scalable model selection
Reviews: Scalable Model Selection for Belief Networks
The authors propose a variational Bayes method for model selection in sigmoid belief networks. The method can eliminate nodes in the hidden layers of multilayer networks. The derivation of the criterion appears technically solid and a fair amount of experimental support for the good performance of the method is provided. I have to say I'm no expert in this area, and I hope other reviewers can comment on the level of novelty. You forgot to define b. - p. 5, ll.
Scalable Model Selection for Belief Networks
Song, Zhao, Muraoka, Yusuke, Fujimaki, Ryohei, Carin, Lawrence
We propose a scalable algorithm for model selection in sigmoid belief networks (SBNs), based on the factorized asymptotic Bayesian (FAB) framework. We derive the corresponding generalized factorized information criterion (gFIC) for the SBN, which is proven to be statistically consistent with the marginal log-likelihood. To capture the dependencies within hidden variables in SBNs, a recognition network is employed to model the variational distribution. The resulting algorithm, which we call FABIA, can simultaneously execute both model selection and inference by maximizing the lower bound of gFIC. On both synthetic and real data, our experiments suggest that FABIA, when compared to state-of-the-art algorithms for learning SBNs, $(i)$ produces a more concise model, thus enabling faster testing; $(ii)$ improves predictive performance; $(iii)$ accelerates convergence; and $(iv)$ prevents overfitting.