Bayesian Inference
Recovering Perspective Pose with a Dual Step EM Algorithm
Cross, Andrew D. J., Hancock, Edwin R.
This paper describes a new approach to extracting 3D perspective structure from 2D point-sets. The novel feature is to unify the tasks of estimating transformation geometry and identifying pointcorrespondence matches. Unification is realised by constructing a mixture model over the bipartite graph representing the correspondence match and by effecting optimisation using the EM algorithm. According to our EM framework the probabilities of structural correspondence gate contributions to the expected likelihood function used to estimate maximum likelihood perspective pose parameters. This provides a means of rejecting structural outliers.
Bayesian Robustification for Audio Visual Fusion
Movellan, Javier R., Mineiro, Paul
Department of Cognitive Science Department of Cognitive Science University of California, San Diego University of California, San Diego La Jolla, CA 92092-0515 La Jolla, CA 92092-0515 Abstract We discuss the problem of catastrophic fusion in multimodal recognition systems. This problem arises in systems that need to fuse different channels in non-stationary environments. Practice shows that when recognition modules within each modality are tested in contexts inconsistent with their assumptions, their influence on the fused product tends to increase, with catastrophic results. We explore a principled solution to this problem based upon Bayesian ideas of competitive models and inference robustification: each sensory channel is provided with simple white-noise context models, and the perceptual hypothesis and context are jointly estimated. Consequently, context deviations are interpreted as changes in white noise contamination strength, automatically adjusting the influence of the module.
An Incremental Nearest Neighbor Algorithm with Queries
We consider the general problem of learning multi-category classification from labeled examples. We present experimental results for a nearest neighbor algorithm which actively selects samples from different pattern classes according to a querying rule instead of the a priori class probabilities. The amount of improvement of this query-based approach over the passive batch approach depends on the complexity of the Bayes rule. The principle on which this algorithm is based is general enough to be used in any learning algorithm which permits a model-selection criterion and for which the error rate of the classifier is calculable in terms of the complexity of the model. 1 INTRODUCTION We consider the general problem of learning multi-category classification from labeled examples. In many practical learning settings the time or sample size available for training are limited. This may have adverse effects on the accuracy of the resulting classifier. For instance, in learning to recognize handwritten characters typical time limitation confines the training sample size to be of the order of a few hundred examples. It is important to make learning more efficient by obtaining only training data which contains significant information about the separability of the pattern classes thereby letting the learning algorithm participate actively in the sampling process. Querying for the class labels of specificly selected examples in the input space may lead to significant improvements in the generalization error (cf.
Estimating Dependency Structure as a Hidden Variable
Meila, Marina, Jordan, Michael I.
This paper introduces a probability model, the mixture of trees that can account for sparse, dynamically changing dependence relationships. We present a family of efficient algorithms that use EM and the Minimum Spanning Tree algorithm to find the ML and MAP mixture of trees for a variety of priors, including the Dirichlet and the MDL priors.
Nonlinear Markov Networks for Continuous Variables
Hofmann, Reimar, Tresp, Volker
We address the problem oflearning structure in nonlinear Markov networks with continuous variables. This can be viewed as non-Gaussian multidimensional density estimation exploiting certain conditional independencies in the variables. Markov networks are a graphical way of describing conditional independencies well suited to model relationships which do not exhibit a natural causal ordering. We use neural network structures to model the quantitative relationships between variables. The main focus in this paper will be on learning the structure for the purpose of gaining insight into the underlying process. Using two data sets we show that interesting structures can be found using our approach. Inference will be briefly addressed.
Regularisation in Sequential Learning Algorithms
Freitas, João F. G. de, Niranjan, Mahesan, Gee, Andrew H.
In this paper, we discuss regularisation in online/sequential learning algorithms. In environments where data arrives sequentially, techniques such as cross-validation to achieve regularisation or model selection are not possible. Further, bootstrapping to determine a confidence level is not practical. To surmount these problems, a minimum variance estimation approach that makes use of the extended Kalman algorithm for training multi-layer perceptrons is employed. The novel contribution of this paper is to show the theoretical links between extended Kalman filtering, Sutton's variable learning rate algorithms and Mackay's Bayesian estimation framework. In doing so, we propose algorithms to overcome the need for heuristic choices of the initial conditions and noise covariance matrices in the Kalman approach.
Radial Basis Functions: A Bayesian Treatment
Barber, David, Schottky, Bernhard
Bayesian methods have been successfully applied to regression and classification problems in multi-layer perceptrons. We present a novel application of Bayesian techniques to Radial Basis Function networks by developing a Gaussian approximation to the posterior distribution which, for fixed basis function widths, is analytic in the parameters. The setting of regularization constants by crossvalidation is wasteful as only a single optimal parameter estimate is retained. We treat this issue by assigning prior distributions to these constants, which are then adapted in light of the data under a simple re-estimation formula. 1 Introduction Radial Basis Function networks are popular regression and classification tools[lO]. For fixed basis function centers, RBFs are linear in their parameters and can therefore be trained with simple one shot linear algebra techniques[lO]. The use of unsupervised techniques to fix the basis function centers is, however, not generally optimal since setting the basis function centers using density estimation on the input data alone takes no account of the target values associated with that data. Ideally, therefore, we should include the target values in the training procedure[7, 3, 9]. Unfortunately, allowing centers to adapt to the training targets leads to the RBF being a nonlinear function of its parameters, and training becomes more problematic. Most methods that perform supervised training of RBF parameters minimize the ·Present address: SNN, University of Nijmegen, Geert Grooteplein 21, Nijmegen, The Netherlands.
Nonlinear Markov Networks for Continuous Variables
Hofmann, Reimar, Tresp, Volker
We address the problem oflearning structure in nonlinear Markov networks with continuous variables. This can be viewed as non-Gaussian multidimensional densityestimation exploiting certain conditional independencies in the variables. Markov networks are a graphical way of describing conditional independencieswell suited to model relationships which do not exhibit a natural causal ordering. We use neural network structures to model the quantitative relationships between variables.