New EM-Tau algorithm speeds up EM clustering with partial E-steps.
problem Slow convergence of EM algorithm for large datasets.
method Introduces EM-Tau algorithm with partial E-steps.
result Approximates traditional EM algorithm with high accuracy but faster.
Study shows k-means and GMM can scale sublinearly with clusters using variational EM.
problem Improving clustering efficiency with sublinear complexity.
method Applying variational EM to reduce complexity of k-means and GMM iterations. result Reduces computational complexity from linear to sublinear with respect to the number of clusters.
Improved EM algorithm for faster convergence of mixture models.
problem Slow or invalid convergence of EM algorithm for mixture models.
method CM-EM algorithm with a step to optimize mixture ratios and maximize G.
result Global convergence proof for CM-EM algorithm using variational methods.
VMBPO optimizes model and policy jointly using variational lower-bound.
problem Data efficiency in RL with biased simulated data.
method Formulate variational objective function, use EM, iteratively improve model and policy.
result VMBPO is more sample-efficient and robust than model-free algorithms.
A new asynchronous distributed EM algorithm for massive data.
problem Time-consuming E step in EM algorithms for massive data.
method Asynchronous and distributed EM (DEM) algorithm.
result Significantly faster than competing EM-type algorithms.
This paper studies the problem of parameter learning in probabilistic graphical models having latent variables, where the standard approach is the expectation maximization algorithm alternating expectation (E) and maximization (M) steps. However, both E and M steps are computationally intractable for high dimensional d…
Paper introduces deterministic EM approximations for non-convex likelihood functions.
problem Deterministic approximations for the E-step of EM algorithm are lacking.
method Developed a theoretical framework for deterministic approximations, analyzed Riemann sums and tempered EM.
result Proved convergence guarantees for deterministic approximations and new non-trivial temperature profiles.
GFlowNet-EM learns complex latent variable models with discrete structures.
problem Challenges in modeling posteriors over discrete compositional latents with expectation-maximization.
method Uses GFlowNets to learn stochastic policies for sampling from complex posterior distributions.
result GFlowNet-EM enables training expressive LVMs with discrete compositional latents.
This paper analyzes and improves EM algorithms for large datasets.
problem Scaling EM algorithm to large datasets.
method Incremental and stochastic EM algorithms, variance reduction.
result Established non-asymptotic convergence bounds for global convergence.
New analysis shows how cross-entropy training shapes attention in transformers.
problem Understanding how gradient-based learning creates the required internal geometry in transformers.
method Developed a first-order analysis of cross-entropy training effects on attention scores and values in a transformer attention head.
result Introduced an advantage-based routing law and responsibility-weighted update for attention scores and values, respectively.
AEVB improves understanding of latent variable models.
problem Training latent variable models efficiently and understanding their limitations.
method Motivates AEVB from EM, emphasizing approximate E-step and M-step.
result AEVB tightens ELBO, improving model training.
We describe two techniques that significantly improve the running time of several standard machine-learning algorithms when data is sparse. The first technique is an algorithm that effeciently extracts one-way and two-way counts--either real or expected-- from discrete data. Extracting such counts is a fundamental step…
We propose an expectation-maximization-like(EMlike) method to train Boltzmann machine with unconstrained connectivity. It adopts Monte Carlo approximation in the E-step, and replaces the intractable likelihood objective with efficiently computed objectives or directly approximates the gradient of likelihood objective i…
A new EM framework for goal-conditioned RL improves performance on sparse reward tasks.
problem Handling sparse rewards in goal-conditioned reinforcement learning.
method A graphical model framework with an EM algorithm that includes a learning-in-hindsight E-step and a supervised M-step.
result hEM significantly outperforms model-free baselines on goal-conditioned benchmarks with sparse rewards.
We propose a general information-theoretic approach called Seraph (SEmi-supervised metRic leArning Paradigm with Hyper-sparsity) for metric learning that does not rely upon the manifold assumption. Given the probability parameterized by a Mahalanobis distance, we maximize the entropy of that probability on labeled data…
We propose a general information-theoretic approach called Seraph (SEmi-supervised metRic leArning Paradigm with Hyper-sparsity) for metric learning that does not rely upon the manifold assumption. Given the probability parameterized by a Mahalanobis distance, we maximize the entropy of that probability on labeled data…
New variational method solves submodular maximum coverage problem efficiently.
problem Submodular maximum coverage problem in various applications.
method Variational optimization using Nemhauser divergence, alternating E and M steps.
result Efficient solution to submodular maximum coverage problem.
