Bayesian networks are graphical representations of probability distributions. In virtually all of the work on learning these networks, the assumption is that we are presented with a data set consisting of randomly generated instances from the underlying distribution. In many situations, however, we also have the option of active learning, where we have the possibility of guiding the sampling process by querying for certain types of samples. This paper addresses the problem of estimating the parameters of Bayesian networks in an active learning setting. We provide a theoretical framework for this problem, and an algorithm that chooses which active learning queries to generate based on the model learned so far. We present experimental results showing that our active learning algorithm can significantly reduce the need for training data in many situations.

This paper explores a framework for recognition of image sequences using partially observable stochastic differential equation (SDE) models. Monte-Carlo importance sampling techniques are used for efficient estimation of sequence likelihoods and sequence likelihood gradients. Once the network dynamics are learned, we apply the SDE models to sequence recognition tasks in a manner similar to the way Hidden Markov models (HMMs) are commonly applied. The potential advantage of SDEs over HMMS is the use of continuous statedynamics. We present encouraging results for a video sequence recognition task in which SDE models provided excellent performance when compared to hidden Markov models. 1 Introduction This paper explores a framework for recognition of image sequences using partially observable stochastic differential equations (SDEs). In particular we use SDE models oflow-power nonlinear RC circuits with a significant thermal noise component. We call them diffusion networks. A diffusion network consists of a set of n nodes coupled via a vector of adaptive impedance parameters ' which are tuned to optimize thenetwork's behavior.

Jensen's inequality is a powerful mathematical tool and one of the workhorses in statistical learning. Its applications therein include the EM algorithm, Bayesian estimation and Bayesian inference. Jensen computes simplelower bounds on otherwise intractable quantities such as products of sums and latent log-likelihoods. This simplification then permits operationslike integration and maximization. Quite often (i.e. in discriminative learning) upper bounds are needed as well. We derive and prove an efficient analytic inequality that provides such variational upper bounds. This inequality holds for latent variable mixtures of exponential family distributions and thus spans a wide range of contemporary statistical models.We also discuss applications of the upper bounds including maximum conditional likelihood, large margin discriminative models and conditional Bayesian inference. Convergence, efficiency and prediction results are shown.

Many approaches to reinforcement learning combine neural networks orother parametric function approximators with a form of temporal-difference learning to estimate the value function of a Markov Decision Process. A significant disadvantage of those procedures isthat the resulting learning algorithms are frequently unstable. In this work, we present a new, kernel-based approach to reinforcement learning which overcomes this difficulty and provably converges to a unique solution. By contrast to existing algorithms, our method can also be shown to be consistent in the sense that its costs converge to the optimal costs asymptotically. Our focus is on learning in an average-cost framework and on a practical application tothe optimal portfolio choice problem. 1 Introduction Temporal-difference (TD) learning has been applied successfully to many real-world applications that can be formulated as discrete state Markov Decision Processes (MDPs) with unknown transition probabilities.

How should we decide among competing explanations of a cognitive process given limited observations? The problem of model selection is at the heart of progress in cognitive science. In this paper, Minimum Description Length (MDL) is introduced as a method for selecting among computational models of cognition. We also show that differential geometry provides an intuitive understanding of what drives model selection in MDL. Finally, adequacy of MDL is demonstrated in two areas of cognitive modeling.

Forexample, in medical diagnosis, the presence of a symptom can be expressed as a noisy-OR of the diseases that may cause the symptom - on some occasions, a disease may fail to activate the symptom. Inference in richly-connected noisy-OR networks is intractable, butapproximate methods (e .g., variational techniques) are showing increasing promise as practical solutions. One problem withmost approximations is that they tend to concentrate on a relatively small number of modes in the true posterior, ignoring otherplausible configurations of the hidden variables. We introduce a new sequential variational method for bipartite noisy OR networks, that favors including all modes of the true posterior and models the posterior distribution as a tree. We compare this method with other approximations using an ensemble of networks with network statistics that are comparable to the QMR-DT medical diagnosticnetwork. 1 Inclusive variational approximations Approximate algorithms for probabilistic inference are gaining in popularity and are now even being incorporated into VLSI hardware (T.

We propose a novel probabilistic framework for semantic video indexing. Wedefine probabilistic multimedia objects (multijects) to map low-level media features to high-level semantic labels.

Igor V. Cadez Information and Computer Science University of California Irvine, CA 92697-3425, U.S.A. PadhraicSmyth Information and Computer Science University of California Irvine, CA 92697-3425, U.S.A. Abstract We investigate a general characteristic of the tradeoff in learning problems between goodness-of-fit and model complexity. Specifically wecharacterize a general class of learning problems where the goodness-of-fit function can be shown to be convex within firstorder asa function of model complexity. This general property of "diminishing returns" is illustrated on a number of real data sets and learning problems, including finite mixture modeling and multivariate linear regression. 1 Introduction, Motivation, and Related Work Assume we have a data set D Such learning tasks can typically be characterized by the existence of a model and a loss function. A fitted model of complexity k is a function of the data points D and depends on a specific set of fitted parameters B. The loss function (goodnessof-fit) isa functional of the model and maps each specific model to a scalar used to evaluate the model, e.g., likelihood for density estimation or sum-of-squares for regression. Figure 1 illustrates a typical empirical curve for loss function versus complexity, for mixtures of Markov models fitted to a large data set of 900,000 sequences.

The human figure exhibits complex and rich dynamic behavior that is both nonlinear and time-varying. Effective models of human dynamics can be learned from motion capture data using switching linear dynamic system (SLDS) models. We present results for human motion synthesis, classification,and visual tracking using learned SLDS models. Since exact inference in SLDS is intractable, we present three approximate inference algorithmsand compare their performance. In particular, a new variational inference algorithm is obtained by casting the SLDS model as a Dynamic Bayesian Network. Classification experiments show the superiority of SLDS over conventional HMM's for our problem domain.

We introduce the mixture of Gaussian processes (MGP) model which is useful for applications in which the optimal bandwidth of a map is input dependent. The MGP is derived from the mixture of experts model and can also be used for modeling general conditional probability densities. We discuss how Gaussian processes -in particular in form of Gaussian process classification, the support vector machine and the MGP modelcan beused for quantifying the dependencies in graphical models. 1 Introduction Gaussian processes are typically used for regression where it is assumed that the underlying functionis generated by one infinite-dimensional Gaussian distribution (i.e.