This paper introduces a general Bayesian framework for obtaining sparse solutions to regression and classication tasks utilising models linear in the parameters. Although this framework is fully general, we illustrate our approach with a particular specialisation that we denote the `relevance vector machine' (RVM), a model of identical functional form to the popular and state-of-the-art `support vector machine' (SVM). We demonstrate that by exploiting a probabilistic Bayesian learning framework, we can derive accurate prediction models which typically utilise dramatically fewer basis functions than a comparable SVM while oering a number of additional advantages. These include the benets of probabilistic predictions, automatic estimation of `nuisance' parameters, and the facility to utilise arbitrary basis functions (e.g. non-`Mercer' kernels).

This paper provides an introduction to support vector machines (SVMs), kernel Fisher discriminant analysis, and

We describe a learning based method for recovering 3D human body pose from single images and monocular image sequences. Our approach requires neither an explicit body model nor prior labelling of body parts in the image. Instead, it recovers pose by direct nonlinear regression against shape descriptor vectors extracted automatically from image silhouettes. For robustness against local silhouette segmentation errors, silhouette shape is encoded by histogramof-shape-contexts descriptors. For the main regression, we evaluate both regularized least squares and Relevance Vector Machine (RVM) regressors over both linear and kernel bases. The RVM’s provide much sparser regressors without compromising performance, and kernel bases give a small but worthwhile improvement in performance. For realism and good generalization with respect to viewpoints, we train the regressors on images resynthesized from real human motion capture data, and test it both quantitatively on similar independent test data, and qualitatively on a real image sequence. Mean angular errors of 6–7 degrees are obtained — a factor of 3 better than the current state of the art for the much simpler upper body problem. 1.

We describe a learning based method for recovering 3D human body pose from single images and monocular image sequences. Our approach requires neither an explicit body model nor prior labelling of body parts in the image. Instead, it recovers pose by direct nonlinear regression against shape descriptor vectors extracted automatically from image silhouettes. For robustness against local silhouette segmentation errors, silhouette shape is encoded by histogram-of-shape-contexts descriptors. We evaluate several different regression methods: ridge regression, Relevance Vector Machine (RVM) regression and Support Vector Machine (SVM) regression over both linear and kernel bases. The RVMs provide much sparser regressors without compromising performance, and kernel bases give a small but worthwhile improvement in performance. Loss of depth and limb labelling information often makes the recovery of 3D pose from single silhouettes ambiguous. We propose two solutions to this: the first embeds the method in a tracking framework, using dynamics from the previous state estimate to disambiguate the pose; the second uses a mixture of regressors framework to return multiple solutions for each silhouette. We show that the resulting system tracks long sequences stably, and is also capable of accurately reconstructing 3D human pose from single images, giving multiple possible solutions in ambiguous cases. For realism and good generalization over a wide range of viewpoints, we train the regressors on images resynthesized from real human motion capture data. The method is demonstrated on a 54-parameter full body pose model, both quantitatively on independent but similar test data, and qualitatively on real image sequences. Mean angular errors of 4–5 degrees are obtained — a factor of 3 better than the current state of the art for the much simpler upper body problem.

The data of interest are assumed to be represented as N-dimensional real vectors, and these vectors are compressible in some linear basis B, implying that the signal can be reconstructed accurately using only a small number M ≪ N of basis-function coefficients associated with B. Compressive sensing is a framework whereby one does not measure one of the aforementioned N-dimensional signals directly, but rather a set of related measurements, with the new measurements a linear combination of the original underlying N-dimensional signal. The number of required compressive-sensing measurements is typically much smaller than N, offering the potential to simplify the sensing system. Let f denote the unknown underlying N-dimensional signal, and g a vector of compressive-sensing measurements, then one may approximate f accurately by utilizing knowledge of the (under-determined) linear relationship between f and g, in addition to knowledge of the fact that f is compressible in B. In this paper we employ a Bayesian formalism for estimating the underlying signal f based on compressive-sensing measurements g. The proposed framework has the following properties: (i) in addition to estimating the underlying signal f, “error bars ” are also estimated, these giving a measure of confidence in the inverted signal; (ii) using knowledge of the error bars, a principled means is provided for determining when a sufficient