In this paper, we present an algorithm for the sparse signal recovery problem that incorporates damped Gaussian generalized approximate message passing (GGAMP) into Expectation-Maximization (EM)-based sparse Bayesian learning (SBL). In particular, GGAMP is used to implement the E-step in SBL in place of matrix inversio…
Mining itemsets that are the most interesting under a statistical model of the underlying data is a commonly used and well-studied technique for exploratory data analysis, with the most recent interestingness models exhibiting state of the art performance. Continuing this highly promising line of work, we propose the f…
The paper develops a method to learn SDE drift functions from sparse, noisy data.
problem Learning SDE drift functions from sparse and noisy data without strong structural assumptions.
method Data-driven approach using a penalized negative log-likelihood functional over RKHS, with an EM algorithm employing SMC for approximations.
result The method enables accurate estimation of SDE drift functions in low-data regimes.
The Gaussian mixture model is a classic technique for clustering and data modeling that is used in numerous applications. With the rise of big data, there is a need for parameter estimation techniques that can handle streaming data and distribute the computation over several processors. While online variants of the Exp…
New algorithm tames non-linear growth in stochastic optimization.
problem Computational challenges in E-step of EM framework.
method Employing interacting particle systems and taming techniques to create tIPLA.
result Non-asymptotic convergence error estimates in Wasserstein-2 distance for tIPLA.
We introduce a machine learning approach for extracting fine-grained representations of protein evolution from molecular dynamics datasets. Metastable switching linear dynamical systems extend standard switching models with a physically-inspired stability constraint. This constraint enables the learning of nuanced repr…
New algorithm robustly estimates sparse models in high dimensions with corrupted data.
problem Estimating latent variable models with arbitrarily corrupted samples in high dimensional space.
method Trimmed (Gradient) Expectation Maximization with trimming gradients and hard thresholding steps.
result The algorithm converges to near optimal statistical rate geometrically under certain conditions.
Robust state-space radio interferometric imaging using Stochastic Approximation Expectation Maximization
problem Improving state-space radio interferometric imaging in the presence of heavy-tailed noise
method Stochastic Approximation Expectation Maximization
result Significant improvement in reconstruction fidelity and robustness to radio-frequency interference
Two new methods improve clustering with missing data.
problem Handling missing data in Gaussian Mixture Models.
method Proposes two methods using Monte Carlo Expectation-Maximization (MCEM) for data augmentation.
result Proposed methods outperform multiple imputation in clustering and density estimation.
A new method for Bayesian neural networks using probabilistic backpropagation.
problem Approximating posterior distributions in Bayesian neural networks.
method Variational Expectation Propagation (VEP) with probabilistic backpropagation.
result Efficient algorithm for approximate integration over posterior distributions.
This paper bridges statistical and machine learning approaches to variational inference.
problem Statisticians struggle to understand variational inference from a Frequentist perspective.
method Explains VI, VAEs, and DDMs from a Frequentist viewpoint, starting with EM.
result VI emerges as a scalable solution for intractable E-steps in VAEs and DDMs.
A new model corrects SBM's bias for power-law degree networks.
problem SBM's incapability to handle power-law degree distributions.
method Introducing degree decay variables to encode varying degree distributions.
result PLD-SBM approximately preserves the scale-free feature in real networks and corrects SBM's bias.
Stochastic EM with biased MCMC improves inference stability.
problem Intractable E-step in EM algorithm.
method Stochastic approximation with biased MCMC.
result ULA is more stable and sometimes faster than MALA.
A new EM algorithm improves inference from large datasets.
problem Efficient inference in latent variable models with large datasets.
method Introduces SPIDER-EM, a novel EM algorithm using SPIDER estimator.
result Finite-time complexity bounds for smooth non-convex likelihood.
Develops a flexible model for regime transitions in time series data.
problem Nonlinear and context-dependent regime transitions in time series data.
method Semi-parametric state-space model with learned transition functions.
result Improved recovery of nonlinear transition dynamics and earlier detection of regime changes.
Proposes a new clustering algorithm for high-dimensional data.
problem Challenges of feature selection in high-dimensional clustering.
method An EM algorithm with lasso-type constraints on cluster pairs.
result Identifies informative features and cluster separability.
