We describe latent Dirichlet allocation (LDA), a generative probabilistic model for collections of discrete data such as text corpora. LDA is a three-level hierarchical Bayesian model, in which each item of a collection is modeled as a finite mixture over an underlying set of topics. Each topic is, in turn, modeled as an infinite mixture over an underlying set of topic probabilities. In the context of text modeling, the topic probabilities provide an explicit representation of a document. We present efficient approximate inference techniques based on variational methods and an EM algorithm for empirical Bayes parameter estimation. We report results in document modeling, text classification, and collaborative filtering, comparing to a mixture of unigrams model and the probabilistic LSI model.

/pdf/latent-dirichlet-allocation-4gmscb06en.pdf

Latent dirichlet allocation

We propose a generative model for text and other collections of discrete data that generalizes or improves on several previous models including naive Bayes/unigram, mixture of unigrams [6], and Hof-mann's aspect model, also known as probabilistic latent semantic indexing (pLSI) [3]. In the context of text modeling, our model posits that each document is generated as a mixture of topics, where the continuous-valued mixture proportions are distributed as a latent Dirichlet random variable. Inference and learning are carried out efficiently via variational algorithms. We present empirical results on applications of this model to problems in text modeling, collaborative filtering, and text classification.

/pdf/latent-dirichlet-allocation-rkwbqihm3p.pdf

Latent Dirichlet Allocation

Machine Learning is the study of methods for programming computers to learn. Computers are applied to a wide range of tasks, and for most of these it is relatively easy for programmers to design and implement the necessary software. However, there are many tasks for which this is difficult or impossible. These can be divided into four general categories. First, there are problems for which there exist no human experts. For example, in modern automated manufacturing facilities, there is a need to predict machine failures before they occur by analyzing sensor readings. Because the machines are new, there are no human experts who can be interviewed by a programmer to provide the knowledge necessary to build a computer system. A machine learning system can study recorded data and subsequent machine failures and learn prediction rules. Second, there are problems where human experts exist, but where they are unable to explain their expertise. This is the case in many perceptual tasks, such as speech recognition, hand-writing recognition, and natural language understanding. Virtually all humans exhibit expert-level abilities on these tasks, but none of them can describe the detailed steps that they follow as they perform them. Fortunately, humans can provide machines with examples of the inputs and correct outputs for these tasks, so machine learning algorithms can learn to map the inputs to the outputs. Third, there are problems where phenomena are changing rapidly. In finance, for example, people would like to predict the future behavior of the stock market, of consumer purchases, or of exchange rates. These behaviors change frequently, so that even if a programmer could construct a good predictive computer program, it would need to be rewritten frequently. A learning program can relieve the programmer of this burden by constantly modifying and tuning a set of learned prediction rules. Fourth, there are applications that need to be customized for each computer user separately. Consider, for example, a program to filter unwanted electronic mail messages. Different users will need different filters. It is unreasonable to expect each user to program his or her own rules, and it is infeasible to provide every user with a software engineer to keep the rules up-to-date. A machine learning system can learn which mail messages the user rejects and maintain the filtering rules automatically. Machine learning addresses many of the same research questions as the fields of statistics, data mining, and psychology, but with differences of emphasis. Statistics focuses on understanding the phenomena that have generated the data, often with the goal of testing different hypotheses about those phenomena. Data mining seeks to find patterns in the data that are understandable by people. Psychological studies of human learning aspire to understand the mechanisms underlying the various learning behaviors exhibited by people (concept learning, skill acquisition, strategy change, etc.).

Machine learning

Probability Distributions.- Linear Models for Regression.- Linear Models for Classification.- Neural Networks.- Kernel Methods.- Sparse Kernel Machines.- Graphical Models.- Mixture Models and EM.- Approximate Inference.- Sampling Methods.- Continuous Latent Variables.- Sequential Data.- Combining Models.

