1,245 research outputs found
Learning tractable multidimensional Bayesian network classifiers
Multidimensional classification has become one of the most relevant topics in view of the many
domains that require a vector of class values to be assigned to a vector of given features. The
popularity of multidimensional Bayesian network classifiers has increased in the last few years
due to their expressive power and the existence of methods for learning different families of these
models. The problem with this approach is that the computational cost of using the learned models
is usually high, especially if there are a lot of class variables. Class-bridge decomposability means
that the multidimensional classification problem can be divided into multiple subproblems for these
models. In this paper, we prove that class-bridge decomposability can also be used to guarantee
the tractability of the models. We also propose a strategy for efficiently bounding their inference
complexity, providing a simple learning method with an order-based search that obtains tractable
multidimensional Bayesian network classifiers. Experimental results show that our approach is
competitive with other methods in the state of the art and ensures the tractability of the learned
models
Adversarial Variational Optimization of Non-Differentiable Simulators
Complex computer simulators are increasingly used across fields of science as
generative models tying parameters of an underlying theory to experimental
observations. Inference in this setup is often difficult, as simulators rarely
admit a tractable density or likelihood function. We introduce Adversarial
Variational Optimization (AVO), a likelihood-free inference algorithm for
fitting a non-differentiable generative model incorporating ideas from
generative adversarial networks, variational optimization and empirical Bayes.
We adapt the training procedure of generative adversarial networks by replacing
the differentiable generative network with a domain-specific simulator. We
solve the resulting non-differentiable minimax problem by minimizing
variational upper bounds of the two adversarial objectives. Effectively, the
procedure results in learning a proposal distribution over simulator
parameters, such that the JS divergence between the marginal distribution of
the synthetic data and the empirical distribution of observed data is
minimized. We evaluate and compare the method with simulators producing both
discrete and continuous data.Comment: v4: Final version published at AISTATS 2019; v5: Fixed typo in Eqn 1
Joint segmentation of multivariate time series with hidden process regression for human activity recognition
The problem of human activity recognition is central for understanding and
predicting the human behavior, in particular in a prospective of assistive
services to humans, such as health monitoring, well being, security, etc. There
is therefore a growing need to build accurate models which can take into
account the variability of the human activities over time (dynamic models)
rather than static ones which can have some limitations in such a dynamic
context. In this paper, the problem of activity recognition is analyzed through
the segmentation of the multidimensional time series of the acceleration data
measured in the 3-d space using body-worn accelerometers. The proposed model
for automatic temporal segmentation is a specific statistical latent process
model which assumes that the observed acceleration sequence is governed by
sequence of hidden (unobserved) activities. More specifically, the proposed
approach is based on a specific multiple regression model incorporating a
hidden discrete logistic process which governs the switching from one activity
to another over time. The model is learned in an unsupervised context by
maximizing the observed-data log-likelihood via a dedicated
expectation-maximization (EM) algorithm. We applied it on a real-world
automatic human activity recognition problem and its performance was assessed
by performing comparisons with alternative approaches, including well-known
supervised static classifiers and the standard hidden Markov model (HMM). The
obtained results are very encouraging and show that the proposed approach is
quite competitive even it works in an entirely unsupervised way and does not
requires a feature extraction preprocessing step
Approximating Likelihood Ratios with Calibrated Discriminative Classifiers
In many fields of science, generalized likelihood ratio tests are established
tools for statistical inference. At the same time, it has become increasingly
common that a simulator (or generative model) is used to describe complex
processes that tie parameters of an underlying theory and measurement
apparatus to high-dimensional observations .
However, simulator often do not provide a way to evaluate the likelihood
function for a given observation , which motivates a new class of
likelihood-free inference algorithms. In this paper, we show that likelihood
ratios are invariant under a specific class of dimensionality reduction maps
. As a direct consequence, we show that
discriminative classifiers can be used to approximate the generalized
likelihood ratio statistic when only a generative model for the data is
available. This leads to a new machine learning-based approach to
likelihood-free inference that is complementary to Approximate Bayesian
Computation, and which does not require a prior on the model parameters.
Experimental results on artificial problems with known exact likelihoods
illustrate the potential of the proposed method.Comment: 35 pages, 5 figure
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