Online Learning in High Dimensions. LWPR and it s application

Size: px
Start display at page:

Download "Online Learning in High Dimensions. LWPR and it s application"

Transcription

1 Lecture 9 LWPR Online Learning in High Dimensions Contents: LWPR and it s application Sethu Vijayakumar, Aaron D'Souza and Stefan Schaal, Incremental Online Learning in High Dimensions, Neural Computation, vol. 17, no. 12, pp (2005). Stefan Klanke, Sethu Vijayakumar and Stefan Schaal, A Library for Locally Weighted Projection Regression, Journal of Machine Learning Research (JMLR), vol. 9, pp (2008). lwpr Lecture 9: RLSC Prof. Sethu Vijayakumar 1

2 Locally Weighted Projection Regression Projection Regression has many benefits: Computationally cheap Numerically robust Ideally suited for incremental addition of projections Typically, fewer projections required than intrinsic dimensionality Based on our analysis of Dimensionality reduction techniques, we will use PLS as our preprocessing step which also gives as the slope of the local linear model in each receptive field. We then plug this into our LWR learning framework to get a very efficient incremental learning system, i.e. LWPR Lecture 9: RLSC Prof. Sethu Vijayakumar 2

3 Locally Linear Models Cleveland 79 Farmer et al. 88 Atkeson 89 Region of Validity 2 k Receptive Field Activation w 1 Linear Model 0 If we can find the tangent (plane) and the region of validity from only local data, the function approximation problem can be solved efficiently Lecture 9: RLSC Prof. Sethu Vijayakumar 3

4 Formalization of Local Models The Linear Model The Kernel Function y x T x 0 T x where x x T 1 Open Parameters T The Prediction w exp 1 2 x c T Dx c y K w i y k i1 K w i i1 where D M T M Lecture 9: RLSC Prof. Sethu Vijayakumar 4

5 LWL in High Dimensional Spaces The Curse of Dimensionality The power of local learning comes from exploiting the discriminative power of local neighborhood relations, but the notion of a local breaks down in high dim. spaces Lecture 9: RLSC Prof. Sethu Vijayakumar 5

6 Human Movement Measure arm movement and full body movement of humans and anthropomorphic robots Perform local dimensionality analysis with a growing variational mixture of factor analyzers Lecture 9: RLSC Prof. Sethu Vijayakumar 6

7 Dimensionality of Full Body Motion Cumulative Variance Global PCA 32 0 / / No. of retained dimensions / / Probabilit y Dimensionality About 8 dimensions in the space formed by joint positions, velocities, and accelerations are needed to model an inverse dynamics model Local FA / / / / 105 Lecture 9: RLSC Prof. Sethu Vijayakumar 7

8 Exploiting Locally Low Dim. Data Use local dimensionality reduction techniques PCA Factor Analysis Partial Least Squares Regression T y T x x 0 T s x where x T s x T 1 Regression Along One Dimensional Projections u X T y Determine Note: projection for spherical from input correlation s Xu Project distributions, the input data PLS performs st y optimally with just one Perform single projection variate regression Iterate multiple times on residual error Lecture 9: RLSC Prof. Sethu Vijayakumar 8

9 Learning the distance metric D n1 D n δj δd J 1 W M r 2 i res, k 1, i 2 i1 k 1 sk, i 2 (1 wi ) T sk Wsk w y N i, j1 D 2 ij Regularization on the distance metric Lecture 9: RLSC Prof. Sethu Vijayakumar 9

10 Incremental Dimensionality Reduction Incremental PLS Sufficient statistics Lambda = Forgetting factor Lecture 9: RLSC Prof. Sethu Vijayakumar 10

11 Incremental Metric Adjustment Incremental Distance Metric Update Lecture 9: RLSC Prof. Sethu Vijayakumar 11

12 Processing Units of LWPR Lecture 9: RLSC Prof. Sethu Vijayakumar 12

13 Summary LWPR algorithm Fit the non linear function with sum of weighted local linear models In each of these local models, do a local dimensionality reduction for regression (orthogonal projections) Learn the locality of the models incrementally Key point: No competition while learning individual local models (unlike mixture models) Lecture 9: RLSC Prof. Sethu Vijayakumar 13

14 Lecture 9: RLSC Prof. Sethu Vijayakumar 14 Example: 1D Fitting y x original training data new training data true y predicted y predicted y after new training data w x c) Learned Organization of Receptive Fields y x b) Local Function Fitting With Receptive Fields a) Global Function Fitting With Sigmoidal Neural Network

15 Empirical Evaluations (Cross Data) Input Dimensionality = 2 (+ 8 or 18 redundant dimensions.) Noise ~ N(0,0.01) # training data = 500 Target function Learned Initial Receptive Fields Learned function Lecture 9: RLSC Prof. Sethu Vijayakumar 15

16 Empirical Evaluations (Cross Data) Low nmse achieved inspite of redundant inputs Lecture 9: RLSC Prof. Sethu Vijayakumar 16

17 Inv. Dynamics Learning (7 DOF) Inverse dynamics of a 7DOF anthropomorphic robot arm SARCOS dexterous arm τ f f (θ, θ, θ ) 21 7 :... We add an additional 29 redundant input dimensions to verify the redundancy handling ability of our algorithm f 50 7 : Lecture 9: RLSC Prof. Sethu Vijayakumar 17