Pattern Recognition and Machine Learning

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

This paper considers linear-quadratic control of a non-linear dynamical system subject to arbitrary cost. I show that for this class of stochastic control problems the non-linear Hamilton–Jacobi–Bellman equation can be transformed into a linear equation. The transformation is similar to the transformation used to relate the classical Hamilton–Jacobi equation to the Schrodinger equation. As a result of the linearity, the usual backward computation can be replaced by a forward diffusion process that can be computed by stochastic integration or by the evaluation of a path integral. It is shown how in the deterministic limit the Pontryagin minimum principle formalism is recovered. The significance of the path integral approach is that it forms the basis for a number of efficient computational methods, such as Monte Carlo sampling, the Laplace approximation and the variational approximation. We show the effectiveness of the first two methods in a number of examples. Examples are given that show the qualitative difference between stochastic and deterministic control and the occurrence of symmetry breaking as a function of the noise.

/pdf/path-integrals-and-symmetry-breaking-for-optimal-control-24460fal3u.pdf

Path integrals and symmetry breaking for optimal control theory

We address the role of noise and the issue of efficient computation in stochastic optimal control problems. We consider a class of nonlinear control problems that can be formulated as a path integral and where the noise plays the role of temperature. The path integral displays symmetry breaking and there exists a critical noise value that separates regimes where optimal control yields qualitatively different solutions. The path integral can be computed efficiently by Monte Carlo integration or by a Laplace approximation, and can therefore be used to solve high dimensional stochastic control problems.

/pdf/linear-theory-for-control-of-nonlinear-stochastic-systems-4clypifefb.pdf

Linear theory for control of nonlinear stochastic systems.

We reformulate a class of non-linear stochastic optimal control problems introduced by Todorov (in Advances in Neural Information Processing Systems, vol. 19, pp. 1369---1376, 2007) as a Kullback-Leibler (KL) minimization problem. As a result, the optimal control computation reduces to an inference computation and approximate inference methods can be applied to efficiently compute approximate optimal controls. We show how this KL control theory contains the path integral control method as a special case. We provide an example of a block stacking task and a multi-agent cooperative game where we demonstrate how approximate inference can be successfully applied to instances that are too complex for exact computation. We discuss the relation of the KL control approach to other inference approaches to control.

/pdf/optimal-control-as-a-graphical-model-inference-problem-1k4a62gvx1.pdf

Optimal control as a graphical model inference problem

We derive novel conditions that guarantee convergence of the Sum-Product algorithm (also known as Loopy Belief Propagation or simply Belief Propagation) to a unique fixed point, irrespective of the initial messages. The computational complexity of the conditions is polynomial in the number of variables. In contrast with previously existing conditions, our results are directly applicable to arbitrary factor graphs (with discrete variables) and are shown to be valid also in the case of factors containing zeros, under some additional conditions. We compare our bounds with existing ones, numerically and, if possible, analytically. For binary variables with pairwise interactions, we derive sufficient conditions that take into account local evidence (i.e., single variable factors) and the type of pair interactions (attractive or repulsive). It is shown empirically that this bound outperforms existing bounds.

/pdf/sufficient-conditions-for-convergence-of-the-sum-product-1vcfe93jqi.pdf

Sufficient conditions for convergence of the Sum-Product Algorithm

Novel conditions are derived that guarantee convergence of the sum-product algorithm (also known as loopy belief propagation or simply belief propagation (BP)) to a unique fixed point, irrespective of the initial messages, for parallel (synchronous) updates. The computational complexity of the conditions is polynomial in the number of variables. In contrast with previously existing conditions, our results are directly applicable to arbitrary factor graphs (with discrete variables) and are shown to be valid also in the case of factors containing zeros, under some additional conditions. The conditions are compared with existing ones, numerically and, if possible, analytically. For binary variables with pairwise interactions, sufficient conditions are derived that take into account local evidence (i.e., single-variable factors) and the type of pair interactions (attractive or repulsive). It is shown empirically that this bound outperforms existing bounds.

/pdf/sufficient-conditions-for-convergence-of-the-sum-product-4zbjfu2a2h.pdf

Hilbert J. Kappen

Papers

Path integrals and symmetry breaking for optimal control theory

Linear theory for control of nonlinear stochastic systems.

Optimal control as a graphical model inference problem

Sufficient conditions for convergence of the Sum-Product Algorithm

Sufficient Conditions for Convergence of the Sum–Product Algorithm