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136 nips-2005-Noise and the two-thirds power Law


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Author: Uri Maoz, Elon Portugaly, Tamar Flash, Yair Weiss

Abstract: The two-thirds power law, an empirical law stating an inverse non-linear relationship between the tangential hand speed and the curvature of its trajectory during curved motion, is widely acknowledged to be an invariant of upper-limb movement. It has also been shown to exist in eyemotion, locomotion and was even demonstrated in motion perception and prediction. This ubiquity has fostered various attempts to uncover the origins of this empirical relationship. In these it was generally attributed either to smoothness in hand- or joint-space or to the result of mechanisms that damp noise inherent in the motor system to produce the smooth trajectories evident in healthy human motion. We show here that white Gaussian noise also obeys this power-law. Analysis of signal and noise combinations shows that trajectories that were synthetically created not to comply with the power-law are transformed to power-law compliant ones after combination with low levels of noise. Furthermore, there exist colored noise types that drive non-power-law trajectories to power-law compliance and are not affected by smoothing. These results suggest caution when running experiments aimed at verifying the power-law or assuming its underlying existence without proper analysis of the noise. Our results could also suggest that the power-law might be derived not from smoothness or smoothness-inducing mechanisms operating on the noise inherent in our motor system but rather from the correlated noise which is inherent in this motor system. 1

Reference: text


Summary: the most important sentenses genereted by tfidf model

sentIndex sentText sentNum sentScore

1 It has also been shown to exist in eyemotion, locomotion and was even demonstrated in motion perception and prediction. [sent-2, score-0.26]

2 In these it was generally attributed either to smoothness in hand- or joint-space or to the result of mechanisms that damp noise inherent in the motor system to produce the smooth trajectories evident in healthy human motion. [sent-4, score-1.112]

3 We show here that white Gaussian noise also obeys this power-law. [sent-5, score-0.306]

4 Analysis of signal and noise combinations shows that trajectories that were synthetically created not to comply with the power-law are transformed to power-law compliant ones after combination with low levels of noise. [sent-6, score-0.715]

5 Furthermore, there exist colored noise types that drive non-power-law trajectories to power-law compliance and are not affected by smoothing. [sent-7, score-0.612]

6 Our results could also suggest that the power-law might be derived not from smoothness or smoothness-inducing mechanisms operating on the noise inherent in our motor system but rather from the correlated noise which is inherent in this motor system. [sent-9, score-1.42]

7 1 Introduction A number of regularities have been empirically observed for the motion of the end-point of the human upper-limb during curved and drawing movements. [sent-10, score-0.374]

8 It can be formulated as: v(t) = const · κ(t)β (1) log (v(t)) = const + β log (κ(t)) (2) or, in log-space where v is the tangential end-point speed, κ is the instantaneous curvature of the path, and β is approximately − 1 . [sent-12, score-0.786]

9 There are those that suggest it as a tool to extract natural segmentation into primitives of complex movements ([2], [3]). [sent-14, score-0.147]

10 It was even found in neural population coding in the monkey motor brain area controlling the hand ([6]). [sent-17, score-0.274]

11 It was found to apply in eye-motion ([7]) and even in motion perception ([8],[9]) and movement prediction based on biological motion ([10]). [sent-19, score-0.407]

12 The power-law was shown to possibly be a result of minimization of jerk ([13],[14]), jerk along a predefined path ([15]), or endpoint variability due to noise inherent in the motor system ([12]). [sent-25, score-0.884]

13 Others have claimed that it stems from forward kinematics of sinusoidal movements at the joints ([16]). [sent-26, score-0.162]

14 Another explanation has to do with the mathematically interesting fact that motion according to the power-law maintains constant affine velocity ([17],[18]). [sent-27, score-0.258]

15 (xi ,xj ,yi ,yj ) for i = j, and assuming that the series is of equal time intervals, calculate κ and v in order to obtain β from the linear regression of log(v) versus log(κ). [sent-31, score-0.338]

16 The linear regression plot of log(v) versus log(κ) is within range both in its regression coefficient and R2 value to what experimentalists consider as compliance with the power-law (see figure 1b). [sent-32, score-0.567]

17 Therefore this white Gaussian noise trajectory seems to fit the two-thirds power law model in equation (1) above. [sent-33, score-0.706]

18 1 Problem formulation For any regular planar curve parameterized with t, we get from the Frenet-Serret formulas (see [19])1 : |¨y − x¨| x ˙ ˙y |¨y − x¨| x ˙ ˙y κ(t) = (3) 3 = v 3 (t) (x2 + y 2 ) 2 ˙ ˙ where v(t) = x2 + y 2 . [sent-35, score-0.177]

19 log (v(t)) = 1 Though there exists a definition for signed curvature for planar curves (i. [sent-37, score-0.522]

20 2 Non-linear regression in (4) should naturally be performed instead of log-space linear regression in (5). [sent-41, score-0.301]

21 However, this linear regression in log-space is the method of choice in the motor-control literature, despite the criticism of [16]. [sent-42, score-0.169]

22 29 −5 0 log(κ) 5 10 (b) −5 0 log(κ) 5 Figure 1: Given a trajectory composed of normally distributed position data with constant time intervals, we calculate and plot: (a) log(α) versus log(κ) and (b) log(v) versus log(κ) with their linear regression lines. [sent-46, score-0.83]

