Variational Bayesian Inference of Line Spectra

In this paper, we address the fundamental problem of line spectral estimation in a Bayesian framework. We target model order and parameter estimation via variational inference in a probabilistic model in which the frequencies are continuous-valued, i.e., not restricted to a grid; and the coefficients are governed by a Bernoulli-Gaussian prior model turning model order selection into binary sequence detection. Unlike earlier works which retain only point estimates of the frequencies, we undertake a more complete Bayesian treatment by estimating the posterior probability density functions (pdfs) of the frequencies and computing expectations over them. Thus, we additionally capture and operate with the uncertainty of the frequency estimates. Aiming to maximize the model evidence, variational optimization provides analytic approximations of the posterior pdfs and also gives estimates of the additional parameters. We propose an accurate representation of the pdfs of the frequencies by mixtures of von Mises pdfs, which yields closed-form expectations. We define the algorithm VALSE in which the estimates of the pdfs and parameters are iteratively updated. VALSE is a gridless, convergent method, does not require parameter tuning, can easily include prior knowledge about the frequencies and provides approximate posterior pdfs based on which the uncertainty in line spectral estimation can be quantified. Simulation results show that accounting for the uncertainty of frequency estimates, rather than computing just point estimates, significantly improves the performance. The performance of VALSE is superior to that of state-of-the-art methods and closely approaches the Cram\'er-Rao bound computed for the true model order.Comment: 15 pages, 8 figures, accepted for publication in IEEE Transactions on Signal Processin

Adaptive multi-class Bayesian sparse regression - An application to brain activity classification

International audienceIn this article we describe a novel method for regularized regression and apply it to the prediction of a behavioural variable from brain activation images. In the context of neuroimaging, regression or classification techniques are often plagued with the curse of dimensionality, due to the extremely high number of voxels and the limited number of activation maps. A commonly-used solution is the regularization of the weights used in the parametric prediction function. It entails the difficult issue of introducing an adapted amount of regularization in the model; this question can be addressed in a Bayesian framework, but model specification needs a careful design to balance adaptiveness and sparsity. Thus, we introduce an adaptive multi-class regularization to deal with this cluster-based structure of the data. Based on a hierarchical model and estimated in a Variational Bayes framework, our algorithm is robust to overfit and more adaptive than other regularization methods. Results on simulated data and preliminary results on real data show the accuracy of the method in the context of brain activation images

LETTER Communicated by Benjamin Schrauwen Regularized Variational Bayesian Learning of Echo State Networks with Delay&Sum Readout

In this work, a variational Bayesian framework for efficient training of echo state networks (ESNs) with automatic regularization and delay&sum (D&S) readout adaptation is proposed. The algorithm uses a classical batch learning of ESNs. By treating the network echo states as fixed basis functions parameterized with delay parameters, we propose a variational Bayesian ESN training scheme. The variational approach allows for a seamless combination of sparse Bayesian learning ideas and a variational Bayesian space-alternating generalized expectationmaximization (VB-SAGE) algorithm for estimating parameters of superimposed signals. While the former method realizes automatic regularization of ESNs, which also determines which echo states and input signals are relevant for "explaining" the desired signal, the latter method provides a basis for joint estimation of D&S readout parameters. The proposed training algorithm can naturally be extended to ESNs with fixed filter neurons. It also generalizes the recently proposed expectationmaximization-based D&S readout adaptation method. The proposed algorithm was tested on synthetic data prediction tasks as well as on dynamic handwritten character recognition. Neural Computation 24, 967-995 (2012

Reinforcement learning or active inference?

This paper questions the need for reinforcement learning or control theory when optimising behaviour. We show that it is fairly simple to teach an agent complicated and adaptive behaviours using a free-energy formulation of perception. In this formulation, agents adjust their internal states and sampling of the environment to minimize their free-energy. Such agents learn causal structure in the environment and sample it in an adaptive and self-supervised fashion. This results in behavioural policies that reproduce those optimised by reinforcement learning and dynamic programming. Critically, we do not need to invoke the notion of reward, value or utility. We illustrate these points by solving a benchmark problem in dynamic programming; namely the mountain-car problem, using active perception or inference under the free-energy principle. The ensuing proof-of-concept may be important because the free-energy formulation furnishes a unified account of both action and perception and may speak to a reappraisal of the role of dopamine in the brain

Unsupervised Learning for Monaural Source Separation Using Maximization–Minimization Algorithm with Time–Frequency Deconvolution

This paper presents an unsupervised learning algorithm for sparse nonnegative matrix factor time–frequency deconvolution with optimized fractional β -divergence. The β -divergence is a group of cost functions parametrized by a single parameter β . The Itakura–Saito divergence, Kullback–Leibler divergence and Least Square distance are special cases that correspond to β=0, 1, 2 , respectively. This paper presents a generalized algorithm that uses a flexible range of β that includes fractional values. It describes a maximization–minimization (MM) algorithm leading to the development of a fast convergence multiplicative update algorithm with guaranteed convergence. The proposed model operates in the time–frequency domain and decomposes an information-bearing matrix into two-dimensional deconvolution of factor matrices that represent the spectral dictionary and temporal codes. The deconvolution process has been optimized to yield sparse temporal codes through maximizing the likelihood of the observations. The paper also presents a method to estimate the fractional β value. The method is demonstrated on separating audio mixtures recorded from a single channel. The paper shows that the extraction of the spectral dictionary and temporal codes is significantly more efficient by using the proposed algorithm and subsequently leads to better source separation performance. Experimental tests and comparisons with other factorization methods have been conducted to verify its efficacy