18 Learning results & comparison Lecture 9: RLSC Prof. Sethu Vijayakumar 18

19 Learning Feedforward Controller sensor feedback Lecture 9: RLSC Prof. Sethu Vijayakumar 19

20 Online Learning with 7DOF Robot Arm PD control no dynamics model Learning the Dynamics Model Lecture 9: RLSC Prof. Sethu Vijayakumar 20

21 Online learning with Robot Arm Reaching & pole balancing Learning Trials Lecture 9: RLSC Prof. Sethu Vijayakumar 21

22 Adaptation to Changed Dynamics Learning new dynamics online Adaptation in Humanoid Online Dynamics Adaptation f : Lecture 9: RLSC Prof. Sethu Vijayakumar 22

Lecture VIII Dim. Reduction (I)

Lecture VIII Dim. Reduction (I) Lecture VIII Dim. Reduction (I) Contents: Subset Selection & Shrinkage Ridge regression, Lasso PCA, PCR, PLS Lecture VIII: MLSC - Dr. Sethu Viayakumar Data From Human Movement Measure arm movement and

More information

Lecture 13: Dynamical Systems based Representation. Contents:

Lecture 13: Dynamical Systems based Representation. Contents: Lecture 13: Dynamical Systems based Representation Contents: Differential Equation Force Fields, Velocity Fields Dynamical systems for Trajectory Plans Generating plans dynamically Fitting (or modifying)

More information

Multi-task Learning with Gaussian Processes, with Applications to Robot Inverse Dynamics

Multi-task Learning with Gaussian Processes, with Applications to Robot Inverse Dynamics 1 / 38 Multi-task Learning with Gaussian Processes, with Applications to Robot Inverse Dynamics Chris Williams with Kian Ming A. Chai, Stefan Klanke, Sethu Vijayakumar December 2009 Motivation 2 / 38 Examples

More information

Incremental Online Learning in High Dimensions

Incremental Online Learning in High Dimensions Incremental Online Learning in High Dimensions Sethu Vijayakumar sethu.vijayakumar@ed.ac.uk School of Informatics, University of Edinburgh, Edinburgh EH9 3JZ,United Kingdom Aaron D Souza, Stefan Schaal

More information

to Motor Adaptation Olivier Sigaud September 24, 2013

to Motor Adaptation Olivier Sigaud September 24, 2013 An Operational Space Control approach to Motor Adaptation Olivier Sigaud Université Pierre et Marie Curie, PARIS 6 http://people.isir.upmc.fr/sigaud September 24, 2013 1 / 49 Table of contents Introduction

More information

SENSOR-ASSISTED ADAPTIVE MOTOR CONTROL UNDER CONTINUOUSLY VARYING CONTEXT

SENSOR-ASSISTED ADAPTIVE MOTOR CONTROL UNDER CONTINUOUSLY VARYING CONTEXT SENSOR-ASSISTED ADAPTIVE MOTOR CONTROL UNDER CONTINUOUSLY VARYING CONTEXT Heiko Hoffmann, Georgios Petkos, Sebastian Bitzer, and Sethu Vijayakumar Institute of Perception, Action and Behavior, School of

More information

Incremental Online Learning in High Dimensions

Incremental Online Learning in High Dimensions Incremental Online Learning in High Dimensions Sethu Vijayakumar, Aaron D Souza & Stefan Schaal Department of Computer Science University of Southern California, Los Angeles, CA 989-252,USA. {sethu,adsouza,sschaal}@usc.edu

More information

Robotics Part II: From Learning Model-based Control to Model-free Reinforcement Learning

Robotics Part II: From Learning Model-based Control to Model-free Reinforcement Learning Robotics Part II: From Learning Model-based Control to Model-free Reinforcement Learning Stefan Schaal Max-Planck-Institute for Intelligent Systems Tübingen, Germany & Computer Science, Neuroscience, &

More information

Robotics: Science & Systems [Topic 6: Control] Prof. Sethu Vijayakumar Course webpage:

Robotics: Science & Systems [Topic 6: Control] Prof. Sethu Vijayakumar Course webpage: Robotics: Science & Systems [Topic 6: Control] Prof. Sethu Vijayakumar Course webpage: http://wcms.inf.ed.ac.uk/ipab/rss Control Theory Concerns controlled systems of the form: and a controller of the

More information

Planning and Moving in Dynamic Environments

Planning and Moving in Dynamic Environments Planning and Moving in Dynamic Environments A Statistical Machine Learning Approach Sethu Vijayakumar, Marc Toussaint 2, Giorgios Petkos, and Matthew Howard School of Informatics, University of Edinburgh,

More information

Local regression, intrinsic dimension, and nonparametric sparsity

Local regression, intrinsic dimension, and nonparametric sparsity Local regression, intrinsic dimension, and nonparametric sparsity Samory Kpotufe Toyota Technological Institute - Chicago and Max Planck Institute for Intelligent Systems I. Local regression and (local)

More information

Learning Dynamics for Robot Control under Varying Contexts

Learning Dynamics for Robot Control under Varying Contexts Learning Dynamics for Robot Control under Varying Contexts Georgios Petkos E H U N I V E R S I T Y T O H F R G E D I N B U Doctor of Philosophy Institute of Perception, Action and Behaviour School of Informatics