23 Therefore, 3 any trajectory that produces log(α) and log(κ) that are statistically uncorrelated would precisely conform to the power-law in (1)3 . [sent-54, score-0.297]

24 If log(α) and log(κ) are weakly correlated, such that ξ (the linear regression coefficient of log(α) versus log(κ)) is small, the effect on β (the linear regression coefficient of log(v) ξ 1 versus log(κ)) would result in a positive offset of 3 from the − 3 value of the power-law. [sent-55, score-0.672]

25 Figure 1 portrays a typical log(v) versus log(κ) linear regression 3 plot for the case of a trajectory composed of random data sampled from an i. [sent-57, score-0.523]

26 2 Power-law analysis for trajectories composed of normally distributed samples n Let us take the time-series (xi , yi )i=1 where xi , yi ∼ N (0, 1), i. [sent-61, score-0.48]

27 Again, we denote the linear regression coefficient of log(α) versus log(κ) by ξ, and thus log(α) = const + ξ log(κ), where ξ = Covariance[log(κ),log(α)] . [sent-66, score-0.363]

28 Variance[log(κ)] And from (6) we know that a linear regression of log(v) versus log(κ) would result in ξ 1 β = −3 + 3. [sent-67, score-0.296]

29 the Lagrange 5-point method) or analytic differentiation of smoothing functions (e. [sent-74, score-0.187]

30 In a more general sense, smoothing techniques introduce local correlations (between neighboring samples in time) into the trajectory. [sent-77, score-0.213]

31 motion at constant tangential speed), ξ would need to be 1, which requires perfect correlation between log(α), which is a time-dependant variable, and log(κ), which is a geometric one. [sent-81, score-0.239]

32 This could be taken to suggest that for a control 1 system to maintain movement at β values that are remote from − 3 would require some non-trivial control of the correlation between log(α) and log(κ). [sent-82, score-0.167]

33 Running 100 Monte-Carlo simulations5 , each drawing a time series of 1,000,000 normally distributed points, we estimated ξ = 0. [sent-83, score-0.267]

34 ξ’s magnitude and its corresponding R2 value suggest that log(α) and log(κ) are only weakly correlated (hence the ball-like shape in Figure 1a). [sent-88, score-0.286]

35 Both β and its R2 magnitudes are within what is considered by experimentalists to be the range of applicable values for the power-law. [sent-94, score-0.149]

36 Moreover, standard outlier detection and removal techniques as well as 1 robust linear regression make β approach closer to − 3 and increase the R2 value. [sent-95, score-0.205]

37 Measurements of human drawing movements in 3D also exhibit the power-law ([20],[16]). [sent-96, score-0.311]

38 This phenomenon also occurs when we repeat the procedure for trajectories composed of uniformly distributed samples with constant time intervals. [sent-113, score-0.504]

39 The linear regression of log(v) versus log(κ) for planar trajectories gives β = −0. [sent-114, score-0.695]

40 3D trajectories of uniformly distributed samples give us β = −0. [sent-119, score-0.333]

41 3 Analysis of signal and noise combinations 3. [sent-125, score-0.385]

42 1 Original (Non-filtered) signal and noise combinations Another interesting question has to do with the combination of signal and noise. [sent-126, score-0.507]

43 Every experimentally measured signal has some noise incorporated in it, be it measurement-device noise or noise internal to the human motor system. [sent-127, score-1.283]

44 But how much noise must be present to transform a signal that does not conform to the power-law to one that does? [sent-128, score-0.457]

45 13m (well within the standard range of dimensions used as templates for measuring the power-law for humans, see figure 2b), and spread 120 equispaced samples over its perimeter (a typical number of samples for the sampling rate given below). [sent-131, score-0.267]

46 01s (100 Hz is of the order of magnitude of contemporary measurement equipment). [sent-133, score-0.253]

47 This elliptic trajectory is thus traversed at constant speed, despite not having constant curvature. [sent-134, score-0.318]

48 It therefore does not obey the power-law (a “sanity check” of our simulations gave β = −0. [sent-135, score-0.191]

49 At this stage, normally distributed noise with various standard-deviations was added to this ellipse. [sent-138, score-0.394]

50 We ran 100 simulations for every noise magnitude and averaged the powerlaw parameters β and R2 obtained from log(v) versus log(κ) linear regressions for each noise magnitude (see figure 2a). [sent-139, score-0.991]

51 The level of noise required to drive the non-power-lawcompliant trajectory to obey the power-law is rather small; a standard deviation of about 5 The Matlab code for this simple simulation can be found at: http://www. [sent-140, score-0.658]

52 3 0 (a) 5 Noise magnitude 0 0 10 −3 x 10 5 Noise magnitude 10 −3 x 10 (b) 0. [sent-154, score-0.236]

53 (c) β and R2 values for the non-powerlaw 3D bent ellipse given in (d). [sent-166, score-0.311]

54 The same procedure was performed for a 3D bent-ellipse of similar proportions and perimeter in order to test the effects of noise on spatial trajectories (see figure 2c and d). [sent-170, score-0.6]

55 We placed the samples on this bent ellipse in an equispaced manner, so that it would be traversed at constant speed (and indeed β = −0. [sent-171, score-0.612]

56 This time the standard deviation of the noise which was required for power-law-like behavior in 3D was 0. [sent-174, score-0.316]

57 003m or so, a bit smaller than in the planar case. [sent-175, score-0.177]

58 Naturally, had we chosen smaller ellipses, less noise would have been required to make them obey the power-law (for instance, if we take a 0. [sent-176, score-0.389]

