Optimal Bayesian Transfer Learning

DOI10.1109/TSP.2018.2839583zbMATH Open1414.62249arXiv1801.00857MaRDI QIDQ4622261FDOQ4622261

Authors: Alireza Karbalayghareh, Xiaoning Qian, Edward R. Dougherty 

Publication date: 12 February 2019

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Abstract: Transfer learning has recently attracted significant research attention, as it simultaneously learns from different source domains, which have plenty of labeled data, and transfers the relevant knowledge to the target domain with limited labeled data to improve the prediction performance. We propose a Bayesian transfer learning framework where the source and target domains are related through the joint prior density of the model parameters. The modeling of joint prior densities enables better understanding of the "transferability" between domains. We define a joint Wishart density for the precision matrices of the Gaussian feature-label distributions in the source and target domains to act like a bridge that transfers the useful information of the source domain to help classification in the target domain by improving the target posteriors. Using several theorems in multivariate statistics, the posteriors and posterior predictive densities are derived in closed forms with hypergeometric functions of matrix argument, leading to our novel closed-form and fast Optimal Bayesian Transfer Learning (OBTL) classifier. Experimental results on both synthetic and real-world benchmark data confirm the superb performance of the OBTL compared to the other state-of-the-art transfer learning and domain adaptation methods.

Full work available at URL: https://arxiv.org/abs/1801.00857

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Mathematics Subject Classification ID

Bayesian inference (62F15) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Learning and adaptive systems in artificial intelligence (68T05)

Cited In (6)

• A penalized complexity prior for deep Bayesian transfer learning with application to materials informatics
• Multi-task transfer learning for Bayesian network structures
• A Bayesian approach to (online) transfer learning: theory and algorithms
• Transfer Learning with Large-Scale Quantile Regression
• Ensemble of Adapters for Transfer Learning Based on Evidence Theory
• A Bayesian perspective of statistical machine learning for big data

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