Markov Models
Shared Context Probabilistic Transducers
Bengio, Yoshua, Bengio, Samy, Isabelle, Jean-Franc, Singer, Yoram
Recently, a model for supervised learning of probabilistic transducers represented by suffix trees was introduced. However, this algorithm tends to build very large trees, requiring very large amounts of computer memory. In this paper, we propose anew, more compact, transducer model in which one shares the parameters of distributions associated to contexts yielding similar conditional output distributions. We illustrate the advantages of the proposed algorithm with comparative experiments on inducing a noun phrase recogmzer.
Boltzmann Machine Learning Using Mean Field Theory and Linear Response Correction
Kappen, Hilbert J., Ortiz, Francisco de Borja Rodrรญguez
We present a new approximate learning algorithm for Boltzmann Machines, using a systematic expansion of the Gibbs free energy to second order in the weights. The linear response correction to the correlations is given by the Hessian of the Gibbs free energy. The computational complexity of the algorithm is cubic in the number of neurons. We compare the performance of the exact BM learning algorithm with first order (Weiss) mean field theory and second order (TAP) mean field theory. The learning task consists of a fully connected Ising spin glass model on 10 neurons. We conclude that 1) the method works well for paramagnetic problems 2) the TAP correction gives a significant improvement over the Weiss mean field theory, both for paramagnetic and spin glass problems and 3) that the inclusion of diagonal weights improves the Weiss approximation for paramagnetic problems, but not for spin glass problems.
On the Separation of Signals from Neighboring Cells in Tetrode Recordings
Sahani, Maneesh, Pezaris, John S., Andersen, Richard A.
We discuss a solution to the problem of separating waveforms produced by multiple cells in an extracellular neural recording. We take an explicitly probabilistic approach, using latent-variable models of varying sophistication to describe the distribution of waveforms produced by a single cell. The models range from a single Gaussian distribution of waveforms for each cell to a mixture of hidden Markov models. We stress the overall statistical structure of the approach, allowing the details of the generative model chosen to depend on the specific neural preparation.
Comparison of Human and Machine Word Recognition
Schenkel, Markus, Latimer, Cyril, Jabri, Marwan A.
We present a study which is concerned with word recognition rates for heavily degraded documents. We compare human with machine reading capabilities in a series of experiments, which explores the interaction of word/non-word recognition, word frequency and legality of non-words with degradation level. We also study the influence of character segmentation, and compare human performance with that of our artificial neural network model for reading. We found that the proposed computer model uses word context as efficiently as humans, but performs slightly worse on the pure character recognition task. 1 Introduction Optical Character Recognition (OCR) of machine-print document images ยทhas matured considerably during the last decade. Recognition rates as high as 99.5% have been reported on good quality documents. However, for lower image resolutions (200 Dpl and below), noisy images, images with blur or skew, the recognition rate declines considerably. In bad quality documents, character segmentation is as big a problem as the actual character recognition.
Boltzmann Machine Learning Using Mean Field Theory and Linear Response Correction
Kappen, Hilbert J., Ortiz, Francisco de Borja Rodrรญguez
We present a new approximate learning algorithm for Boltzmann Machines, using a systematic expansion of the Gibbs free energy to second order in the weights. The linear response correction to the correlations is given by the Hessian of the Gibbs free energy. The computational complexity of the algorithm is cubic in the number of neurons. We compare the performance of the exact BM learning algorithm with first order (Weiss) mean field theory and second order (TAP) mean field theory. The learning task consists of a fully connected Ising spin glass model on 10 neurons. We conclude that 1) the method works well for paramagnetic problems 2) the TAP correction gives a significant improvement over the Weiss mean field theory, both for paramagnetic and spin glass problems and 3) that the inclusion of diagonal weights improves the Weiss approximation for paramagnetic problems, but not for spin glass problems.
