Today's Web-enabled deluge of electronic data calls for automated methods of data analysis. Machine learning provides these, developing methods that can automatically detect patterns in data and then use the uncovered patterns to predict future data. This textbook offers a comprehensive and self-contained introduction to the field of machine learning, based on a unified, probabilistic approach. The coverage combines breadth and depth, offering necessary background material on such topics as probability, optimization, and linear algebra as well as discussion of recent developments in the field, including conditional random fields, L1 regularization, and deep learning. The book is written in an informal, accessible style, complete with pseudo-code for the most important algorithms. All topics are copiously illustrated with color images and worked examples drawn from such application domains as biology, text processing, computer vision, and robotics. Rather than providing a cookbook of different heuristic methods, the book stresses a principled model-based approach, often using the language of graphical models to specify models in a concise and intuitive way. Almost all the models described have been implemented in a MATLAB software package--PMTK (probabilistic modeling toolkit)--that is freely available online. The book is suitable for upper-level undergraduates with an introductory-level college math background and beginning graduate students.

Machine Learning : A Probabilistic Perspective

1. Introduction and Overview. 2. Detecting Influential Observations and Outliers. 3. Detecting and Assessing Collinearity. 4. Applications and Remedies. 5. Research Issues and Directions for Extensions. Bibliography. Author Index. Subject Index.

Regression Diagnostics: Identifying Influential Data and Sources of Collinearity

In this work, algorithms are developed and evaluated to de- tect physical activities from data acquired using five small biaxial ac- celerometers worn simultaneously on different parts of the body. Ac- celeration data was collected from 20 subjects without researcher su- pervision or observation. Subjects were asked to perform a sequence of everyday tasks but not told specifically where or how to do them. Mean, energy, frequency-domain entropy, and correlation of acceleration data was calculated and several classifiers using these features were tested. De- cision tree classifiers showed the best performance recognizing everyday activities with an overall accuracy rate of 84%. The results show that although some activities are recognized well with subject-independent training data, others appear to require subject-specific training data. The results suggest that multiple accelerometers aid in recognition because conjunctions in acceleration feature values can effectively discriminate many activities. With just two biaxial accelerometers - thigh and wrist - the recognition performance dropped only slightly. This is the first work to investigate performance of recognition algorithms with multiple, wire-free accelerometers on 20 activities using datasets annotated by the subjects themselves.

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Activity recognition from user-annotated acceleration data

Dynamic Bayesian Networks: Representation, Inference and Learning by Kevin Patrick Murphy Doctor of Philosophy in Computer Science University of California, Berkeley Professor Stuart Russell, Chair Modelling sequential data is important in many areas of science and engineering. Hidden Markov models (HMMs) and Kalman filter models (KFMs) are popular for this because they are simple and flexible. For example, HMMs have been used for speech recognition and bio-sequence analysis, and KFMs have been used for problems ranging from tracking planes and missiles to predicting the economy. However, HMMs and KFMs are limited in their “expressive power”. Dynamic Bayesian Networks (DBNs) generalize HMMs by allowing the state space to be represented in factored form, instead of as a single discrete random variable. DBNs generalize KFMs by allowing arbitrary probability distributions, not just (unimodal) linear-Gaussian. In this thesis, I will discuss how to represent many different kinds of models as DBNs, how to perform exact and approximate inference in DBNs, and how to learn DBN models from sequential data. In particular, the main novel technical contributions of this thesis are as follows: a way of representing Hierarchical HMMs as DBNs, which enables inference to be done in O(T ) time instead of O(T ), where T is the length of the sequence; an exact smoothing algorithm that takes O(log T ) space instead of O(T ); a simple way of using the junction tree algorithm for online inference in DBNs; new complexity bounds on exact online inference in DBNs; a new deterministic approximate inference algorithm called factored frontier; an analysis of the relationship between the BK algorithm and loopy belief propagation; a way of applying Rao-Blackwellised particle filtering to DBNs in general, and the SLAM (simultaneous localization and mapping) problem in particular; a way of extending the structural EM algorithm to DBNs; and a variety of different applications of DBNs. However, perhaps the main value of the thesis is its catholic presentation of the field of sequential data modelling.

