TL;DR: A form of nonlinear latent variable model called the generative topographic mapping, for which the parameters of the model can be determined using the expectation-maximization algorithm, is introduced.
Abstract: Latent variable models represent the probability density of data in a space of several dimensions in terms of a smaller number of latent, or hidden, variables. A familiar example is factor analysis which is based on a linear transformations between the latent space and the data space. In this paper we introduce a form of non-linear latent variable model called the Generative Topographic Mapping, for which the parameters of the model can be determined using the EM algorithm. GTM provides a principled alternative to the widely used Self-Organizing Map (SOM) of Kohonen (1982), and overcomes most of the significant limitations of the SOM. We demonstrate the performance of the GTM algorithm on a toy problem and on simulated data from flow diagnostics for a multi-phase oil pipeline.
TL;DR: This paper introduces a new class of network models obtained by combining a conventional neural network with a mixture density model, called a Mixture Density Network, which can in principle represent arbitrary conditional probability distributions in the same way that aventional neural network can represent arbitrary functions.
Abstract: Minimization of a sum-of-squares or cross-entropy error function leads to network outputs which approximate the conditional averages of the target data, conditioned on the input vector. For classifications problems, with a suitably chosen target coding scheme, these averages represent the posterior probabilities of class membership, and so can be regarded as optimal. For problems involving the prediction of continuous variables, however, the conditional averages provide only a very limited description of the properties of the target variables. This is particularly true for problems in which the mapping to be learned is multi-valued, as often arises in the solution of inverse problems, since the average of several correct target values is not necessarily itself a correct value. In order to obtain a complete description of the data, for the purposes of predicting the outputs corresponding to new input vectors, we must model the conditional probability distribution of the target data, again conditioned on the input vector. In this paper we introduce a new class of network models obtained by combining a conventional neural network with a mixture density model. The complete system is called a Mixture Density Network, and can in principle represent arbitrary conditional probability distributions in the same way that a conventional neural network can represent arbitrary functions. We demonstrate the effectiveness of Mixture Density Networks using both a toy problem and a problem involving robot inverse kinematics.
TL;DR: In this article, the authors introduce stochastic variational inference for Gaussian process models, which enables the application of Gaussian Process (GP) models to data sets containing millions of data points.
Abstract: We introduce stochastic variational inference for Gaussian process models. This enables the application of Gaussian process (GP) models to data sets containing millions of data points. We show how GPs can be variationally decomposed to depend on a set of globally relevant inducing variables which factorize the model in the necessary manner to perform variational inference. Our approach is readily extended to models with non-Gaussian likelihoods and latent variable models based around Gaussian processes. We demonstrate the approach on a simple toy problem and two real world data sets.
TL;DR: "The Complete Problem Solver, Second Edition" features: *Valuable learning strategies; *Decision making methods; *Discussions of the nature of creativity and invention, and*A new chapter on writing.
Abstract: This unique volume returns in its second edition, revised and updated with the latest advances in problem solving research. It is designed to provide readers with skills that will make them better problem solvers and to give up-to-date information about the psychology of problem solving. Professor Hayes provides students and professionals with practical, tested methods of defining, representing, and solving problems. Each discussion of the important aspects of human problem solving is supported by the most current research on the psychology problem solving. "The Complete Problem Solver, Second Edition" features: *Valuable learning strategies; *Decision making methods; *Discussions of the nature of creativity and invention, and*A new chapter on writing. "The Complete Problem Solver" utilizes numerous examples, diagrams, illustrations, and charts to help any reader become better at problem solving. See the order form for the answer to the problem below.
TL;DR: This paper is an introductory tutorial for numerical trajectory optimization with a focus on direct collocation methods, and provides an electronic supplement that contains well-documented MATLAB code for all examples and methods presented.
Abstract: This paper is an introductory tutorial for numerical trajectory optimization with a focus on direct collocation methods. These methods are relatively simple to understand and effectively solve a wide variety of trajectory optimization problems. Throughout the paper we illustrate each new set of concepts by working through a sequence of four example problems. We start by using trapezoidal collocation to solve a simple one-dimensional toy problem and work up to using Hermite--Simpson collocation to compute the optimal gait for a bipedal walking robot. Along the way, we cover basic debugging strategies and guidelines for posing well-behaved optimization problems. The paper concludes with a short overview of other methods for trajectory optimization. We also provide an electronic supplement that contains well-documented MATLAB code for all examples and methods presented. Our primary goal is to provide the reader with the resources necessary to understand and successfully implement their own direct collocation...