On the smoothing of multinomial estimates using Liouville mixture models and applications

There has been major progress in recent years in statistical model-based pattern recognition, data mining and knowledge discovery. In particular, generative models are widely used and are very reliable in terms of overall performance. Success of these models hinges on their ability to construct a representation which captures the underlying statistical distribution of data. In this article, we focus on count data modeling. Indeed, this kind of data is naturally generated in many contexts and in different application domains. Usually, models based on the multinomial assumption are used in this case that may have several shortcomings, especially in the case of high-dimensional sparse data. We propose then a principled approach to smooth multinomials using a mixture of Beta-Liouville distributions which is learned to reflect and model prior beliefs about multinomial parameters, via both theoretical interpretations and experimental validations, we argue that the proposed smoothing model is general and flexible enough to allow accurate representation of count data

Unsupervised Hybrid Feature Extraction Selection for High-Dimensional Non-Gaussian Data Clustering with Variational Inference

Clustering has been a subject of extensive research in data mining, pattern recognition, and other areas for several decades. The main goal is to assign samples, which are typically non-Gaussian and expressed as points in high-dimensional feature spaces, to one of a number of clusters. It is well known that in such high-dimensional settings, the existence of irrelevant features generally compromises modeling capabilities. In this paper, we propose a variational inference framework for unsupervised non-Gaussian feature selection, in the context of finite generalized Dirichlet (GD) mixture-based clustering. Under the proposed principled variational framework, we simultaneously estimate, in a closed form, all the involved parameters and determine the complexity (i.e., both model an feature selection) of the GD mixture. Extensive simulations using synthetic data along with an analysis of real-world data and human action videos demonstrate that our variational approach achieves better results than comparable techniques

Insights Into Multiple/Single Lower Bound Approximation for Extended Variational Inference in Non-Gaussian Structured Data Modeling

For most of the non-Gaussian statistical models, the data being modeled represent strongly structured properties, such as scalar data with bounded support (e.g., beta distribution), vector data with unit length (e.g., Dirichlet distribution), and vector data with positive elements (e.g., generalized inverted Dirichlet distribution). In practical implementations of non-Gaussian statistical models, it is infeasible to find an analytically tractable solution to estimating the posterior distributions of the parameters. Variational inference (VI) is a widely used framework in Bayesian estimation. Recently, an improved framework, namely, the extended VI (EVI), has been introduced and applied successfully to a number of non-Gaussian statistical models. EVI derives analytically tractable solutions by introducing lower bound approximations to the variational objective function. In this paper, we compare two approximation strategies, namely, the multiple lower bounds (MLBs) approximation and the single lower bound (SLB) approximation, which can be applied to carry out the EVI. For implementation, two different conditions, the weak and the strong conditions, are discussed. Convergence of the EVI depends on the selection of the lower bound, regardless of the choice of weak or strong condition. We also discuss the convergence properties to clarify the differences between MLB and SLB. Extensive comparisons are made based on some EVI-based non-Gaussian statistical models. Theoretical analysis is conducted to demonstrate the differences between the weak and strong conditions. Experimental results based on real data show advantages of the SLB approximation over the MLB approximation

Variational learning of a Dirichlet process of generalized Dirichlet distributions for simultaneous clustering and feature selection

This paper introduces a novel enhancement for unsupervised feature selection based on generalized Dirichlet (GD) mixture models. Our proposal is based on the extension of the finite mixture model previously developed in [1] to the infinite case, via the consideration of Dirichlet process mixtures, which can be viewed actually as a purely nonparametric model since the number of mixture components can increase as data are introduced. The infinite assumption is used to avoid problems related to model selection (i.e. determination of the number of clusters) and allows simultaneous separation of data in to similar clusters and selection of relevant features. Our resulting model is learned within a principled variational Bayesian framework that we have developed. The experimental results reported for both synthetic data and real-world challenging applications involving image categorization, automatic semantic annotation and retrieval show the ability of our approach to provide accurate models by distinguishing between relevant and irrelevant features without over- or under-fitting the data

Variational-Based Latent Generalized Dirichlet Allocation Model in the Collapsed Space and Applications

In topic modeling framework, many Dirichlet-based models performances have been hindered by the limitations of the conjugate prior. It led to models with more flexible priors, such as the generalized Dirichlet distribution, that tend to capture semantic relationships between topics (topic correlation). Now these extensions also suffer from incomplete generative processes that complicate performances in traditional inferences such as VB (Variational Bayes) and CGS (Collaspsed Gibbs Sampling). As a result, the new approach, the CVB-LGDA (Collapsed Variational Bayesian inference for the Latent Generalized Dirichlet Allocation) presents a scheme that integrates a complete generative process to a robust inference technique for topic correlation and codebook analysis. Its performance in image classification, facial expression recognition, 3D objects categorization, and action recognition in videos shows its merits

Positive Data Clustering based on Generalized Inverted Dirichlet Mixture Model

Recent advances in processing and networking capabilities of computers have caused an accumulation of immense amounts of multimodal multimedia data (image, text, video). These data are generally presented as high-dimensional vectors of features. The availability of these highdimensional data sets has provided the input to a large variety of statistical learning applications including clustering, classification, feature selection, outlier detection and density estimation. In this context, a finite mixture offers a formal approach to clustering and a powerful tool to tackle the problem of data modeling. A mixture model assumes that the data is generated by a set of parametric probability distributions. The main learning process of a mixture model consists of the following two parts: parameter estimation and model selection (estimation the number of components). In addition, other issues may be considered during the learning process of mixture models such as the: a) feature selection and b) outlier detection. The main objective of this thesis is to work with different kinds of estimation criteria and to incorporate those challenges into a single framework. The first contribution of this thesis is to propose a statistical framework which can tackle the problem of parameter estimation, model selection, feature selection, and outlier rejection in a unified model. We propose to use feature saliency and introduce an expectation-maximization (EM) algorithm for the estimation of the Generalized Inverted Dirichlet (GID) mixture model. By using the Minimum Message Length (MML), we can identify how much each feature contributes to our model as well as determine the number of components. The presence of outliers is an added challenge and is handled by incorporating an auxiliary outlier component, to which we associate a uniform density. Experimental results on synthetic data, as well as real world applications involving visual scenes and object classification, indicates that the proposed approach was promising, even though low-dimensional representation of the data was applied. In addition, it showed the importance of embedding an outlier component to the proposed model. EM learning suffers from significant drawbacks. In order to overcome those drawbacks, a learning approach using a Bayesian framework is proposed as our second contribution. This learning is based on the estimation of the parameters posteriors and by considering the prior knowledge about these parameters. Calculation of the posterior distribution of each parameter in the model is done by using Markov chain Monte Carlo (MCMC) simulation methods - namely, the Gibbs sampling and the Metropolis- Hastings methods. The Bayesian Information Criterion (BIC) was used for model selection. The proposed model was validated on object classification and forgery detection applications. For the first two contributions, we developed a finite GID mixture. However, in the third contribution, we propose an infinite GID mixture model. The proposed model simutaneously tackles the clustering and feature selection problems. The proposed learning model is based on Gibbs sampling. The effectiveness of the proposed method is shown using image categorization application. Our last contribution in this thesis is another fully Bayesian approach for a finite GID mixture learning model using the Reversible Jump Markov Chain Monte Carlo (RJMCMC) technique. The proposed algorithm allows for the simultaneously handling of the model selection and parameter estimation for high dimensional data. The merits of this approach are investigated using synthetic data, and data generated from a challenging namely object detection