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通过最大熵谱降维,包括讨论劳伦斯范德华maaten

Spectral Dimensionality Reduction via Maximum Entropy, incl. discussion by Laurens van der Maaten
课程网址: http://videolectures.net/aistats2011_lawrence_spectral/  
主讲教师: Neil D. Lawrence, Laurens van der Maaten
开课单位: 代尔夫特工业大学
开课时间: 2011-05-06
课程语种: 英语
中文简介:
我们引入了光谱维数降低的新视角,将这些方法视为高斯随机场(GRF)。我们的统一视角基于最大熵原理,而最大熵原理又受最大方差展开的启发。由此产生的概率模型基于GRF。得到的模型是主成分分析的非线性推广。我们证明了局部线性嵌入中的参数拟合是这些模型中的近似最大似然。我们开发了直接最大化可能性的新算法,并表明这些新算法与机器人导航可视化和人体运动捕获数据集的领先光谱方法相竞争。最后,最大似然透视允许我们通过图形套索引入基于GRF的L1正则化的降维的新方法。
课程简介: We introduce a new perspective on spectral dimensionality reduction which views these methods as Gaussian random fields (GRFs). Our unifying perspective is based on the maximum entropy principle which is in turn inspired by maximum variance unfolding. The resulting probabilistic models are based on GRFs. The resulting model is a nonlinear generalization of principal component analysis. We show that parameter fitting in the locally linear embedding is approximate maximum likelihood in these models. We develop new algorithms that directly maximize the likelihood and show that these new algorithms are competitive with the leading spectral approaches on a robot navigation visualization and a human motion capture data set. Finally the maximum likelihood perspective allows us to introduce a new approach to dimensionality reduction based on L1 regularization of the GRF via the graphical lasso.
关 键 词: 谱降维; 高斯随机域; 概率模型
课程来源: 视频讲座网
最后编审: 2020-06-29:zyk
阅读次数: 48