اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدProbabilistic Trajectory Segmentation by Means of Hierarchical Dirichlet Process Switching Linear Dynamical Systems
56
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
Using movement primitive libraries is an effective means to enable robots to solve more complex tasks. In order to build these movement libraries, current algorithms require a prior segmentation of the demonstration trajectories. A promising approach is to model the trajectory as being generated by a set of Switching Linear Dynamical Systems and inferring a meaningful segmentation by inspecting the transition points characterized by the switching dynamics. With respect to the learning, a nonparametric Bayesian approach is employed utilizing a Gibbs sampler.
قيم البحث
اقرأ أيضاً
We present a probabilistic model for unsupervised alignment of high-dimensional time-warped sequences based on the Dirichlet Process Mixture Model (DPMM). We follow the approach introduced in (Kazlauskaite, 2018) of simultaneously representing each d
ata sequence as a composition of a true underlying function and a time-warping, both of which are modelled using Gaussian processes (GPs) (Rasmussen, 2005), and aligning the underlying functions using an unsupervised alignment method. In (Kazlauskaite, 2018) the alignment is performed using the GP latent variable model (GP-LVM) (Lawrence, 2005) as a model of sequences, while our main contribution is extending this approach to using DPMM, which allows us to align the sequences temporally and cluster them at the same time. We show that the DPMM achieves competitive results in comparison to the GP-LVM on synthetic and real-world data sets, and discuss the different properties of the estimated underlying functions and the time-warps favoured by these models.
The parsimonious Gaussian mixture models, which exploit an eigenvalue decomposition of the group covariance matrices of the Gaussian mixture, have shown their success in particular in cluster analysis. Their estimation is in general performed by maxi
mum likelihood estimation and has also been considered from a parametric Bayesian prospective. We propose new Dirichlet Process Parsimonious mixtures (DPPM) which represent a Bayesian nonparametric formulation of these parsimonious Gaussian mixture models. The proposed DPPM models are Bayesian nonparametric parsimonious mixture models that allow to simultaneously infer the model parameters, the optimal number of mixture components and the optimal parsimonious mixture structure from the data. We develop a Gibbs sampling technique for maximum a posteriori (MAP) estimation of the developed DPMM models and provide a Bayesian model selection framework by using Bayes factors. We apply them to cluster simulated data and real data sets, and compare them to the standard parsimonious mixture models. The obtained results highlight the effectiveness of the proposed nonparametric parsimonious mixture models as a good nonparametric alternative for the parametric parsimonious models.
Time-varying mixture densities occur in many scenarios, for example, the distributions of keywords that appear in publications may evolve from year to year, video frame features associated with multiple targets may evolve in a sequence. Any models th
at realistically cater to this phenomenon must exhibit two important properties: the underlying mixture densities must have an unknown number of mixtures, and there must be some smoothness constraints in place for the adjacent mixture densities. The traditional Hierarchical Dirichlet Process (HDP) may be suited to the first property, but certainly not the second. This is due to how each random measure in the lower hierarchies is sampled independent of each other and hence does not facilitate any temporal correlations. To overcome such shortcomings, we proposed a new Smoothed Hierarchical Dirichlet Process (sHDP). The key novelty of this model is that we place a temporal constraint amongst the nearby discrete measures ${G_j}$ in the form of symmetric Kullback-Leibler (KL) Divergence with a fixed bound $B$. Although the constraint we place only involves a single scalar value, it nonetheless allows for flexibility in the corresponding successive measures. Remarkably, it also led us to infer the model within the stick-breaking process where the traditional Beta distribution used in stick-breaking is now replaced by a new constraint calculated from $B$. We present the inference algorithm and elaborate on its solutions. Our experiment using NIPS keywords has shown the desirable effect of the model.
We introduce a flexible, scalable Bayesian inference framework for nonlinear dynamical systems characterised by distinct and hierarchical variability at the individual, group, and population levels. Our model class is a generalisation of nonlinear mi
xed-effects (NLME) dynamical systems, the statistical workhorse for many experimental sciences. We cast parameter inference as stochastic optimisation of an end-to-end differentiable, block-conditional variational autoencoder. We specify the dynamics of the data-generating process as an ordinary differential equation (ODE) such that both the ODE and its solver are fully differentiable. This model class is highly flexible: the ODE right-hand sides can be a mixture of user-prescribed or white-box sub-components and neural network or black-box sub-components. Using stochastic optimisation, our amortised inference algorithm could seamlessly scale up to massive data collection pipelines (common in labs with robotic automation). Finally, our framework supports interpretability with respect to the underlying dynamics, as well as predictive generalization to unseen combinations of group components (also called zero-shot learning). We empirically validate our method by predicting the dynamic behaviour of bacteria that were genetically engineered to function as biosensors. Our implementation of the framework, the dataset, and all code to reproduce the experimental results is available at https://www.github.com/Microsoft/vi-hds .
We develop a sequential low-complexity inference procedure for Dirichlet process mixtures of Gaussians for online clustering and parameter estimation when the number of clusters are unknown a-priori. We present an easily computable, closed form param
etric expression for the conditional likelihood, in which hyperparameters are recursively updated as a function of the streaming data assuming conjugate priors. Motivated by large-sample asymptotics, we propose a novel adaptive low-complexity design for the Dirichlet process concentration parameter and show that the number of classes grow at most at a logarithmic rate. We further prove that in the large-sample limit, the conditional likelihood and data predictive distribution become asymptotically Gaussian. We demonstrate through experiments on synthetic and real data sets that our approach is superior to other online state-of-the-art methods.
الأسئلة المقترحة
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
