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296
Hierarchical mixtures of experts and the EM algorithm
 Neural Computation
, 1994
"... We present a treestructured architecture for supervised learning. The statistical model underlying the architecture is a hierarchical mixture model in which both the mixture coefficients and the mixture components are generalized linear models (GLIM’s). Learning is treated as a maximum likelihood ..."
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Cited by 723 (19 self)
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We present a treestructured architecture for supervised learning. The statistical model underlying the architecture is a hierarchical mixture model in which both the mixture coefficients and the mixture components are generalized linear models (GLIM’s). Learning is treated as a maximum likelihood problem; in particular, we present an ExpectationMaximization (EM) algorithm for adjusting the parameters of the architecture. We also develop an online learning algorithm in which the parameters are updated incrementally. Comparative simulation results are presented in the robot dynamics domain. 1
Dynamic Bayesian Networks: Representation, Inference and Learning
, 2002
"... Modelling sequential data is important in many areas of science and engineering. Hidden Markov models (HMMs) and Kalman filter models (KFMs) are popular for this because they are simple and flexible. For example, HMMs have been used for speech recognition and biosequence analysis, and KFMs have bee ..."
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Cited by 564 (3 self)
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Modelling sequential data is important in many areas of science and engineering. Hidden Markov models (HMMs) and Kalman filter models (KFMs) are popular for this because they are simple and flexible. For example, HMMs have been used for speech recognition and biosequence analysis, and KFMs have been used for problems ranging from tracking planes and missiles to predicting the economy. However, HMMs
and KFMs are limited in their “expressive power”. Dynamic Bayesian Networks (DBNs) generalize HMMs by allowing the state space to be represented in factored form, instead of as a single discrete random variable. DBNs generalize KFMs by allowing arbitrary probability distributions, not just (unimodal) linearGaussian. In this thesis, I will discuss how to represent many different kinds of models as DBNs, how to perform exact and approximate inference in DBNs, and how to learn DBN models from sequential data.
In particular, the main novel technical contributions of this thesis are as follows: a way of representing
Hierarchical HMMs as DBNs, which enables inference to be done in O(T) time instead of O(T 3), where T is the length of the sequence; an exact smoothing algorithm that takes O(log T) space instead of O(T); a simple way of using the junction tree algorithm for online inference in DBNs; new complexity bounds on exact online inference in DBNs; a new deterministic approximate inference algorithm called factored frontier; an analysis of the relationship between the BK algorithm and loopy belief propagation; a way of
applying RaoBlackwellised particle filtering to DBNs in general, and the SLAM (simultaneous localization
and mapping) problem in particular; a way of extending the structural EM algorithm to DBNs; and a variety of different applications of DBNs. However, perhaps the main value of the thesis is its catholic presentation of the field of sequential data modelling.
MultiModal Volume Registration by Maximization of Mutual Information
, 1996
"... A new informationtheoretic approach is presented for finding the registration of volumetric medical images of differing modalities. Registration is achieved by adjustment of the relative pose until the mutual information between images is maximized. In our derivation of the registration procedure, ..."
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Cited by 342 (19 self)
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A new informationtheoretic approach is presented for finding the registration of volumetric medical images of differing modalities. Registration is achieved by adjustment of the relative pose until the mutual information between images is maximized. In our derivation of the registration procedure, few assumptions are made about the nature of the imaging process. As a result the algorithms are quite general and can foreseeably be used with a wide variety of imaging devices. This approach works directly with raw images; no preprocessing or feature detection is required. As opposed to featurebased techniques, all of the information in the scan is used to evaluate the registration. This technique is however more flexible and robust than other intensity based techniques like correlation. Additionally, it has an efficient implementation that is based on stochastic approximation. Experiments are presented that demonstrate the approach registering magnetic resonance (MR) images with comput...
A Unifying Review of Linear Gaussian Models
, 1999
"... Factor analysis, principal component analysis, mixtures of gaussian clusters, vector quantization, Kalman filter models, and hidden Markov models can all be unified as variations of unsupervised learning under a single basic generative model. This is achieved by collecting together disparate observa ..."
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Cited by 260 (17 self)
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Factor analysis, principal component analysis, mixtures of gaussian clusters, vector quantization, Kalman filter models, and hidden Markov models can all be unified as variations of unsupervised learning under a single basic generative model. This is achieved by collecting together disparate observations and derivations made by many previous authors and introducing a new way of linking discrete and continuous state models using a simple nonlinearity. Through the use of other nonlinearities, we show how independent component analysis is also a variation of the same basic generative model. We show that factor analysis and mixtures of gaussians can be implemented in autoencoder neural networks and learned using squared error plus the same regularization term. We introduce a new model for static data, known as sensible principal component analysis, as well as a novel concept of spatially adaptive observation noise. We also review some of the literature involving global and local mixtures of the basic models and provide pseudocode for inference and learning for all the basic models.
