Author Topic: Adaptation  (Read 11075 times)

Offline Yuliya

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Adaptation
« on: June 07, 2010, 11:20:27 »
Hi All
How the value of the experience count after adaptation does compute?
Why in some cases does it decrease?
Thanks a lot for any help.

P.S.: sorry for my english

Offline Frank Jensen

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Re: Adaptation
« Reply #1 on: June 07, 2010, 16:29:02 »
The adaptation process is built on the assumption that each conditional distribution follows a Dirichlet distribution with the conditional probabilities as the mean vector and with the variances implicitly specified using an "experience count" (also called an "equivalent sample size").  If adaptation is performed using an incomplete case, then the true updated distribution consists of mixtures of Dirichlet distributions.  If we try to continue with these mixtures, we get new mixtures (with more terms) when we update with another incomplete case.  This soon becomes unmanageable.   

Because of this, we approximate each mixture of Dirichlet distributions with a single Dirichlet distribution.  The approximating distribution is chosen such that it has the same mean vector as the true distribution and the same sum-of-variances as the true distribution.  The latter constraint determines the experience count.

I have attached an old note that explains the calculations.

Offline Yuliya

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Re: Adaptation
« Reply #2 on: June 10, 2010, 16:54:29 »
Dear Frank,
Thank you very much for the answer.
It was really useful for me.