Gradient Scan Gibbs Sampler: an efficient algorithm for high-dimensional Gaussian distributions

This paper deals with Gibbs samplers that include high dimensional conditional Gaussian distributions. It proposes an efficient algorithm that avoids the high dimensional Gaussian sampling and relies on a random excursion along a small set of directions. The algorithm is proved to converge, i.e. the drawn samples are asymptotically distributed according to the target distribution. Our main motivation is in inverse problems related to general linear observation models and their solution in a hierarchical Bayesian framework implemented through sampling algorithms. It finds direct applications in semi-blind/unsupervised methods as well as in some non-Gaussian methods. The paper provides an illustration focused on the unsupervised estimation for super-resolution methods.Comment: 18 page

Unsupervised Texture Segmentation using Active Contours and Local Distributions of Gaussian Markov Random Field Parameters

In this paper, local distributions of low order Gaussian Markov Random Field (GMRF) model parameters are proposed as texture features for unsupervised texture segmentation.Instead of using model parameters as texture features, we exploit the variations in parameter estimates found by model fitting in local region around the given pixel. Thespatially localized estimation process is carried out by maximum likelihood method employing a moderately small estimation window which leads to modeling of partial texturecharacteristics belonging to the local region. Hence significant fluctuations occur in the estimates which can be related to texture pattern complexity. The variations occurred in estimates are quantified by normalized local histograms. Selection of an accurate window size for histogram calculation is crucial and is achieved by a technique based on the entropy of textures. These texture features expand the possibility of using relativelylow order GMRF model parameters for segmenting fine to very large texture patterns and offer lower computational cost. Small estimation windows result in better boundarylocalization. Unsupervised segmentation is performed by integrated active contours, combining the region and boundary information. Experimental results on statistical and structural component textures show improved discriminative ability of the features compared to some recent algorithms in the literature

Representation Learning: A Review and New Perspectives

The success of machine learning algorithms generally depends on data representation, and we hypothesize that this is because different representations can entangle and hide more or less the different explanatory factors of variation behind the data. Although specific domain knowledge can be used to help design representations, learning with generic priors can also be used, and the quest for AI is motivating the design of more powerful representation-learning algorithms implementing such priors. This paper reviews recent work in the area of unsupervised feature learning and deep learning, covering advances in probabilistic models, auto-encoders, manifold learning, and deep networks. This motivates longer-term unanswered questions about the appropriate objectives for learning good representations, for computing representations (i.e., inference), and the geometrical connections between representation learning, density estimation and manifold learning

Boosted Generative Models

We propose a novel approach for using unsupervised boosting to create an ensemble of generative models, where models are trained in sequence to correct earlier mistakes. Our meta-algorithmic framework can leverage any existing base learner that permits likelihood evaluation, including recent deep expressive models. Further, our approach allows the ensemble to include discriminative models trained to distinguish real data from model-generated data. We show theoretical conditions under which incorporating a new model in the ensemble will improve the fit and empirically demonstrate the effectiveness of our black-box boosting algorithms on density estimation, classification, and sample generation on benchmark datasets for a wide range of generative models.Comment: AAAI 201

How to Evaluate the Quality of Unsupervised Anomaly Detection Algorithms?

When sufficient labeled data are available, classical criteria based on Receiver Operating Characteristic (ROC) or Precision-Recall (PR) curves can be used to compare the performance of un-supervised anomaly detection algorithms. However , in many situations, few or no data are labeled. This calls for alternative criteria one can compute on non-labeled data. In this paper, two criteria that do not require labels are empirically shown to discriminate accurately (w.r.t. ROC or PR based criteria) between algorithms. These criteria are based on existing Excess-Mass (EM) and Mass-Volume (MV) curves, which generally cannot be well estimated in large dimension. A methodology based on feature sub-sampling and aggregating is also described and tested, extending the use of these criteria to high-dimensional datasets and solving major drawbacks inherent to standard EM and MV curves