Batch learning equals online learning in Bayesian supervised learning

Fuente: arXiv
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Main Author: Lê, Hông Vân
Format: Preprint
Published: 2025
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author Lê, Hông Vân
author_facet Lê, Hông Vân
contents In this paper we study Bayesian supervised learning models proposed by Lê in \cite{Le2025}. We show the existence of Bayesian inversions on universal Bayesian supervised learning models $(\mathcal{P}(\mathcal{Y})^{\mathcal{X}}, μ, \mathrm{Id}_{\mathcal{P}(\mathcal{Y})^{\mathcal{X}}}, \mathcal{P}(\mathcal{Y})^{\mathcal{X}}$ for arbitrary input space $\mathcal{X}$, Souslin label space $\mathcal{Y}$, and prior probability measure $μ\in \mathcal{P}( \mathcal{P}(\mathcal{Y})^{\mathcal{X}})$. Using functoriality of probabilistic morphisms, we prove that sequential and batch Bayesian inversions coincide in supervised learning models with conditionally independent (possibly non-i.i.d.) data \cite{Le2025}. This equivalence holds without domination or discreteness assumptions on sampling operators. We derive a recursive formula for posterior predictive distributions, which reduces to the Kalman filter in Gaussian process regression. For Souslin label spaces $\mathcal{Y}$ and arbitrary input sets $\mathcal{X}$, we characterize probability measures on $\mathcal{P}(\mathcal{Y})^{\mathcal{X}}$ via projective systems, generalizing Orbanz \cite{Orbanz2011}. We revisit MacEachern's Dependent Dirichlet Processes (DDP) \cite{MacEachern2000} using copula-based constructions \cite{BJQ2012} and show how to compute posterior predictive distributions in universal Bayesian supervised models with DDP priors.
format Preprint
id arxiv_https___arxiv_org_abs_2510_16892
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Batch learning equals online learning in Bayesian supervised learning
Lê, Hông Vân
Statistics Theory
62C10, Secondary: 62G05, 62G08
In this paper we study Bayesian supervised learning models proposed by Lê in \cite{Le2025}. We show the existence of Bayesian inversions on universal Bayesian supervised learning models $(\mathcal{P}(\mathcal{Y})^{\mathcal{X}}, μ, \mathrm{Id}_{\mathcal{P}(\mathcal{Y})^{\mathcal{X}}}, \mathcal{P}(\mathcal{Y})^{\mathcal{X}}$ for arbitrary input space $\mathcal{X}$, Souslin label space $\mathcal{Y}$, and prior probability measure $μ\in \mathcal{P}( \mathcal{P}(\mathcal{Y})^{\mathcal{X}})$. Using functoriality of probabilistic morphisms, we prove that sequential and batch Bayesian inversions coincide in supervised learning models with conditionally independent (possibly non-i.i.d.) data \cite{Le2025}. This equivalence holds without domination or discreteness assumptions on sampling operators. We derive a recursive formula for posterior predictive distributions, which reduces to the Kalman filter in Gaussian process regression. For Souslin label spaces $\mathcal{Y}$ and arbitrary input sets $\mathcal{X}$, we characterize probability measures on $\mathcal{P}(\mathcal{Y})^{\mathcal{X}}$ via projective systems, generalizing Orbanz \cite{Orbanz2011}. We revisit MacEachern's Dependent Dirichlet Processes (DDP) \cite{MacEachern2000} using copula-based constructions \cite{BJQ2012} and show how to compute posterior predictive distributions in universal Bayesian supervised models with DDP priors.
title Batch learning equals online learning in Bayesian supervised learning
topic Statistics Theory
62C10, Secondary: 62G05, 62G08
url https://arxiv.org/abs/2510.16892