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75
A Variational Bayesian Framework for Graphical Models
 In Advances in Neural Information Processing Systems 12
, 2000
"... This paper presents a novel practical framework for Bayesian model averaging and model selection in probabilistic graphical models. Our approach approximates full posterior distributions over model parameters and structures, as well as latent variables, in an analytical manner. These posteriors ..."
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Cited by 258 (7 self)
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This paper presents a novel practical framework for Bayesian model averaging and model selection in probabilistic graphical models. Our approach approximates full posterior distributions over model parameters and structures, as well as latent variables, in an analytical manner. These posteriors fall out of a freeform optimization procedure, which naturally incorporates conjugate priors. Unlike in large sample approximations, the posteriors are generally nonGaussian and no Hessian needs to be computed. Predictive quantities are obtained analytically. The resulting algorithm generalizes the standard Expectation Maximization algorithm, and its convergence is guaranteed. We demonstrate that this approach can be applied to a large class of models in several domains, including mixture models and source separation. 1 Introduction A standard method to learn a graphical model 1 from data is maximum likelihood (ML). Given a training dataset, ML estimates a single optimal value f...
The Bayes Net Toolbox for MATLAB
 Computing Science and Statistics
, 2001
"... The Bayes Net Toolbox (BNT) is an opensource Matlab package for directed graphical models. BNT supports many kinds of nodes (probability distributions), exact and approximate inference, parameter and structure learning, and static and dynamic models. BNT is widely used in teaching and research: the ..."
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Cited by 226 (1 self)
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The Bayes Net Toolbox (BNT) is an opensource Matlab package for directed graphical models. BNT supports many kinds of nodes (probability distributions), exact and approximate inference, parameter and structure learning, and static and dynamic models. BNT is widely used in teaching and research: the web page has received over 28,000 hits since May 2000. In this paper, we discuss a broad spectrum of issues related to graphical models (directed and undirected), and describe, at a highlevel, how BNT was designed to cope with them all. We also compare BNT to other software packages for graphical models, and to the nascent OpenBayes effort.
Learning with Labeled and Unlabeled Data
, 2001
"... In this paper, on the one hand, we aim to give a review on literature dealing with the problem of supervised learning aided by additional unlabeled data. On the other hand, being a part of the author's first year PhD report, the paper serves as a frame to bundle related work by the author as we ..."
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Cited by 189 (3 self)
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In this paper, on the one hand, we aim to give a review on literature dealing with the problem of supervised learning aided by additional unlabeled data. On the other hand, being a part of the author's first year PhD report, the paper serves as a frame to bundle related work by the author as well as numerous suggestions for potential future work. Therefore, this work contains more speculative and partly subjective material than the reader might expect from a literature review. We give a rigorous definition of the problem and relate it to supervised and unsupervised learning. The crucial role of prior knowledge is put forward, and we discuss the important notion of inputdependent regularization. We postulate a number of baseline methods, being algorithms or algorithmic schemes which can more or less straightforwardly be applied to the problem, without the need for genuinely new concepts. However, some of them might serve as basis for a genuine method. In the literature revi...
Inferring Parameters and Structure of Latent Variable Models by Variational Bayes
, 1999
"... Current methods for learning graphical models with latent variables and a fixed structure estimate optimal values for the model parameters. Whereas this approach usually produces overfitting and suboptimal generalization performance, carrying out the Bayesian program of computing the full posterior ..."
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Cited by 182 (1 self)
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Current methods for learning graphical models with latent variables and a fixed structure estimate optimal values for the model parameters. Whereas this approach usually produces overfitting and suboptimal generalization performance, carrying out the Bayesian program of computing the full posterior distributions over the parameters remains a difficult problem. Moreover, learning the structure of models with latent variables, for which the Bayesian approach is crucial, is yet a harder problem. In this paper I present the Variational Bayes framework, which provides a solution to these problems. This approach approximates full posterior distributions over model parameters and structures, as well as latent variables, in an analytical manner without resorting to sampling methods. Unlike in the Laplace approximation, these posteriors are generally nonGaussian and no Hessian needs to be computed. The resulting algorithm generalizes the standard Expectation Maximization a...
A Unified Mixture Framework for Motion Segmentation: Incorporating Spatial Coherence and Estimating the Number of Models
"... Describing a video sequence in terms of a small number of coherently moving segments is useful for tasks ranging from video compression to event perception. A promising approach is to view the motion segmentation problem in a mixture estimation framework. However, existing formulations generally use ..."
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Cited by 174 (4 self)
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Describing a video sequence in terms of a small number of coherently moving segments is useful for tasks ranging from video compression to event perception. A promising approach is to view the motion segmentation problem in a mixture estimation framework. However, existing formulations generally use only the motion data and thus fail to make use of static cues when segmenting the sequence. Furthermore, the number of models is either specified in advance or estimated outside the mixturemodel framework. In this work we address both of these issues. We show how to add spatial constraints to the mixture formulations and present a variant of the EM algorithm that makes use of both the form and the motion constraints. Moreover this algorithm estimates the number of segments given knowledge about the level of model failure expected in the sequence. The algorithm's performance is illustrated on synthetic and real image sequences.
