A Statistical Mechanics Approach to Approximate Analytical Bootstrap Averages |
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| Abstract | 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. |
| Keywords | Bootstrap, learning curves, Gaussian processes, statistical physics, variational methods |
| Type | Conference paper [With referee] |
| Conference | Advances in Neural Information Processing Systems 15 |
| Editors | S. Becker, S. Thrun, K. Obermayer |
| Year | 2003 |
| Publisher | MIT Press |
| Electronic version(s) | [ps] |
| BibTeX data | [bibtex] |
| IMM Group(s) | Intelligent Signal Processing |