Results 11  20
of
108
Incremental Online Learning in High Dimensions
 Neural Computation
, 2005
"... Locally weighted projection regression (LWPR) is a new algorithm for incremental nonlinear function approximation in high dimensional spaces with redundant and irrelevant input dimensions. At its core, it employs nonparametric regression with locally linear models. In order to stay computationally e ..."
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Cited by 104 (15 self)
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Locally weighted projection regression (LWPR) is a new algorithm for incremental nonlinear function approximation in high dimensional spaces with redundant and irrelevant input dimensions. At its core, it employs nonparametric regression with locally linear models. In order to stay computationally e#cient and numerically robust, each local model performs the regression analysis with a small number of univariate regressions in selected directions in input space in the spirit of partial least squares regression. We discuss when and how local learning techniques can successfully work in high dimensional spaces and review the various techniques for local dimensionality reduction before finally deriving the LWPR algorithm. The properties of LWPR are that it i) learns rapidly with second order learning methods based on incremental training, ii) uses statistically sound stochastic leaveoneout cross validation for learning without the need to memorize training data, iii) adjusts its weighting kernels based only on local information in order to minimize the danger of negative interference of incremental learning, iv) has a computational complexity that is linear in the number of inputs, and v) can deal with a large number of  possibly redundant  inputs, as shown in various empirical evaluations with up to 90 dimensional data sets. For a probabilistic interpretation, predictive variance and confidence intervals are derived. To our knowledge, LWPR is the first truly incremental spatially localized learning method that can successfully and e#ciently operate in very high dimensional spaces.
EM Algorithms for PCA and SPCA
 in Advances in Neural Information Processing Systems
, 1998
"... I present an expectationmaximization (EM) algorithm for principal component analysis (PCA). The algorithm allows a few eigenvectors and eigenvalues to be extracted from large collections of high dimensional data. It is computationally very efficient in space and time. It also naturally accommodates ..."
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Cited by 98 (1 self)
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I present an expectationmaximization (EM) algorithm for principal component analysis (PCA). The algorithm allows a few eigenvectors and eigenvalues to be extracted from large collections of high dimensional data. It is computationally very efficient in space and time. It also naturally accommodates missing information. I also introduce a new variant of PCA called sensible principal component analysis (SPCA) which defines a proper density model in the data space. Learning for SPCA is also done with an EM algorithm. I report results on synthetic and real data showing that these EM algorithms correctly and efficiently find the leading eigenvectors of the covariance of datasets in a few iterations using up to hundreds of thousands of datapoints in thousands of dimensions.
A Framework for Robust Subspace Learning
 International Journal of Computer Vision
, 2003
"... Many computer vision, signal processing and statistical problems can be posed as problems of learning low dimensional linear or multilinear models. These models have been widely used for the representation of shape, appearance, motion, etc, in computer vision applications. ..."
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Cited by 94 (6 self)
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Many computer vision, signal processing and statistical problems can be posed as problems of learning low dimensional linear or multilinear models. These models have been widely used for the representation of shape, appearance, motion, etc, in computer vision applications.
A SplitMerge Markov Chain Monte Carlo Procedure for the Dirichlet Process Mixture Model
 Journal of Computational and Graphical Statistics
, 2000
"... . We propose a splitmerge Markov chain algorithm to address the problem of inefficient sampling for conjugate Dirichlet process mixture models. Traditional Markov chain Monte Carlo methods for Bayesian mixture models, such as Gibbs sampling, can become trapped in isolated modes corresponding to an ..."
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Cited by 91 (0 self)
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. We propose a splitmerge Markov chain algorithm to address the problem of inefficient sampling for conjugate Dirichlet process mixture models. Traditional Markov chain Monte Carlo methods for Bayesian mixture models, such as Gibbs sampling, can become trapped in isolated modes corresponding to an inappropriate clustering of data points. This article describes a MetropolisHastings procedure that can escape such local modes by splitting or merging mixture components. Our MetropolisHastings algorithm employs a new technique in which an appropriate proposal for splitting or merging components is obtained by using a restricted Gibbs sampling scan. We demonstrate empirically that our method outperforms the Gibbs sampler in situations where two or more components are similar in structure. Key words: Dirichlet process mixture model, Markov chain Monte Carlo, MetropolisHastings algorithm, Gibbs sampler, splitmerge updates 1 Introduction Mixture models are often applied to density estim...
A Hierarchical Latent Variable Model for Data Visualization
 IEEE Transactions on Pattern Analysis and Machine Intelligence
, 1997
"... Visualization has proven to be a powerful and widelyapplicable tool for the analysis and interpretation of multivariate data. Most visualization algorithms aim to find a projection from the data space down to a twodimensional visualization space. However, for complex data sets living in a highdi ..."
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Cited by 86 (10 self)
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Visualization has proven to be a powerful and widelyapplicable tool for the analysis and interpretation of multivariate data. Most visualization algorithms aim to find a projection from the data space down to a twodimensional visualization space. However, for complex data sets living in a highdimensional space it is unlikely that a single twodimensional projection can reveal all of the interesting structure. We therefore introduce a hierarchical visualization algorithm which allows the complete data set to be visualized at the top level, with clusters and subclusters of data points visualized at deeper levels. The algorithm is based on a hierarchical mixture of latent variable models, whose parameters are estimated using the expectationmaximization algorithm. We demonstrate the principle of the approach on a toy data set, and we then apply the algorithm to the visualization of a synthetic data set in 12 dimensions obtained from a simulation of multiphase flows in oil pipelines,...
