We investigate Bayesian alternatives to classical Monte Carlo methods for evaluating integrals. Bayesian Monte Carlo (BMC) allows the incorporation ofprior knowledge, such as smoothness of the integrand, into the estimation. In a simple problem we show that this outperforms any classical importance sampling method. We also attempt more challenging multidimensionalintegrals involved in computing marginal likelihoods ofstatistical models (a.k.a.

In recent years variational methods have become a popular tool for approximate inference and learning in a wide variety of probabilistic models.For each new application, however, it is currently necessary first to derive the variational update equations, and then to implement them in application-specific code. Each of these steps is both time consuming and error prone. In this paper we describe a general purpose inference engine called VIBES ('Variational Inference forBayesian Networks') which allows a wide variety of probabilistic modelsto be implemented and solved variationally without recourse to coding. New models are specified either through a simple script or via a graphical interface analogous to a drawing package. VIBES then automatically generates and solves the variational equations.We illustrate the power and flexibility of VIBES using examples from Bayesian mixture modelling.

Pairwise data in empirical sciences typically violate metricity, either dueto noise or due to fallible estimates, and therefore are hard to analyze by conventional machine learning technology. In this paper we therefore study ways to work around this problem. First, we present an alternative embedding to multidimensional scaling (MDS) that allows us to apply a variety of classical machine learningand signal processing algorithms. The class of pairwise grouping algorithms which share the shift-invariance property is statistically invariant under this embedding procedure, leading to identical assignments of objects to clusters. Based on this new vectorial representation, denoising methods are applied in a second step.Both steps provide a theoretically well controlled setup to translate from pairwise data to the respective denoised metric representation.We demonstrate the practical usefulness of our theoretical reasoning by discovering structure in protein sequence data bases, visibly improving performance upon existing automatic methods. 1 Introduction Unsupervised grouping or clustering aims at extracting hidden structure from data (see e.g.

We present a meta-algorithm for learning in this framework that learns via a single linear classifier in high dimension. We discuss distribution independent as well as margin-based generalization bounds and present empirical and theoretical evidence showing that constraint classification benefits over existing methods of multiclass classification.

Adaptation is a ubiquitous neural and psychological phenomenon, with a wealth of instantiations and implications. Although a basic form of plasticity, it has, bar some notable exceptions, attracted computational theory of only one main variety. In this paper, we study adaptation from the perspective of factor analysis, a paradigmatic technique of unsupervised learning.We use factor analysis to reinterpret a standard view of adaptation, and apply our new model to some recent data on adaptation in the domain of face discrimination.

Recently, interest is growing to develop an effective communication interface connectingthe human brain to a computer, the'Brain-Computer Interface' (BCI). One motivation of BCI research is to provide a new communication channel substituting normal motor output in patients with severe neuromuscular disabilities. In the last decade, various neurophysiological corticalprocesses, such as slow potential shifts, movement related potentials (MRPs) or event-related desynchronization (ERD) of spontaneous EEG rhythms, were shown to be suitable for BCI, and, consequently, differentindependent approaches of extracting BCI-relevant EEGfeatures for single-trial analysis are under investigation. Here, we present and systematically compare several concepts for combining such EEGfeatures to improve the single-trial classification. Feature combinations areevaluated on movement imagination experiments with 3 subjects where EEGfeatures are based on either MRPs or ERD, or both. Those combination methods that incorporate the assumption that the single EEG-featuresare physiologically mutually independent outperform the plain method of'adding' evidence where the single-feature vectors are simply concatenated. These results strengthen the hypothesis that MRP and ERD reflect at least partially independent aspects of cortical processes and open a new perspective to boost BCI effectiveness.

We present a framework for sparse Gaussian process (GP) methods which uses forward selection with criteria based on informationtheoretic principles,previously suggested for active learning. Our goal is not only to learn d-sparse predictors (which can be evaluated inO(d) rather than O(n), d n, n the number of training points), but also to perform training under strong restrictions on time and memory requirements.

Convergence for iterative reinforcement learning algorithms like TD(O) depends on the sampling strategy for the transitions. However, inpractical applications it is convenient to take transition data from arbitrary sources without losing convergence. In this paper we investigate the problem of repeated synchronous updates based on a fixed set of transitions. This allows to analyse if a certain reinforcement learning algorithm and a certain functionapproximator are compatible. For the combination of the residual gradient algorithm with grid-based linear interpolation we show that there exists a universal constant learning rate such that the iteration converges independently of the concrete transition data. 1 Introduction The strongest convergence guarantees for reinforcement learning (RL) algorithms are available for the tabular case, where temporal difference algorithms for both policy evaluation and the general control problem converge with probability one independently of the concrete sampling strategy as long as all states are sampled infinitely often and the learning rate is decreased appropriately [2].

We propose in this paper a probabilistic approach for adaptive inference of generalized nonlinear classification that combines the computational advantage of a parametric solution with the flexibility of sequential sampling techniques.We regard the parameters of the classifier as latent states in a first order Markov process and propose an algorithm which can be regarded as variational generalization of standard Kalman filtering. Thevariational Kalman filter is based on two novel lower bounds that enable us to use a non-degenerate distribution over the adaptation rate. An extensive empirical evaluation demonstrates that the proposed method is capable of infering competitive classifiers both in stationary and non-stationary environments. Although we focus on classification, the algorithm is easily extended to other generalized nonlinear models.

Jason Weston, Olivier Chapelle, Andre Elisseeff, Bernhard Scholkopf and Vladimir Vapnik* Max Planck Institute for Biological Cybernetics, 72076 Tubingen, Germany *NEC Research Institute, Princeton, NJ 08540 USA Abstract We consider the learning problem of finding a dependency between a general class of objects and another, possibly different, general class of objects. The objects can be for example: vectors, images, strings, trees or graphs. Such a task is made possible by employing similarity measures in both input and output spaces using kernel functions,thus embedding the objects into vector spaces. We experimentally validate our approach on several tasks: mapping strings to strings, pattern recognition, and reconstruction from partial images. 1 Introduction In this article we consider the rather general learning problem of finding a dependency betweeninputs x E X and outputs y E Y given a training set (Xl,yl), ...,(xm, Ym) This includes conventional pattern recognition and regression estimation. It also encompasses more complex dependency estimation tasks, e.g mapping of a certain class of strings to a certain class of graphs (as in text parsing) or the mapping of text descriptions to images.