The speech waveform can be modelled as a piecewise-stationary linear stochastic state space system, and its parameters can be estimated using an expectation-maximisation (EM) algorithm. One problem is the initialisation of the EM algorithm. Standard initialisation schemes can lead to poor formant trajectories. But these trajectories however are important for vowel intelligibility. The aim of this paper is to investigate the suitability of subspace identification methods to initialise EM. The paper compares the subspace state space system identification (4SID) method with the EM algorithm. The 4SID and EM methods are similar in that they both estimate a state sequence (but using Kalman ters fil and Kalman smoothers respectively), and then estimate parameters (but using least-squares and maximum likelihood respectively).

This increase in synaptic strength must be countered by a mechanism for weakening the synapse [4]. The biological correlate, long-term depression (LTD) has also been observed in the laboratory; that is, synapses are observed to weaken when low presynaptic activity coincides with high postsynaptic activity [5]-[6].

Yuansong Liao and John Moody Department of Computer Science, Oregon Graduate Institute, P.O.Box 91000, Portland, OR 97291-1000 Abstract The committee approach has been proposed for reducing model uncertainty and improving generalization performance. The advantage of committees depends on (1) the performance of individual members and (2) the correlational structure of errors between members. This paper presents an input grouping technique for designing a heterogeneous committee. With this technique, all input variables are first grouped based on their mutual information. Statistically similar variables are assigned to the same group.

We show that the recently proposed variant of the Support Vector machine (SVM) algorithm, known as v-SVM, can be interpreted as a maximal separation between subsets of the convex hulls of the data, which we call soft convex hulls. The soft convex hulls are controlled by choice of the parameter v. If the intersection of the convex hulls is empty, the hyperplane is positioned halfway between them such that the distance between convex hulls, measured along the normal, is maximized; and if it is not, the hyperplane's normal is similarly determined by the soft convex hulls, but its position (perpendicular distance from the origin) is adjusted to minimize the error sum. The proposed geometric interpretation of v-SVM also leads to necessary and sufficient conditions for the existence of a choice of v for which the v-SVM solution is nontrivial. 1 Introduction Recently, SchOlkopf et al. [I) introduced a new class of SVM algorithms, called v-SVM, for both regression estimation and pattern recognition. The basic idea is to remove the user-chosen error penalty factor C that appears in SVM algorithms by introducing a new variable p which, in the pattern recognition case, adds another degree of freedom to the margin.

Recent theoretical results suggest that the effectiveness of these algorithms is due to their tendency to produce large margin classifiers [1, 18]. Loosely speaking, if a combination of classifiers correctly classifies most of the training data with a large margin, then its error probability is small. In [14] we gave improved upper bounds on the misclassification probability of a combined classifier in terms of the average over the training data of a certain cost function of the margins.

We describe a new incremental algorithm for training linear threshold functions: the Relaxed Online Maximum Margin Algorithm, or ROMMA. ROMMA can be viewed as an approximation to the algorithm that repeatedly chooses the hyperplane that classifies previously seen examples correctly with the maximum margin. It is known that such a maximum-margin hypothesis can be computed by minimizing the length of the weight vector subject to a number of linear constraints. ROMMA works by maintaining a relatively simple relaxation of these constraints that can be efficiently updated. We prove a mistake bound for ROMMA that is the same as that proved for the perceptron algorithm. Our analysis implies that the more computationally intensive maximum-margin algorithm also satisfies this mistake bound; this is the first worst-case performance guarantee for this algorithm. We describe some experiments using ROMMA and a variant that updates its hypothesis more aggressively as batch algorithms to recognize handwritten digits. The computational complexity and simplicity of these algorithms is similar to that of perceptron algorithm, but their generalization is much better. We describe a sense in which the performance of ROMMA converges to that of SVM in the limit if bias isn't considered.

We propose a new approach to the problem of searching a space of stochastic controllers for a Markov decision process (MDP) or a partially observable Markov decision process (POMDP). Following several other authors, our approach is based on searching in parameterized families of policies (for example, via gradient descent) to optimize solution quality. However, rather than trying to estimate the values and derivatives of a policy directly, we do so indirectly using estimates for the probability densities that the policy induces on states at the different points in time. This enables our algorithms to exploit the many techniques for efficient and robust approximate density propagation in stochastic systems. We show how our techniques can be applied both to deterministic propagation schemes (where the MDP's dynamics are given explicitly in compact form,) and to stochastic propagation schemes (where we have access only to a generative model, or simulator, of the MDP).

We propose a new Markov Chain Monte Carlo algorithm which is a generalization of the stochastic dynamics method. The algorithm performs exploration of the state space using its intrinsic geometric structure, facilitating efficient sampling of complex distributions. Applied to Bayesian learning in neural networks, our algorithm was found to perform at least as well as the best state-of-the-art method while consuming considerably less time. 1 Introduction

Model Predictive Control was developed in the late 70's and came into widespread use, particularly in the refining industry, in the 80's. The economic benefit of this approach to control has been documented [1,2].

Local "belief propagation" rules of the sort proposed by Pearl [15] are guaranteed to converge to the correct posterior probabilities in singly connected graphical models. Recently, a number of researchers have empirically demonstrated good performance of "loopy belief propagation" using these same rules on graphs with loops. Perhaps the most dramatic instance is the near Shannon-limit performance of "Turbo codes", whose decoding algorithm is equivalent to loopy belief propagation. Except for the case of graphs with a single loop, there has been little theoretical understanding of the performance of loopy propagation. Here we analyze belief propagation in networks with arbitrary topologies when the nodes in the graph describe jointly Gaussian random variables.