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Interpreting a Penalty as the Influence of a Bayesian Prior
- Publication Year :
- 2020
- Publisher :
- HAL CCSD, 2020.
-
Abstract
- 24 pages, including 2 pages of references and 10 pages of appendix; In machine learning, it is common to optimize the parameters of a probabilistic model, modulated by a somewhat ad hoc regularization term that penalizes some values of the parameters. Regularization terms appear naturally in Variational Inference (VI), a tractable way to approximate Bayesian posteriors: the loss to optimize contains a Kullback--Leibler divergence term between the approximate posterior and a Bayesian prior. We fully characterize which regularizers can arise this way, and provide a systematic way to compute the corresponding prior. This viewpoint also provides a prediction for useful values of the regularization factor in neural networks. We apply this framework to regularizers such as L1 or group-Lasso.
Details
- Language :
- English
- Database :
- OpenAIRE
- Accession number :
- edsair.dedup.wf.001..ce8511993fb0365500bdb02a62540b00