paper

Field Theoretical Analysis of On-line Learning of Probability Distributions

arXiv:cond-mat/9911474 · doi:10.1103/PhysRevLett.83.3554

Abstract

On-line learning of probability distributions is analyzed from the field theoretical point of view. We can obtain an optimal on-line learning algorithm, since renormalization group enables us to control the number of degrees of freedom of a system according to the number of examples. We do not learn parameters of a model, but probability distributions themselves. Therefore, the algorithm requires no a priori knowledge of a model.

4 pages, 1 figure, RevTex

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