More information

Lecture XI Learning with Distal Teachers (Forward and Inverse Models)

Lecture XI Learning with Distal Teachers (Forward and Inverse Models) Lecture XI Learning with Distal eachers (Forward and Inverse Models) Contents: he Distal eacher Problem Distal Supervised Learning Direct Inverse Modeling Forward Models Jacobian Combined Inverse & Forward

More information

Computer Vision Group Prof. Daniel Cremers. 6. Mixture Models and Expectation-Maximization

Computer Vision Group Prof. Daniel Cremers. 6. Mixture Models and Expectation-Maximization Prof. Daniel Cremers 6. Mixture Models and Expectation-Maximization Motivation Often the introduction of latent (unobserved) random variables into a model can help to express complex (marginal) distributions

More information

CS281 Section 4: Factor Analysis and PCA

CS281 Section 4: Factor Analysis and PCA CS81 Section 4: Factor Analysis and PCA Scott Linderman At this point we have seen a variety of machine learning models, with a particular emphasis on models for supervised learning. In particular, we

More information

Learning Gaussian Process Models from Uncertain Data

Learning Gaussian Process Models from Uncertain Data Learning Gaussian Process Models from Uncertain Data Patrick Dallaire, Camille Besse, and Brahim Chaib-draa DAMAS Laboratory, Computer Science & Software Engineering Department, Laval University, Canada

More information

Exploiting Sparse Non-Linear Structure in Astronomical Data

Exploiting Sparse Non-Linear Structure in Astronomical Data Exploiting Sparse Non-Linear Structure in Astronomical Data Ann B. Lee Department of Statistics and Department of Machine Learning, Carnegie Mellon University Joint work with P. Freeman, C. Schafer, and

More information

Learning Attractor Landscapes for Learning Motor Primitives

Learning Attractor Landscapes for Learning Motor Primitives Learning Attractor Landscapes for Learning Motor Primitives Auke Jan Ijspeert,, Jun Nakanishi, and Stefan Schaal, University of Southern California, Los Angeles, CA 989-5, USA ATR Human Information Science

More information

Gaussian processes. Chuong B. Do (updated by Honglak Lee) November 22, 2008

Gaussian processes. Chuong B. Do (updated by Honglak Lee) November 22, 2008 Gaussian processes Chuong B Do (updated by Honglak Lee) November 22, 2008 Many of the classical machine learning algorithms that we talked about during the first half of this course fit the following pattern:

More information

Support Vector Machines

Support Vector Machines Support Vector Machines Le Song Machine Learning I CSE 6740, Fall 2013 Naïve Bayes classifier Still use Bayes decision rule for classification P y x = P x y P y P x But assume p x y = 1 is fully factorized

More information

Lecture 10. Neural networks and optimization. Machine Learning and Data Mining November Nando de Freitas UBC. Nonlinear Supervised Learning

Lecture 10. Neural networks and optimization. Machine Learning and Data Mining November Nando de Freitas UBC. Nonlinear Supervised Learning Lecture 0 Neural networks and optimization Machine Learning and Data Mining November 2009 UBC Gradient Searching for a good solution can be interpreted as looking for a minimum of some error (loss) function

More information

ADVANCED MACHINE LEARNING ADVANCED MACHINE LEARNING. Non-linear regression techniques Part - II

ADVANCED MACHINE LEARNING ADVANCED MACHINE LEARNING. Non-linear regression techniques Part - II 1 Non-linear regression techniques Part - II Regression Algorithms in this Course Support Vector Machine Relevance Vector Machine Support vector regression Boosting random projections Relevance vector

More information

Introduction to Machine Learning Prof. Sudeshna Sarkar Department of Computer Science and Engineering Indian Institute of Technology, Kharagpur

Introduction to Machine Learning Prof. Sudeshna Sarkar Department of Computer Science and Engineering Indian Institute of Technology, Kharagpur Introduction to Machine Learning Prof. Sudeshna Sarkar Department of Computer Science and Engineering Indian Institute of Technology, Kharagpur Module 2 Lecture 05 Linear Regression Good morning, welcome

More information

Linear Regression. Robot Image Credit: Viktoriya Sukhanova 123RF.com

Linear Regression. Robot Image Credit: Viktoriya Sukhanova 123RF.com Linear Regression These slides were assembled by Eric Eaton, with grateful acknowledgement of the many others who made their course materials freely available online. Feel free to reuse or adapt these

More information

Advances in Manifold Learning Presented by: Naku Nak l Verm r a June 10, 2008

Advances in Manifold Learning Presented by: Naku Nak l Verm r a June 10, 2008 Advances in Manifold Learning Presented by: Nakul Verma June 10, 008 Outline Motivation Manifolds Manifold Learning Random projection of manifolds for dimension reduction Introduction to random projections

More information

Internal Covariate Shift Batch Normalization Implementation Experiments. Batch Normalization. Devin Willmott. University of Kentucky.