Dynamically Forecasting Network Performance Using the Network Weather Service
, 1998
"... this paper, we outline its design and detail the predictive performance of the forecasts it generates. While the forecasting methods are general, we focus on their ability to predict the TCP/IP endtoend throughput and latency that is attainable by an application using systems located at different ..."
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Cited by 242 (35 self)
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this paper, we outline its design and detail the predictive performance of the forecasts it generates. While the forecasting methods are general, we focus on their ability to predict the TCP/IP endtoend throughput and latency that is attainable by an application using systems located at different sites. Such network forecasts are needed both to support scheduling [5], and by the metacomputing software infrastructure to develop qualityofservice guarantees [10, 17]. Keywords: scheduling, metacomputing, qualityofservice, statistical forecasting, network performance monitoring
Forecasting Network Performance to Support Dynamic Scheduling Using the Network Weather Service
 In Proc. 6th IEEE Symp. on High Performance Distributed Computing
, 1997
"... The Network Weather Service is a generalizable and extensible facility designed to provide dynamic resource performance forecasts in metacomputing environments. In this paper, we outline its design and detail the predictive performance of the forecasts it generates. While the forecasting methods are ..."
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Cited by 206 (12 self)
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The Network Weather Service is a generalizable and extensible facility designed to provide dynamic resource performance forecasts in metacomputing environments. In this paper, we outline its design and detail the predictive performance of the forecasts it generates. While the forecasting methods are general, we focus on their ability to predict the TCP/IP endtoend throughput and latency that is attainable by an application using systems located at different sites. Such network forecasts are needed both to support scheduling [5], and by the metacomputing software infrastructure to develop qualityofservice guarantees [10, 17]. Keywords: scheduling, metacomputing, qualityofservice, statistical forecasting, network performance monitoring 1. Introduction As network technology advances, the resulting improvements in interprocess communication speeds make it possible to use interconnected but separate computer systems as a highperformance computational platform or metacomputer. Effect...
Learning and Sequential Decision Making
 LEARNING AND COMPUTATIONAL NEUROSCIENCE
, 1989
"... In this report we show how the class of adaptive prediction methods that Sutton called "temporal difference," or TD, methods are related to the theory of squential decision making. TD methods have been used as "adaptive critics" in connectionist learning systems, and have been proposed as models of ..."
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Cited by 195 (10 self)
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In this report we show how the class of adaptive prediction methods that Sutton called "temporal difference," or TD, methods are related to the theory of squential decision making. TD methods have been used as "adaptive critics" in connectionist learning systems, and have been proposed as models of animal learning in classical conditioning experiments. Here we relate TD methods to decision tasks formulated in terms of a stochastic dynamical system whose behavior unfolds over time under the influence of a decision maker's actions. Strategies are sought for selecting actions so as to maximize a measure of longterm payoff gain. Mathematically, tasks such as this can be formulated as Markovian decision problems, and numerous methods have been proposed for learning how to solve such problems. We show how a TD method can be understood as a novel synthesis of concepts from the theory of stochastic dynamic programming, which comprises the standard method for solving such tasks when a model of the dynamical system is available, and the theory of parameter estimation, which provides the appropriate context for studying learning rules in the form of equations for updating associative strengths in behavioral models, or connection weights in connectionist networks. Because this report is oriented primarily toward the nonengineer interested in animal learning, it presents tutorials on stochastic sequential decision tasks, stochastic dynamic programming, and parameter estimation.
Linear leastsquares algorithms for temporal difference learning
 Machine Learning
, 1996
"... Abstract. We introduce two new temporal difference (TD) algorithms based on the theory of linear leastsquares function approximation. We define an algorithm we call LeastSquares TD (LS TD) for which we prove probabilityone convergence when it is used with a function approximator linear in the adju ..."
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Cited by 182 (0 self)
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Abstract. We introduce two new temporal difference (TD) algorithms based on the theory of linear leastsquares function approximation. We define an algorithm we call LeastSquares TD (LS TD) for which we prove probabilityone convergence when it is used with a function approximator linear in the adjustable parameters. We then define a recursive version of this algorithm, Recursive LeastSquares TD (RLS TD). Although these new TD algorithms require more computation per timestep than do Sutton's TD(A) algorithms, they are more efficient in a statistical sense because they extract more information from training experiences. We describe a simulation experiment showing the substantial improvement in learning rate achieved by RLS TD in an example Markov prediction problem. To quantify this improvement, we introduce the TD error variance of a Markov chain, arc,, and experimentally conclude that the convergence rate of a TD algorithm depends linearly on ~ro. In addition to converging more rapidly, LS TD and RLS TD do not have control parameters, such as a learning rate parameter, thus eliminating the possibility of achieving poor performance by an unlucky choice of parameters.