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V Tresp

Publications and source records attributed to V Tresp.

4 recordsLinked to original sources
PubMed2000

A Bayesian committee machine.

The Bayesian committee machine (BCM) is a novel approach to combining estimators that were trained on different data sets. Although the BCM can be applied to the combination of any kind of estimators, the main foci are gaussian process regression and related systems such as regularization networks and smoothing splines for which the degrees of freedom increase with the number of training data. Somewhat surprisingly, we find that the performance of the BCM improves if several test points are queried at the same time and is optimal if the number of test points is at least as large as the degrees of freedom of the estimator. The BCM also provides a new solution for on-line learning with potential applications to data mining. We apply the BCM to systems with fixed basis functions and discuss its relationship to gaussian process regression. Finally, we show how the ideas behind the BCM can be applied in a non-Bayesian setting to extend the input-dependent combination of estimators.

Algorithms↗
PubMed1999

Model-independent mean-field theory as a local method for approximate propagation of information.

We present a systematic approach to mean-field theory (MFT) in a general probabilistic setting without assuming a particular model. The mean-field equations derived here may serve as a local, and thus very simple, method for approximate inference in probabilistic models such as Boltzmann machines or Bayesian networks. Our approach is 'model-independent' in the sense that we do not assume a particular type of dependences; in a Bayesian network, for example, we allow arbitrary tables to specify conditional dependences. In general, there are multiple solutions to the mean-field equations. We show that improved estimates can be obtained by forming a weighted mixture of the multiple mean-field solutions. Simple approximate expressions for the mixture weights are given. The general formalism derived so far is evaluated for the special case of Bayesian networks. The benefits of taking into account multiple solutions are demonstrated by using MFT for inference in a small and in a very large Bayesian network. The results are compared with the exact results.

Child↗
PubMed1998

Nonlinear Time&hyphenSeries Prediction with Missing and Noisy Data

We derive solutions for the problem of missing and noisy data in nonlinear time&hyphenseries prediction from a probabilistic point of view. We discuss different approximations to the solutions &hyphen in particular, approximations that require either stochastic simulation or the substitution of a single estimate for the missing data. We show experimentally that commonly used heuristics can lead to suboptimal solutions. We show how error bars for the predictions can be derived and how our results can be applied to K&hyphenstep prediction. We verify our solutions using two chaotic time series and the sunspot data set. In particular, we show that for K&hyphenstep prediction, stochastic simulation is superior to simply iterating the predictor.

Journal Article↗