Accurate Bayesian Data Classification without Hyperparameter Cross-validation

28 Dec 2017  ·  M Sheikh, A. C. C. Coolen ·

We extend the standard Bayesian multivariate Gaussian generative data classifier by considering a generalization of the conjugate, normal-Wishart prior distribution and by deriving the hyperparameters analytically via evidence maximization. The behaviour of the optimal hyperparameters is explored in the high-dimensional data regime... The classification accuracy of the resulting generalized model is competitive with state-of-the art Bayesian discriminant analysis methods, but without the usual computational burden of cross-validation. read more

PDF Abstract
No code implementations yet. Submit your code now


  Add Datasets introduced or used in this paper

Results from the Paper

  Submit results from this paper to get state-of-the-art GitHub badges and help the community compare results to other papers.


No methods listed for this paper. Add relevant methods here