Kapre: On-GPU Audio Preprocessing Layers for a Quick Implementation of Deep Neural Network Models with Keras

We introduce Kapre, Keras layers for audio and music signal preprocessing. Music research using deep neural networks requires a heavy and tedious preprocessing stage, for which audio processing parameters are often ignored in parameter optimisation. To solve this problem, Kapre implements time-frequency conversions, normalisation, and data augmentation as Keras layers. We report simple benchmark results, showing real-time on-GPU preprocessing adds a reasonable amount of computation.Comment: ICML 2017 machine learning for music discover

Variational System Identification for Nonlinear State-Space Models

This paper considers parameter estimation for nonlinear state-space models, which is an important but challenging problem. We address this challenge by employing a variational inference (VI) approach, which is a principled method that has deep connections to maximum likelihood estimation. This VI approach ultimately provides estimates of the model as solutions to an optimisation problem, which is deterministic, tractable and can be solved using standard optimisation tools. A specialisation of this approach for systems with additive Gaussian noise is also detailed. The proposed method is examined numerically on a range of simulated and real examples focusing on the robustness to parameter initialisation; additionally, favourable comparisons are performed against state-of-the-art alternatives

Cross-modal Recurrent Models for Weight Objective Prediction from Multimodal Time-series Data

We analyse multimodal time-series data corresponding to weight, sleep and steps measurements. We focus on predicting whether a user will successfully achieve his/her weight objective. For this, we design several deep long short-term memory (LSTM) architectures, including a novel cross-modal LSTM (X-LSTM), and demonstrate their superiority over baseline approaches. The X-LSTM improves parameter efficiency by processing each modality separately and allowing for information flow between them by way of recurrent cross-connections. We present a general hyperparameter optimisation technique for X-LSTMs, which allows us to significantly improve on the LSTM and a prior state-of-the-art cross-modal approach, using a comparable number of parameters. Finally, we visualise the model's predictions, revealing implications about latent variables in this task.Comment: To appear in NIPS ML4H 2017 and NIPS TSW 201

Practical Gauss-Newton Optimisation for Deep Learning

We present an efficient block-diagonal ap- proximation to the Gauss-Newton matrix for feedforward neural networks. Our result- ing algorithm is competitive against state- of-the-art first order optimisation methods, with sometimes significant improvement in optimisation performance. Unlike first-order methods, for which hyperparameter tuning of the optimisation parameters is often a labo- rious process, our approach can provide good performance even when used with default set- tings. A side result of our work is that for piecewise linear transfer functions, the net- work objective function can have no differ- entiable local maxima, which may partially explain why such transfer functions facilitate effective optimisation.Comment: ICML 201