Setting a maximum value (bound) for parameters in jsmile EM parameter learning

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Yun
Posts: 20
Joined: Mon Oct 17, 2016 8:34 pm

Setting a maximum value (bound) for parameters in jsmile EM parameter learning

Post by Yun » Wed Jan 11, 2017 3:50 pm

Dear SMILE creators,

Thank you so much for your time!

Is there a way to set a maximum value (upper bound) for a parameter when using jsmile EM parameter learning? This actually will be like a constraint optimization. I am figuring out a way to incorporate expert knowledge of parameters, e.g. using a Beta prior (asked in another post), fixing specific parameters rather than an entire node (asked in another post), share some parameters across nodes (asked in another post). Here I want to try giving an upper bound of the allowed parameter. I really wish to figure out a way for my available expert knowledge of parameters in jsmile.

Thank you so much for your help! Look forward to hearing from you!

Yun
Intelligent Systems Program
University of Pittsburgh

shooltz[BayesFusion]
Site Admin
Posts: 1247
Joined: Mon Nov 26, 2007 5:51 pm

Re: Setting a maximum value (bound) for parameters in jsmile EM parameter learning

Post by shooltz[BayesFusion] » Wed Jan 11, 2017 4:01 pm

EM in SMILE does not have the ability to enforce parameter bounds/parameter ties.

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