Learning Graphical Models
Kernel-based Generative Learning in Distortion Feature Space
Tang, Bo, Baggenstoss, Paul M., He, Haibo
This paper presents a novel kernel-based generative classifier which is defined in a distortion subspace using polynomial series expansion, named Kernel-Distortion (KD) classifier. An iterative kernel selection algorithm is developed to steadily improve classification performance by repeatedly removing and adding kernels. The experimental results on character recognition application not only show that the proposed generative classifier performs better than many existing classifiers, but also illustrate that it has different recognition capability compared to the state-of-the-art discriminative classifier - deep belief network. The recognition diversity indicates that a hybrid combination of the proposed generative classifier and the discriminative classifier could further improve the classification performance. Two hybrid combination methods, cascading and stacking, have been implemented to verify the diversity and the improvement of the proposed classifier.
An Empirical Comparison of Sampling Quality Metrics: A Case Study for Bayesian Nonnegative Matrix Factorization
Masood, Arjumand, Pan, Weiwei, Doshi-Velez, Finale
In this work, we empirically explore the question: how can we assess the quality of samples from some target distribution? We assume that the samples are provided by some valid Monte Carlo procedure, so we are guaranteed that the collection of samples will asymptotically approximate the true distribution. Most current evaluation approaches focus on two questions: (1) Has the chain mixed, that is, is it sampling from the distribution? and (2) How independent are the samples (as MCMC procedures produce correlated samples)? Focusing on the case of Bayesian nonnegative matrix factorization, we empirically evaluate standard metrics of sampler quality as well as propose new metrics to capture aspects that these measures fail to expose. The aspect of sampling that is of particular interest to us is the ability (or inability) of sampling methods to move between multiple optima in NMF problems. As a proxy, we propose and study a number of metrics that might quantify the diversity of a set of NMF factorizations obtained by a sampler through quantifying the coverage of the posterior distribution. We compare the performance of a number of standard sampling methods for NMF in terms of these new metrics.
Markov Switching Regimes say... bear or bullish? - Quantdare
We are going to introduce the Markov Switching Regimes (MSR) model which, as its name indicates, tries to capture when a regimen has changed to another one. This would be a change between opposite trends or it could consist in passing from "being in trend" to "not being in trend" and vice versa. The name of Markov could sound familiar to some of you as j3 introduced what the Markov chains were a couple of years ago. The main characteristic of this stochastic process is that in a stage t, the probability of occurrence only depends on what happened in the immediately previous stage, t-1. In our post we will assume that the trend of an index today will depend only on which trend was living yesterday, this means, the index will be governed by a Markov chain.
Clustering with a Reject Option: Interactive Clustering as Bayesian Prior Elicitation
Srivastava, Akash, Zou, James, Adams, Ryan P., Sutton, Charles
A good clustering can help a data analyst to explore and understand a data set, but what constitutes a good clustering may depend on domain-specific and application-specific criteria. These criteria can be difficult to formalize, even when it is easy for an analyst to know a good clustering when they see one. We present a new approach to interactive clustering for data exploration called TINDER, based on a particularly simple feedback mechanism, in which an analyst can reject a given clustering and request a new one, which is chosen to be different from the previous clustering while fitting the data well. We formalize this interaction in a Bayesian framework as a method for prior elicitation, in which each different clustering is produced by a prior distribution that is modified to discourage previously rejected clusterings. We show that TINDER successfully produces a diverse set of clusterings, each of equivalent quality, that are much more diverse than would be obtained by randomized restarts.
Graph based manifold regularized deep neural networks for automatic speech recognition
Tomar, Vikrant Singh, Rose, Richard C.
Deep neural networks (DNNs) have been successfully applied to a wide variety of acoustic modeling tasks in recent years. These include the applications of DNNs either in a discriminative feature extraction or in a hybrid acoustic modeling scenario. Despite the rapid progress in this area, a number of challenges remain in training DNNs. This paper presents an effective way of training DNNs using a manifold learning based regularization framework. In this framework, the parameters of the network are optimized to preserve underlying manifold based relationships between speech feature vectors while minimizing a measure of loss between network outputs and targets. This is achieved by incorporating manifold based locality constraints in the objective criterion of DNNs. Empirical evidence is provided to demonstrate that training a network with manifold constraints preserves structural compactness in the hidden layers of the network. Manifold regularization is applied to train bottleneck DNNs for feature extraction in hidden Markov model (HMM) based speech recognition. The experiments in this work are conducted on the Aurora-2 spoken digits and the Aurora-4 read news large vocabulary continuous speech recognition tasks. The performance is measured in terms of word error rate (WER) on these tasks. It is shown that the manifold regularized DNNs result in up to 37% reduction in WER relative to standard DNNs.
Discovery and Visualization of Nonstationary Causal Models
Zhang, Kun, Huang, Biwei, Zhang, Jiji, Schölkopf, Bernhard, Glymour, Clark
It is commonplace to encounter nonstationary data, of which the underlying generating process may change over time or across domains. The nonstationarity presents both challenges and opportunities for causal discovery. In this paper we propose a principled framework to handle nonstationarity, and develop some methods to address three important questions. First, we propose an enhanced constraint-based method to detect variables whose local mechanisms are nonstationary and recover the skeleton of the causal structure over observed variables. Second, we present a way to determine some causal directions by taking advantage of information carried by changing distributions. Third, we develop a method for visualizing the nonstationarity of causal modules. Experimental results on various synthetic and real-world data sets are presented to demonstrate the efficacy of our methods.
Principled Approaches for Learning Latent Variable Models
In any learning task, it is natural to incorporate latent or hidden variables which are not directly observed. For instance, in a social network, we can observe interactions among the actors, but not their hidden interests/intents, in gene networks, we can measure gene expression levels but not the detailed regulatory mechanisms, and so on. I will present a broad framework for unsupervised learning of latent variable models, addressing both statistical and computational concerns. We show that higher order relationships among observed variables have a low rank representation under natural statistical constraints such as conditional-independence relationships. These findings have implications in a number of settings such as finding hidden communities in networks, discovering topics in text documents and learning about gene regulation in computational biology.
Expectation Maximization Algorithm
Goal In today's summary we have a look at the expectation maximization algorithm that allows to optimize latent variable models when analytic inference of the posterior probability of latent variables is intractable. Motivation Latent variable models are itself interesting, because they are related to variational autoencoders and encoder-decoder frameworks that are popular in unsupervised and semi-supervised learning. They allow to sample from the data distribution and are believed to enhance the expressiveness of the hierarchical recurrent encoder decoder models. We can think of them as memorizing higher abstract information, such as emotional states that allow to generate sentimental utterances in the encoder. Steps In general we are concerned with finding good models, which means determining parameters of this model that can explain the data.
What are the Best Machine Learning Packages in R? R-bloggers
The most common question asked by prospective data scientists is – "What is the best programming language for Machine Learning?" The answer to this question always results in a debate whether to choose R, Python or MATLAB for Machine Learning. Nobody can, in reality, answer the question as to whether Python or R is best language for Machine Learning. However, the programming language one should choose for machine learning directly depends on the requirements of a given data problem, the likes and preferences of the data scientist and the context of machine learning activities they want to perform. According to a survey on Kaggler's Favourite Tools, the open source R programming language turned out to be the favourite among 543 Kagglers of the 1714 Kaggler's listing their data science tools.