Cycle-based Cluster Variational Method for Direct and Inverse Inference

We elaborate on the idea that loop corrections to belief propagation could be dealt with in a systematic way on pairwise Markov random fields, by using the elements of a cycle basis to define region in a generalized belief propagation setting. The region graph is specified in such a way as to avoid dual loops as much as possible, by discarding redundant Lagrange multipliers, in order to facilitate the convergence, while avoiding instabilities associated to minimal factor graph construction. We end up with a two-level algorithm, where a belief propagation algorithm is run alternatively at the level of each cycle and at the inter-region level. The inverse problem of finding the couplings of a Markov random field from empirical covariances can be addressed region wise. It turns out that this can be done efficiently in particular in the Ising context, where fixed point equations can be derived along with a one-parameter log likelihood function to minimize. Numerical experiments confirm the effectiveness of these considerations both for the direct and inverse MRF inference.Comment: 47 pages, 16 figure

Conditional Restricted Boltzmann Machines for Structured Output Prediction

Conditional Restricted Boltzmann Machines (CRBMs) are rich probabilistic models that have recently been applied to a wide range of problems, including collaborative filtering, classification, and modeling motion capture data. While much progress has been made in training non-conditional RBMs, these algorithms are not applicable to conditional models and there has been almost no work on training and generating predictions from conditional RBMs for structured output problems. We first argue that standard Contrastive Divergence-based learning may not be suitable for training CRBMs. We then identify two distinct types of structured output prediction problems and propose an improved learning algorithm for each. The first problem type is one where the output space has arbitrary structure but the set of likely output configurations is relatively small, such as in multi-label classification. The second problem is one where the output space is arbitrarily structured but where the output space variability is much greater, such as in image denoising or pixel labeling. We show that the new learning algorithms can work much better than Contrastive Divergence on both types of problems

Ono: an open platform for social robotics

In recent times, the focal point of research in robotics has shifted from industrial ro- bots toward robots that interact with humans in an intuitive and safe manner. This evolution has resulted in the subfield of social robotics, which pertains to robots that function in a human environment and that can communicate with humans in an int- uitive way, e.g. with facial expressions. Social robots have the potential to impact many different aspects of our lives, but one particularly promising application is the use of robots in therapy, such as the treatment of children with autism. Unfortunately, many of the existing social robots are neither suited for practical use in therapy nor for large scale studies, mainly because they are expensive, one-of-a-kind robots that are hard to modify to suit a specific need. We created Ono, a social robotics platform, to tackle these issues. Ono is composed entirely from off-the-shelf components and cheap materials, and can be built at a local FabLab at the fraction of the cost of other robots. Ono is also entirely open source and the modular design further encourages modification and reuse of parts of the platform

Finding kernel function for stock market prediction with support vector regression

Stock market prediction is one of the fascinating issues of stock market research. Accurate stock prediction becomes the biggest challenge in investment industry because the distribution of stock data is changing over the time. Time series forcasting, Neural Network (NN) and Support Vector Machine (SVM) are once commonly used for prediction on stock price. In this study, the data mining operation called time series forecasting is implemented. The large amount of stock data collected from Kuala Lumpur Stock Exchange is used for the experiment to test the validity of SVMs regression. SVM is a new machine learning technique with principle of structural minimization risk, which have greater generalization ability and proved success in time series prediction. Two kernel functions namely Radial Basis Function and polynomial are compared for finding the accurate prediction values. Besides that, backpropagation neural network are also used to compare the predictions performance. Several experiments are conducted and some analyses on the experimental results are done. The results show that SVM with polynomial kernels provide a promising alternative tool in KLSE stock market prediction

Automatic Processing of High-Rate, High-Density Multibeam Echosounder Data

Multibeam echosounders (MBES) are currently the best way to determine the bathymetry of large regions of the seabed with high accuracy. They are becoming the standard instrument for hydrographic surveying and are also used in geological studies, mineral exploration and scientific investigation of the earth\u27s crustal deformations and life cycle. The significantly increased data density provided by an MBES has significant advantages in accurately delineating the morphology of the seabed, but comes with the attendant disadvantage of having to handle and process a much greater volume of data. Current data processing approaches typically involve (computer aided) human inspection of all data, with time-consuming and subjective assessment of all data points. As data rates increase with each new generation of instrument and required turn-around times decrease, manual approaches become unwieldy and automatic methods of processing essential. We propose a new method for automatically processing MBES data that attempts to address concerns of efficiency, objectivity, robustness and accuracy. The method attributes each sounding with an estimate of vertical and horizontal error, and then uses a model of information propagation to transfer information about the depth from each sounding to its local neighborhood. Embedded in the survey area are estimation nodes that aim to determine the true depth at an absolutely defined location, along with its associated uncertainty. As soon as soundings are made available, the nodes independently assimilate propagated information to form depth hypotheses which are then tracked and updated on-line as more data is gathered. Consequently, we can extract at any time a “current-best” estimate for all nodes, plus co-located uncertainties and other metrics. The method can assimilate data from multiple surveys, multiple instruments or repeated passes of the same instrument in real-time as data is being gathered. The data assimilation scheme is sufficiently robust to deal with typical survey echosounder errors. Robustness is improved by pre-conditioning the data, and allowing the depth model to be incrementally defined. A model monitoring scheme ensures that inconsistent data are maintained as separate but internally consistent depth hypotheses. A disambiguation of these competing hypotheses is only carried out when required by the user. The algorithm has a low memory footprint, runs faster than data can currently be gathered, and is suitable for real-time use. We call this algorithm CUBE (Combined Uncertainty and Bathymetry Estimator). We illustrate CUBE on two data sets gathered in shallow water with different instruments and for different purposes. We show that the algorithm is robust to even gross failure modes, and reliably processes the vast majority of the data. In both cases, we confirm that the estimates made by CUBE are statistically similar to those generated by hand