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Conference paper

A Statistical Mechanics Approach to Approximate Analytical Bootstrap Averages

In Advances in Neural Information Processing Systems 15 — 2003

By Malzahn, Dorthe1; Opper, Manfred

Edited by Becker S. et al., Becker,

From

Department of Informatics and Mathematical Modeling, Technical University of Denmark1

We apply the replica method of Statistical Physics combined with a variational method to the approximate analytical computation of bootstrap averages for estimating the generalization error. We demonstrate our approach on regression with Gaussian processes and compare our results with averages obtained by Monte-Carlo sampling.

Language: English
Publisher: MIT Press
Year: 2003
Types: Conference paper
Keywords

Bootstrap Gaussian processes learning curves statistical physics variational methods

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