unsupervised variational bayesian learning
Unsupervised Variational Bayesian Learning of Nonlinear Models
In this paper we present a framework for using multi-layer per- ceptron (MLP) networks in nonlinear generative models trained by variational Bayesian learning. The nonlinearity is handled by linearizing it using a Gauss–Hermite quadrature at the hidden neu- rons. The method can be used to derive nonlinear coun- terparts for linear algorithms such as factor analysis, independent component/factor analysis and state-space models. This is demon- strated with a nonlinear factor analysis experiment in which even 20 sources can be estimated from a real world speech data set.
Unsupervised Variational Bayesian Learning of Nonlinear Models
Honkela, Antti, Valpola, Harri
In this paper we present a framework for using multi-layer perceptron (MLP)networks in nonlinear generative models trained by variational Bayesian learning. The nonlinearity is handled by linearizing it using a Gauss-Hermite quadrature at the hidden neurons. Thisyields an accurate approximation for cases of large posterior variance.The method can be used to derive nonlinear counterparts forlinear algorithms such as factor analysis, independent component/factor analysis and state-space models. This is demonstrated witha nonlinear factor analysis experiment in which even 20 sources can be estimated from a real world speech data set.