59 05m ellipse, the same effect would be obtained with noise of about 0. [sent-178, score-0.263]

60 0015m for a 3D bent ellipse of the same magnitude). [sent-180, score-0.311]

61 Note that both for the planar and spatial shapes, the noise-level that drives the non-power-law signal to conform to the power-law is in the order of magnitude of the average displacement between consecutive samples. [sent-181, score-0.489]

62 All the analysis above was for raw data, whereas it is common practice to low-pass filter experimentally obtained trajectories before extracting κ and v. [sent-184, score-0.222]

63 If we take a non-power-law signal, contaminate it with enough noise for it to comply with the power-law and then filter it, would the resulting signal obey the power-law or not? [sent-185, score-0.559]

64 0751) for 100 simulation runs (actually a bit closer to the power-law than the noise alone). [sent-194, score-0.299]

65 We then low-pass filtered each trajectory with a zero-lag second-order Butterworth filter with 10 6 rate. [sent-195, score-0.168]

66 005m is about half the distance between consecutive samples in this trajectory and sampling Figure 3: a graphical outline of Procedure 1 (from the top to the bottom left) and Procedure 2 (from the top to the bottom right). [sent-197, score-0.236]

67 (a) The original non-power-law signal (b) Signal in (a) plus white noise (c) Signal in (b) after smoothing. [sent-198, score-0.428]

68 (d) Signal in (a) with added correlated noise (e) Signal in (d) after smoothing. [sent-199, score-0.323]

69 But what if the noise at hand is more resistant to smoothing? [sent-210, score-0.263]

70 Taking 3D Gaussian noise and smoothing it (using the same type of Butterworth filtering as above) does not make the resulting signal any less compliant to the power-law. [sent-211, score-0.59]

71 Monte-Carlo simulations of smoothed random trajectories (100 repetitions of 1,000,000 samples each) resulted in β = −0. [sent-212, score-0.393]

72 0007), which is the same as the original noise (which had β = −0. [sent-216, score-0.263]

73 We therefore ran the signal plus noise simulations again, this time adding smoothed-noise (increasing its magnitude five-fold to compensate for the loss of energy of this noise due to the filtering) to the constant-speed bent-ellipse. [sent-221, score-0.831]

74 However, this time the same filtering procedure as above left us with a signal that could still be considered to obey the power-law, with β = −0. [sent-227, score-0.311]

75 If we continue and increase the noise magnitude the effect of the smoothing at the end of Procedure 2 becomes less apparent, with the smoothed trajectories sometimes conforming to the power-law (mainly in terms of R2 ) better than before the smoothing. [sent-234, score-0.786]

76 3 Levels of noise inherent to upper limb movement in human data We conducted a preliminary experiment to explore the level of noise intrinsic to the human motor system. [sent-236, score-1.343]

77 We thus analyzed the recorded time series in order to find that variance (see figure 4a) and compared this to the average variance of the synthetic equispaced bent ellipse combined with correlated noise (see figure 4b). [sent-241, score-0.791]

78 While more careful experiments may be needed to extract the exact SNR of human limb movements, it appears that the level of noise in human limb movement is comparable to the level of noise that can cause power-law behavior even for non power-law signals. [sent-242, score-1.111]

79 (a) For each position, the intersection of each iteration of the trajectory with the plane was calculated. [sent-255, score-0.215]

80 (b) The standard deviation of the different intersections of each plane was measured, and is depicted for synthetic and human data. [sent-256, score-0.274]

81 4 Discussion We do not suggest that the power-law, which stems from analysis of human data, is a bogus phenomenon, resulting only from measurement noise. [sent-257, score-0.327]

82 If we focus on the measurement device noise alone, it should be noted that whereas many modern devices for planar motion measurement tend to have a measurement accuracy superior to the 0. [sent-261, score-0.789]

83 In addition, one should keep in mind that even for smaller noise magnitudes some drift toward the power-law does occur. [sent-265, score-0.389]

84 Moreover, following the results above, it is clear that when a significant amount of noise is incorporated into the system, simply applying an off-the-shelf smoothing procedure would not necessarily satisfactorily remove it, especially if it is correlated (i. [sent-268, score-0.531]

85 Moreover, the smoothing procedure will most likely distort the signal to some degree, even if the noise is white. [sent-271, score-0.593]

86 The power-law can be derived from the noise itself, which is inherent in our motor system (and which is likely to be correlated noise), rather than from any smoothing mechanisms which damp it. [sent-276, score-0.906]

87 The law relating kinematic and figural aspects of drawing movements. [sent-286, score-0.256]

88 A developmental study of the relationship between geometry and kinematics in drawing movements. [sent-300, score-0.175]

89 The relationship between curvature and velocity in two dimensional smooth pursuit eye movement. [sent-320, score-0.237]

90 Biological movements look uniform: evidence of motor perceptual interactions. [sent-325, score-0.354]

91 Perceiving and tracking kinesthetic stimuli: further evidence of motor perceptual interactions. [sent-331, score-0.275]

92 Perceptual anticipation in handwriting: The role of implicit motor competence. [sent-337, score-0.234]

93 Relationship between velocity and curvature of a human locomotor trajectory. [sent-344, score-0.375]

94 Minimum-jerk, two-thirds power law, and isochrony: converging approaches to movement planning. [sent-356, score-0.169]