How to Dynamically Merge Markov Decision Processes
Singh, Satinder P., Cohn, David
We are frequently called upon to perform multiple tasks that compete for our attention and resource. Often we know the optimal solution to each task in isolation; in this paper, we describe how this knowledge can be exploited to efficiently find good solutions for doing the tasks in parallel. We formulate this problem as that of dynamically merging multiple Markov decision processes (MDPs) into a composite MDP, and present a new theoretically-sound dynamic programming algorithm for finding an optimal policy for the composite MDP. We analyze various aspects of our algorithm and illustrate its use on a simple merging problem. Every day, we are faced with the problem of doing mUltiple tasks in parallel, each of which competes for our attention and resource. If we are running a job shop, we must decide which machines to allocate to which jobs, and in what order, so that no jobs miss their deadlines. If we are a mail delivery robot, we must find the intended recipients of the mail while simultaneously avoiding fixed obstacles (such as walls) and mobile obstacles (such as people), and still manage to keep ourselves sufficiently charged up. Frequently we know how to perform each task in isolation; this paper considers how we can take the information we have about the individual tasks and combine it to efficiently find an optimal solution for doing the entire set of tasks in parallel. More importantly, we describe a theoretically-sound algorithm for doing this merging dynamically; new tasks (such as a new job arrival at a job shop) can be assimilated online into the solution being found for the ongoing set of simultaneous tasks.
An Improved Policy Iteration Algorithm for Partially Observable MDPs
A new policy iteration algorithm for partially observable Markov decision processes is presented that is simpler and more efficient than an earlier policy iteration algorithm of Sondik (1971,1978). The key simplification is representation of a policy as a finite-state controller. This representation makes policy evaluation straightforward. The paper's contribution is to show that the dynamic-programming update used in the policy improvement step can be interpreted as the transformation of a finite-state controller into an improved finite-state controller. The new algorithm consistently outperforms value iteration as an approach to solving infinite-horizon problems.
Modeling Acoustic Correlations by Factor Analysis
Saul, Lawrence K., Rahim, Mazin G.
Hidden Markov models (HMMs) for automatic speech recognition rely on high dimensional feature vectors to summarize the shorttime properties of speech. Correlations between features can arise when the speech signal is non-stationary or corrupted by noise. We investigate how to model these correlations using factor analysis, a statistical method for dimensionality reduction. Factor analysis uses a small number of parameters to model the covariance structure of high dimensional data. These parameters are estimated by an Expectation-Maximization (EM) algorithm that can be embedded in the training procedures for HMMs.
Analysis of Drifting Dynamics with Neural Network Hidden Markov Models
Kohlmorgen, Jens, Mรผller, Klaus-Robert, Pawelzik, Klaus
We present a method for the analysis of nonstationary time series with multiple operating modes. In particular, it is possible to detect and to model both a switching of the dynamics and a less abrupt, time consuming drift from one mode to another. This is achieved in two steps. First, an unsupervised training method provides prediction experts for the inherent dynamical modes. Then, the trained experts are used in a hidden Markov model that allows to model drifts. An application to physiological wake/sleep data demonstrates that analysis and modeling of real-world time series can be improved when the drift paradigm is taken into account.
Learning Path Distributions Using Nonequilibrium Diffusion Networks
Mineiro, Paul, Movellan, Javier R., Williams, Ruth J.
Department of Mathematics University of California, San Diego La Jolla, CA 92093-0112 Abstract We propose diffusion networks, a type of recurrent neural network with probabilistic dynamics, as models for learning natural signals that are continuous in time and space. We give a formula for the gradient of the log-likelihood of a path with respect to the drift parameters for a diffusion network. This gradient can be used to optimize diffusion networks in the nonequilibrium regime for a wide variety of problems paralleling techniques which have succeeded in engineering fields such as system identification, state estimation and signal filtering. An aspect of this work which is of particular interest to computational neuroscience and hardware design is that with a suitable choice of activation function, e.g., quasi-linear sigmoidal, the gradient formula is local in space and time. 1 Introduction Many natural signals, like pixel gray-levels, line orientations, object position, velocity and shape parameters, are well described as continuous-time continuous-valued stochastic processes; however, the neural network literature has seldom explored the continuous stochastic case. Since the solutions to many decision theoretic problems of interest are naturally formulated using probability distributions, it is desirable to have a flexible framework for approximating probability distributions on continuous path spaces.