MDL Denoising Revisited

We refine and extend an earlier MDL denoising criterion for wavelet-based denoising. We start by showing that the denoising problem can be reformulated as a clustering problem, where the goal is to obtain separate clusters for informative and non-informative wavelet coefficients, respectively. This suggests two refinements, adding a code-length for the model index, and extending the model in order to account for subband-dependent coefficient distributions. A third refinement is derivation of soft thresholding inspired by predictive universal coding with weighted mixtures. We propose a practical method incorporating all three refinements, which is shown to achieve good performance and robustness in denoising both artificial and natural signals.Comment: Submitted to IEEE Transactions on Information Theory, June 200

An MDL framework for sparse coding and dictionary learning

The power of sparse signal modeling with learned over-complete dictionaries has been demonstrated in a variety of applications and fields, from signal processing to statistical inference and machine learning. However, the statistical properties of these models, such as under-fitting or over-fitting given sets of data, are still not well characterized in the literature. As a result, the success of sparse modeling depends on hand-tuning critical parameters for each data and application. This work aims at addressing this by providing a practical and objective characterization of sparse models by means of the Minimum Description Length (MDL) principle -- a well established information-theoretic approach to model selection in statistical inference. The resulting framework derives a family of efficient sparse coding and dictionary learning algorithms which, by virtue of the MDL principle, are completely parameter free. Furthermore, such framework allows to incorporate additional prior information to existing models, such as Markovian dependencies, or to define completely new problem formulations, including in the matrix analysis area, in a natural way. These virtues will be demonstrated with parameter-free algorithms for the classic image denoising and classification problems, and for low-rank matrix recovery in video applications

Deep AutoRegressive Networks

We introduce a deep, generative autoencoder capable of learning hierarchies of distributed representations from data. Successive deep stochastic hidden layers are equipped with autoregressive connections, which enable the model to be sampled from quickly and exactly via ancestral sampling. We derive an efficient approximate parameter estimation method based on the minimum description length (MDL) principle, which can be seen as maximising a variational lower bound on the log-likelihood, with a feedforward neural network implementing approximate inference. We demonstrate state-of-the-art generative performance on a number of classic data sets: several UCI data sets, MNIST and Atari 2600 games.Comment: Appears in Proceedings of the 31st International Conference on Machine Learning (ICML), Beijing, China, 201

Second generation sparse models

Sparse data models, where data is assumed to be well represented as a linear combination of a few elements from a learned dictionary, have gained considerable attention in recent years, and their use has led to state-of-the-art results in many applications. The success of these models is largely attributed to two critical features: the use of sparsity as a robust mechanism for regularizing the linear coefficients that represent the data, and the flexibility provided by overcomplete dictionaries that are learned from the data. These features are controlled by two critical hyper-parameters: the desired sparsity of the coefficients, and the size of the dictionaries to be learned. However, lacking theoretical guidelines for selecting these critical parameters, applications based on sparse models often require hand-tuning and cross-validation to select them, for each application, and each data set. This can be both inefficient and ineffective. On the other hand, there are multiple scenarios in which imposing additional constraints to the produced representations, including the sparse codes and the dictionary itself, can result in further improvements. This thesis is about improving and/or extending current sparse models by addressing the two issues discussed above, providing the elements for a new generation of more powerful and flexible sparse models. First, we seek to gain a better understanding of sparse models as data modeling tools, so that critical parameters can be selected automatically, efficiently, and in a principled way. Secondly, we explore new sparse modeling formulations for effectively exploiting the prior information present in different scenarios. In order to achieve these goals, we combine ideas and tools from information theory, statistics, machine learning, and optimization theory. The theoretical contributions are complemented with applications in audio, image and video processing

Recovery from Linear Measurements with Complexity-Matching Universal Signal Estimation

We study the compressed sensing (CS) signal estimation problem where an input signal is measured via a linear matrix multiplication under additive noise. While this setup usually assumes sparsity or compressibility in the input signal during recovery, the signal structure that can be leveraged is often not known a priori. In this paper, we consider universal CS recovery, where the statistics of a stationary ergodic signal source are estimated simultaneously with the signal itself. Inspired by Kolmogorov complexity and minimum description length, we focus on a maximum a posteriori (MAP) estimation framework that leverages universal priors to match the complexity of the source. Our framework can also be applied to general linear inverse problems where more measurements than in CS might be needed. We provide theoretical results that support the algorithmic feasibility of universal MAP estimation using a Markov chain Monte Carlo implementation, which is computationally challenging. We incorporate some techniques to accelerate the algorithm while providing comparable and in many cases better reconstruction quality than existing algorithms. Experimental results show the promise of universality in CS, particularly for low-complexity sources that do not exhibit standard sparsity or compressibility.Comment: 29 pages, 8 figure