95 Comparing smooth arm movements with the two-thirds power law and the related segmented-control hypothesis. [sent-362, score-0.374]

96 Smoothness maximization along a predefined path accurately predicts the speed profiles of complex arm movements. [sent-367, score-0.16]

97 Origins and violations of the 2/3 power law in rhythmic threedimensional arm movements. [sent-372, score-0.295]

98 Geometric methods in the study of human motor control. [sent-378, score-0.372]

99 Constant affine velocity predicts the 1/3 power law of planar motion perception and generation. [sent-384, score-0.726]

100 Origins of the power law relation between movement velocity and curvature: modeling the effects of muscle mechanics and limb dynamics. [sent-400, score-0.545]


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same-paper 1 1.0000002 136 nips-2005-Noise and the two-thirds power Law

Author: Uri Maoz, Elon Portugaly, Tamar Flash, Yair Weiss

Abstract: The two-thirds power law, an empirical law stating an inverse non-linear relationship between the tangential hand speed and the curvature of its trajectory during curved motion, is widely acknowledged to be an invariant of upper-limb movement. It has also been shown to exist in eyemotion, locomotion and was even demonstrated in motion perception and prediction. This ubiquity has fostered various attempts to uncover the origins of this empirical relationship. In these it was generally attributed either to smoothness in hand- or joint-space or to the result of mechanisms that damp noise inherent in the motor system to produce the smooth trajectories evident in healthy human motion. We show here that white Gaussian noise also obeys this power-law. Analysis of signal and noise combinations shows that trajectories that were synthetically created not to comply with the power-law are transformed to power-law compliant ones after combination with low levels of noise. Furthermore, there exist colored noise types that drive non-power-law trajectories to power-law compliance and are not affected by smoothing. These results suggest caution when running experiments aimed at verifying the power-law or assuming its underlying existence without proper analysis of the noise. Our results could also suggest that the power-law might be derived not from smoothness or smoothness-inducing mechanisms operating on the noise inherent in our motor system but rather from the correlated noise which is inherent in this motor system. 1

2 0.19520798 97 nips-2005-Inferring Motor Programs from Images of Handwritten Digits

