In this paper we present a framework for using multi-layer per- ceptron (MLP) networks in nonlinear generative models trained by variational Bayesian learning. The nonlinearity is handled by linearizing it using a Gauss–Hermite quadrature at the hidden neu- rons. The method can be used to derive nonlinear coun- terparts for linear algorithms such as factor analysis, independent component/factor analysis and state-space models. This is demon- strated with a nonlinear factor analysis experiment in which even 20 sources can be estimated from a real world speech data set.

We propose a new method for estimating intrinsic dimension of a dataset derived by applying the principle of maximum likelihood to the distances between close neighbors. We derive the estimator by a Poisson process approximation, assess its bias and variance theo- retically and by simulations, and apply it to a number of simulated and real datasets. We also show it has the best overall performance compared with two other intrinsic dimension estimators.

An analog system-on-chip for kernel-based pattern classification and se- quence estimation is presented. State transition probabilities conditioned on input data are generated by an integrated support vector machine. Dot product based kernels and support vector coefficients are implemented in analog programmable floating gate translinear circuits, and probabil- ities are propagated and normalized using sub-threshold current-mode circuits. A 14-input, 24-state, and 720-support vector forward decod- ing kernel machine is integrated on a 3mm3mm chip in 0.5m CMOS technology. Experiments with the processor trained for speaker verifica- tion and phoneme sequence estimation demonstrate real-time recognition accuracy at par with floating-point software, at sub-microwatt power.

De novo Sequencing of peptides is a challenging task in proteome re- search. While there exist reliable DNA-sequencing methods, the high- throughput de novo sequencing of proteins by mass spectrometry is still an open problem. Current approaches suffer from a lack in precision to detect mass peaks in the spectrograms. In this paper we present a novel method for de novo peptide sequencing based on a hidden Markov model. Experiments effectively demonstrate that this new method signif- icantly outperforms standard approaches in matching quality.

Choice-based conjoint analysis builds models of consumer preferences over products with answers gathered in questionnaires. Our main goal is to bring tools from the machine learning community to solve this prob- lem more efficiently. Thus, we propose two algorithms to quickly and accurately estimate consumer preferences. Conjoint analysis (also called trade-off analysis) is one of the most popular marketing re- search technique used to determine which features a new product should have, by conjointly measuring consumers trade-offs between discretized1 attributes. In this paper, we will fo- cus on the choice-based conjoint analysis (CBC) framework [11] since it is both widely used and realistic: at each question in the survey, the consumer is asked to choose one product from several.

We present a novel method for learning with Gaussian process regres- sion in a hierarchical Bayesian framework. In a first step, kernel matri- ces on a fixed set of input points are learned from data using a simple and efficient EM algorithm. This step is nonparametric, in that it does not require a parametric form of covariance function. In a second step, kernel functions are fitted to approximate the learned covariance matrix using a generalized Nystrom method, which results in a complex, data driven kernel. We evaluate our approach as a recommendation engine for art images, where the proposed hierarchical Bayesian method leads to excellent prediction performance.

We consider an MDP setting in which the reward function is allowed to change during each time step of play (possibly in an adversarial manner), yet the dynamics remain fixed. Similar to the experts setting, we address the question of how well can an agent do when compared to the reward achieved under the best stationary policy over time. We provide efficient algorithms, which have regret bounds with no dependence on the size of state space. Instead, these bounds depend only on a certain horizon time of the process and logarithmically on the number of actions. We also show that in the case that the dynamics change over time, the problem becomes computationally hard.

Planning algorithms designed for deterministic worlds, such as A* search, usually run much faster than algorithms designed for worlds with uncertain action outcomes, such as value iteration. Real-world planning problems often exhibit uncertainty, which forces us to use the slower algorithms to solve them. Many real-world planning problems exhibit sparse uncertainty: there are long sequences of deterministic actions which accomplish tasks like moving sensor platforms into place, inter- spersed with a small number of sensing actions which have uncertain out- comes. In this paper we describe a new planning algorithm, called MCP (short for MDP Compression Planning), which combines A* search with value iteration for solving Stochastic Shortest Path problem in MDPs with sparse stochasticity. We present experiments which show that MCP can run substantially faster than competing planners in domains with sparse uncertainty; these experiments are based on a simulation of a ground robot cooperating with a helicopter to fill in a partial map and move to a goal location. In deterministic planning problems, optimal paths are acyclic: no state is visited more than once. Because of this property, algorithms like A* search can guarantee that they visit each state in the state space no more than once.

Coreference analysis, also known as record linkage or identity uncer- tainty, is a difficult and important problem in natural language process- ing, databases, citation matching and many other tasks. Unlike many historical approaches to coreference, the models presented here are relational--they do not assume that pairwise coreference decisions should be made independently from each other. Unlike other relational models of coreference that are generative, the conditional model here can incorporate a great variety of features of the input without having to be concerned about their dependencies--paralleling the advantages of con- ditional random fields over hidden Markov models.

First-order Markov models have been successfully applied to many prob- lems, for example in modeling sequential data using Markov chains, and modeling control problems using the Markov decision processes (MDP) formalism. If a first-order Markov model's parameters are estimated from data, the standard maximum likelihood estimator considers only the first-order (single-step) transitions. But for many problems, the first- order conditional independence assumptions are not satisfied, and as a re- sult the higher order transition probabilities may be poorly approximated. Motivated by the problem of learning an MDP's parameters for control, we propose an algorithm for learning a first-order Markov model that ex- plicitly takes into account higher order interactions during training. Our algorithm uses an optimization criterion different from maximum likeli- hood, and allows us to learn models that capture longer range effects, but without giving up the benefits of using first-order Markov models.