Lazy learning is a memory-based technique that, once a query is received, extractsa prediction interpolating locally the neighboring examples of the query which are considered relevant according to a distance measure. In this paper we propose a data-driven method to select on a query-by-query basis the optimal number of neighbors to be considered for each prediction. As an efficient way to identify and validate local models, the recursive least squares algorithm is introduced in the context oflocal approximation and lazy learning. Furthermore, beside the winner-takes-all strategy for model selection, a local combination of the most promising models is explored. The method proposed is tested on six different datasets and compared with a state-of-the-art approach.

We introduce a novel framework for simultaneous structure and parameter learning in hidden-variable conditional probability models, based on an entropic prior and a solution for its maximum a posteriori (MAP) estimator. The MAP estimate minimizes uncertainty in all respects: cross-entropy between model and data; entropy of the model; entropy of the data's descriptive statistics. Iterative estimation extinguishes weakly supported parameters, compressing and sparsifying the model. Trimming operators accelerate this process by removing excess parameters and, unlike most pruning schemes, guarantee an increase in posterior probability. Entropic estimation takes a overcomplete random model and simplifies it, inducing the structure of relations between hidden and observed variables. Applied to hidden Markov models (HMMs), it finds a concise finite-state machine representing the hidden structure of a signal. We entropically model music, handwriting, and video time-series, and show that the resulting models are highly concise, structured, predictive, and interpretable: Surviving states tend to be highly correlated with meaningful partitions of the data, while surviving transitions provide a low-perplexity model of the signal dynamics.

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Kernel PCA as a nonlinear feature extractor has proven powerful as a preprocessing step for classification algorithms. But it can also be considered asa natural generalization of linear principal component analysis. This gives rise to the question how to use nonlinear features for data compression, reconstruction, and de-noising, applications common in linear PCA. This is a nontrivial task, as the results provided by kernel PCAlive in some high dimensional feature space and need not have pre-images in input space. This work presents ideas for finding approximate pre-images,focusing on Gaussian kernels, and shows experimental results using these pre-images in data reconstruction and de-noising on toy examples as well as on real world data.

The difficulties lie in the Monte-Carlo E-step which consists of sampling from the posterior distribution of the hidden variables given the observations. The new idea presented in this paper is to generate samples from a Gaussian approximation to the true posterior from which it is easy to obtain independent samples. The parameters of the Gaussian approximation are either derived from the extended Kalman filter or the Fisher scoring algorithm. In case the posterior density is multimodal wepropose to approximate the posterior by a sum of Gaussians (mixture of modes approach). We show that sampling from the approximate posteriordensities obtained by the above algorithms leads to better models than using point estimates for the hidden states. In our experiment, theFisher scoring algorithm obtained a better approximation of the posterior mode than the EKF. For a multimodal distribution, the mixture ofmodes approach gave superior results. 1 INTRODUCTION Nonlinear state space models (NSSM) are a general framework for representing nonlinear time series. In particular, any NARMAX model (nonlinear auto-regressive moving average model with external inputs) can be translated into an equivalent NSSM.

We solve the dynamics of Hopfield-type neural networks which store sequences ofpatterns, close to saturation. The asymmetry of the interaction matrix in such models leads to violation of detailed balance, ruling out an equilibrium statistical mechanical analysis. Using generating functional methods we derive exact closed equations for dynamical order parameters, viz.the sequence overlap and correlation and response functions.

We present a split and merge EM (SMEM) algorithm to overcome the local maximum problem in parameter estimation of finite mixture models. In the case of mixture models, non-global maxima often involve having too many components of a mixture model in one part of the space and too few in another, widelyseparated part of the space. To escape from such configurations we repeatedly perform simultaneous split and merge operations using a new criterion for efficiently selecting the split and merge candidates. We apply the proposed algorithm to the training of Gaussian mixtures and mixtures of factor analyzers using synthetic and real data and show the effectiveness of using the split and merge operations to improve the likelihood of both the training data and of held-out test data. 1 INTRODUCTION Mixture density models, in particular normal mixtures, have been extensively used in the field of statistical pattern recognition [1]. Recently, more sophisticated mixture densitymodels such as mixtures of latent variable models (e.g., probabilistic PCA or factor analysis) have been proposed to approximate the underlying data manifold [2]-[4].

Gaussian Processes provide good prior models for spatial data, but can be too smooth. In many physical situations there are discontinuities along bounding surfaces, for example fronts in near-surface wind fields. We describe a modelling method for such a constrained discontinuity and demonstrate how to infer the model parameters in wind fields with MCMC sampling.

Here we derive measures quantifying the information loss of a synaptic signal due to the presence of neuronal noise sources, as it electrotonically propagates along a weakly-active dendrite. We model the dendrite as an infinite linear cable, with noise sources distributed along its length. The noise sources we consider are thermal noise, channel noise arising from the stochastic nature of voltage-dependent ionic channels (K and Na) and synaptic noise due to spontaneous background activity. We assess the efficacy of information transfer using a signal detection paradigm where the objective is to detect the presence/absence of a presynaptic spike from the post-synaptic membrane voltage. This allows us to analytically assess the role of each of these noise sources in information transfer. For our choice of parameters, we find that the synaptic noise is the dominant noise source which limits the maximum length over which information be reliably transmitted. 1 Introduction This is a continuation of our efforts (Manwani and Koch, 1998) to understand the information capacityofa neuronal link (in terms of the specific nature of neural "hardware") by a systematic study of information processing at different biophysical stages in a model of a single neuron. Here we investigate how the presence of neuronal noise sources influences the information transmission capabilities of a simplified model of a weakly-active dendrite. The noise sources we include are, thermal noise, channel noise arising from the stochastic nature of voltage-dependent channels (K and Na) and synaptic noise due to spontaneous background activity. We characterize the noise sources using analytical expressions of their current power spectral densities and compare their magnitudes for dendritic parameters reported inliterature (Mainen and Sejnowski, 1998).

This paper applies the Mixture of Gaussians probabilistic model, combined withExpectation Maximization optimization to the task of summarizing threedimensional range data for a mobile robot. This provides a flexible way of dealing with uncertainties in sensor information, and allows theintroduction of prior knowledge into low-level perception modules. Problemswith the basic approach were solved in several ways: the mixture of Gaussians was reparameterized to reflect the types of objects expected in the scene, and priors on model parameters were included in the optimization process. Both approaches force the optimization to find'interesting' objects, given the sensor and object characteristics. A higher level classifier was used to interpret the results provided by the model, and to reject spurious solutions.