaussian scale mixture prior that can promote an appropriate degree of sparsity for its model parameters, and yield either sparse or non-sparse estimates according to the intrinsic sparsity of features in a dataset. Model learning is carried out by an efficient modified maximum a posteriori (MAP) estimate. We also show relationships of the proposed model to existing probit classifiers as well as iteratively re-weighted l1 and l2 minimizations. Experiments demonstrate that the proposed method has better or comparable performances in feature selection for linear classifiers as well as in kernel-based classification.

Guoqing Liu, Jianxin Wu, and Suiping Zhou. 2011. Probit Classifiers with a Generalized Gaussian Scale Mixture Prior. In Proceedings of the Twenty-Second International Joint Conference on Artificial Intelligence, IJCAI-11. IJCAI, 1372–1376. https://doi.org/10.5591/978-1-57735-516-8/IJCAI11-232

@inproceedings{ijcai2011p232,
  title     = {Probit Classifiers with a Generalized Gaussian Scale Mixture Prior},
  author    = {Liu, Guoqing and Wu, Jianxin and Zhou, Suiping},
  booktitle = {Proceedings of the Twenty-Second International Joint Conference on
               Artificial Intelligence, {IJCAI-11}},
  publisher = {AAAI Press/International Joint Conferences on Artificial Intelligence},
  editor    = {Toby Walsh},
  pages     = {1372--1376},
  year      = {2011},
  month     = {7},
  doi       = {10.5591/978-1-57735-516-8/IJCAI11-232},
  url       = {https://doi.org/10.5591/978-1-57735-516-8/IJCAI11-232},
}

TY  - CPAPER
TI  - Probit Classifiers with a Generalized Gaussian Scale Mixture Prior
AU  - Liu, Guoqing
AU  - Wu, Jianxin
AU  - Zhou, Suiping
T2  - Proceedings of the Twenty-Second International Joint Conference on Artificial Intelligence, IJCAI-11
PB  - AAAI Press/International Joint Conferences on Artificial Intelligence
PY  - 2011
SP  - 1372
EP  - 1376
DO  - 10.5591/978-1-57735-516-8/IJCAI11-232
UR  - https://doi.org/10.5591/978-1-57735-516-8/IJCAI11-232
ER  -