Markov Models
Figure of Merit Training for Detection and Spotting
Spotting tasks require detection of target patterns from a background of richly varied non-target inputs. The performance measure of interest for these tasks, called the figure of merit (FOM), is the detection rate for target patterns when the false alarm rate is in an acceptable range. A new approach to training spotters is presented which computes the FOM gradient for each input pattern and then directly maximizes the FOM using b ackpropagati on. This eliminates the need for thresholds during training. It also uses network resources to model Bayesian a posteriori probability functions accurately only for patterns which have a significant effect on the detection accuracy over the false alarm rate of interest.
Probabilistic Anomaly Detection in Dynamic Systems
Conventional control-theoretic models for fault detection typically rely on an accu(cid:173) rate model ofthe plant being monitored (Patton, Frank, and Clark, 1989). However, in practice it common that no such model exists for complex non-linear systems. The large ground antennas used by JPL's Deep Space Network (DSN) to track
Globally Trained Handwritten Word Recognizer using Spatial Representation, Convolutional Neural Networks, and Hidden Markov Models
We introduce a new approach for on-line recognition of handwrit(cid:173) ten words written in unconstrained mixed style. The preprocessor performs a word-level normalization by fitting a model of the word structure using the EM algorithm. Words are then coded into low resolution "annotated images" where each pixel contains informa(cid:173) tion about trajectory direction and curvature. The recognizer is a convolution network which can be spatially replicated. From the network output, a hidden Markov model produces word scores.
The Power of Amnesia
We propose a learning algorithm for a variable memory length Markov process. Human communication, whether given as text, handwriting, or speech, has multi characteristic time scales. On short scales it is characterized mostly by the dynamics that gen(cid:173) erate the process, whereas on large scales, more syntactic and se(cid:173) mantic information is carried. For that reason the conventionally used fixed memory Markov models cannot capture effectively the complexity of such structures. On the other hand using long mem(cid:173) ory models uniformly is not practical even for as short memory as four. The algorithm we propose is based on minimizing the sta(cid:173) tistical prediction error by extending the memory, or state length, adaptively, until the total prediction error is sufficiently small.
An Input Output HMM Architecture
We introduce a recurrent architecture having a modular structure and we formulate a training procedure based on the EM algorithm. The resulting model has similarities to hidden Markov models, but supports recurrent networks processing style and allows to exploit the supervised learning paradigm while using maximum likelihood estimation.
Visual Speech Recognition with Stochastic Networks
This paper presents ongoing work on a speaker independent visual speech recognition system. The work presented here builds on previous research efforts in this area and explores the potential use of simple hidden Markov models for limited vocabulary, speaker independent visual speech recognition. The task at hand is recognition of the first four English digits, a task with possible applications in car-phone images were modeled as mixtures of independent dialing. The Gaussian distributions, and the temporal dependencies were captured with standard left-to-right hidden Markov models. The results indicate that simple hidden Markov models may be used to successfully recognize relatively unprocessed image sequences.
Diffusion of Credit in Markovian Models
This paper studies the problem of diffusion in Markovian models, such as hidden Markov models (HMMs) and how it makes very difficult the task of learning of long-term dependencies in sequences. Using results from Markov chain theory, we show that the problem of diffusion is reduced if the transition probabilities approach 0 or 1. Under this condition, standard HMMs have very limited modeling capabilities, but input/output HMMs can still perform interesting computations.
Reinforcement Learning Algorithm for Partially Observable Markov Decision Problems
Increasing attention has been paid to reinforcement learning algo(cid:173) rithms in recent years, partly due to successes in the theoretical analysis of their behavior in Markov environments. If the Markov assumption is removed, however, neither generally the algorithms nor the analyses continue to be usable. We propose and analyze a new learning algorithm to solve a certain class of non-Markov decision problems. Our algorithm applies to problems in which the environment is Markov, but the learner has restricted access to state information. The algorithm involves a Monte-Carlo pol(cid:173) icy evaluation combined with a policy improvement method that is similar to that of Markov decision problems and is guaranteed to converge to a local maximum.
Learning Local Error Bars for Nonlinear Regression
We present a new method for obtaining local error bars for nonlinear regression, i.e., estimates of the confidence in predicted values that de(cid:173) pend on the input. We approach this problem by applying a maximum(cid:173) likelihood framework to an assumed distribution of errors. We demon(cid:173) strate our method first on computer-generated data with locally varying, normally distributed target noise. We then apply it to laser data from the Santa Fe Time Series Competition where the underlying system noise is known quantization error and the error bars give local estimates of model misspecification. In both cases, the method also provides a weighted(cid:173) regression effect that improves generalization performance.