Patent ID: 6879944
Filing Date: 2005-04-12
Classification: G06K,G06N

Abstract:
1. A computer-implemented method for modeling a data set comprising: selecting an initial set of hyperparameters for determining a prior distribution for the data set for modeling thereof, the prior distribution approximated by a product of a distribution of the set of hyperparameters, a distribution of a set of weights, and a distribution of a set of predetermined additional parameters; iteratively updating the distribution of the set of weights, the distribution of the set of hyperparameters, and the distribution of the set of predetermined additional parameters until a predetermined convergence criterion has been reached, such that the product of the distribution of the set of hyperparameters, the distribution of the set of weights, and the distribution of the set of predetermined additional parameters as have been iteratively updated approximates the posterior distribution for modeling of the data set for probabilistic prediction; and, outputting at least the product approximating the posterior distribution for modeling of the data set.