Bayesian Inference on Matrix Manifolds for Linear Dimensionality Reduction

We reframe linear dimensionality reduction as a problem of Bayesian inference on matrix manifolds. This natural paradigm extends the Bayesian framework to dimensionality reduction tasks in higher dimensions with simpler models at greater speeds. Here an orthogonal basis is treated as a single point on a manifold and is associated with a linear subspace on which observations vary maximally. Throughout this paper, we employ the Grassmann and Stiefel manifolds for various dimensionality reduction problems, explore the connection between the two manifolds, and use Hybrid Monte Carlo for posterior sampling on the Grassmannian for the first time. We delineate in which situations either manifold should be considered. Further, matrix manifold models are used to yield scientific insight in the context of cognitive neuroscience, and we conclude that our methods are suitable for basic inference as well as accurate prediction.Comment: All datasets and computer programs are publicly available at http://www.ics.uci.edu/~babaks/Site/Codes.htm

Unsupervised Learning via Mixtures of Skewed Distributions with Hypercube Contours

Mixture models whose components have skewed hypercube contours are developed via a generalization of the multivariate shifted asymmetric Laplace density. Specifically, we develop mixtures of multiple scaled shifted asymmetric Laplace distributions. The component densities have two unique features: they include a multivariate weight function, and the marginal distributions are also asymmetric Laplace. We use these mixtures of multiple scaled shifted asymmetric Laplace distributions for clustering applications, but they could equally well be used in the supervised or semi-supervised paradigms. The expectation-maximization algorithm is used for parameter estimation and the Bayesian information criterion is used for model selection. Simulated and real data sets are used to illustrate the approach and, in some cases, to visualize the skewed hypercube structure of the components

Feature Extraction for Universal Hypothesis Testing via Rank-constrained Optimization

This paper concerns the construction of tests for universal hypothesis testing problems, in which the alternate hypothesis is poorly modeled and the observation space is large. The mismatched universal test is a feature-based technique for this purpose. In prior work it is shown that its finite-observation performance can be much better than the (optimal) Hoeffding test, and good performance depends crucially on the choice of features. The contributions of this paper include: 1) We obtain bounds on the number of \epsilon distinguishable distributions in an exponential family. 2) This motivates a new framework for feature extraction, cast as a rank-constrained optimization problem. 3) We obtain a gradient-based algorithm to solve the rank-constrained optimization problem and prove its local convergence.Comment: 5 pages, 4 figures, submitted to ISIT 201

Feature and Variable Selection in Classification

The amount of information in the form of features and variables avail- able to machine learning algorithms is ever increasing. This can lead to classifiers that are prone to overfitting in high dimensions, high di- mensional models do not lend themselves to interpretable results, and the CPU and memory resources necessary to run on high-dimensional datasets severly limit the applications of the approaches. Variable and feature selection aim to remedy this by finding a subset of features that in some way captures the information provided best. In this paper we present the general methodology and highlight some specific approaches.Comment: Part of master seminar in document analysis held by Marcus Eichenberger-Liwick