Author: Vinod Nair, Geoffrey E. Hinton

Abstract: We describe a generative model for handwritten digits that uses two pairs of opposing springs whose stiffnesses are controlled by a motor program. We show how neural networks can be trained to infer the motor programs required to accurately reconstruct the MNIST digits. The inferred motor programs can be used directly for digit classification, but they can also be used in other ways. By adding noise to the motor program inferred from an MNIST image we can generate a large set of very different images of the same class, thus enlarging the training set available to other methods. We can also use the motor programs as additional, highly informative outputs which reduce overfitting when training a feed-forward classifier. 1 Overview The idea that patterns can be recognized by figuring out how they were generated has been around for at least half a century [1, 2] and one of the first proposed applications was the recognition of handwriting using a generative model that involved pairs of opposing springs [3, 4]. The “analysis-by-synthesis” approach is attractive because the true generative model should provide the most natural way to characterize a class of patterns. The handwritten 2’s in figure 1, for example, are very variable when viewed as pixels but they have very similar motor programs. Despite its obvious merits, analysis-by-synthesis has had few successes, partly because it is computationally expensive to invert non-linear generative models and partly because the underlying parameters of the generative model are unknown for most large data sets. For example, the only source of information about how the MNIST digits were drawn is the images themselves. We describe a simple generative model in which a pen is controlled by two pairs of opposing springs whose stiffnesses are specified by a motor program. If the sequence of stiffnesses is specified correctly, the model can produce images which look very like the MNIST digits. Using a separate network for each digit class, we show that backpropagation can be used to learn a “recognition” network that maps images to the motor programs required to produce them. An interesting aspect of this learning is that the network creates its own training data, so it does not require the training images to be labelled with motor programs. Each recognition network starts with a single example of a motor program and grows an “island of competence” around this example, progressively extending the region over which it can map small changes in the image to the corresponding small changes in the motor program (see figure 2). Figure 1: An MNIST image of a 2 and the additional images that can be generated by inferring the motor program and then adding random noise to it. The pixels are very different, but they are all clearly twos. Fairly good digit recognition can be achieved by using the 10 recognition networks to find 10 motor programs for a test image and then scoring each motor program by its squared error in reconstructing the image. The 10 scores are then fed into a softmax classifier. Recognition can be improved by using PCA to model the distribution of motor trajectories for each class and using the distance of a motor trajectory from the relevant PCA hyperplane as an additional score. Each recognition network is solving a difficult global search problem in which the correct motor program must be found by a single, “open-loop” pass through the network. More accurate recognition can be achieved by using this open-loop global search to initialize an iterative, closed-loop local search which uses the error in the reconstructed image to revise the motor program. This requires reconstruction errors in pixel space to be mapped to corrections in the space of spring stiffnesses. We cannot backpropagate errors through the generative model because it is just a hand-coded computer program. So we learn “generative” networks, one per digit class, that emulate the generator. After learning, backpropagation through these generative networks is used to convert pixel reconstruction errors into stiffness corrections. Our final system gives 1.82% error on the MNIST test set which is similar to the 1.7% achieved by a very different generative approach [5] but worse than the 1.53% produced by the best backpropagation networks or the 1.4% produced by support vector machines [6]. It is much worse than the 0.4% produced by convolutional neural networks that use cleverly enhanced training sets [7]. Recognition of test images is quite slow because it uses ten different recognition networks followed by iterative local search. There is, however, a much more efficient way to make use of our ability to extract motor programs. They can be treated as additional output labels when using backpropagation to train a single, multilayer, discriminative neural network. These additional labels act as a very informative regularizer that reduces the error rate from 1.53% to 1.27% in a network with two hidden layers of 500 units each. This is a new method of improving performance that can be used in conjunction with other tricks such as preprocessing the images, enhancing the training set or using convolutional neural nets [8, 7]. 2 A simple generative model for drawing digits The generative model uses two pairs of opposing springs at right angles. One end of each spring is attached to a frictionless horizontal or vertical rail that is 39 pixels from the center of the image. The other end is attached to a “pen” that has significant mass. The springs themselves are weightless and have zero rest length. The pen starts at the equilibrium position defined by the initial stiffnesses of the four springs. It then follows a trajectory that is determined by the stiffness of each spring at each of the 16 subsequent time steps in the motor program. The mass is large compared with the rate at which the stiffnesses change, so the system is typically far from equilibrium as it follows the smooth trajectory. On each time step, the momentum is multiplied by 0.9 to simulate viscosity. A coarse-grain trajectory is computed by using one step of forward integration for each time step in the motor program, so it contains 17 points. The code is at www.cs.toronto.edu/∼ hinton/code. Figure 2: The training data for each class-specific recognition network is produced by adding noise to motor programs that are inferred from MNIST images using the current parameters of the recognition network. To initiate this process, the biases of the output units are set by hand so that they represent a prototypical motor program for the class. Given a coarse-grain trajectory, we need a way of assigning an intensity to each pixel. We tried various methods until we hand-evolved one that was able to reproduce the MNIST images fairly accurately, but we suspect that many other methods would be just as good. For each point on the coarse trajectory, we share two units of ink between the the four closest pixels using bilinear interpolation. We also use linear interpolation to add three fine-grain trajectory points between every pair of coarse-grain points. These fine-grain points also contribute ink to the pixels using bilinear interpolation, but the amount of ink they contribute is zero if they are less than one pixel apart and rises linearly to the same amount as the coarse-grain points if they are more than two pixels apart. This generates a thin skeleton with a fairly uniform ink density. To flesh-out the skeleton, we use two “ink parameters”, a a a a a, b, to specify a 3 × 3 kernel of the form b(1 + a)[ 12 , a , 12 ; a , 1 − a, a ; 12 , a , 12 ] which 6 6 6 6 is convolved with the image four times. Finally, the pixel intensities are clipped to lie in the interval [0,1]. The matlab code is at www.cs.toronto.edu/∼ hinton/code. The values of 2a and b/1.5 are additional, logistic outputs of the recognition networks1 . 