Learning Coefficient of Vandermonde Matrix-Type Singularities in Model Selection

Entropy (Basel). 2019 Jun 4;21(6):561. doi: 10.3390/e21060561.

Abstract

In recent years, selecting appropriate learning models has become more important with the increased need to analyze learning systems, and many model selection methods have been developed. The learning coefficient in Bayesian estimation, which serves to measure the learning efficiency in singular learning models, has an important role in several information criteria. The learning coefficient in regular models is known as the dimension of the parameter space over two, while that in singular models is smaller and varies in learning models. The learning coefficient is known mathematically as the log canonical threshold. In this paper, we provide a new rational blowing-up method for obtaining these coefficients. In the application to Vandermonde matrix-type singularities, we show the efficiency of such methods.

Keywords: Kullback function; learning coefficient; resolution of singularities; singular learning machine.