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Scaling Factorial Hidden Markov Models: Stochastic Variational Inference without Messages
Yin Cheng Ng, Pawel M. Chilinski, Ricardo Silva
Factorial Hidden Markov Models (FHMMs) are powerful models for sequential data but they do not scale well with long sequences. We propose a scalable inference and learning algorithm for FHMMs that draws on ideas from the stochastic variational inference, neural network and copula literatures. Unlike existing approaches, the proposed algorithm requires no message passing procedure among latent variables and can be distributed to a network of computers to speed up learning. Our experiments corroborate that the proposed algorithm does not introduce further approximation bias compared to the proven structured mean-field algorithm, and achieves better performance with long sequences and large FHMMs.
Wasserstein Training of Restricted Boltzmann Machines
Grรฉgoire Montavon, Klaus-Robert Mรผller, Marco Cuturi
Boltzmann machines are able to learn highly complex, multimodal, structured and multiscale real-world data distributions. Parameters of the model are usually learned by minimizing the Kullback-Leibler (KL) divergence from training samples to the learned model. We propose in this work a novel approach for Boltzmann machine training which assumes that a meaningful metric between observations is known. This metric between observations can then be used to define the Wasserstein distance between the distribution induced by the Boltzmann machine on the one hand, and that given by the training sample on the other hand. We derive a gradient of that distance with respect to the model parameters. Minimization of this new objective leads to generative models with different statistical properties. We demonstrate their practical potential on data completion and denoising, for which the metric between observations plays a crucial role.
Spatio-Temporal Hilbert Maps for Continuous Occupancy Representation in Dynamic Environments
Ransalu Senanayake, Lionel Ott, Simon O'Callaghan, Fabio T. Ramos
We consider the problem of building continuous occupancy representations in dynamic environments for robotics applications. The problem has hardly been discussed previously due to the complexity of patterns in urban environments, which have both spatial and temporal dependencies. We address the problem as learning a kernel classifier on an efficient feature space. The key novelty of our approach is the incorporation of variations in the time domain into the spatial domain. We propose a method to propagate motion uncertainty into the kernel using a hierarchical model. The main benefit of this approach is that it can directly predict the occupancy state of the map in the future from past observations, being a valuable tool for robot trajectory planning under uncertainty. Our approach preserves the main computational benefits of static Hilbert maps -- using stochastic gradient descent for fast optimization of model parameters and incremental updates as new data are captured. Experiments conducted in road intersections of an urban environment demonstrated that spatio-temporal Hilbert maps can accurately model changes in the map while outperforming other techniques on various aspects.
Generalized Correspondence-LDA Models (GC-LDA) for Identifying Functional Regions in the Brain
Timothy Rubin, Oluwasanmi O. Koyejo, Michael N. Jones, Tal Yarkoni
This paper presents Generalized Correspondence-LDA (GC-LDA), a generalization of the Correspondence-LDA model that allows for variable spatial representations to be associated with topics, and increased flexibility in terms of the strength of the correspondence between data types induced by the model. We present three variants of GC-LDA, each of which associates topics with a different spatial representation, and apply them to a corpus of neuroimaging data. In the context of this dataset, each topic corresponds to a functional brain region, where the region's spatial extent is captured by a probability distribution over neural activity, and the region's cognitive function is captured by a probability distribution over linguistic terms. We illustrate the qualitative improvements offered by GC-LDA in terms of the types of topics extracted with alternative spatial representations, as well as the model's ability to incorporate a-priori knowledge from the neuroimaging literature. We furthermore demonstrate that the novel features of GC-LDA improve predictions for missing data.
On the Recursive Teaching Dimension of VC Classes
Xi Chen, Xi Chen, Yu Cheng, Bo Tang
The recursive teaching dimension (RTD) of a concept class C {0,1}n, introduced by Zilles et al. [ZLHZ11], is a complexity parameter measured by the worst-case number of labeled examples needed to learn any target concept of C in the recursive teaching model. In this paper, we study the quantitative relation between RTD and the well-known learning complexity measure VC dimension (VCD), and improve the best known upper and (worst-case) lower bounds on the recursive teaching dimension with respect to the VC dimension. Given a concept class C {0,1}n with VCD(C) = d, we first show that RTD(C) is at most d 2d+1. This is the first upper bound for RTD(C)that depends only on VCD(C), independent of the size of the concept class |C| and its domain size n. Before our work, the best known upper bound for RTD(C) is O(d2d loglog|C|), obtained by Moran et al. [MSWY15].