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从人工噪声中识别数据的无监督学习

Unsupervised Learning by Discriminating Data from Artificial Noise
课程网址: http://videolectures.net/nipsworkshops09_gutmann_ulddan/  
主讲教师: Michael Gutmann
开课单位: 国赫尔辛基科技机构
开课时间: 2010-03-26
课程语种: 英语
中文简介:
噪声对比估计是我们为参数化统计模型开发的一种新的估计原理。该想法是使用逻辑回归函数中的模型对数密度函数来训练分类器以区分观察到的数据和一些人为产生的噪声。可以证明,这导致参数的一致(收敛)估计。该方法显示直接适用于密度函数未整合到一致的模型(非标准化模型)。可以像任何其他参数一样估计归一化常数(分区函数)。我们将该方法与可用于估计非标准化模型的其他方法进行比较,包括得分匹配,对比差异和最大似然,其中使用重要性抽样估计正确的归一化。仿真表明,噪声对比估计提供了计算和统计效率之间的最佳平衡。然后将该方法应用于自然图像的建模。
课程简介: Noise-contrastive estimation is a new estimation principle that we have developed for parameterized statistical models. The idea is to train a classifier to discriminate between the observed data and some artificially generated noise, using the model log-density function in a logistic regression function. It can be proven that this leads to a consistent (convergent) estimator of the parameters. The method is shown to directly work for models where the density function does not integrate to unity (unnormalized models). The normalization constant (partition function) can be estimated like any other parameter. We compare the method with other methods that can be used to estimate unnormalized models, including score matching, contrastive divergence, and maximum-likelihood where the correct normalization is estimated with importance sampling. Simulations show that noise-contrastive estimation offers the best trade-off between computational and statistical efficiency. The method is then applied to the modeling of natural images.
关 键 词: 无监督学习; 建模; 统计
课程来源: 视频讲座网
最后编审: 2020-06-29:wuyq
阅读次数: 48