Fundamental Concepts of Actuarial Science - The Actuarial Foundation
Ali Ghodsi Department of Statistics and Actuarial Science University of Waterloo October 2006
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Transcript of Ali Ghodsi Department of Statistics and Actuarial Science University of Waterloo October 2006
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Learning from ShadowsLearning from Shadows
Dimensionality Reduction and its Dimensionality Reduction and its Application in Artificial Intelligence, Application in Artificial Intelligence,
Signal Processing and RoboticsSignal Processing and Robotics
Ali GhodsiDepartment of Statistics and Actuarial
Science University of Waterloo
October 2006
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Dimensionality ReductionDimensionality Reduction
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Dimensionality ReductionDimensionality Reduction
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Manifold and Hidden VariablesManifold and Hidden Variables
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Data RepresentationData Representation
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Data RepresentationData Representation
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Data RepresentationData Representation
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644 by 103
644 by 2
2 by 103
23 by 28 23 by 28
-2.19
-0.02
-3.19
1.02
2 by 12 by 1
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The Big PictureThe Big Picture
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Uses of Dimensionality Uses of Dimensionality ReductionReduction
(Manifold Learning)(Manifold Learning)
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DenoisingDenoising
Mika et. al. 1999
Zhu and Ghodsi 2005
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Tenenbaum, V de Silva, Langford 2001
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Roweis and. Saul 2000
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Arranging words: Each word was initially represented by a high-dimensional vector that counted the number of times it appeared in different encyclopedia articles. Words with similar contexts are collocated
Roweis and Saul 2000
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Hinton and Roweis 2002
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Embedding of Sparse Music Embedding of Sparse Music Similarity GraphSimilarity Graph
Platt, 2004
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Pattern Recognition Pattern Recognition
Ghodsi, Huang, Schuurmans 2004
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Pattern RecognitionPattern Recognition
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ClusteringClustering
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Glasses vs. No GlassesGlasses vs. No Glasses
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Beard vs. No BeardBeard vs. No Beard
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Beard DistinctionBeard Distinction
Ghodsi , Wilkinson, Southey 2006
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Glasses DistinctionGlasses Distinction
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Multiple-Attribute MetricMultiple-Attribute Metric
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Reinforcement LearningReinforcement Learning
Mahadevan and Maggioini, 2005
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Semi-supervised LearningSemi-supervised Learning
Use graph-based discretization of manifold to infer missing labels.
Build classifiers from bottom eigenvectors of graph Laplacian.
Belkin & Niyogi, 2004; Zien et al, Eds., 2005
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Learning CorrespondencesLearning Correspondences
How can we learn manifold structure that is shared across multiple data sets?
Ham et al, 2003, 2005
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Mapping and Robot LocalizationMapping and Robot Localization
Bowling, Ghodsi, Wilkinson 2005
Ham, Lin, D.D. 2005
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Action Respecting Action Respecting EmbeddingEmbedding
Joint Work with
Michael Bowlingand
Dana Wilkinson
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Modelling Temporal Data and Modelling Temporal Data and ActionsActions
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OutlineOutline
• Background– PCA– Kernel PCA
• Action Respecting Embedding (ARE)– Prediction and Planning– Probabilistic Actions
• Future Work
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Principal Component Analysis Principal Component Analysis (PCA)(PCA)
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Principal Component Analysis Principal Component Analysis (PCA)(PCA)
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Kernel MethodsKernel Methods
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Kernel TrickKernel Trick
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Observed, Feature and Embedded Observed, Feature and Embedded SpacesSpaces
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Kernel PCA Kernel PCA
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ProblemProblem
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IdeaIdea
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Action Respecting Embedding Action Respecting Embedding (ARE)(ARE)
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Action Respecting ConstraintAction Respecting Constraint
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Preserve distances between each point and its k nearest neighbors.
Local Distances ConstraintLocal Distances Constraint
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Preserve local distances
Local Distances ConstraintLocal Distances Constraint
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Semidefinite ProgrammingSemidefinite Programming
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ExperimentExperiment
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Experiment 1Experiment 1
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Experiment 2Experiment 2
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Experiment 3Experiment 3
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Experiment 4Experiment 4
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Experiment 5Experiment 5
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PlanningPlanning
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PlanningPlanning
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PlanningPlanning
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ExperimentExperiment
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Probabilistic Actions
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Future workFuture work
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