Internal Covariate Shift Batch Normalization Implementation Experiments. Batch Normalization. Devin Willmott. University of Kentucky. Batch Normalization Devin Willmott University of Kentucky October 23, 2017 Overview 1 Internal Covariate Shift 2 Batch Normalization 3 Implementation 4 Experiments Covariate Shift Suppose we have two distributions,

More information

Gatsby Theoretical Neuroscience Lectures: Non-Gaussian statistics and natural images Parts I-II

Gatsby Theoretical Neuroscience Lectures: Non-Gaussian statistics and natural images Parts I-II Gatsby Theoretical Neuroscience Lectures: Non-Gaussian statistics and natural images Parts I-II Gatsby Unit University College London 27 Feb 2017 Outline Part I: Theory of ICA Definition and difference

More information

Minimax Differential Dynamic Programming: An Application to Robust Biped Walking

Minimax Differential Dynamic Programming: An Application to Robust Biped Walking Minimax Differential Dynamic Programming: An Application to Robust Biped Walking Jun Morimoto Human Information Science Labs, Department 3, ATR International Keihanna Science City, Kyoto, JAPAN, 619-0288

More information

Gaussian with mean ( µ ) and standard deviation ( σ)

Gaussian with mean ( µ ) and standard deviation ( σ) Slide from Pieter Abbeel Gaussian with mean ( µ ) and standard deviation ( σ) 10/6/16 CSE-571: Robotics X ~ N( µ, σ ) Y ~ N( aµ + b, a σ ) Y = ax + b + + + + 1 1 1 1 1 1 1 1 1 1, ~ ) ( ) ( ), ( ~ ), (

More information

XCSF with Local Deletion: Preventing Detrimental Forgetting

XCSF with Local Deletion: Preventing Detrimental Forgetting XCSF with Local Deletion: Preventing Detrimental Forgetting ABSTRACT Martin V. Butz Department of Psychology III University of Würzburg Röntgenring 977 Würzburg, Germany butz@psychologie.uni-wuerzburg.de

More information

Deep Feedforward Networks

Deep Feedforward Networks Deep Feedforward Networks Liu Yang March 30, 2017 Liu Yang Short title March 30, 2017 1 / 24 Overview 1 Background A general introduction Example 2 Gradient based learning Cost functions Output Units 3

More information

Introduction to Machine Learning

Introduction to Machine Learning 10-701 Introduction to Machine Learning PCA Slides based on 18-661 Fall 2018 PCA Raw data can be Complex, High-dimensional To understand a phenomenon we measure various related quantities If we knew what

More information

Machine Learning in Modern Well Testing

Machine Learning in Modern Well Testing Machine Learning in Modern Well Testing Yang Liu and Yinfeng Qin December 11, 29 1 Introduction Well testing is a crucial stage in the decision of setting up new wells on oil field. Decision makers rely

More information

Value Function Methods. CS : Deep Reinforcement Learning Sergey Levine

Value Function Methods. CS : Deep Reinforcement Learning Sergey Levine Value Function Methods CS 294-112: Deep Reinforcement Learning Sergey Levine Class Notes 1. Homework 2 is due in one week 2. Remember to start forming final project groups and writing your proposal! Proposal

More information

CITEC SummerSchool 2013 Learning From Physics to Knowledge Selected Learning Methods

CITEC SummerSchool 2013 Learning From Physics to Knowledge Selected Learning Methods CITEC SummerSchool 23 Learning From Physics to Knowledge Selected Learning Methods Robert Haschke Neuroinformatics Group CITEC, Bielefeld University September, th 23 Robert Haschke (CITEC) Learning From

More information

Neural Network Training

Neural Network Training Neural Network Training Sargur Srihari Topics in Network Training 0. Neural network parameters Probabilistic problem formulation Specifying the activation and error functions for Regression Binary classification

More information

Lecture 3: Pattern Classification

Lecture 3: Pattern Classification EE E6820: Speech & Audio Processing & Recognition Lecture 3: Pattern Classification 1 2 3 4 5 The problem of classification Linear and nonlinear classifiers Probabilistic classification Gaussians, mixtures

More information

Enhancing a Model-Free Adaptive Controller through Evolutionary Computation

Enhancing a Model-Free Adaptive Controller through Evolutionary Computation Enhancing a Model-Free Adaptive Controller through Evolutionary Computation Anthony Clark, Philip McKinley, and Xiaobo Tan Michigan State University, East Lansing, USA Aquatic Robots Practical uses autonomous

More information

A Probabilistic Representation for Dynamic Movement Primitives

A Probabilistic Representation for Dynamic Movement Primitives A Probabilistic Representation for Dynamic Movement Primitives Franziska Meier,2 and Stefan Schaal,2 CLMC Lab, University of Southern California, Los Angeles, USA 2 Autonomous Motion Department, MPI for

More information

From Least Squares Regression to High-dimensional Motion Primitives

From Least Squares Regression to High-dimensional Motion Primitives IROS2018 Tutorial Mo-TUT-2 From Least Squares Regression to High-dimensional Motion Primitives Freek Stulp, Sylvain Calinon, Gerhard Neumann Generation vs. Recall 159 + 72 =??? Generation vs. Recall 159

More information

CS540 Machine learning Lecture 5

CS540 Machine learning Lecture 5 CS540 Machine learning Lecture 5 1 Last time Basis functions for linear regression Normal equations QR SVD - briefly 2 This time Geometry of least squares (again) SVD more slowly LMS Ridge regression 3

