Technology
Fisher Scoring and a Mixture of Modes Approach for Approximate Inference and Learning in Nonlinear State Space Models
Briegel, Thomas, Tresp, Volker
The difficulties lie in the Monte-Carlo E-step which consists of sampling from the posterior distribution of the hidden variables given the observations. The new idea presented in this paper is to generate samples from a Gaussian approximation to the true posterior from which it is easy to obtain independent samples. The parameters of the Gaussian approximation are either derived from the extended Kalman filter or the Fisher scoring algorithm. In case the posterior density is multimodal wepropose to approximate the posterior by a sum of Gaussians (mixture of modes approach). We show that sampling from the approximate posteriordensities obtained by the above algorithms leads to better models than using point estimates for the hidden states. In our experiment, theFisher scoring algorithm obtained a better approximation of the posterior mode than the EKF. For a multimodal distribution, the mixture ofmodes approach gave superior results. 1 INTRODUCTION Nonlinear state space models (NSSM) are a general framework for representing nonlinear time series. In particular, any NARMAX model (nonlinear auto-regressive moving average model with external inputs) can be translated into an equivalent NSSM.
Learning a Continuous Hidden Variable Model for Binary Data
Lee, Daniel D., Sompolinsky, Haim
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 continuousGaussian 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 binarydistribution and on handwritten digit images. Introduction Principal Components Analysis (PCA) is a widely used statistical technique for representing datawith 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.
Source Separation as a By-Product of Regularization
Hochreiter, Sepp, Schmidhuber, Jürgen
This paper reveals a previously ignored connection between two important fields: regularization and independent component analysis (ICA).We show that at least one representative of a broad class of algorithms (regularizers that reduce network complexity) extracts independent features as a byproduct. This algorithm is Flat Minimum Search (FMS), a recent general method for finding low-complexity networks with high generalization capability. FMS works by minimizing both training error and required weight precision. Accordingto our theoretical analysis the hidden layer of an FMStrained autoassociator attempts at coding each input by a sparse code with as few simple features as possible. In experiments themethod extracts optimal codes for difficult versions of the "noisy bars" benchmark problem by separating the underlying sources, whereas ICA and PCA fail.
Regularizing AdaBoost
Rätsch, Gunnar, Onoda, Takashi, Müller, Klaus R.
We will also introduce a regularization strategy(analogous to weight decay) into boosting. This strategy uses slack variables to achieve a soft margin (section 4). Numerical experiments show the validity of our regularization approach in section 5 and finally a brief conclusion is given. 2 AdaBoost Algorithm Let {ht(x): t 1, ...,T} be an ensemble of T hypotheses defined on input vector x and e
Learning Mixture Hierarchies
Vasconcelos, Nuno, Lippman, Andrew
The hierarchical representation of data has various applications in domains suchas data mining, machine vision, or information retrieval. In this paper we introduce an extension of the Expectation-Maximization (EM) algorithm that learns mixture hierarchies in a computationally efficient manner.Efficiency is achieved by progressing in a bottom-up fashion, i.e. by clustering the mixture components of a given level in the hierarchy to obtain those of the level above. This clustering requires only knowledge of the mixture parameters, there being no need to resort to intermediate samples.
Fast Neural Network Emulation of Dynamical Systems for Computer Animation
Grzeszczuk, Radek, Terzopoulos, Demetri, Hinton, Geoffrey E.
Computer animation through the numerical simulation of physics-based graphics models offers unsurpassed realism, but it can be computationally demanding.This paper demonstrates the possibility of replacing the numerical simulation of nontrivial dynamic models with a dramatically more efficient "NeuroAnimator" that exploits neural networks. NeuroAnimators areautomatically trained off-line to emulate physical dynamics through the observation of physics-based models in action. Depending onthe model, its neural network emulator can yield physically realistic animation one or two orders of magnitude faster than conventional numericalsimulation. We demonstrate NeuroAnimators for a variety of physics-based models. 1 Introduction Animation based on physical principles has been an influential trend in computer graphics for over a decade (see, e.g., [1, 2, 3]). In conjunction with suitable control and constraint mechanisms, physical models also facilitate the production of copious quantities of realistic animationin a highly automated fashion.