The adaptive TAP Gibbs free energy for a general densely connected probabilistic model with quadratic interactions and arbritary single site constraints is derived. We show how a specific sequential minimization of the free energy leads to a generalization of Minka's expectation propagation. Lastly,we derive a sparse representation version of the sequential algorithm. The usefulness of the approach is demonstrated on classification anddensity estimation with Gaussian processes and on an independent componentanalysis problem.

Singularities are ubiquitous in the parameter space of hierarchical models such as multilayer perceptrons. At singularities, the Fisher information matrix degenerates, and the Cramer-Rao paradigm does no more hold, implying that the classical model selection theory suchas AIC and MDL cannot be applied. It is important to study the relation between the generalization error and the training error at singularities. The present paper demonstrates a method of analyzing these errors both for the maximum likelihood estimator andthe Bayesian predictive distribution in terms of Gaussian random fields, by using simple models. 1 Introduction A neural network is specified by a number of parameters which are synaptic weights and biases. Learning takes place by modifying these parameters from observed input-output examples.

In this work, we introduce an information-theoretic based correction term to the likelihood ratio classification method for multiple classes. Under certain conditions, the term is sufficient for optimally correcting the difference betweenthe true and estimated likelihood ratio, and we analyze this in the Gaussian case. We find that the new correction term significantly improvesthe classification results when tested on medium vocabulary speechrecognition tasks. Moreover, the addition of this term makes the class comparisons analogous to an intransitive game and we therefore use several tournament-like strategies to deal with this issue. We find that further small improvements are obtained by using an appropriate tournament.Lastly, we find that intransitivity appears to be a good measure of classification confidence.

Over the last years, particle filters have been applied with great success to a variety of state estimation problems. We present a statistical approach to increasing the efficiency of particle filters by adapting the size of sample sets on-the-fly. The key idea of the KLD-sampling method is to bound the approximation error introduced by the sample-based representation of the particle filter. The name KLD-sampling is due to the fact that we measure the approximation error by the Kullback-Leibler distance. Our adaptation approach chooses a small number of samples if the density is focused on a small part of the state space, and it chooses a large number of samples if the state uncertainty is high. Both the implementation and computation overhead of this approach are small. Extensive experiments using mobile robot localization as a test application show that our approach yields drastic improvements over particle filters with fixed sample set sizes and over a previously introduced adaptation technique.

Massive transaction data sets are recorded in a routine manner in telecommunications, retail commerce, and Web site management. In this paper we address the problem of inferring predictive individual profilesfrom such historical transaction data. We describe a generative mixture model for count data and use an an approximate Bayesian estimation framework that effectively combines anindividual's specific history with more general population patterns. We use a large real-world retail transaction data set to illustrate how these profiles consistently outperform non-mixture and non-Bayesian techniques in predicting customer behavior in out-of-sample data.

We present a principled and efficient planning algorithm for cooperative multiagent dynamicsystems. A striking feature of our method is that the coordination and communication between the agents is not imposed, but derived directly from the system dynamics and function approximation architecture. We view the entire multiagentsystem as a single, large Markov decision process (MDP), which we assume can be represented in a factored way using a dynamic Bayesian network (DBN).The action space of the resulting MDP is the joint action space of the entire set of agents. Our approach is based on the use of factored linear value functions as an approximation to the joint value function. This factorization of the value function allows the agents to coordinate their actions at runtime using a natural message passing scheme. We provide a simple and efficient method for computing such an approximate value function by solving a single linear program, whosesize is determined by the interaction between the value function structure and the DBN. We thereby avoid the exponential blowup in the state and action space. We show that our approach compares favorably with approaches based on reward sharing. We also show that our algorithm is an efficient alternative tomore complicated algorithms even in the single agent case.

We describe a computer system that provides a real-time musical accompanimentfor a live soloist in a piece of non-improvised music for soloist and accompaniment. A Bayesian network is developed thatrepresents the joint distribution on the times at which the solo and accompaniment notes are played, relating the two parts through a layer of hidden variables. The network is first constructed usingthe rhythmic information contained in the musical score. The network is then trained to capture the musical interpretations ofthe soloist and accompanist in an off-line rehearsal phase. During live accompaniment the learned distribution of the network is combined with a real-time analysis of the soloist's acoustic signal, performedwith a hidden Markov model, to generate a musically principledaccompaniment that respects all available sources of knowledge. A live demonstration will be provided.

Recent approaches have used uncertainty over the vocabulary of symbols in a multinomial distribution as a means of accounting for sparsity. We present a Bayesian approach that allows weak prior knowledge, in the form of a small set of approximate candidate vocabularies, to be used to dramatically improve the resulting estimates. We demonstrate these improvements in applications to text compression andestimating distributions over words in newsgroup data. 1 Introduction Sparse multinomial distributions arise in many statistical domains, including natural languageprocessing and graphical models. Consequently, a number of approaches toparameter estimation for sparse multinomial distributions have been suggested [3]. These approaches tend to be domain-independent: they make little use of prior knowledge about a specific domain. In many domains where multinomial distributionsare estimated there is often at least weak prior knowledge about' the potential structure of distributions, such as a set of hypotheses about restricted vocabularies from which the symbols might be generated. Such knowledge can be solicited from experts or obtained from unlabeled data. We present a method for Bayesian_parameter estimation in sparse discrete domains that exploits this weak form of prior knowledge to improve estimates over knowledge-free approaches.

This paper presents an unsupervised learning algorithm that can derive the probabilistic dependence structure of parts of an object (a moving human bodyin our examples) automatically from unlabeled data. The distinguished partof this work is that it is based on unlabeled data, i.e., the training features include both useful foreground parts and background clutter and the correspondence between the parts and detected features are unknown. We use decomposable triangulated graphs to depict the probabilistic independence of parts, but the unsupervised technique is not limited to this type of graph. In the new approach, labeling of the data (part assignments) is taken as hidden variables and the EM algorithm isapplied. A greedy algorithm is developed to select parts and to search for the optimal structure based on the differential entropy of these variables. The success of our algorithm is demonstrated by applying it to generate models of human motion automatically from unlabeled real image sequences.

A nonlinear supervised learning model, the Specialized Mappings Architecture (SMA), is described and applied to the estimation of human body pose from monocular images. The SMA consists of several specialized forward mapping functions and an inverse mapping function.Each specialized function maps certain domains of the input space (image features) onto the output space (body pose parameters). The key algorithmic problems faced are those of learning the specialized domains and mapping functions in an optimal way,as well as performing inference given inputs and knowledge of the inverse function. Solutions to these problems employ the EM algorithm and alternating choices of conditional independence assumptions.Performance of the approach is evaluated with synthetic and real video sequences of human motion. 1 Introduction In everyday life, humans can easily estimate body part locations (body pose) from relatively low-resolution images of the projected 3D world (e.g., when viewing a photograph or a video). However, body pose estimation is a very difficult computer vision problem.