More information

Machine Learning (Spring 2012) Principal Component Analysis

Machine Learning (Spring 2012) Principal Component Analysis 1-71 Machine Learning (Spring 1) Principal Component Analysis Yang Xu This note is partly based on Chapter 1.1 in Chris Bishop s book on PRML and the lecture slides on PCA written by Carlos Guestrin in

More information

Multi-layer Neural Networks

Multi-layer Neural Networks Multi-layer Neural Networks Steve Renals Informatics 2B Learning and Data Lecture 13 8 March 2011 Informatics 2B: Learning and Data Lecture 13 Multi-layer Neural Networks 1 Overview Multi-layer neural

More information

Assignment 3. Introduction to Machine Learning Prof. B. Ravindran

Assignment 3. Introduction to Machine Learning Prof. B. Ravindran Assignment 3 Introduction to Machine Learning Prof. B. Ravindran 1. In building a linear regression model for a particular data set, you observe the coefficient of one of the features having a relatively

More information

Machine Learning Basics Lecture 7: Multiclass Classification. Princeton University COS 495 Instructor: Yingyu Liang

Machine Learning Basics Lecture 7: Multiclass Classification. Princeton University COS 495 Instructor: Yingyu Liang Machine Learning Basics Lecture 7: Multiclass Classification Princeton University COS 495 Instructor: Yingyu Liang Example: image classification indoor Indoor outdoor Example: image classification (multiclass)

More information

Principal Component Analysis

Principal Component Analysis I.T. Jolliffe Principal Component Analysis Second Edition With 28 Illustrations Springer Contents Preface to the Second Edition Preface to the First Edition Acknowledgments List of Figures List of Tables

More information

CSC2515 Winter 2015 Introduction to Machine Learning. Lecture 2: Linear regression

CSC2515 Winter 2015 Introduction to Machine Learning. Lecture 2: Linear regression CSC2515 Winter 2015 Introduction to Machine Learning Lecture 2: Linear regression All lecture slides will be available as.pdf on the course website: http://www.cs.toronto.edu/~urtasun/courses/csc2515/csc2515_winter15.html

More information

Support Vector Regression (SVR) Descriptions of SVR in this discussion follow that in Refs. (2, 6, 7, 8, 9). The literature

Support Vector Regression (SVR) Descriptions of SVR in this discussion follow that in Refs. (2, 6, 7, 8, 9). The literature Support Vector Regression (SVR) Descriptions of SVR in this discussion follow that in Refs. (2, 6, 7, 8, 9). The literature suggests the design variables should be normalized to a range of [-1,1] or [0,1].

More information

Machine Learning for Biomedical Engineering. Enrico Grisan

Machine Learning for Biomedical Engineering. Enrico Grisan Machine Learning for Biomedical Engineering Enrico Grisan enrico.grisan@dei.unipd.it Curse of dimensionality Why are more features bad? Redundant features (useless or confounding) Hard to interpret and

More information

Probabilistic Graphical Models

Probabilistic Graphical Models Probabilistic Graphical Models Brown University CSCI 295-P, Spring 213 Prof. Erik Sudderth Lecture 11: Inference & Learning Overview, Gaussian Graphical Models Some figures courtesy Michael Jordan s draft

More information

Lecture 7: Con3nuous Latent Variable Models

Lecture 7: Con3nuous Latent Variable Models CSC2515 Fall 2015 Introduc3on to Machine Learning Lecture 7: Con3nuous Latent Variable Models All lecture slides will be available as.pdf on the course website: http://www.cs.toronto.edu/~urtasun/courses/csc2515/

More information

Gaussian Process Latent Variable Models for Visualisation of High Dimensional Data

Gaussian Process Latent Variable Models for Visualisation of High Dimensional Data Gaussian Process Latent Variable Models for Visualisation of High Dimensional Data Neil D. Lawrence Department of Computer Science, University of Sheffield, Regent Court, 211 Portobello Street, Sheffield,

More information

Learning Motor Skills from Partially Observed Movements Executed at Different Speeds

Learning Motor Skills from Partially Observed Movements Executed at Different Speeds Learning Motor Skills from Partially Observed Movements Executed at Different Speeds Marco Ewerton 1, Guilherme Maeda 1, Jan Peters 1,2 and Gerhard Neumann 3 Abstract Learning motor skills from multiple

More information

Approximate Bayesian Computation

Approximate Bayesian Computation Approximate Bayesian Computation Michael Gutmann https://sites.google.com/site/michaelgutmann University of Helsinki and Aalto University 1st December 2015 Content Two parts: 1. The basics of approximate

More information

Machine Learning. CUNY Graduate Center, Spring Lectures 11-12: Unsupervised Learning 1. Professor Liang Huang.

Machine Learning. CUNY Graduate Center, Spring Lectures 11-12: Unsupervised Learning 1. Professor Liang Huang. Machine Learning CUNY Graduate Center, Spring 2013 Lectures 11-12: Unsupervised Learning 1 (Clustering: k-means, EM, mixture models) Professor Liang Huang huang@cs.qc.cuny.edu http://acl.cs.qc.edu/~lhuang/teaching/machine-learning

More information

Machine Learning 11. week

Machine Learning 11. week Machine Learning 11. week Feature Extraction-Selection Dimension reduction PCA LDA 1 Feature Extraction Any problem can be solved by machine learning methods in case of that the system must be appropriately

More information

Basic Principles of Unsupervised and Unsupervised

Basic Principles of Unsupervised and Unsupervised Basic Principles of Unsupervised and Unsupervised Learning Toward Deep Learning Shun ichi Amari (RIKEN Brain Science Institute) collaborators: R. Karakida, M. Okada (U. Tokyo) Deep Learning Self Organization

More information

Parameter Estimation. Industrial AI Lab.

