Probit classifiers with a generalized Gaussian scale mixture prior

  • Authors:
  • Guoqing Liu;Jianxin Wu;Suiping Zhou

  • Affiliations:
  • Nanyang Technological University, Singapore;Nanyang Technological University, Singapore;Teesside University, UK

  • Venue:
  • IJCAI'11 Proceedings of the Twenty-Second international joint conference on Artificial Intelligence - Volume Volume Two
  • Year:
  • 2011

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Abstract

Most of the existing probit classifiers are based on sparsity-oriented modeling. However, we show that sparsity is not always desirable in practice, and only an appropriate degree of sparsity is profitable. In this work, we propose a flexible probabilistic model using a generalized Gaussian scale mixture prior that can promote an appropriate degree of sparsity for its model parameters, and yield either sparse or non-sparse estimates according to the intrinsic sparsity of features in a dataset. Model learning is carried out by an efficient modified maximum a posteriori (MAP) estimate. We also show relationships of the proposed model to existing probit classifiers as well as iteratively re-weighted l1 and l2 minimizations. Experiments demonstrate that the proposed method has better or comparable performances in feature selection for linear classifiers as well as in kernel-based classification.