Recursive Bayesian linear regression for adaptive classification

Jen-Tzung Chien*, Jung Chun Chen

*Corresponding author for this work

Research output: Contribution to journalArticle

9 Scopus citations

Abstract

This paper presents a new recursive Bayesian linear regression (RBLR) algorithm for adaptive pattern classification. This algorithm performs machine learning in nonstationary environments. A classification model is adopted in model training. The initial model parameters are estimated by maximizing the likelihood function of training data. To activate the sequential learning, the randomness of the model parameters is properly expressed by the normal-gamma distribution. When new adaptation data are input, sufficient statistics are accumulated to obtain a new normal-gamma distribution as the posterior distribution. Accordingly, a recursive Bayesian algorithm is established to update the hyperparameters. The trajectory of nonstationary environments can be traced to perform the adaptive classification. Such recursive Bayesian models are used to satisfy the requirements of maximal class margin and minimal training error, which are essential in support vector machines (SVMs). In the experiments on the UCI machine learning repository and the FERET facial database, the proposed algorithm outperforms the state-of-art algorithms including SVMs and relevance vector machines (RVMs). The improvement is not only obtained in batch training but also in sequential adaptation. Face classification performance is continuously elevated by adapting to changing facial conditions.

Original languageEnglish
Pages (from-to)565-575
Number of pages11
JournalIEEE Transactions on Signal Processing
Volume57
Issue number2
DOIs
StatePublished - 25 Feb 2009

Keywords

  • Bayesian adaptation
  • Face recognition
  • Machine learning
  • Sequential learning
  • Support vector machine (SVM)

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