Collaborating Authors

A Mixture of Generalized Hyperbolic Factor Analyzers Machine Learning

Model-based clustering imposes a finite mixture modelling structure on data for clustering. Finite mixture models assume that the population is a convex combination of a finite number of densities, the distribution within each population is a basic assumption of each particular model. Among all distributions that have been tried, the generalized hyperbolic distribution has the advantage that is a generalization of several other methods, such as the Gaussian distribution, the skew t-distribution, etc. With specific parameters, it can represent either a symmetric or a skewed distribution. While its inherent flexibility is an advantage in many ways, it means the estimation of more parameters than its special and limiting cases. The aim of this work is to propose a mixture of generalized hyperbolic factor analyzers to introduce parsimony and extend the method to high dimensional data. This work can be seen as an extension of the mixture of factor analyzers model to generalized hyperbolic mixtures. The performance of our generalized hyperbolic factor analyzers is illustrated on real data, where it performs favourably compared to its Gaussian analogue.

Mixtures of Matrix Variate Bilinear Factor Analyzers Machine Learning

Over the years data has become increasingly higher dimensional, which has prompted an increased need for dimension reduction techniques. This is perhaps especially true for clustering (unsupervised classification) as well as semi-supervised and supervised classification. Although dimension reduction in the area of clustering for multivariate data has been quite thoroughly discussed in the literature, there is relatively little work in the area of three way, or matrix variate, data. Herein, we develop a mixture of matrix variate bilinear factor analyzers (MMVBFA) model for use in clustering high-dimensional matrix variate data. This work can be considered both the first matrix variate bilinear factor analyzers model as well as the first MMVBFA model. Parameter estimation is discussed, and the MMVBFA model is illustrated using simulated and real data.

Mixtures of Skewed Matrix Variate Bilinear Factor Analyzers Machine Learning

Clustering is the process of finding and analyzing underlying group structures in data. In recent years, data as become increasingly higher dimensional and therefore an increased need for dimension reduction techniques for use in clustering. Although such techniques are firmly established in the literature for multivariate data, there is a relative paucity in the area of matrix variate or three way data. Furthermore, these few methods all assume matrix variate normality which is not always sensible if skewness is present. We propose a mixture of bilinear factor analyzers model using four skewed matrix variate distributions, namely the matrix variate skew-t, generalized hyperbolic, variance gamma and normal inverse Gaussian distributions.

Product Analysis: Learning to Model Observations as Products of Hidden Variables

Neural Information Processing Systems

Factor analysis and principal components analysis can be used to model linear relationships between observed variables and linearly map high-dimensional data to a lower-dimensional hidden space. In factor analysis, the observations are modeled as a linear combination ofnormally distributed hidden variables. We describe a nonlinear generalization of factor analysis, called "product analysis", thatmodels the observed variables as a linear combination of products of normally distributed hidden variables. Just as factor analysiscan be viewed as unsupervised linear regression on unobserved, normally distributed hidden variables, product analysis canbe viewed as unsupervised linear regression on products of unobserved, normally distributed hidden variables. The mapping betweenthe data and the hidden space is nonlinear, so we use an approximate variational technique for inference and learning.

Adaptive Mixtures of Factor Analyzers Machine Learning

A mixture of factor analyzers is a semi-parametric density estimator that generalizes the well-known mixtures of Gaussians model by allowing each Gaussian in the mixture to be represented in a different lower-dimensional manifold. This paper presents a robust and parsimonious model selection algorithm for training a mixture of factor analyzers, carrying out simultaneous clustering and locally linear, globally nonlinear dimensionality reduction. Permitting different number of factors per mixture component, the algorithm adapts the model complexity to the data complexity. We compare the proposed algorithm with related automatic model selection algorithms on a number of benchmarks. The results indicate the effectiveness of this fast and robust approach in clustering, manifold learning and class-conditional modeling.