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Dynamic bayesian networks: representation, inference and learning

This purpose of this introductory paper is threefold. First, it introduces the Monte Carlo method with emphasis on probabilistic machine learning. Second, it reviews the main building blocks of modern Markov chain Monte Carlo simulation, thereby providing and introduction to the remaining papers of this special issue. Lastly, it discusses new interesting research horizons.

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An introduction to MCMC for machine learning

In this paper, we present a method for recognising an agent's behaviour in dynamic, noisy, uncertain domains, and across multiple levels of abstraction. We term this problem on-line plan recognition under uncertainty and view it generally as probabilistic inference on the stochastic process representing the execution of the agent's plan. Our contributions in this paper are twofold. In terms of probabilistic inference, we introduce the Abstract Hidden Markov Model (AHMM), a novel type of stochastic processes, provide its dynamic Bayesian network (DBN) structure and analyse the properties of this network. We then describe an application of the Rao-Blackwellised Particle Filter to the AHMM which allows us to construct an efficient, hybrid inference method for this model. In terms of plan recognition, we propose a novel plan recognition framework based on the AHMM as the plan execution model. The Rao-Blackwellised hybrid inference for AHMM can take advantage of the independence properties inherent in a model of plan execution, leading to an algorithm for online probabilistic plan recognition that scales well with the number of levels in the plan hierarchy. This illustrates that while stochastic models for plan execution can be complex, they exhibit special structures which, if exploited, can lead to efficient plan recognition algorithms. We demonstrate the usefulness of the AHMM framework via a behaviour recognition system in a complex spatial environment using distributed video surveillance data.

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Policy recognition in the abstract hidden Markov model

This paper describes and demonstrates the operation and performance of an algorithm for segmenting connected points into a combination of representations such as lines, circular, elliptical and superelliptical arcs, and polynomials. The algorithm has a number of interesting properties including being scale invariant, nonparametric, general purpose, and efficient.

Nonparametric segmentation of curves into various representations

Outlier detection and robust normal-curvature estimation in mobile laser scanning 3D point cloud data

Segmentation is a most important intermediate step in point cloud data processing and understanding. Covariance statistics based local saliency features from Principal Component Analysis (PCA) are frequently used for point cloud segmentation. However it is well known that PCA is sensitive to outliers. Hence segmentation results can be erroneous and unreliable. The problems of surface segmentation in laser scanning point cloud data are investigated in this paper. We propose a region growing based statistically robust segmentation algorithm that uses a recently introduced fast Minimum Covariance Determinant (MCD) based robust PCA approach. Experiments for several real laser scanning datasets show that PCA gives unreliable and non-robust results whereas the proposed robust PCA based method has intrinsic ability to deal with noisy data and gives more accurate and robust results for planar and non planar smooth surface segmentation.

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Robust Segmentation in Laser Scanning 3D Point Cloud Data

The recognition of activities from sensory data is important in advanced surveillance systems to enable prediction of high-level goals and intentions of the target under surveillance. The problem is complicated by sensory noise and complex activity spanning large spatial and temporal extents. The paper presents a system for recognizing high-level human activities from multi-camera video data in complex spatial environments. The Abstract Hidden Markov mEmory Model (AHMEM) is used to deal with noise and scalability. The AHMEM is an extension of the Abstract Hidden Markov Model (AHMM) that allows us to represent a richer class of both state-dependent and context-free behaviors. The model also supports integration with low-level sensory models and efficient probabilistic inference. We present experimental results showing the ability of the system to perform real-time monitoring and recognition of complex behaviors of people from observing their trajectories within a real, complex indoor environment.

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Geoff West

Papers

Policy recognition in the abstract hidden Markov model

Nonparametric segmentation of curves into various representations

Outlier detection and robust normal-curvature estimation in mobile laser scanning 3D point cloud data

Robust Segmentation in Laser Scanning 3D Point Cloud Data

Recognizing and monitoring high-level behaviors in complex spatial environments