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An Introduction to Nonparametric Hierarchical Bayesian Modelling with a Focus on Multi-agent Learning

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Switching and Learning in Feedback Systems

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 3355))

Abstract

In this chapter, we address the situation where agents need to learn from one another by exchanging learned knowledge. We employ hierarchical Bayesian modelling, which provides a powerful and principled solution. We point out some shortcomings of parametric hierarchical Bayesian modelling and thus focus on a nonparametric approach. Nonparametric hierarchical Bayesian modelling has its roots in Bayesian statistics and, in the form of Dirichlet process mixture modelling, was recently introduced into the machine learning community. In this chapter, we hope to provide an accessible introduction to this particular branch of statistics. We present the standard sampling-based learning algorithms and introduce a particular EM learning approach that leads to efficient and plausible solutions. We illustrate the effectiveness of our approach in context of a recommendation engine where our approach allows the principled combination of content-based and collaborative filtering.

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Tresp, V., Yu, K. (2005). An Introduction to Nonparametric Hierarchical Bayesian Modelling with a Focus on Multi-agent Learning. In: Murray-Smith, R., Shorten, R. (eds) Switching and Learning in Feedback Systems. Lecture Notes in Computer Science, vol 3355. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-30560-6_13

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  • DOI: https://doi.org/10.1007/978-3-540-30560-6_13

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-24457-8

  • Online ISBN: 978-3-540-30560-6

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