Using Generative Models for Handwritten Digit Recognition
 IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE
, 1996
"... We describe a method of recognizing handwritten digits by fitting generative models that are built from deformable Bsplines with Gaussian "ink generators" spaced along the length of the spline. The splines are adjusted using a novel elastic matching procedure based on the Expectation Maximization ( ..."
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Cited by 69 (8 self)
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We describe a method of recognizing handwritten digits by fitting generative models that are built from deformable Bsplines with Gaussian "ink generators" spaced along the length of the spline. The splines are adjusted using a novel elastic matching procedure based on the Expectation Maximization (EM) algorithm that maximizes the likelihood of the model generating the data. This approach has many advantages. (1) After identifying the model most likely to have generated the data, the system not only produces a classification of the digit but also a rich description of the instantiation parameters which can yield information such as the writing style. (2) During the process of explaining the image, generative models can perform recognition driven segmentation. (3) The method involves a relatively small number of parameters and hence training is relatively easy and fast. (4) Unlike many other recognition schemes it does not rely on some form of prenormalization of input images, but can ...
Switching StateSpace Models
 Kingâ€™s College Road, Toronto M5S 3H5
, 1996
"... We introduce a statistical model for times series data with nonlinear dynamics which iteratively segments the data into regimes with approximately linear dynamics and learns the parameters of each of those regimes. This model combines and generalizes two of the most widely used stochastic time se ..."
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Cited by 41 (2 self)
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We introduce a statistical model for times series data with nonlinear dynamics which iteratively segments the data into regimes with approximately linear dynamics and learns the parameters of each of those regimes. This model combines and generalizes two of the most widely used stochastic time series modelsthe hidden Markov model and the linear dynamical systemand is related to models that are widely used in the control and econometrics literatures. It can also be derived by extending the mixture of experts neural network model (Jacobs et al., 1991) to its fully dynamical version, in which both expert and gating networks are recurrent. Inferring the posterior probabilities of the hidden states of this model is computationally intractable, and therefore the exact Expectation Maximization (EM) alogithm cannot be applied. However, we present a variational approximation which maximizes a lower bound on the log likelihood and makes use of both the forwardbackward recursio...
Bayesian Neural Networks and Density Networks
 Nuclear Instruments and Methods in Physics Research, A
, 1994
"... This paper reviews the Bayesian approach to learning in neural networks, then introduces a new adaptive model, the density network. This is a neural network for which target outputs are provided, but the inputs are unspecied. When a probability distribution is placed on the unknown inputs, a latent ..."
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Cited by 40 (8 self)
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This paper reviews the Bayesian approach to learning in neural networks, then introduces a new adaptive model, the density network. This is a neural network for which target outputs are provided, but the inputs are unspecied. When a probability distribution is placed on the unknown inputs, a latent variable model is dened that is capable of discovering the underlying dimensionality of a data set. A Bayesian learning algorithm for these networks is derived and demonstrated. 1 Introduction to the Bayesian view of learning A binary classier is a parameterized mapping from an input x to an output y 2 [0; 1]); when its parameters w are specied, the classier states the probability that an input x belongs to class t = 1, rather than the alternative t = 0. Consider a binary classier which models the probability as a sigmoid function of x: P (t = 1jx; w;H) = y(x; w;H) = 1 1 + e wx (1) This form of model is known to statisticians as a linear logistic model, and in the neural networks ...
Blind Source Separation and Deconvolution: The Dynamic Component Analysis Algorithm
 Neural Computation
, 1998
"... We derive a novel family of unsupervised learning algorithms for blind separation of mixed and convolved sources. Our approach is based on formulating the separation problem as a learning task of a spatiotemporal generative model, whose parameters are adapted iteratively to minimize suitable error ..."
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Cited by 39 (6 self)
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We derive a novel family of unsupervised learning algorithms for blind separation of mixed and convolved sources. Our approach is based on formulating the separation problem as a learning task of a spatiotemporal generative model, whose parameters are adapted iteratively to minimize suitable error functions, thus ensuring stability of the algorithms. The resulting learning rules achieve separation by exploiting highorder spatiotemporal statistics of the mixture data. Different rules are obtained by learning generative models in the frequency and time domains, whereas a hybrid frequency/time model leads to the best performance. These algorithms generalize independent component analysis to the case of convolutive mixtures and exhibit superior performance on instantaneous mixtures. An extension of the relativegradient concept to the spatiotemporal case leads to fast and efficient learning rules with equivariant properties. Our approach can incorporate information about the mixing sit...
Maximum Likelihood and Minimum Classification Error Factor Analysis for Automatic Speech Recognition
 IEEE Transactions on Speech and Audio Processing
, 1997
"... Hidden Markov models (HMMs) for automatic speech recognition rely on high dimensional feature vectors to summarize the shorttime properties of speech. Correlations between features can arise when the speech signal is nonstationary or corrupted by noise. We investigate how to model these correlatio ..."
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Cited by 36 (3 self)
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Hidden Markov models (HMMs) for automatic speech recognition rely on high dimensional feature vectors to summarize the shorttime properties of speech. Correlations between features can arise when the speech signal is nonstationary or corrupted by noise. We investigate how to model these correlations using factor analysis, a statistical method for dimensionality reduction. Factor analysis uses a small number of parameters to model the covariance structure of high dimensional data. These parameters can be chosen in two ways: (i) to maximize the likelihood of observed speech signals, or (ii) to minimize the number of classification errors. We derive an ExpectationMaximization (EM) algorithm for maximum likelihood estimation and a gradient descent algorithm for improved class discrimination. Speech recognizers are evaluated on two tasks, one smallsized vocabulary (connected alphadigits) and one mediumsized vocabulary (New Jersey town names). We find that modeling feature correlations...