1,412 research outputs found
A Tutorial on Bayesian Nonparametric Models
A key problem in statistical modeling is model selection, how to choose a
model at an appropriate level of complexity. This problem appears in many
settings, most prominently in choosing the number ofclusters in mixture models
or the number of factors in factor analysis. In this tutorial we describe
Bayesian nonparametric methods, a class of methods that side-steps this issue
by allowing the data to determine the complexity of the model. This tutorial is
a high-level introduction to Bayesian nonparametric methods and contains
several examples of their application.Comment: 28 pages, 8 figure
A trust-region method for stochastic variational inference with applications to streaming data
Stochastic variational inference allows for fast posterior inference in
complex Bayesian models. However, the algorithm is prone to local optima which
can make the quality of the posterior approximation sensitive to the choice of
hyperparameters and initialization. We address this problem by replacing the
natural gradient step of stochastic varitional inference with a trust-region
update. We show that this leads to generally better results and reduced
sensitivity to hyperparameters. We also describe a new strategy for variational
inference on streaming data and show that here our trust-region method is
crucial for getting good performance.Comment: in Proceedings of the 32nd International Conference on Machine
Learning, 201
A Nonparametric Bayesian Approach to Uncovering Rat Hippocampal Population Codes During Spatial Navigation
Rodent hippocampal population codes represent important spatial information
about the environment during navigation. Several computational methods have
been developed to uncover the neural representation of spatial topology
embedded in rodent hippocampal ensemble spike activity. Here we extend our
previous work and propose a nonparametric Bayesian approach to infer rat
hippocampal population codes during spatial navigation. To tackle the model
selection problem, we leverage a nonparametric Bayesian model. Specifically, to
analyze rat hippocampal ensemble spiking activity, we apply a hierarchical
Dirichlet process-hidden Markov model (HDP-HMM) using two Bayesian inference
methods, one based on Markov chain Monte Carlo (MCMC) and the other based on
variational Bayes (VB). We demonstrate the effectiveness of our Bayesian
approaches on recordings from a freely-behaving rat navigating in an open field
environment. We find that MCMC-based inference with Hamiltonian Monte Carlo
(HMC) hyperparameter sampling is flexible and efficient, and outperforms VB and
MCMC approaches with hyperparameters set by empirical Bayes
Practical Collapsed Stochastic Variational Inference for the HDP
Recent advances have made it feasible to apply the stochastic variational
paradigm to a collapsed representation of latent Dirichlet allocation (LDA).
While the stochastic variational paradigm has successfully been applied to an
uncollapsed representation of the hierarchical Dirichlet process (HDP), no
attempts to apply this type of inference in a collapsed setting of
non-parametric topic modeling have been put forward so far. In this paper we
explore such a collapsed stochastic variational Bayes inference for the HDP.
The proposed online algorithm is easy to implement and accounts for the
inference of hyper-parameters. First experiments show a promising improvement
in predictive performance.Comment: NIPS Workshop; Topic Models: Computation, Application, and Evaluatio
Streaming, Distributed Variational Inference for Bayesian Nonparametrics
This paper presents a methodology for creating streaming, distributed
inference algorithms for Bayesian nonparametric (BNP) models. In the proposed
framework, processing nodes receive a sequence of data minibatches, compute a
variational posterior for each, and make asynchronous streaming updates to a
central model. In contrast to previous algorithms, the proposed framework is
truly streaming, distributed, asynchronous, learning-rate-free, and
truncation-free. The key challenge in developing the framework, arising from
the fact that BNP models do not impose an inherent ordering on their
components, is finding the correspondence between minibatch and central BNP
posterior components before performing each update. To address this, the paper
develops a combinatorial optimization problem over component correspondences,
and provides an efficient solution technique. The paper concludes with an
application of the methodology to the DP mixture model, with experimental
results demonstrating its practical scalability and performance.Comment: This paper was presented at NIPS 2015. Please use the following
BibTeX citation: @inproceedings{Campbell15_NIPS, Author = {Trevor Campbell
and Julian Straub and John W. {Fisher III} and Jonathan P. How}, Title =
{Streaming, Distributed Variational Inference for Bayesian Nonparametrics},
Booktitle = {Advances in Neural Information Processing Systems (NIPS)}, Year
= {2015}
A nonparametric Bayesian approach toward robot learning by demonstration
In the past years, many authors have considered application of machine learning methodologies to effect robot learning by demonstration. Gaussian mixture regression (GMR) is one of the most successful methodologies used for this purpose. A major limitation of GMR models concerns automatic selection of the proper number of model states, i.e., the number of model component densities. Existing methods, including likelihood- or entropy-based criteria, usually tend to yield noisy model size estimates while imposing heavy computational requirements. Recently, Dirichlet process (infinite) mixture models have emerged in the cornerstone of nonparametric Bayesian statistics as promising candidates for clustering applications where the number of clusters is unknown a priori. Under this motivation, to resolve the aforementioned issues of GMR-based methods for robot learning by demonstration, in this paper we introduce a nonparametric Bayesian formulation for the GMR model, the Dirichlet process GMR model. We derive an efficient variational Bayesian inference algorithm for the proposed model, and we experimentally investigate its efficacy as a robot learning by demonstration methodology, considering a number of demanding robot learning by demonstration scenarios
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