3 Training the recognition networks The obvious way to learn a recognition network is to use a training set in which the inputs are images and the target outputs are the motor programs that were used to generate those images. If we knew the distribution over motor programs for a given digit class, we could easily produce such a set by running the generator. Unfortunately, the distribution over motor programs is exactly what we want to learn from the data, so we need a way to train 1 We can add all sorts of parameters to the hand-coded generative model and then get the recognition networks to learn to extract the appropriate values for each image. The global mass and viscosity as well as the spacing of the rails that hold the springs can be learned. We can even implement affinelike transformations by attaching the four springs to endpoints whose eight coordinates are given by the recognition networks. These extra parameters make the learning slower and, for the normalized digits, they do not improve discrimination, probably because they help the wrong digit models as much as the right one. the recognition network without knowing this distribution in advance. Generating scribbles from random motor programs will not work because the capacity of the network will be wasted on irrelevant images that are far from the real data. Figure 2 shows how a single, prototype motor program can be used to initialize a learning process that creates its own training data. The prototype consists of a sequence of 4 × 17 spring stiffnesses that are used to set the biases on 68 of the 70 logistic output units of the recognition net. If the weights coming from the 400 hidden units are initially very small, the recognition net will then output a motor program that is a close approximation to the prototype, whatever the input image. Some random noise is then added to this motor program and it is used to generate a training image. So initially, all of the generated training images are very similar to the one produced by the prototype. The recognition net will therefore devote its capacity to modeling the way in which small changes in these images map to small changes in the motor program. Images in the MNIST training set that are close to the prototype will then be given their correct motor programs. This will tend to stretch the distribution of motor programs produced by the network along the directions that correspond to the manifold on which the digits lie. As time goes by, the generated training set will expand along the manifold for that digit class until all of the MNIST training images of that class are well modelled by the recognition network. It takes about 10 hours in matlab on a 3 GHz Xeon to train each recognition network. We use minibatches of size 100, momentum of 0.9, and adaptive learning rates on each connection that increase additively when the sign of the gradient agrees with the sign of the previous weight change and decrease multiplicatively when the signs disagree [9]. The net is generating its own training data, so the objective function is always changing which makes it inadvisable to use optimization methods that go as far as they can in a carefully chosen direction. Figures 3 and 4 show some examples of how well the recognition nets perform after training. Nearly all models achieve an average squared pixel error of less than 15 per image on their validation set (pixel intensities are between 0 and 1 with a preponderance of extreme values). The inferred motor programs are clearly good enough to capture the diverse handwriting styles in the data. They are not good enough, however, to give classification performance comparable to the state-of-the-art on the MNIST database. So we added a series of enhancements to the basic system to improve the classification accuracy. 4 Enhancements to the basic system Extra strokes in ones and sevens. One limitation of the basic system is that it draws digits using only a single stroke (i.e. the trajectory is a single, unbroken curve). But when people draw digits, they often add extra strokes to them. Two of the most common examples are the dash at the bottom of ones, and the dash through the middle of sevens (see examples in figure 5). About 2.2% of ones and 13% of sevens in the MNIST training set are dashed and not modelling the dashes reduces classification accuracy significantly. We model dashed ones and sevens by augmenting their basic motor programs with another motor program to draw the dash. For example, a dashed seven is generated by first drawing an ordinary seven using the motor program computed by the seven model, and then drawing the dash with a motor program computed by a separate neural network that models only dashes. Dashes in ones and sevens are modeled with two different networks. Their training proceeds the same way as with the other models, except now there are only 50 hidden units and the training set contains only the dashed cases of the digit. (Separating these cases from the rest of the MNIST training set is easy because they can be quickly spotted by looking at the difference between the images and their reconstructions by the dashless digit model.) The net takes the entire image of a digit as input, and computes the motor program for just the dash. When reconstructing an unlabelled image as say, a seven, we compute both Figure 3: Examples of validation set images reconstructed by their corresponding model. In each case the original image is on the left and the reconstruction is on the right. Superimposed on the original image is the pen trajectory. the dashed and dashless versions of seven and pick the one with the lower squared pixel error to be that image’s reconstruction as a seven. Figure 5 shows examples of images reconstructed using the extra stroke. Local search. When reconstructing an image in its own class, a digit model often produces a sensible, overall approximation of the image. However, some of the finer details of the reconstruction may be slightly wrong and need to be fixed up by an iterative local search that adjusts the motor program to reduce the reconstruction error. We first approximate the graphics model with a neural network that contains a single hidden layer of 500 logistic units. We train one such generative network for each of the ten digits and for the dashed version of ones and sevens (for a total of 12 nets). The motor programs used for training are obtained by adding noise to the motor programs inferred from the training data by the relevant, fully trained recognition network. The images produced from these motor programs by the graphics model are used as the targets for the supervised learning of each generative network. Given these targets, the weight updates are computed in the same way as for the recognition networks. Figure 4: To model 4’s we use a single smooth trajectory, but turn off the ink for timesteps 9 and 10. For images in which the pen does not need to leave the paper, the recognition net finds a trajectory in which points 8 and 11 are close together so that points 9 and 10 are not needed. For 5’s we leave the top until last and turn off the ink for timesteps 13 and 14. Figure 5: Examples of dashed ones and sevens reconstructed using a second stroke. The pen trajectory for the dash is shown in blue, superimposed on the original image. Initial squared pixel error = 33.8 10 iterations, error = 15.2 20 iterations, error = 10.5 30 iterations, error = 9.3 Figure 6: An example of how local search improves the detailed registration of the trajectory found by the correct model. After 30 iterations, the squared pixel error is less than a third of its initial value. Once the generative network is trained, we can use it to iteratively improve the initial motor program computed by the recognition network for an image. The main steps in one iteration are: 1) compute the error between the image and the reconstruction generated from the current motor program by the graphics model; 2) backpropagate the reconstruction error through the generative network to calculate its gradient with respect to the motor program; 3) compute a new motor program by taking a step along the direction of steepest descent plus 0.5 times the previous step. Figure 