Model selection in compositional spaces

Thesis: Ph. D., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 2014.

Bibliographic Details
Main Author: Grosse, Roger Baker
Other Authors: William T. Freeman.
Format: Thesis
Language:eng
Published: Massachusetts Institute of Technology 2014
Subjects:
Online Access:http://hdl.handle.net/1721.1/87789
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author Grosse, Roger Baker
author2 William T. Freeman.
author_facet William T. Freeman.
Grosse, Roger Baker
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description Thesis: Ph. D., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 2014.
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spelling mit-1721.1/877892019-04-12T07:17:10Z Model selection in compositional spaces Grosse, Roger Baker William T. Freeman. Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science. Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science. Electrical Engineering and Computer Science. Thesis: Ph. D., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 2014. This electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections. Cataloged from student-submitted PDF version of thesis. Includes bibliographical references (pages 172-181). We often build complex probabilistic models by composing simpler models-using one model to generate parameters or latent variables for another model. This allows us to express complex distributions over the observed data and to share statistical structure between dierent parts of a model. In this thesis, we present a space of matrix decomposition models defined by the composition of a small number of motifs of probabilistic modeling, including clustering, low rank factorizations, and binary latent factor models. This compositional structure can be represented by a context-free grammar whose production rules correspond to these motifs. By exploiting the structure of this grammar, we can generically and eciently infer latent components and estimate predictive likelihood for nearly 2500 model structures using a small toolbox of reusable algorithms. Using a greedy search over this grammar, we automatically choose the decomposition structure from raw data by evaluating only a small fraction of all models. The proposed method typically finds the correct structure for synthetic data and backs o gracefully to simpler models under heavy noise. It learns sensible structures for datasets as diverse as image patches, motion capture, 20 Questions, and U.S. Senate votes, all using exactly the same code. We then consider several improvements to compositional structure search. We present compositional importance sampling (CIS), a novel procedure for marginal likelihood estimation which requires only posterior inference and marginal likelihood estimation algorithms corresponding to the production rules of the grammar. We analyze the performance of CIS in the case of identifying additional structure within a low-rank decomposition. This analysis yields insights into how one should design a space of models to be recursively searchable. We next consider the problem of marginal likelihood estimation for the production rules. We present a novel method for obtaining ground truth marginal likelihood values on synthetic data, which enables the rigorous quantitative comparison of marginal likelihood estimators. Using this method, we compare a wide variety of marginal likelihood estimators for the production rules of our grammar. Finally, we present a framework for analyzing the sequences of distributions used in annealed importance sampling, a state-of-the-art marginal likelihood estimator, and present a novel sequence of intermediate distributions based on averaging moments of the initial and target distributions. by Roger Baker Grosse. Ph. D. 2014-06-13T21:16:26Z 2014-06-13T21:16:26Z 2014 2014 Thesis http://hdl.handle.net/1721.1/87789 880139668 eng M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission. http://dspace.mit.edu/handle/1721.1/7582 181 pages application/pdf Massachusetts Institute of Technology
spellingShingle Electrical Engineering and Computer Science.
Grosse, Roger Baker
Model selection in compositional spaces
title Model selection in compositional spaces
title_full Model selection in compositional spaces
title_fullStr Model selection in compositional spaces
title_full_unstemmed Model selection in compositional spaces
title_short Model selection in compositional spaces
title_sort model selection in compositional spaces
topic Electrical Engineering and Computer Science.
url http://hdl.handle.net/1721.1/87789
work_keys_str_mv AT grosserogerbaker modelselectionincompositionalspaces