Parameter Estimation. Industrial AI Lab. Parameter Estimation Industrial AI Lab. Generative Model X Y w y = ω T x + ε ε~n(0, σ 2 ) σ 2 2 Maximum Likelihood Estimation (MLE) Estimate parameters θ ω, σ 2 given a generative model Given observed

More information

Linear and Non-Linear Dimensionality Reduction

Linear and Non-Linear Dimensionality Reduction Linear and Non-Linear Dimensionality Reduction Alexander Schulz aschulz(at)techfak.uni-bielefeld.de University of Pisa, Pisa 4.5.215 and 7.5.215 Overview Dimensionality Reduction Motivation Linear Projections

More information

Reading Group on Deep Learning Session 1

Reading Group on Deep Learning Session 1 Reading Group on Deep Learning Session 1 Stephane Lathuiliere & Pablo Mesejo 2 June 2016 1/31 Contents Introduction to Artificial Neural Networks to understand, and to be able to efficiently use, the popular

More information

Energy Based Models. Stefano Ermon, Aditya Grover. Stanford University. Lecture 13

Energy Based Models. Stefano Ermon, Aditya Grover. Stanford University. Lecture 13 Energy Based Models Stefano Ermon, Aditya Grover Stanford University Lecture 13 Stefano Ermon, Aditya Grover (AI Lab) Deep Generative Models Lecture 13 1 / 21 Summary Story so far Representation: Latent

More information

Local Self-Tuning in Nonparametric Regression. Samory Kpotufe ORFE, Princeton University

Local Self-Tuning in Nonparametric Regression. Samory Kpotufe ORFE, Princeton University Local Self-Tuning in Nonparametric Regression Samory Kpotufe ORFE, Princeton University Local Regression Data: {(X i, Y i )} n i=1, Y = f(x) + noise f nonparametric F, i.e. dim(f) =. Learn: f n (x) = avg

More information

Adapting Wavenet for Speech Enhancement DARIO RETHAGE JULY 12, 2017

Adapting Wavenet for Speech Enhancement DARIO RETHAGE JULY 12, 2017 Adapting Wavenet for Speech Enhancement DARIO RETHAGE JULY 12, 2017 I am v Master Student v 6 months @ Music Technology Group, Universitat Pompeu Fabra v Deep learning for acoustic source separation v

More information

Modeling Data with Linear Combinations of Basis Functions. Read Chapter 3 in the text by Bishop

Modeling Data with Linear Combinations of Basis Functions. Read Chapter 3 in the text by Bishop Modeling Data with Linear Combinations of Basis Functions Read Chapter 3 in the text by Bishop A Type of Supervised Learning Problem We want to model data (x 1, t 1 ),..., (x N, t N ), where x i is a vector

More information

Machine Learning (CS 567) Lecture 5

Machine Learning (CS 567) Lecture 5 Machine Learning (CS 567) Lecture 5 Time: T-Th 5:00pm - 6:20pm Location: GFS 118 Instructor: Sofus A. Macskassy (macskass@usc.edu) Office: SAL 216 Office hours: by appointment Teaching assistant: Cheol

More information

Recent Advances in Bayesian Inference Techniques

Recent Advances in Bayesian Inference Techniques Recent Advances in Bayesian Inference Techniques Christopher M. Bishop Microsoft Research, Cambridge, U.K. research.microsoft.com/~cmbishop SIAM Conference on Data Mining, April 2004 Abstract Bayesian

More information

Kernel Discriminant Analysis for Regression Problems

Kernel Discriminant Analysis for Regression Problems Kernel Discriminant Analysis for Regression Problems 1 Nojun Kwak Abstract In this paper, we propose a nonlinear feature extraction method for regression problems to reduce the dimensionality of the input

More information

Heeyoul (Henry) Choi. Dept. of Computer Science Texas A&M University

Heeyoul (Henry) Choi. Dept. of Computer Science Texas A&M University Heeyoul (Henry) Choi Dept. of Computer Science Texas A&M University hchoi@cs.tamu.edu Introduction Speaker Adaptation Eigenvoice Comparison with others MAP, MLLR, EMAP, RMP, CAT, RSW Experiments Future

More information

CSE 417T: Introduction to Machine Learning. Final Review. Henry Chai 12/4/18

CSE 417T: Introduction to Machine Learning. Final Review. Henry Chai 12/4/18 CSE 417T: Introduction to Machine Learning Final Review Henry Chai 12/4/18 Overfitting Overfitting is fitting the training data more than is warranted Fitting noise rather than signal 2 Estimating! "#$

More information

Computer Vision Group Prof. Daniel Cremers. 2. Regression (cont.)

