In this paper we introduce a new sparseness inducing prior which does not involve any (hyper)parameters thatneed to be adjusted or estimated. Although other applications are possible, we focus here on supervised learning problems: regression and classification. Experiments withseveral publicly available benchmark data sets show that the proposed approach yields state-of-the-art performance. In particular, our method outperforms support vector machines and performs competitively with the best alternative techniques, both in terms of error rates and sparseness, although it involves no tuning or adjusting of sparsenesscontrolling hyper-parameters.

The adaptive TAP Gibbs free energy for a general densely connected probabilistic model with quadratic interactions and arbritary single site constraints is derived. We show how a specific sequential minimization of the free energy leads to a generalization of Minka's expectation propagation. Lastly,we derive a sparse representation version of the sequential algorithm. The usefulness of the approach is demonstrated on classification anddensity estimation with Gaussian processes and on an independent componentanalysis problem.

Here gm) is the error on the nth movement7 made in direction M") (8 possible

In this work, we introduce an information-theoretic based correction term to the likelihood ratio classification method for multiple classes. Under certain conditions, the term is sufficient for optimally correcting the difference betweenthe true and estimated likelihood ratio, and we analyze this in the Gaussian case. We find that the new correction term significantly improvesthe classification results when tested on medium vocabulary speechrecognition tasks. Moreover, the addition of this term makes the class comparisons analogous to an intransitive game and we therefore use several tournament-like strategies to deal with this issue. We find that further small improvements are obtained by using an appropriate tournament.Lastly, we find that intransitivity appears to be a good measure of classification confidence.

Recently, Jaakkola and Haussler proposed a method for constructing kernelfunctions from probabilistic models. Their so called "Fisher kernel" has been combined with discriminative classifiers such as SVM and applied successfully in e.g.

Massive transaction data sets are recorded in a routine manner in telecommunications, retail commerce, and Web site management. In this paper we address the problem of inferring predictive individual profilesfrom such historical transaction data. We describe a generative mixture model for count data and use an an approximate Bayesian estimation framework that effectively combines anindividual's specific history with more general population patterns. We use a large real-world retail transaction data set to illustrate how these profiles consistently outperform non-mixture and non-Bayesian techniques in predicting customer behavior in out-of-sample data.

Our BFBP (Batch Fit to Best Paths) algorithm alternates between an exploration phase (during which trajectories are generated to try to find fragments of the optimal policy) and a function fitting phase (during which a function approximator is fit to the best known paths from start states to terminal states). An advantage of this approach is that batch value-function fitting is a global process, which allows it to address the tradeoffs in function approximation that cannot be handled by local, online algorithms.

We address two open theoretical questions in Policy Gradient Reinforcement Learning.The first concerns the efficacy of using function approximation torepresent the state action value function, .

One formulation is based on SVM regression; the second is based on the Bellman equation; and the third seeks only to ensure that good moves have an advantage over bad moves. All formulations attemptto minimize the number of support vectors while fitting the data. Experiments in a difficult, synthetic maze problem show that all three formulations give excellent performance, but the advantage formulation is much easier to train. Unlike policy gradient methods,the kernel methods described here can easily'adjust the complexity of the function approximator to fit the complexity of the value function.

We describe a computer system that provides a real-time musical accompanimentfor a live soloist in a piece of non-improvised music for soloist and accompaniment. A Bayesian network is developed thatrepresents the joint distribution on the times at which the solo and accompaniment notes are played, relating the two parts through a layer of hidden variables. The network is first constructed usingthe rhythmic information contained in the musical score. The network is then trained to capture the musical interpretations ofthe soloist and accompanist in an off-line rehearsal phase. During live accompaniment the learned distribution of the network is combined with a real-time analysis of the soloist's acoustic signal, performedwith a hidden Markov model, to generate a musically principledaccompaniment that respects all available sources of knowledge. A live demonstration will be provided.