1,912 research outputs found

    Logarithmic Opinion Pools for Conditional Random Fields

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    Institute for Communicating and Collaborative SystemsSince their recent introduction, conditional random fields (CRFs) have been successfully applied to a multitude of structured labelling tasks in many different domains. Examples include natural language processing (NLP), bioinformatics and computer vision. Within NLP itself we have seen many different application areas, like named entity recognition, shallow parsing, information extraction from research papers and language modelling. Most of this work has demonstrated the need, directly or indirectly, to employ some form of regularisation when applying CRFs in order to overcome the tendency for these models to overfit. To date a popular method for regularising CRFs has been to fit a Gaussian prior distribution over the model parameters. In this thesis we explore other methods of CRF regularisation, investigating their properties and comparing their effectiveness. We apply our ideas to sequence labelling problems in NLP, specifically part-of-speech tagging and named entity recognition. We start with an analysis of conventional approaches to CRF regularisation, and investigate possible extensions to such approaches. In particular, we consider choices of prior distribution other than the Gaussian, including the Laplacian and Hyperbolic; we look at the effect of regularising different features separately, to differing degrees, and explore how we may define an appropriate level of regularisation for each feature; we investigate the effect of allowing the mean of a prior distribution to take on non-zero values; and we look at the impact of relaxing the feature expectation constraints satisfied by a standard CRF, leading to a modified CRF model we call the inequality CRF. Our analysis leads to the general conclusion that although there is some capacity for improvement of conventional regularisation through modification and extension, this is quite limited. Conventional regularisation with a prior is in general hampered by the need to fit a hyperparameter or set of hyperparameters, which can be an expensive process. We then approach the CRF overfitting problem from a different perspective. Specifically, we introduce a form of CRF ensemble called a logarithmic opinion pool (LOP), where CRF distributions are combined under a weighted product. We show how a LOP has theoretical properties which provide a framework for designing new overfitting reduction schemes in terms of diverse models, and demonstrate how such diverse models may be constructed in a number of different ways. Specifically, we show that by constructing CRF models from manually crafted partitions of a feature set and combining them with equal weight under a LOP, we may obtain an ensemble that significantly outperforms a standard CRF trained on the entire feature set, and is competitive in performance to a standard CRF regularised with a Gaussian prior. The great advantage of LOP approach is that, unlike the Gaussian prior method, it does not require us to search a hyperparameter space. Having demonstrated the success of LOPs in the simple case, we then move on to consider more complex uses of the framework. In particular, we investigate whether it is possible to further improve the LOP ensemble by allowing parameters in different models to interact during training in such a way that diversity between the models is encouraged. Lastly, we show how the LOP approach may be used as a remedy for a problem that standard CRFs can sometimes suffer. In certain situations, negative effects may be introduced to a CRF by the inclusion of highly discriminative features. An example of this is provided by gazetteer features, which encode a word's presence in a gazetteer. We show how LOPs may be used to reduce these negative effects, and so provide some insight into how gazetteer features may be more effectively handled in CRFs, and log-linear models in general

    A literature review on the use of expert opinion in probabilistic risk analysis

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    Risk assessment is part of the decision making process in many fields of discipline, such as engineering, public health, environment, program management, regulatory policy, and finance. There has been considerable debate over the philosophical and methodological treatment of risk in the past few decades, ranging from its definition and classification to methods of its assessment. Probabilistic risk analysis (PRA) specifically deals with events represented by low probabilities of occurring with high levels of unfavorable consequences. Expert judgment is often a critical source of information in PRA, since empirical data on the variables of interest are rarely available. The author reviews the literature on the use of expert opinion in PRA, in particular on the approaches to eliciting and aggregating experts'assessments. The literature suggests that the methods by which expert opinions are collected and combined have a significant effect on the resulting estimates. The author discusses two types of approaches to eliciting and aggregating expert judgments-behavioral and mathematical approaches, with the emphasis on the latter. It is generally agreed that mathematical approaches tend to yield more accurate estimates than behavioral approaches. After a short description of behavioral approaches, the author discusses mathematical approaches in detail, presenting three aggregation models: non-Bayesian axiomatic models, Bayesian models, andpsychological scaling models. She also discusses issues of stochastic dependence.Health Monitoring&Evaluation,ICT Policy and Strategies,Public Health Promotion,Enterprise Development&Reform,Statistical&Mathematical Sciences,ICT Policy and Strategies,Health Monitoring&Evaluation,Statistical&Mathematical Sciences,Science Education,Scientific Research&Science Parks

    Dynamic Bayesian Predictive Synthesis in Time Series Forecasting

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    We discuss model and forecast combination in time series forecasting. A foundational Bayesian perspective based on agent opinion analysis theory defines a new framework for density forecast combination, and encompasses several existing forecast pooling methods. We develop a novel class of dynamic latent factor models for time series forecast synthesis; simulation-based computation enables implementation. These models can dynamically adapt to time-varying biases, miscalibration and inter-dependencies among multiple models or forecasters. A macroeconomic forecasting study highlights the dynamic relationships among synthesized forecast densities, as well as the potential for improved forecast accuracy at multiple horizons

    Boosted Markov networks for activity recognition

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    Bayesian Calibration of Generalized Pools of Predictive Distributions

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    Decision-makers often consult different experts to build reliable forecasts on variables of interest. Combining more opinions and calibrating them to maximize the forecast accuracy is consequently a crucial issue in several economic problems. This paper applies a Bayesian beta mixture model to derive a combined and calibrated density function using random calibration functionals and random combination weights. In particular, it compares the application of linear, harmonic and logarithmic pooling in the Bayesian combination approach. The three combination schemes, i.e., linear, harmonic and logarithmic, are studied in simulation examples with multimodal densities and an empirical application with a large database of stock data. All of the experiments show that in a beta mixture calibration framework, the three combination schemes are substantially equivalent, achieving calibration, and no clear preference for one of them appears. The financial application shows that the linear pooling together with beta mixture calibration achieves the best results in terms of calibrated forecast

    AdaBoost.MRF: boosted Markov random forests and application to multilevel activity recognition

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    Activity recognition is an important issue in building intelligent monitoring systems. We address the recognition of multilevel activities in this paper via a conditional Markov random field (MRF), known as the dynamic conditional random field (DCRF). Parameter estimation in general MRFs using maximum likelihood is known to be computationally challenging (except for extreme cases), and thus we propose an efficient boosting-based algorithm AdaBoost.MRF for this task. Distinct from most existing work, our algorithm can handle hidden variables (missing labels) and is particularly attractive for smarthouse domains where reliable labels are often sparsely observed. Furthermore, our method works exclusively on trees and thus is guaranteed to converge. We apply the AdaBoost.MRF algorithm to a home video surveillance application and demonstrate its efficacy

    Bayesian Nonparametric Calibration and Combination of Predictive Distributions

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    We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination weights. Building on the work of Ranjan, R. and Gneiting, T. (2010) and Gneiting, T. and Ranjan, R. (2013), we use infinite beta mixtures for the calibration. The proposed Bayesian nonparametric approach takes advantage of the flexibility of Dirichlet process mixtures to achieve any continuous deformation of linearly combined predictive distributions. The inference procedure is based on Gibbs sampling and allows accounting for uncertainty in the number of mixture components, mixture weights, and calibration parameters. The weak posterior consistency of the Bayesian nonparametric calibration is provided under suitable conditions for unknown true density. We study the methodology in simulation examples with fat tails and multimodal densities and apply it to density forecasts of daily S&P returns and daily maximum wind speed at the Frankfurt airport.Comment: arXiv admin note: text overlap with arXiv:1305.2026 by other author
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