6 shows an example of how local search improves the reconstruction by the correct model. Local search is usually less effective at improving the fits of the wrong models, so it eliminates about 20% of the classification errors on the validation set. PCA model of the image residuals. The sum of squared pixel errors is not the best way of comparing an image with its reconstruction, because it treats the residual pixel errors as independent and zero-mean Gaussian distributed, which they are not. By modelling the structure in the residual vectors, we can get a better estimate of the conditional probability of the image given the motor program. For each digit class, we construct a PCA model of the image residual vectors for the training images. Then, given a test image, we project the image residual vector produced by each inferred motor program onto the relevant PCA hyperplane and compute the squared distance between the residual and its projection. This gives ten scores for the image that measure the quality of its reconstructions by the digit models. We don’t discard the old sum of squared pixel errors as they are still useful for classifying most images correctly. Instead, all twenty scores are used as inputs to the classifier, which decides how to combine both types of scores to achieve high classification accuracy. PCA model of trajectories. Classifying an image by comparing its reconstruction errors for the different digit models tacitly relies on the assumption that the incorrect models will reconstruct the image poorly. Since the models have only been trained on images in their Squared error = 24.9, Shape prior score = 31.5 Squared error = 15.0, Shape prior score = 104.2 Figure 7: Reconstruction of a two image by the two model (left box) and by the three model (right box), with the pen trajectory superimposed on the original image. The three model sharply bends the bottom of its trajectory to better explain the ink, but the trajectory prior for three penalizes it with a high score. The two model has a higher squared error, but a much lower prior score, which allows the classifier to correctly label the image. own class, they often do reconstruct images from other classes poorly, but occasionally they fit an image from another class well. For example, figure 7 shows how the three model reconstructs a two image better than the two model by generating a highly contorted three. This problem becomes even more pronounced with local search which sometimes contorts the wrong model to fit the image really well. The solution is to learn a PCA model of the trajectories that a digit model infers from images in its own class. Given a test image, the trajectory computed by each digit model is scored by its squared distance from the relevant PCA hyperplane. These 10 “prior” scores are then given to the classifier along with the 20 “likelihood” scores described above. The prior scores eliminate many classification mistakes such as the one in figure 7. 5 Classification results To classify a test image, we apply multinomial logistic regression to the 30 scores – i.e. we use a neural network with no hidden units, 10 softmax output units and a cross-entropy error. The net is trained by gradient descent using the scores for the validation set images. To illustrate the gain in classification accuracy achieved by the enhancements explained above, table 1 gives the percent error on the validation set as each enhancement is added to the system. Together, the enhancements almost halve the number of mistakes. Enhancements None 1 1, 2 1, 2, 3 1, 2, 3, 4 Validation set % error 4.43 3.84 3.01 2.67 2.28 Test set % error 1.82 Table 1: The gain in classification accuracy on the validation set as the following enhancements are added: 1) extra stroke for dashed ones and sevens, 2) local search, 3) PCA model of image residual, and 4) PCA trajectory prior. To avoid using the test set for model selection, the performance on the official test set was only measured for the final system. 6 Discussion After training a single neural network to output both the class label and the motor program for all classes (as described in section 1) we tried ignoring the label output and classifying the test images by using the cost, under 10 different PCA models, of the trajectory defined by the inferred motor program. Each PCA model was fitted to the trajectories extracted from the training images for a given class. This gave 1.80% errors which is as good as the 1.82% we got using the 10 separate recognition networks and local search. This is quite surprising because the motor programs produced by the single network were simplified to make them all have the same dimensionality and they produced significantly poorer reconstructions. By only using the 10 digit-specific recognition nets to create the motor programs for the training data, we get much faster recognition of test data because at test time we can use a single recognition network for all classes. It also means we do not need to trade-off prior scores against image residual scores because there is only one image residual. The ability to extract motor programs could also be used to enhance the training set. [7] shows that error rates can be halved by using smooth vector distortion fields to create extra training data. They argue that these fields simulate “uncontrolled oscillations of the hand muscles dampened by inertia”. Motor noise may be better modelled by adding noise to an actual motor program as shown in figure 1. Notice that this produces a wide variety of non-blurry images and it can also change the topology. The techniques we have used for extracting motor programs from digit images may be applicable to speech. There are excellent generative models that can produce almost perfect speech if they are given the right formant parameters [10]. Using one of these generative models we may be able to train a large number of specialized recognition networks to extract formant parameters from speech without requiring labeled training data. Once this has been done, labeled data would be available for training a single feed-forward network that could recover accurate formant parameters which could be used for real-time recognition. Acknowledgements We thank Steve Isard, David MacKay and Allan Jepson for helpful discussions. This research was funded by NSERC, CFI and OIT. GEH is a fellow of the Canadian Institute for Advanced Research and holds a Canada Research Chair in machine learning. References [1] D. M. MacKay. Mindlike behaviour in artefacts. British Journal for Philosophy of Science, 2:105–121, 1951. [2] M. Halle and K. Stevens. Speech recognition: A model and a program for research. IRE Transactions on Information Theory, IT-8 (2):155–159, 1962. [3] Murray Eden. Handwriting and pattern recognition. IRE Transactions on Information Theory, IT-8 (2):160–166, 1962. [4] J.M. Hollerbach. An oscillation theory of handwriting. Biological Cybernetics, 39:139–156, 1981. [5] G. Mayraz and G. E. Hinton. Recognizing hand-written digits using hierarchical products of experts. IEEE Transactions on Pattern Analysis and Machine Intelligence, 24:189–197, 2001. [6] D. Decoste and B. Schoelkopf. Training invariant support vector machines. Machine Learning, 46:161–190, 2002. [7] Patrice Y. Simard, Dave Steinkraus, and John Platt. Best practice for convolutional neural networks applied to visual document analysis. In International Conference on Document Analysis and Recogntion (ICDAR), IEEE Computer Society, Los Alamitos, pages 958–962, 2003. [8] Y. LeCun, L. Bottou, Y. Bengio, and P. Haffner. Gradient-based learning applied to document recognition. Proceedings of the IEEE, 86(11):2278–2324, November 1998. [9] A. Jacobs R. Increased Rates of Convergence Through Learning Rate Adaptation. Technical Report: UM-CS-1987-117. University of Massachusetts, Amherst, MA, 1987. [10] W. Holmes, J. Holmes, and M. Judd. Extension of the bandwith of the jsru parallel-formant synthesizer for high quality synthesis of male and female speech. In Proceedings of ICASSP 90 (1), pages 313–316, 1990.

