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A Polygonal Line Algorithm for Constructing Principal Curves
Kégl, Balázs, Krzyzak, Adam, Linder, Tamás, Zeger, Kenneth
Principal curves have been defined as "self consistent" smooth curves which pass through the "middle" of a d-dimensional probability distribution or data cloud. Recently, we [1] have offered a new approach by defining principal curves as continuous curves of a given length which minimize the expected squared distance between the curve and points of the space randomly chosen according to a given distribution. The new definition made it possible to carry out a theoretical analysis of learning principal curves from training data. In this paper we propose a practical construction based on the new definition. Simulation results demonstrate that the new algorithm compares favorably with previous methods both in terms of performance and computational complexity.
Gradient Descent for General Reinforcement Learning
III, Leemon C. Baird, Moore, Andrew W.
A simple learning rule is derived, the VAPS algorithm, which can be instantiated to generate a wide range of new reinforcementlearning algorithms. These algorithms solve a number of open problems, define several new approaches to reinforcement learning, and unify different approaches to reinforcement learning under a single theory. These algorithms all have guaranteed convergence, and include modifications of several existing algorithms that were known to fail to converge on simple MOPs. These include Q learning, SARSA, and advantage learning. In addition to these value-based algorithms it also generates pure policy-search reinforcement-learning algorithms, which learn optimal policies without learning a value function. In addition, it allows policysearch and value-based algorithms to be combined, thus unifying two very different approaches to reinforcement learning into a single Value and Policy Search (V APS) algorithm.
Optimizing Admission Control while Ensuring Quality of Service in Multimedia Networks via Reinforcement Learning
Brown, Timothy X., Tong, Hui, Singh, Satinder P.
This paper examines the application of reinforcement learning to a telecommunications networking problem. The problem requires that revenue be maximized while simultaneously meeting a quality of service constraint that forbids entry into certain states. We present a general solution to this multi-criteria problem that is able to earn significantly higher revenues than alternatives.
SMEM Algorithm for Mixture Models
Ueda, Naonori, Nakano, Ryohei, Ghahramani, Zoubin, Hinton, Geoffrey E.
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, widely separated 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 density models 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].
Learning Instance-Independent Value Functions to Enhance Local Search
Moll, Robert, Barto, Andrew G., Perkins, Theodore J., Sutton, Richard S.
Reinforcement learning methods can be used to improve the performance of local search algorithms for combinatorial optimization by learning an evaluation function that predicts the outcome of search. The evaluation function is therefore able to guide search to low-cost solutions better than can the original cost function. We describe a reinforcement learning method for enhancing local search that combines aspects of previous work by Zhang and Dietterich (1995) and Boyan and Moore (1997, Boyan 1998). In an off-line learning phase, a value function is learned that is useful for guiding search for multiple problem sizes and instances. We illustrate our technique by developing several such functions for the Dial-A-Ride Problem. Our learning-enhanced local search algorithm exhibits an improvement of more then 30% over a standard local search algorithm.
Adding Constrained Discontinuities to Gaussian Process Models of Wind Fields
Cornford, Dan, Nabney, Ian T., Williams, Christopher K. I.
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.
Risk Sensitive Reinforcement Learning
Neuneier, Ralph, Mihatsch, Oliver
A directed generative model for binary data using a small number of hidden continuous units is investigated. The relationships between the correlations of the underlying continuous Gaussian variables and the binary output variables are utilized to learn the appropriate weights of the network. The advantages of this approach are illustrated on a translationally invariant binary distribution and on handwritten digit images. Introduction Principal Components Analysis (PCA) is a widely used statistical technique for representing data with a large number of variables [1]. It is based upon the assumption that although the data is embedded in a high dimensional vector space, most of the variability in the data is captured by a much lower climensional manifold. In particular for PCA, this manifold is described by a linear hyperplane whose characteristic directions are given by the eigenvectors of the correlation matrix with the largest eigenvalues. The success of PCA and closely related techniques such as Factor Analysis (FA) and PCA mixtures clearly indicate that much real world data exhibit the low dimensional manifold structure assumed by these models [2, 3]. However, the linear manifold structure of PCA is not appropriate for data with binary valued variables.
Phase Diagram and Storage Capacity of Sequence-Storing Neural Networks
Düring, A., Coolen, Anthony C. C., Sherrington, D.
We solve the dynamics of Hopfield-type neural networks which store sequences of patterns, 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.
Optimizing Correlation Algorithms for Hardware-Based Transient Classification
Edwards, R. Timothy, Cauwenberghs, Gert, Pineda, Fernando J.
The perfonnance of dedicated VLSI neural processing hardware depends critically on the design of the implemented algorithms. We have previously proposed an algorithm for acoustic transient classification [1]. Having implemented and demonstrated this algorithm in a mixed-mode architecture, we now investigate variants on the algorithm, using time and frequency channel differencing, input and output nonnalization, and schemes to binarize and train the template values, with the goal of achieving optimal classification perfonnance for the chosen hardware.