Online Model Selection Based on the Variational Bayes
Online Model Selection Based on the Variational Bayes
Online Model Selection Based on the Variational Bayes
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<str<strong>on</strong>g>Online</str<strong>on</strong>g> <str<strong>on</strong>g>Model</str<strong>on</strong>g> <str<strong>on</strong>g>Selecti<strong>on</strong></str<strong>on</strong>g> <str<strong>on</strong>g>Based</str<strong>on</strong>g> <strong>on</strong> <strong>the</strong> Variati<strong>on</strong>al <strong>Bayes</strong> 1673<br />
Figure 6: Sequential model selecti<strong>on</strong> processes using <strong>the</strong> batch VB method for<br />
data set B. Free energies (FE) and number of units for <strong>the</strong> base model (solid line),<br />
which is <strong>the</strong> best model to date, and <strong>the</strong> current trial model (dash-dotted line)<br />
are shown. Log likelihood (LKD) for <strong>the</strong> current trial model (dashed line) is also<br />
shown. (A) The initial model c<strong>on</strong>sists of 2 units. (B) The initial model c<strong>on</strong>sists<br />
of 10 units.<br />
In preliminary experiments using syn<strong>the</strong>tic data, <strong>the</strong> <strong>on</strong>line VB method<br />
was able to adapt <strong>the</strong> model structure to dynamic envir<strong>on</strong>ments. A detailed<br />
study <strong>on</strong> <strong>the</strong> performance of <strong>the</strong> <strong>on</strong>line VB method will be published in a<br />
forthcoming article. It also remains for future study to �nd better sequential<br />
model selecti<strong>on</strong> procedure.<br />
Appendix A<br />
Free energy maximizati<strong>on</strong> can be d<strong>on</strong>e by using <strong>the</strong> following <strong>the</strong>orem:
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