Variational learning for switching statespace models
 Neural Computation
, 1998
"... We introduce a new statistical model for time series which iteratively segments data into regimes with approximately linear dynamics and learns the parameters of each of these linear regimes. This model combines and generalizes two of the most widely used stochastic time series models  hidden Ma ..."
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Cited by 164 (6 self)
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We introduce a new statistical model for time series which iteratively segments data into regimes with approximately linear dynamics and learns the parameters of each of these linear regimes. This model combines and generalizes two of the most widely used stochastic time series models  hidden Markov models and linear dynamical systems  and is closely 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 (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) algorithm cannot be applied. However, we present a variational approximation that maximizes a lower bound on the log likelihood and makes use of both the forwardbackward recursions for hidden Markov models and the Kalman lter recursions for linear dynamical systems. We tested the algorithm both on artificial data sets and on a natural data set of respiration force from a patient with sleep apnea. The results suggest that variational approximations are a viable method for inference and learning in switching statespace models.
Learning Flexible Sprites in Video Layers
 In CVPR
, 2001
"... We propose a technique for automatically learning layers of "flexible sprites"  probabilistic 2dimensional appearance maps and masks of moving, occluding objects. The model explains each input image as a layered composition of exible sprites. A variational expectation maximization algor ..."
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Cited by 153 (20 self)
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We propose a technique for automatically learning layers of "flexible sprites"  probabilistic 2dimensional appearance maps and masks of moving, occluding objects. The model explains each input image as a layered composition of exible sprites. A variational expectation maximization algorithm is used to learn a mixture of sprites from a video sequence. For each input image, probabilistic inference is used to infer the sprite class, translation, mask values and pixel intensities (including obstructed pixels) in each layer. Exact inference is intractable, but we show how a variational inference technique can be used to process 320 &times; 240 images at 1 frame/second. The only inputs to the learning algorithm are the video sequence, the number of layers and the number of flexible sprites. We give results on several tasks, including summarizing a video sequence with sprites, pointandclick video stabilization, and pointandclick object removal.
Mean Field Theory for Sigmoid Belief Networks
 Journal of Artificial Intelligence Research
, 1996
"... We develop a mean field theory for sigmoid belief networks based on ideas from statistical mechanics. ..."
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Cited by 144 (12 self)
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We develop a mean field theory for sigmoid belief networks based on ideas from statistical mechanics.
Autoencoders, Minimum Description Length and Helmholtz Free Energy
, 1994
"... An autoencoder network uses a set of recognition weights to convert an input vector into a code vector. It then uses a set of generative weights to convert the code vector into an approximate reconstruction of the input vector. We derive an objective function for training autoencoders based on the M ..."
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Cited by 139 (12 self)
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An autoencoder network uses a set of recognition weights to convert an input vector into a code vector. It then uses a set of generative weights to convert the code vector into an approximate reconstruction of the input vector. We derive an objective function for training autoencoders based on the Minimum Description Length (MDL) principle. The aim is to minimize the information required to describe both the code vector and the reconstruction error. We show that this information is minimized by choosing code vectors stochastically according to a Boltzmann distribution, where the generative weights de ne the energy of each possible code vector given the input vector. Unfortunately, if the code vectors use distributed representations, it is exponentially expensive to compute this Boltzmann distribution because it involves all possible code vectors. We show that the recognition weights of an autoencoder can be used to compute an approximation to the Boltzmann distribution and...
Online Unsupervised Outlier Detection Using Finite Mixtures with Discounting Learning Algorithms
 PROCEEDINGS OF THE SIXTH ACM SIGKDD INTERNATIONAL CONFERENCE ON KNOWLEDGE DISCOVERY AND DATA MINING
, 2000
"... Outlier detection is a fundamental issue in data mining, speci cally in fraud detection, network intrusion detection, network monitoring, etc. SmartSifter, which we abbreviate as SS, is an outlier detection engine adrressing this problem from the viewpoint of statistical learning theory. This paper ..."
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Cited by 91 (4 self)
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Outlier detection is a fundamental issue in data mining, speci cally in fraud detection, network intrusion detection, network monitoring, etc. SmartSifter, which we abbreviate as SS, is an outlier detection engine adrressing this problem from the viewpoint of statistical learning theory. This paper provides a theoretical basis for SS and empirically demonstrates its effectiveness. SS detects outliers in an online process through the online unsupervised learning of a probabilistic model (using a finite mixture model) of the information source. Each time a datum is input SS employs an online discounting learning algorithm to learn the probabilistic model. A score is given to the datum based on the learned model, with a high score indicating a high possibility of being a statistical outlier. The novel features of SS are: 1) it is adaptive to nonstationary sources of data; 2) a score has a clear statistical/informationtheoretic meaning; 3) it is computationally inexpensive; and 4) it can handle both categorical and continuous variables. An experimental application to network intrusion detection shows that SS was able to identify data with high scores that corresponded to attacks, with low computational costs. Further experimental application has identified a number of meaningful rare cases in actual health insurance pathology data from Australia's Health Insurance Commission.