Computer Vision Group Prof. Daniel Cremers. 2. Regression (cont.) Prof. Daniel Cremers 2. Regression (cont.) Regression with MLE (Rep.) Assume that y is affected by Gaussian noise : t = f(x, w)+ where Thus, we have p(t x, w, )=N (t; f(x, w), 2 ) 2 Maximum A-Posteriori

More information

Simple Techniques for Improving SGD. CS6787 Lecture 2 Fall 2017

Simple Techniques for Improving SGD. CS6787 Lecture 2 Fall 2017 Simple Techniques for Improving SGD CS6787 Lecture 2 Fall 2017 Step Sizes and Convergence Where we left off Stochastic gradient descent x t+1 = x t rf(x t ; yĩt ) Much faster per iteration than gradient

More information

Machine Learning and Data Mining. Linear regression. Kalev Kask

Machine Learning and Data Mining. Linear regression. Kalev Kask Machine Learning and Data Mining Linear regression Kalev Kask Supervised learning Notation Features x Targets y Predictions ŷ Parameters q Learning algorithm Program ( Learner ) Change q Improve performance

More information

Unsupervised Learning

Unsupervised Learning 2018 EE448, Big Data Mining, Lecture 7 Unsupervised Learning Weinan Zhang Shanghai Jiao Tong University http://wnzhang.net http://wnzhang.net/teaching/ee448/index.html ML Problem Setting First build and

More information

Machine Learning and Data Mining. Linear regression. Prof. Alexander Ihler

Machine Learning and Data Mining. Linear regression. Prof. Alexander Ihler + Machine Learning and Data Mining Linear regression Prof. Alexander Ihler Supervised learning Notation Features x Targets y Predictions ŷ Parameters θ Learning algorithm Program ( Learner ) Change µ Improve

More information

ECE521 week 3: 23/26 January 2017

ECE521 week 3: 23/26 January 2017 ECE521 week 3: 23/26 January 2017 Outline Probabilistic interpretation of linear regression - Maximum likelihood estimation (MLE) - Maximum a posteriori (MAP) estimation Bias-variance trade-off Linear

More information

Multilayer Perceptron

Multilayer Perceptron Outline Hong Chang Institute of Computing Technology, Chinese Academy of Sciences Machine Learning Methods (Fall 2012) Outline Outline I 1 Introduction 2 Single Perceptron 3 Boolean Function Learning 4

More information

Issues and Techniques in Pattern Classification

Issues and Techniques in Pattern Classification Issues and Techniques in Pattern Classification Carlotta Domeniconi www.ise.gmu.edu/~carlotta Machine Learning Given a collection of data, a machine learner eplains the underlying process that generated

More information

UNIVERSITY of PENNSYLVANIA CIS 520: Machine Learning Final, Fall 2013

UNIVERSITY of PENNSYLVANIA CIS 520: Machine Learning Final, Fall 2013 UNIVERSITY of PENNSYLVANIA CIS 520: Machine Learning Final, Fall 2013 Exam policy: This exam allows two one-page, two-sided cheat sheets; No other materials. Time: 2 hours. Be sure to write your name and

More information

Probabilistic Graphical Models for Image Analysis - Lecture 1

Probabilistic Graphical Models for Image Analysis - Lecture 1 Probabilistic Graphical Models for Image Analysis - Lecture 1 Alexey Gronskiy, Stefan Bauer 21 September 2018 Max Planck ETH Center for Learning Systems Overview 1. Motivation - Why Graphical Models 2.

More information

Dimension Reduction Methods

Dimension Reduction Methods Dimension Reduction Methods And Bayesian Machine Learning Marek Petrik 2/28 Previously in Machine Learning How to choose the right features if we have (too) many options Methods: 1. Subset selection 2.

More information

STA 414/2104: Machine Learning

STA 414/2104: Machine Learning STA 414/2104: Machine Learning Russ Salakhutdinov Department of Computer Science! Department of Statistics! rsalakhu@cs.toronto.edu! http://www.cs.toronto.edu/~rsalakhu/ Lecture 8 Continuous Latent Variable

More information

Artificial Neural Networks. MGS Lecture 2

Artificial Neural Networks. MGS Lecture 2 Artificial Neural Networks MGS 2018 - Lecture 2 OVERVIEW Biological Neural Networks Cell Topology: Input, Output, and Hidden Layers Functional description Cost functions Training ANNs Back-Propagation

More information

CS260: Machine Learning Algorithms

CS260: Machine Learning Algorithms CS260: Machine Learning Algorithms Lecture 4: Stochastic Gradient Descent Cho-Jui Hsieh UCLA Jan 16, 2019 Large-scale Problems Machine learning: usually minimizing the training loss min w { 1 N min w {

More information

FuncICA for time series pattern discovery

FuncICA for time series pattern discovery FuncICA for time series pattern discovery Nishant Mehta and Alexander Gray Georgia Institute of Technology The problem Given a set of inherently continuous time series (e.g. EEG) Find a set of patterns

More information

REINFORCE Framework for Stochastic Policy Optimization and its use in Deep Learning

REINFORCE Framework for Stochastic Policy Optimization and its use in Deep Learning REINFORCE Framework for Stochastic Policy Optimization and its use in Deep Learning Ronen Tamari The Hebrew University of Jerusalem Advanced Seminar in Deep Learning (#67679) February 28, 2016 Ronen Tamari

