Department of Brain and Cognitive Sciences Massachusetts Institute of Technology Cambridge, MA 02139 Abstract We develop a recursive node-elimination formalism for efficiently approximating large probabilistic networks. No constraints are set on the network topologies. Yet the formalism can be straightforwardly integratedwith exact methods whenever they are/become applicable. The approximations we use are controlled: they maintain consistentlyupper and lower bounds on the desired quantities at all times. We show that Boltzmann machines, sigmoid belief networks, or any combination (i.e., chain graphs) can be handled within the same framework.

These include Boltzmann machines (Hinton and Sejnowski 1986),binary sigmoidal belief networks (Neal 1992) and Helmholtz machines (Hinton et al. 1995; Dayan et al. 1995). However, some hidden variables, such as translation or scaling in images of shapes, are best represented using continuous values.Continuous-valued Boltzmann machines have been developed (Movellan and McClelland 1993), but these suffer from long simulation settling times and the requirement of a "negative phase" during learning. Tibshirani (1992) and Bishop et al. (1996) consider learning mappings from a continuous latent variable space to a higher-dimensional input space. MacKay (1995) has developed "density networks" that can model both continuous and categorical latent spaces using stochasticity at the topmost network layer. In this paper I consider a new hierarchical top-down connectionist model that has stochastic hidden variables at all layers; moreover, these variables can adapt to be continuous or categorical. The proposed top-down model can be viewed as a continuous-valued belief network, whichcan be simulated by performing a quick top-down pass (Pearl 1988).

A central theme of computational vision research has been the realization thatreliable estimation of local scene properties requires propagating measurements across the image. Many authors have therefore suggested solving vision problems using architectures of locally connected units updating their activity in parallel. Unfortunately, theconvergence of traditional relaxation methods on such architectures has proven to be excruciatingly slow and in general they do not guarantee that the stable point will be a global minimum. In this paper we show that an architecture in which Bayesian Beliefs aboutimage properties are propagated between neighboring units yields convergence times which are several orders of magnitude fasterthan traditional methods and avoids local minima. In particular our architecture is non-iterative in the sense of Marr [5]: at every time step, the local estimates at a given location are optimal giventhe information which has already been propagated to that location. We illustrate the algorithm's performance on real images and compare it to several existing methods. 1 Theory The essence of our approach is shown in figure 1. Figure 1a shows the prototypical ill-posed problem: interpolation of a function from sparse data.

The essential property of BBNs is summarized by the Markov condition, which asserts that each variable is independent of its non-descendants given its parents.

We cast the problem as one of maximum likelihood density estimation, andin that framework introduce an algorithm that searches for independent components using both temporal and spatial cues. We call the resulting algorithm "Contextual ICA," after the (Bell and Sejnowski 1995) Infomax algorithm, which we show to be a special case of cICA. Because cICA can make use of the temporal structure of its input, it is able separate in a number of situations where standard methods cannot, including sources with low kurtosis, coloredGaussian sources, and sources which have Gaussian histograms. 1 The Blind Source Separation Problem Consider a set of n indepent sources

We study a mistake-driven variant of an online Bayesian learning algorithm(similar to one studied by Cesa-Bianchi, Helmbold, and Panizza [CHP96]). This variant only updates its state (learns) on trials in which it makes a mistake. The algorithm makes binary classifications using a linear-threshold classifier and runs in time linear inthe number of attributes seen by the learner. We have been able to show, theoretically and in simulations, that this algorithm performs well under assumptions quite different from those embodied inthe prior of the original Bayesian algorithm. It can handle situations that we do not know how to handle in linear time with Bayesian algorithms. We expect our techniques to be useful in deriving and analyzing other apobayesian algorithms. 1 Introduction We consider two styles of online learning.

In most treatments of the regression problem it is assumed that the distribution of target data can be described by a deterministic function of the inputs, together with additive Gaussian noise having constantvariance. The use of maximum likelihood to train such models then corresponds to the minimization of a sum-of-squares error function. In many applications a more realistic model would allow the noise variance itself to depend on the input variables. However, the use of maximum likelihood to train such models would give highly biased results. In this paper we show how a Bayesian treatment can allow for an input-dependent variance while overcoming thebias of maximum likelihood. 1 Introduction In regression problems it is important not only to predict the output variables but also to have some estimate of the error bars associated with those predictions.

The full Bayesian method for applying neural networks to a prediction problemis to set up the prior/hyperprior structure for the net and then perform the necessary integrals. However, these integrals arenot tractable analytically, and Markov Chain Monte Carlo (MCMC) methods are slow, especially if the parameter space is high-dimensional. Using Gaussian processes we can approximate the weight space integral analytically, so that only a small number of hyperparameters need be integrated over by MCMC methods. We have applied this idea to classification problems, obtaining excellent resultson the real-world problems investigated so far. 1 INTRODUCTION To make predictions based on a set of training data, fundamentally we need to combine our prior beliefs about possible predictive functions with the data at hand. In the Bayesian approach to neural networks a prior on the weights in the net induces a prior distribution over functions.

When triangulating a belief network we aim to obtain a junction tree of minimum state space. According to (Rose, 1970), searching for the optimal triangulation can be cast as a search over all the permutations of the graph's vertices. Our approach is to embed the discrete set of permutations in a convex continuous domain D. By suitably extending the cost function over D and solving the continous nonlinear optimization task we hope to obtain a good triangulation with respect to the aformentioned cost. This paper presents two ways of embedding the triangulation problem into continuous domain and shows that they perform well compared to the best known heuristic.

Neural Computing Research Group Aston University, Birmingham, B4 7ET, U.K. http://www.ncrg.aston.ac.uk/ Abstract The techniques of Bayesian inference have been applied with great success to many problems in neural computing including evaluation of regression functions, determination of error bars on predictions, and the treatment of hyper-parameters. However, the problem of model comparison is a much more challenging one for which current techniques have significant limitations. In this paper we show how an extended form of Markov chain Monte Carlo, called chaining, is able to provide effective estimates of the relative probabilities of different models. We present results from the robot arm problem and compare them with the corresponding results obtained using the standard Gaussian approximation framework. Initially this is chosen to be some prior distribution p(wIM), which can be combined with a likelihood function p( Dlw, M) using Bayes' theorem to give a posterior distribution p(wID, M) in the form ( ID M) p(Dlw,M)p(wIM) p w, p(DIM) (1) where D is the data set. Predictions of the model are obtained by performing integrations weighted by the posterior distribution.