Learning Graphical Models
Mean Field Methods for Classification with Gaussian Processes
We discuss the application of TAP mean field methods known from the Statistical Mechanics of disordered systems to Bayesian classification models with Gaussian processes. In contrast to previous approaches, no knowledge about the distribution of inputs is needed. Simulation results for the Sonar data set are given.
Gradient Descent for General Reinforcement Learning
III, Leemon C. Baird, Moore, Andrew W.
A simple learning rule is derived, the VAPS algorithm, which can be instantiated to generate a wide range of new reinforcementlearning algorithms. These algorithms solve a number of open problems, define several new approaches to reinforcement learning, and unify different approaches to reinforcement learning under a single theory. These algorithms all have guaranteed convergence, and include modifications of several existing algorithms that were known to fail to converge on simple MOPs. These include Q learning, SARSA, and advantage learning. In addition to these value-based algorithms it also generates pure policy-search reinforcement-learning algorithms, which learn optimal policies without learning a value function. In addition, it allows policysearch and value-based algorithms to be combined, thus unifying two very different approaches to reinforcement learning into a single Value and Policy Search (V APS) algorithm.
Adding Constrained Discontinuities to Gaussian Process Models of Wind Fields
Cornford, Dan, Nabney, Ian T., Williams, Christopher K. I.
Gaussian Processes provide good prior models for spatial data, but can be too smooth. In many physical situations there are discontinuities along bounding surfaces, for example fronts in near-surface wind fields. We describe a modelling method for such a constrained discontinuity and demonstrate how to infer the model parameters in wind fields with MCMC sampling.
Risk Sensitive Reinforcement Learning
Neuneier, Ralph, Mihatsch, Oliver
A directed generative model for binary data using a small number of hidden continuous units is investigated. The relationships between the correlations of the underlying continuous Gaussian variables and the binary output variables are utilized to learn the appropriate weights of the network. The advantages of this approach are illustrated on a translationally invariant binary distribution and on handwritten digit images. Introduction Principal Components Analysis (PCA) is a widely used statistical technique for representing data with a large number of variables [1]. It is based upon the assumption that although the data is embedded in a high dimensional vector space, most of the variability in the data is captured by a much lower climensional manifold. In particular for PCA, this manifold is described by a linear hyperplane whose characteristic directions are given by the eigenvectors of the correlation matrix with the largest eigenvalues. The success of PCA and closely related techniques such as Factor Analysis (FA) and PCA mixtures clearly indicate that much real world data exhibit the low dimensional manifold structure assumed by these models [2, 3]. However, the linear manifold structure of PCA is not appropriate for data with binary valued variables.
An Entropic Estimator for Structure Discovery
We introduce a novel framework for simultaneous structure and parameter learning in hidden-variable conditional probability models, based on an en tropic prior and a solution for its maximum a posteriori (MAP) estimator. The MAP estimate minimizes uncertainty in all respects: cross-entropy between model and data; entropy of the model; entropy of the data's descriptive statistics. Iterative estimation extinguishes weakly supported parameters, compressing and sparsifying the model. Trimming operators accelerate this process by removing excess parameters and, unlike most pruning schemes, guarantee an increase in posterior probability. Entropic estimation takes a overcomplete random model and simplifies it, inducing the structure of relations between hidden and observed variables. Applied to hidden Markov models (HMMs), it finds a concise finite-state machine representing the hidden structure of a signal. We entropically model music, handwriting, and video time-series, and show that the resulting models are highly concise, structured, predictive, and interpretable: Surviving states tend to be highly correlated with meaningful partitions of the data, while surviving transitions provide a low-perplexity model of the signal dynamics.
Probabilistic Image Sensor Fusion
Sharma, Ravi K., Leen, Todd K., Pavel, Misha
We present a probabilistic method for fusion of images produced by multiple sensors. The approach is based on an image formation model in which the sensor images are noisy, locally linear functions of an underlying, true scene. A Bayesian framework then provides for maximum likelihood or maximum a posteriori estimates of the true scene from the sensor images. Maximum likelihood estimates of the parameters of the image formation model involve (local) second order image statistics, and thus are related to local principal component analysis. We demonstrate the efficacy of the method on images from visible-band and infrared sensors. 1 Introduction Advances in sensing devices have fueled the deployment of multiple sensors in several computational vision systems [1, for example]. Using multiple sensors can increase reliability with respect to single sensor systems.
Exploratory Data Analysis Using Radial Basis Function Latent Variable Models
Marrs, Alan D., Webb, Andrew R.
Two developments of nonlinear latent variable models based on radial basis functions are discussed: in the first, the use of priors or constraints on allowable models is considered as a means of preserving data structure in low-dimensional representations for visualisation purposes. Also, a resampling approach is introduced which makes more effective use of the latent samples in evaluating the likelihood.
Learning a Hierarchical Belief Network of Independent Factor Analyzers
The model parameters are learned in an unsupervised manner by maximizing the likelihood that these data are generated by the model. A multilayer belief network is a realization of such a model. Many belief networks have been proposed that are composed of binary units. The hidden units in such networks represent latent variables that explain different features of the data, and whose relation to the ·Current address: Gatsby Computational Neuroscience Unit, University College London, 17 Queen Square, London WC1N 3AR, U.K. 362 H. Attias data is highly nonlinear. However, for tasks such as object and speech recognition which produce real-valued data, the models provided by binary networks are often inadequate.