Uncertainty
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.
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.
Reinforcement Learning Based on On-Line EM Algorithm
On the other hand, applications to continuous state/action problems (Werbos, 1990; Doya, 1996; Sofge & White, 1992) are much more difficult than the finite state/action cases. Good function approximation methods and fast learning algorithms are crucial for successful applications. In this article, we propose a new RL method that has the above-mentioned two features. This method is based on an actor-critic architecture (Barto et al., 1983), although the detailed implementations of the actor and the critic are quite differ- Reinforcement Learning Based on On-Line EM Algorithm 1053 ent from those in the original actor-critic model. The actor and the critic in our method estimate a policy and a Q-function, respectively, and are approximated by Normalized Gaussian Networks (NGnet) (l'doody & Darken, 1989).
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.
DTs: Dynamic Trees
Williams, Christopher K. I., Adams, Nicholas J.
A dynamic tree model specifies a prior over a large number of trees, each one of which is a tree-structured belief net (TSBN) . Our aim is to retain the advantages of tree-structured belief networks, namely the hierarchical structure of the model and (in part) the efficient inference algorithms, while avoiding the "blocky" artifacts that derive from a single, fixed TSBN structure. One use for DTs is as prior models over labellings for image segmentation problems.
Discovering Hidden Features with Gaussian Processes Regression
Vivarelli, Francesco, Williams, Christopher K. I.
W is often taken to be diagonal, but if we allow W to be a general positive definite matrix which can be tuned on the basis of training data, then an eigen-analysis of W shows that we are effectively creating hidden features, where the dimensionality of the hidden-feature space is determined by the data. We demonstrate the superiority of predictions usi ng the general matrix over those based on a diagonal matrix on two test problems.
Inference in Multilayer Networks via Large Deviation Bounds
Kearns, Michael J., Saul, Lawrence K.
Arguably oneabilities of the most important types of information processing is the capacity for probabilistic reasoning. The properties of undirectedproDabilistic models represented as symmetric networks ethave been studied extensively using methods from statistical mechanics (Hertz aI, 1991). Detailed analyses of these models are possible by exploiting averaging that occur in the thermodynamic limit of large networks.phenomena In this paper, we analyze the limit of large, multilayer networks for probabilistic models represented as directed acyclic graphs. These models are known as Bayesian networks (Pearl, 1988; Neal, 1992), and they have different probabilistic semantics than symmetric neural networks (such as Hopfield models or Boltzmann machines). We show that the intractability of exact inference in multilayer Bayesian networks 261 Inference in Multilayer Networks via Large Deviation Bounds does not preclude their effective use. Our work builds on earlier studies of variational methods (Jordan et aI, 1997).