2,180 research outputs found
Sparse Linear Identifiable Multivariate Modeling
In this paper we consider sparse and identifiable linear latent variable
(factor) and linear Bayesian network models for parsimonious analysis of
multivariate data. We propose a computationally efficient method for joint
parameter and model inference, and model comparison. It consists of a fully
Bayesian hierarchy for sparse models using slab and spike priors (two-component
delta-function and continuous mixtures), non-Gaussian latent factors and a
stochastic search over the ordering of the variables. The framework, which we
call SLIM (Sparse Linear Identifiable Multivariate modeling), is validated and
bench-marked on artificial and real biological data sets. SLIM is closest in
spirit to LiNGAM (Shimizu et al., 2006), but differs substantially in
inference, Bayesian network structure learning and model comparison.
Experimentally, SLIM performs equally well or better than LiNGAM with
comparable computational complexity. We attribute this mainly to the stochastic
search strategy used, and to parsimony (sparsity and identifiability), which is
an explicit part of the model. We propose two extensions to the basic i.i.d.
linear framework: non-linear dependence on observed variables, called SNIM
(Sparse Non-linear Identifiable Multivariate modeling) and allowing for
correlations between latent variables, called CSLIM (Correlated SLIM), for the
temporal and/or spatial data. The source code and scripts are available from
http://cogsys.imm.dtu.dk/slim/.Comment: 45 pages, 17 figure
Acoustic Space Learning for Sound Source Separation and Localization on Binaural Manifolds
In this paper we address the problems of modeling the acoustic space
generated by a full-spectrum sound source and of using the learned model for
the localization and separation of multiple sources that simultaneously emit
sparse-spectrum sounds. We lay theoretical and methodological grounds in order
to introduce the binaural manifold paradigm. We perform an in-depth study of
the latent low-dimensional structure of the high-dimensional interaural
spectral data, based on a corpus recorded with a human-like audiomotor robot
head. A non-linear dimensionality reduction technique is used to show that
these data lie on a two-dimensional (2D) smooth manifold parameterized by the
motor states of the listener, or equivalently, the sound source directions. We
propose a probabilistic piecewise affine mapping model (PPAM) specifically
designed to deal with high-dimensional data exhibiting an intrinsic piecewise
linear structure. We derive a closed-form expectation-maximization (EM)
procedure for estimating the model parameters, followed by Bayes inversion for
obtaining the full posterior density function of a sound source direction. We
extend this solution to deal with missing data and redundancy in real world
spectrograms, and hence for 2D localization of natural sound sources such as
speech. We further generalize the model to the challenging case of multiple
sound sources and we propose a variational EM framework. The associated
algorithm, referred to as variational EM for source separation and localization
(VESSL) yields a Bayesian estimation of the 2D locations and time-frequency
masks of all the sources. Comparisons of the proposed approach with several
existing methods reveal that the combination of acoustic-space learning with
Bayesian inference enables our method to outperform state-of-the-art methods.Comment: 19 pages, 9 figures, 3 table
Probabilistic Modeling Paradigms for Audio Source Separation
This is the author's final version of the article, first published as E. Vincent, M. G. Jafari, S. A. Abdallah, M. D. Plumbley, M. E. Davies. Probabilistic Modeling Paradigms for Audio Source Separation. In W. Wang (Ed), Machine Audition: Principles, Algorithms and Systems. Chapter 7, pp. 162-185. IGI Global, 2011. ISBN 978-1-61520-919-4. DOI: 10.4018/978-1-61520-919-4.ch007file: VincentJafariAbdallahPD11-probabilistic.pdf:v\VincentJafariAbdallahPD11-probabilistic.pdf:PDF owner: markp timestamp: 2011.02.04file: VincentJafariAbdallahPD11-probabilistic.pdf:v\VincentJafariAbdallahPD11-probabilistic.pdf:PDF owner: markp timestamp: 2011.02.04Most sound scenes result from the superposition of several sources, which can be separately perceived and analyzed by human listeners. Source separation aims to provide machine listeners with similar skills by extracting the sounds of individual sources from a given scene. Existing separation systems operate either by emulating the human auditory system or by inferring the parameters of probabilistic sound models. In this chapter, the authors focus on the latter approach and provide a joint overview of established and recent models, including independent component analysis, local time-frequency models and spectral template-based models. They show that most models are instances of one of the following two general paradigms: linear modeling or variance modeling. They compare the merits of either paradigm and report objective performance figures. They also,conclude by discussing promising combinations of probabilistic priors and inference algorithms that could form the basis of future state-of-the-art systems
Hybrid Collaborative Filtering with Autoencoders
Collaborative Filtering aims at exploiting the feedback of users to provide
personalised recommendations. Such algorithms look for latent variables in a
large sparse matrix of ratings. They can be enhanced by adding side information
to tackle the well-known cold start problem. While Neu-ral Networks have
tremendous success in image and speech recognition, they have received less
attention in Collaborative Filtering. This is all the more surprising that
Neural Networks are able to discover latent variables in large and
heterogeneous datasets. In this paper, we introduce a Collaborative Filtering
Neural network architecture aka CFN which computes a non-linear Matrix
Factorization from sparse rating inputs and side information. We show
experimentally on the MovieLens and Douban dataset that CFN outper-forms the
state of the art and benefits from side information. We provide an
implementation of the algorithm as a reusable plugin for Torch, a popular
Neural Network framework
Robust and sparse factor modelling.
Factor construction methods are widely used to summarize a large panel of variables by means of a relatively small number of representative factors. We propose a novel factor construction procedure that enjoys the properties of robustness to outliers and of sparsity; that is, having relatively few nonzero factor loadings. Compared to the traditional factor construction method, we find that this procedure leads to a favorable forecasting performance in the presence of outliers and to better interpretable factors. We investigate the performance of the method in a Monte Carlo experiment and in an empirical application to a large data set from macroeconomics.Dimension reduction; Forecasting; Outliers; Regularization; Sparsity;
Copula-like Variational Inference
This paper considers a new family of variational distributions motivated by
Sklar's theorem. This family is based on new copula-like densities on the
hypercube with non-uniform marginals which can be sampled efficiently, i.e.
with a complexity linear in the dimension of state space. Then, the proposed
variational densities that we suggest can be seen as arising from these
copula-like densities used as base distributions on the hypercube with Gaussian
quantile functions and sparse rotation matrices as normalizing flows. The
latter correspond to a rotation of the marginals with complexity . We provide some empirical evidence that such a variational family can
also approximate non-Gaussian posteriors and can be beneficial compared to
Gaussian approximations. Our method performs largely comparably to
state-of-the-art variational approximations on standard regression and
classification benchmarks for Bayesian Neural Networks.Comment: 33rd Conference on Neural Information Processing Systems (NeurIPS
2019), Vancouver, Canad
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