### Abstract

When there are multiple component predictors, it is promising to integrate them into one predictor for advanced reasoning. If each component predictor is given as a stochastic model in the form of probability distribution, an exponential mixture of the component probability distributions provides a good way to integrate them. However, weight parameters used in the exponential mixture model are difficult to estimate if there is no training samples for performance evaluation. As a suboptimal way to solve this problem, weight parameters may be estimated so that the exponential mixture model should be a balance point that is defined as an equilibrium point with respect to the distance from/to all component probability distributions. In this paper, we propose a weight parameter estimation method that represents this concept using a symmetric Kullback-Leibler divergence and generalize this method.

Original language | English |
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Pages (from-to) | 2349-2353 |

Number of pages | 5 |

Journal | IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences |

Volume | E98A |

Issue number | 11 |

DOIs | |

Publication status | Published - 2015 Nov 1 |

Externally published | Yes |

### Keywords

- Ensemble learning
- Exponential mixture model
- Parameter estimation
- Symmetric Kullback-Leibler divergence

### ASJC Scopus subject areas

- Signal Processing
- Computer Graphics and Computer-Aided Design
- Applied Mathematics
- Electrical and Electronic Engineering