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Dirichlet模型:教程与实践课程

Dirichlet Processes: Tutorial and Practical Course
课程网址: http://videolectures.net/mlss07_teh_dp/  
主讲教师: Yee Whye Teh
开课单位: 伦敦大学学院
开课时间: 2007-08-27
课程语种: 英语
中文简介:
**贝叶斯方法**允许一个连贯的框架来处理机器学习中的不确定性。通过积分参数,贝叶斯模型不会受到过度拟合的影响,因此可以考虑使用具有无限数量参数的模型,即贝叶斯非参数模型。这种模型的一个例子是高斯过程,它是在回归和分类问题中使用的函数的分布。另一个例子是Dirichlet过程,它是分布上的分布。 Dirichlet过程用于参数模型的密度估计,聚类和非参数松弛。由于其计算易处理性和建模灵活性,它在统计和机器学习社区中越来越受欢迎。在本教程中,我将介绍Dirichlet过程,并描述Dirichlet过程的不同表示,包括Blackwell-MacQueen? urn计划,中国餐馆流程,以及坚持不懈的建设。我还将介绍Dirichlet过程的各种扩展,以及机器学习,自然语言处理,机器视觉,计算生物学等领域的应用。在实际过程中,我将描述基于马尔可夫链蒙特卡罗采样的Dirichlet过程的推理算法,我们将实现Dirichlet过程混合模型,希望将其应用于发现NIPS论文和作者的集群。
课程简介: **The Bayesian approach** allows for a coherent framework for dealing with uncertainty in machine learning. By integrating out parameters, Bayesian models do not suffer from overfitting, thus it is conceivable to consider models with infinite numbers of parameters, aka Bayesian nonparametric models. An example of such models is the Gaussian process, which is a distribution over functions used in regression and classification problems. Another example is the Dirichlet process, which is a distribution over distributions. Dirichlet processes are used in density estimation, clustering, and nonparametric relaxations of parametric models. It has been gaining popularity in both the statistics and machine learning communities, due to its computational tractability and modelling flexibility. In the tutorial I shall introduce Dirichlet processes, and describe different representations of Dirichlet processes, including the Blackwell-MacQueen? urn scheme, Chinese restaurant processes, and the stick-breaking construction. I shall also go through various extensions of Dirichlet processes, and applications in machine learning, natural language processing, machine vision, computational biology and beyond. In the practical course I shall describe inference algorithms for Dirichlet processes based on Markov chain Monte Carlo sampling, and we shall implement a Dirichlet process mixture model, hopefully applying it to discovering clusters of NIPS papers and authors.
关 键 词: 贝叶斯方法; 机器学习; Dirichlet过程
课程来源: 视频讲座网
最后编审: 2020-10-22:chenxin
阅读次数: 84