A new Bayesian model improves dynamic texture segmentation.
problem Automatic selection of DTs in video sequences.
method Joint Dirichlet process mixture and GDTM approach with VBEM and RTSS.
result The proposed algorithm outperforms previous methods in efficiency and accuracy.
Many retailers today employ inventory management systems based on Re-Order Point Policies, most of which rely on the assumption that all decreases in product inventory levels result from product sales. Unfortunately, it usually happens that small but random quantities of the product get lost, stolen or broken without r…
GMNN combines conditional random fields and graph neural networks for relational data.
problem Semi-supervised object classification in relational data.
method Combines conditional random fields and graph neural networks. Uses variational EM algorithm for training.
result GMNN achieves state-of-the-art results on object classification, link classification, and unsupervised node representation learning.
Modeling continuous-time physiological processes that manifest a patient's evolving clinical states is a key step in approaching many problems in healthcare. In this paper, we develop the Hidden Absorbing Semi-Markov Model (HASMM): a versatile probabilistic model that is capable of capturing the modern electronic healt…
New method for automatically smoothing GAMs in large datasets.
problem Lack of reliable and fast methods for automatic smoothing in large datasets of GAMs.
method Empirical Bayes approach with an approximate expectation-maximization algorithm involving double Laplace approximation.
result The method achieves state-of-the-art accuracy and is faster than existing methods.
Adaptive Bayesian sampling technique simplifies mass matrix learning.
problem Complexity in learning mass matrices for adaptive samplers.
method Monte Carlo EM framework with online learning of mass matrices.
result Comparable sampling accuracy to Riemannian samplers but faster.
A new Heckman selection model uses a bivariate contaminated normal distribution for more accurate data analysis.
problem Sample selection biases in econometric data analysis.
method Introduces a Heckman selection model using a bivariate contaminated normal distribution and presents an efficient ECM algorithm for parameter estimation.
result The proposed model outperforms normal and Student's t counterparts in real data analysis and simulation studies.
Paper proposes efficient and accurate initialization and EM algorithm for PL mixture models.
problem Initialization issues and combinatorial complexity in PL likelihood maximization.
method Initialization algorithm and EM algorithm for true log-likelihood maximization.
result Proposed algorithm provides accurate initial estimates and efficiently maximizes true log-likelihood.
VIREL uses variational inference for RL, improving policy learning and performance.
problem Challenges in learning optimal policies in reinforcement learning.
method VIREL proposes a novel probabilistic inference framework that uses a parametrised action-value function to capture future dynamics.
result VIREL enables learning deterministic optimal policies naturally and optimises value functions and policies separately.
In this paper, we develop a Bayesian evidence maximization framework to solve the sparse non-negative least squares (S-NNLS) problem. We introduce a family of probability densities referred to as the Rectified Gaussian Scale Mixture (R- GSM) to model the sparsity enforcing prior distribution for the solution. The R-GSM…
Method infers dynamics from incomplete time series data.
problem Challenges in inferring stochastic dynamics from time series with missing data.
method Expectation Maximization (EM) algorithm that iterates between E-step and M-step.
result The EM algorithm effectively recovers missing data points and infers underlying network models from real neuronal activities.
Paper clusters event sequences using a reinforcement learning approach with policy mixture model.
problem Clustering event sequences with varying temporal patterns.
method Reinforcement learning with a policy mixture model, decomposing sequences into states and actions.
result Effective clustering of event sequences into underlying policies, outperforming existing methods.
This paper proposes an EM approach to reduce inference latency in NAR sequence generation.
problem High inference latency in NAR models due to multi-modality in sequence generation.
method A unified EM framework that jointly optimizes AR and NAR models, with iterative refinement.
result The proposed approach achieves competitive performance with existing NAR models and significantly reduces inference latency.
The hidden Markov model (HMM) is a widely-used generative model that copes with sequential data, assuming that each observation is conditioned on the state of a hidden Markov chain. In this paper, we derive a novel algorithm to cluster HMMs based on the hierarchical EM (HEM) algorithm. The proposed algorithm i) cluster…
PROBE algorithm efficiently solves sparse high-dimensional linear regression.
problem Sparse high-dimensional linear regression models with complex parameter spaces.
method Partitioned empirical Bayes ECM algorithm for computationally efficient MAP estimation.
result PROBE algorithm provides robust and efficient coordinate-wise optimization.