More information

Optimal Control with Learned Forward Models

Optimal Control with Learned Forward Models Optimal Control with Learned Forward Models Pieter Abbeel UC Berkeley Jan Peters TU Darmstadt 1 Where we are? Reinforcement Learning Data = {(x i, u i, x i+1, r i )}} x u xx r u xx V (x) π (u x) Now V

More information

Tutorial on Approximate Bayesian Computation

Tutorial on Approximate Bayesian Computation Tutorial on Approximate Bayesian Computation Michael Gutmann https://sites.google.com/site/michaelgutmann University of Helsinki Aalto University Helsinki Institute for Information Technology 16 May 2016

More information

Introduction to Machine Learning. Regression. Computer Science, Tel-Aviv University,

Introduction to Machine Learning. Regression. Computer Science, Tel-Aviv University, 1 Introduction to Machine Learning Regression Computer Science, Tel-Aviv University, 2013-14 Classification Input: X Real valued, vectors over real. Discrete values (0,1,2,...) Other structures (e.g.,

More information

Machine learning for pervasive systems Classification in high-dimensional spaces

Machine learning for pervasive systems Classification in high-dimensional spaces Machine learning for pervasive systems Classification in high-dimensional spaces Department of Communications and Networking Aalto University, School of Electrical Engineering stephan.sigg@aalto.fi Version

More information

Ensembles of Nearest Neighbor Forecasts

Ensembles of Nearest Neighbor Forecasts Ensembles of Nearest Neighbor Forecasts Dragomir Yankov 1, Dennis DeCoste 2, and Eamonn Keogh 1 1 University of California, Riverside CA 92507, USA, {dyankov,eamonn}@cs.ucr.edu, 2 Yahoo! Research, 3333

More information

Bandit Algorithms. Zhifeng Wang ... Department of Statistics Florida State University

Bandit Algorithms. Zhifeng Wang ... Department of Statistics Florida State University Bandit Algorithms Zhifeng Wang Department of Statistics Florida State University Outline Multi-Armed Bandits (MAB) Exploration-First Epsilon-Greedy Softmax UCB Thompson Sampling Adversarial Bandits Exp3

More information

The Kernel Trick, Gram Matrices, and Feature Extraction. CS6787 Lecture 4 Fall 2017

The Kernel Trick, Gram Matrices, and Feature Extraction. CS6787 Lecture 4 Fall 2017 The Kernel Trick, Gram Matrices, and Feature Extraction CS6787 Lecture 4 Fall 2017 Momentum for Principle Component Analysis CS6787 Lecture 3.1 Fall 2017 Principle Component Analysis Setting: find the

More information

Reinforcement Learning in Continuous Action Spaces

Reinforcement Learning in Continuous Action Spaces Reinforcement Learning in Continuous Action Spaces Hado van Hasselt and Marco A. Wiering Intelligent Systems Group, Department of Information and Computing Sciences, Utrecht University Padualaan 14, 3508

More information

Minimum Angular Acceleration Control of Articulated Body Dynamics

Minimum Angular Acceleration Control of Articulated Body Dynamics Minimum Angular Acceleration Control of Articulated Body Dynamics Javier R. Movellan UCSD Abstract As robots find applications in daily life conditions it becomes important to develop controllers that

More information

y(x n, w) t n 2. (1)

y(x n, w) t n 2. (1) Network training: Training a neural network involves determining the weight parameter vector w that minimizes a cost function. Given a training set comprising a set of input vector {x n }, n = 1,...N,

More information

Optimal Kernel Shapes for Local Linear Regression

Optimal Kernel Shapes for Local Linear Regression Optimal Kernel Shapes for Local Linear Regression Dirk Ormoneit Trevor Hastie Department of Statistics Stanford University Stanford, CA 94305-4065 ormoneit@stat.stanjord.edu Abstract Local linear regression

More information

MACHINE LEARNING. Methods for feature extraction and reduction of dimensionality: Probabilistic PCA and kernel PCA

MACHINE LEARNING. Methods for feature extraction and reduction of dimensionality: Probabilistic PCA and kernel PCA 1 MACHINE LEARNING Methods for feature extraction and reduction of dimensionality: Probabilistic PCA and kernel PCA 2 Practicals Next Week Next Week, Practical Session on Computer Takes Place in Room GR

More information

Uncertainties estimation and compensation on a robotic manipulator. Application on Barrett arm

Uncertainties estimation and compensation on a robotic manipulator. Application on Barrett arm Uncertainties estimation and compensation on a robotic manipulator. Application on Barrett arm Duong Dang December, 8 Abstract In this project, two different regression methods have been used to estimate

More information

Learning to Control in Operational Space

Learning to Control in Operational Space Learning to Control in Operational Space Jan Peters 1,2, Stefan Schaal 2,3 (1) Max Planck Institute for Biological Cybernetics, Spemannstr. 38, 72076 Tübingen, Germany (2) University of Southern California,

More information

Statistical Techniques in Robotics (16-831, F12) Lecture#21 (Monday November 12) Gaussian Processes

Statistical Techniques in Robotics (16-831, F12) Lecture#21 (Monday November 12) Gaussian Processes Statistical Techniques in Robotics (16-831, F12) Lecture#21 (Monday November 12) Gaussian Processes Lecturer: Drew Bagnell Scribe: Venkatraman Narayanan 1, M. Koval and P. Parashar 1 Applications of Gaussian

More information