有效学习状态的线性线性指数族预测表示Efficiently Learning Linear-Linear Exponential Family Prof Stateedictive Representations |
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课程网址: | http://videolectures.net/icml08_singh_ell/ |
主讲教师: | Satinder Singh |
开课单位: | 密歇根大学 |
开课时间: | 2008-08-12 |
课程语种: | 英语 |
中文简介: | 指数族PSR(EFPSR)模型通过将状态表示为未来观察的短期窗口上的指数族分布的参数来捕获随机动力系统。它们从学习的角度来看具有吸引力,因为它们被完全观察到(意味着最大可能性的表达不涉及隐藏数量),但仍然足以表达捕获现有模型(如POMDP和线性动力系统)和预测新模型。虽然存在基于最大化精确似然的学习算法,但它们在计算上不可行。我们提出了一种基于近似似然函数的新的,计算有效的学习算法。该算法可以被解释为试图引起与其经验观察的对应物匹配的观察,特征和状态的静态分布。近似似然性和匹配静态分布的想法可能适用于其他模型。 |
课程简介: | Exponential Family PSR (EFPSR) models capture stochastic dynamical systems by representing state as the parameters of an exponential family distribution over a short-term window of future observations. They are appealing from a learning perspective because they are fully observed (meaning expressions for maximum likelihood do not involve hidden quantities), but are still expressive enough to both capture existing models (such as POMDPs and linear dynamical systems) and predict new models. While learning algorithms based on maximizing exact likelihood exist, they are not computationally feasible. We present a new, computationally efficient, learning algorithm based on an approximate likelihood function. The algorithm can be interpreted as attempting to induce stationary distributions of observations, features and states which match their empirically observed counterparts. The approximate likelihood, and the idea of matching stationary distributions, may have application in other models. |
关 键 词: | 指数族模型; 随机动力系统; 最大化精确似然 |
课程来源: | 视频讲座网 |
最后编审: | 2019-04-21:lxf |
阅读次数: | 86 |