Uncertainty
Experiences with Bayesian Learning in a Real World Application
Sykacek, Peter, Dorffner, Georg, Rappelsberger, Peter, Zeitlhofer, Josef
Sleep staging is usually based on rules defined by Rechtschaffen and Kales (see [8]). Rechtschaffen and Kales rules define 4 sleep stages, stage one to four, as well as rapid eye movement (REM) and wakefulness. In [1] J. Bentrup and S. Ray report that every year nearly one million US citizens consulted their physicians concerning their sleep. Since sleep staging is a tedious task (one all night recording on average takes abou t 3 hours to score manually), much effort was spent in designing automatic sleep stagers. Sleep staging is a classification problem which was solved using classical statistical t.echniques or techniques emerged from the field of artificial intelligence (AI) . Among classical techniques especially the k nearest neighbor technique was used. In [1] J. Bentrup and S. Ray report that the classical technique outperformed their AI approaches. Among techniques from the field of AI, researchers used inductive learning to build tree based classifiers (e.g.
Function Approximation with the Sweeping Hinge Algorithm
Hush, Don R., Lozano, Fernando, Horne, Bill G.
We present a computationally efficient algorithm for function approximation withpiecewise linear sigmoidal nodes. A one hidden layer network is constructed one node at a time using the method of fitting the residual. The task of fitting individual nodes is accomplished usinga new algorithm that searchs for the best fit by solving a sequence of Quadratic Programming problems. This approach offers significantadvantages over derivative-based search algorithms (e.g.
Intelligent Data Analysis: Reasoning About Data
Berthold, Michael, Cohen, Paul R., Liu, Xiaohui
The Second International Symposium on Intelligent Data Analysis (IDA97) was held at Birkbeck College, University of London, on 4 to 6 August 1997. The main theme of IDA97 was to reason about how to analyze data,perhaps as human analysts do, by exploiting many methods from diverse disciplines. This article outlines several key issues and challenges, discusses how they were addressed at the conference, and presents opportunities for further work in the field.
Probabilistic Inference from Arbitrary Uncertainty using Mixtures of Factorized Generalized Gaussians
Ruiz, A., Lopez-de-Teruel, P. E., Garrido, M. C.
This paper presents a general and efficient framework for probabilistic inference and learning from arbitrary uncertain information. It exploits the calculation properties of finite mixture models, conjugate families and factorization. Both the joint probability density of the variables and the likelihood function of the (objective or subjective) observation are approximated by a special mixture model, in such a way that any desired conditional distribution can be directly obtained without numerical integration. We have developed an extended version of the expectation maximization (EM) algorithm to estimate the parameters of mixture models from uncertain training examples (indirect observations). As a consequence, any piece of exact or uncertain information about both input and output values is consistently handled in the inference and learning stages. This ability, extremely useful in certain situations, is not found in most alternative methods. The proposed framework is formally justified from standard probabilistic principles and illustrative examples are provided in the fields of nonparametric pattern classification, nonlinear regression and pattern completion. Finally, experiments on a real application and comparative results over standard databases provide empirical evidence of the utility of the method in a wide range of applications.
Learning Exact Patterns of Quasi-synchronization among Spiking Neurons from Data on Multi-unit Recordings
Martignon, Laura, Laskey, Kathryn B., Deco, Gustavo, Vaadia, Eilon
This paper develops arguments for a family of temporal log-linear models to represent spatiotemporal correlations among the spiking events in a group of neurons. The models can represent not just pairwise correlations but also correlations of higher order. Methods are discussed for inferring the existence or absence of correlations and estimating their strength. A frequentist and a Bayesian approach to correlation detection are compared.
Analysis of Temporal-Diffference Learning with Function Approximation
Tsitsiklis, John N., Roy, Benjamin Van
We present new results about the temporal-difference learning algorithm, as applied to approximating the cost-to-go function of a Markov chain using linear function approximators. The algorithm we analyze performs online updating of a parameter vector during a single endless trajectory of an aperiodic irreducible finite state Markov chain. Results include convergence (with probability 1), a characterization of the limit of convergence, and a bound on the resulting approximation error. In addition to establishing new and stronger results than those previously available, our analysis is based on a new line of reasoning that provides new intuition about the dynamics of temporal-difference learning. Furthermore, we discuss the implications of two counterexamples with regards to the Significance of online updating and linearly parameterized function approximators. 1 INTRODUCTION The problem of predicting the expected long-term future cost (or reward) of a stochastic dynamic system manifests itself in both time-series prediction and control.
Maximum Likelihood Blind Source Separation: A Context-Sensitive Generalization of ICA
Pearlmutter, Barak A., Parra, Lucas C.
We cast the problem as one of maximum likelihood density estimation, and in that framework introduce an algorithm that searches for independent components using both temporal and spatial cues. We call the resulting algorithm "Contextual ICA," after the (Bell and Sejnowski 1995) Infomax algorithm, which we show to be a special case of cICA. Because cICA can make use of the temporal structure of its input, it is able separate in a number of situations where standard methods cannot, including sources with low kurtosis, colored Gaussian sources, and sources which have Gaussian histograms. 1 The Blind Source Separation Problem Consider a set of n indepent sources
Regression with Input-Dependent Noise: A Bayesian Treatment
Bishop, Christopher M., Quazaz, Cazhaow S.
In most treatments of the regression problem it is assumed that the distribution of target data can be described by a deterministic function of the inputs, together with additive Gaussian noise having constant variance. The use of maximum likelihood to train such models then corresponds to the minimization of a sum-of-squares error function. In many applications a more realistic model would allow the noise variance itself to depend on the input variables. However, the use of maximum likelihood to train such models would give highly biased results. In this paper we show how a Bayesian treatment can allow for an input-dependent variance while overcoming the bias of maximum likelihood.
Local Bandit Approximation for Optimal Learning Problems
Duff, Michael O., Barto, Andrew G.
A Bayesian formulation of the problem leads to a clear concept of a solution whose computation, however, appears to entail an examination of an intractably-large number of hyperstates. This paper has suggested extending the Gittins index approach (which applies with great power and elegance to the special class of multi-armed bandit processes) to general adaptive MDP's. The hope has been that if certain salient features of the value of information could be captured, even approximately, then one could be led to a reasonable method for avoiding certain defects of certainty-equivalence approaches (problems with identifiability, "metastability"). Obviously, positive evidence, in the form of empirical results from simulation experiments, would lend support to these ideas-work along these lines is underway. Local bandit approximation is but one approximate computational approach for problems of optimal learning and dual control. Most prominent in the literature of control theory is the "wide-sense" approach of [Bar-Shalom & Tse, 1976], which utilizes local quadratic approximations about nominal state/control trajectories. For certain problems, this method has demonstrated superior performance compared to a certainty-equivalence approach, but it is computationally very intensive and unwieldy, particularly for problems with controller dimension greater than one. One could revert to the view of the bandit problem, or general adaptive MDP, as simply a very large MDP defined over hyperstates, and then consider a some- Local Bandit Approximationfor Optimal Learning Problems 1025 what direct approach in which one performs approximate dynamic programming with function approximation over this domain-details of function-approximation, feature-selection, and "training" all become important design issues.