|
103 | 103 | \qquad + g_{n,s} \mathbb{E}_{\tilde{q}_{s_{\mathrm{child}}}(y_{n+1} | \boldsymbol{x}_{n+1}, \boldsymbol{x}^n, y^n, M_{T_b, \boldsymbol{k}_b})} [Y_{n+1} | \boldsymbol{x}_{n+1}, \boldsymbol{x}^n, y^n, \boldsymbol{k}_b] ,& ({\rm otherwise}).
|
104 | 104 | \end{cases}
|
105 | 105 |
|
106 |
| -The maximum value of the predictive distribution can be calculated as follows. |
107 |
| -
|
108 |
| -.. math:: |
109 |
| - \max_{y_{n+1}} p(y_{n+1}| \boldsymbol{x}_{n+1}, \boldsymbol{x}^n, y^n) = \max_{b = 1, \dots , B} \left\{ p(\boldsymbol{k}_b | \boldsymbol{x}^n, y^n) \max_{y_{n+1}} \tilde{q}_{s_{\lambda}}(y_{n+1}|\boldsymbol{x}_{n+1},\boldsymbol{x}^n, y^n, M_{T_b, \boldsymbol{k}_b}) \right\}, |
110 |
| -
|
111 |
| -where the maximum value of :math:`\tilde{q}` is recursively given as follows. |
112 |
| -
|
113 |
| -.. math:: |
114 |
| - &\max_{y_{n+1}} \tilde{q}_s(y_{n+1} | \boldsymbol{x}_{n+1}, \boldsymbol{x}^n, y^n, M_{T_b, \boldsymbol{k}_b}) \\ |
115 |
| - &= \begin{cases} |
116 |
| - \max_{y_{n+1}} q_s(y_{n+1} | \boldsymbol{x}_{n+1}, \boldsymbol{x}^n, y^n, \boldsymbol{k}_b),& (s \ {\rm is \ the \ leaf \ node \ of} \ M_{T_b, \boldsymbol{k}_b}),\\ |
117 |
| - \max \{ (1-g_{n,s}) \max_{y_{n+1}} q_s(y_{n+1} | \boldsymbol{x}_{n+1}, \boldsymbol{x}^n, y^n, \boldsymbol{k}_b), \\ |
118 |
| - \qquad \qquad g_{n,s} \max_{y_{n+1}} \tilde{q}_{s_{\mathrm{child}}}(y_{n+1} | \boldsymbol{x}_{n+1}, \boldsymbol{x}^n, y^n, M_{T_b, \boldsymbol{k}_b}) \} ,& ({\rm otherwise}). |
119 |
| - \end{cases} |
120 |
| -
|
121 |
| -The mode of the predictive distribution can be also calculated by using the above equation. |
122 |
| -
|
123 | 106 | References
|
124 | 107 |
|
125 | 108 | * Dobashi, N.; Saito, S.; Nakahara, Y.; Matsushima, T. Meta-Tree Random Forest: Probabilistic Data-Generative Model and Bayes Optimal Prediction. *Entropy* 2021, 23, 768. https://doi.org/10.3390/e23060768
|
|
0 commit comments