Multi-task learning (MTL) is considered for logistic-regression classifiers, based on a Dirichlet process (DP) formulation. A symmetric MTL (SMTL) formulation is considered in which classifiers for multiple tasks are learned jointly, with a variational Bayesian (VB) solution. We also consider an asymmetric MTL (AMTL) formulation in which the posterior density function from the SMTL model parameters, from previous tasks, is used as a prior for a new task; this approach has the significant advantage of not requiring storage and use of all previous data from prior tasks. The AMTL formulation is solved with a simple Markov Chain Monte Carlo (MCMC) construction. Comparisons are also made to simpler approaches, such as single-task learning, pooling of data across tasks, and simplified approximations to DP. A comprehensive analysis of algorithm performance is addressed through consideration of two data sets that are matched to the MTL problem.

The goal of supervised learning is to infer a functional mapping based on a set of training examples. To achieve good generalization, it is necessary to control the "complexity" of the learned function. In Bayesian approaches, this is done by adopting a prior for the parameters of the function being learned. We propose a Bayesian approach to supervised learning, which leads to sparse solutions; that is, in which irrelevant parameters are automatically set exactly to zero. Other ways to obtain sparse classifiers (such as Laplacian priors, support vector machines) involve (hyper)parameters which control the degree of sparseness of the resulting classifiers; these parameters have to be somehow adjusted/estimated from the training data. In contrast, our approach does not involve any (hyper)parameters to be adjusted or estimated. This is achieved by a hierarchical-Bayes interpretation of the Laplacian prior, which is then modified by the adoption of a Jeffreys' noninformative hyperprior. Implementation is carried out by an expectationmaximization (EM) algorithm. Experiments with several benchmark data sets show that the proposed approach yields state-of-the-art performance. In particular, our method outperforms SVMs and performs competitively with the best alternative techniques, although it involves no tuning or adjustment of sparseness-controlling hyperparameters.

We investigate a new kernel-based classifier: the Kernel Fisher Discriminant (KFD). A mathematical programming formulation based on the observation that KFD maximizes the average margin permits an interesting modification of the original KFD algorithm yielding the sparse KFD. We find that both, KFD and the proposed sparse KFD, can be understood in an unifying probabilistic context. Furthermore, we show connections to Support Vector Machines and Relevance Vector Machines. From this understanding, we are able to outline an interesting kernel--regression technique based upon the KFD algorithm. Simulations support the usefulness of our approach.

Abstract—Sparse Bayesian learning (SBL) and specifically relevance vector machines have received much attention in the machine learning literature as a means of achieving parsimonious representations in the context of regression and classification. The methodology relies on a parameterized prior that encourages models with few nonzero weights. In this paper, we adapt SBL to the signal processing problem of basis selection from overcomplete dictionaries, proving several results about the SBL cost function that elucidate its general behavior and provide solid theoretical justification for this application. Specifically, we have shown that SBL retains a desirable property of the 0-norm diversity measure (i.e., the global minimum is achieved at the maximally sparse solution) while often possessing a more limited constellation of local minima. We have also demonstrated that the local minima that do exist are achieved at sparse solutions. Later, we provide a novel interpretation of SBL that gives us valuable insight into why it is successful in producing sparse representations. Finally, we include simulation studies comparing sparse Bayesian learning with Basis Pursuit and the more recent FOCal Underdetermined System Solver (FOCUSS) class of basis selection algorithms. These results indicate that our theoretical insights translate directly into improved performance. Index Terms—Basis selection, diversity measures, linear inverse problems, sparse Bayesian learning, sparse representations. I.

Matching Pursuit algorithms learn a function that is a weighted sum of basis functions, by sequentially appending functions to an initially empty basis, to approximate a target function in the leastsquares sense. We show how matching pursuit can be extended to use non-squared error loss functions, and how it can be used to build kernel-based solutions to machine-learning problems, while keeping control of the sparsity of the solution. We also derive MDL motivated generalization bounds for this type of algorithm, and compare them to related SVM (Support Vector Machine) bounds. Finally, links to boosting algorithms and RBF training procedures, as well as an extensive experimental comparison with SVMs for classification are given, showing comparable results with typically sparser models. 1