3 0.13458265 67 nips-2005-Extracting Dynamical Structure Embedded in Neural Activity

Author: Afsheen Afshar, Gopal Santhanam, Stephen I. Ryu, Maneesh Sahani, Byron M. Yu, Krishna V. Shenoy

Abstract: Spiking activity from neurophysiological experiments often exhibits dynamics beyond that driven by external stimulation, presumably reflecting the extensive recurrence of neural circuitry. Characterizing these dynamics may reveal important features of neural computation, particularly during internally-driven cognitive operations. For example, the activity of premotor cortex (PMd) neurons during an instructed delay period separating movement-target specification and a movementinitiation cue is believed to be involved in motor planning. We show that the dynamics underlying this activity can be captured by a lowdimensional non-linear dynamical systems model, with underlying recurrent structure and stochastic point-process output. We present and validate latent variable methods that simultaneously estimate the system parameters and the trial-by-trial dynamical trajectories. These methods are applied to characterize the dynamics in PMd data recorded from a chronically-implanted 96-electrode array while monkeys perform delayed-reach tasks. 1

4 0.10727906 173 nips-2005-Sensory Adaptation within a Bayesian Framework for Perception

Author: Alan Stocker, Eero P. Simoncelli

Abstract: We extend a previously developed Bayesian framework for perception to account for sensory adaptation. We first note that the perceptual effects of adaptation seems inconsistent with an adjustment of the internally represented prior distribution. Instead, we postulate that adaptation increases the signal-to-noise ratio of the measurements by adapting the operational range of the measurement stage to the input range. We show that this changes the likelihood function in such a way that the Bayesian estimator model can account for reported perceptual behavior. In particular, we compare the model’s predictions to human motion discrimination data and demonstrate that the model accounts for the commonly observed perceptual adaptation effects of repulsion and enhanced discriminability. 1 Motivation A growing number of studies support the notion that humans are nearly optimal when performing perceptual estimation tasks that require the combination of sensory observations with a priori knowledge. The Bayesian formulation of these problems defines the optimal strategy, and provides a principled yet simple computational framework for perception that can account for a large number of known perceptual effects and illusions, as demonstrated in sensorimotor learning [1], cue combination [2], or visual motion perception [3], just to name a few of the many examples. Adaptation is a fundamental phenomenon in sensory perception that seems to occur at all processing levels and modalities. A variety of computational principles have been suggested as explanations for adaptation. Many of these are based on the concept of maximizing the sensory information an observer can obtain about a stimulus despite limited sensory resources [4, 5, 6]. More mechanistically, adaptation can be interpreted as the attempt of the sensory system to adjusts its (limited) dynamic range such that it is maximally informative with respect to the statistics of the stimulus. A typical example is observed in the retina, which manages to encode light intensities that vary over nine orders of magnitude using ganglion cells whose dynamic range covers only two orders of magnitude. This is achieved by adapting to the local mean as well as higher order statistics of the visual input over short time-scales [7]. ∗ corresponding author. If a Bayesian framework is to provide a valid computational explanation of perceptual processes, then it needs to account for the behavior of a perceptual system, regardless of its adaptation state. In general, adaptation in a sensory estimation task seems to have two fundamental effects on subsequent perception: • Repulsion: The estimate of parameters of subsequent stimuli are repelled by those of the adaptor stimulus, i.e. the perceived values for the stimulus variable that is subject to the estimation task are more distant from the adaptor value after adaptation. This repulsive effect has been reported for perception of visual speed (e.g. [8, 9]), direction-of-motion [10], and orientation [11]. • Increased sensitivity: Adaptation increases the observer’s discrimination ability around the adaptor (e.g. for visual speed [12, 13]), however it also seems to decrease it further away from the adaptor as shown in the case of direction-of-motion discrimination [14]. In this paper, we show that these two perceptual effects can be explained within a Bayesian estimation framework of perception. Note that our description is at an abstract functional level - we do not attempt to provide a computational model for the underlying mechanisms responsible for adaptation, and this clearly separates this paper from other work which might seem at first glance similar [e.g., 15]. 2 Adaptive Bayesian estimator framework Suppose that an observer wants to estimate a property of a stimulus denoted by the variable θ, based on a measurement m. In general, the measurement can be vector-valued, and is corrupted by both internal and external noise. Hence, combining the noisy information gained by the measurement m with a priori knowledge about θ is advantageous. According to Bayes’ rule 1 p(θ|m) = p(m|θ)p(θ) . (1) α That is, the probability of stimulus value θ given m (posterior) is the product of the likelihood p(m|θ) of the particular measurement and the prior p(θ). The normalization constant α serves to ensure that the posterior is a proper probability distribution. Under the assumpˆ tion of a squared-error loss function, the optimal estimate θ(m) is the mean of the posterior, thus ∞ ˆ θ(m) = θ p(θ|m) dθ . (2) 0 ˆ Note that θ(m) describes an estimate for a single measurement m. As discussed in [16], the measurement will vary stochastically over the course of many exposures to the same stimulus, and thus the estimator will also vary. We return to this issue in Section 3.2. Figure 1a illustrates a Bayesian estimator, in which the shape of the (arbitrary) prior distribution leads on average to a shift of the estimate toward a lower value of θ than the true stimulus value θstim . The likelihood and the prior are the fundamental constituents of the Bayesian estimator model. Our goal is to describe how adaptation alters these constituents so as to account for the perceptual effects of repulsion and increased sensitivity. Adaptation does not change the prior ... An intuitively sensible hypothesis is that adaptation changes the prior distribution. Since the prior is meant to reflect the knowledge the observer has about the distribution of occurrences of the variable θ in the world, repeated viewing of stimuli with the same parameter a b probability probability attraction ! posterior likelihood prior modified prior à θ θ ˆ θ' θ θadapt Figure 1: Hypothetical model in which adaptation alters the prior distribution. a) Unadapted Bayesian estimation configuration in which the prior leads to a shift of the estimate ˆ θ, relative to the stimulus parameter θstim . Both the likelihood function and the prior distriˆ bution contribute to the exact value of the estimate θ (mean of the posterior). b) Adaptation acts by increasing the prior distribution around the value, θadapt , of the adapting stimulus ˆ parameter. Consequently, an subsequent estimate θ of the same stimulus parameter value θstim is attracted toward the adaptor. This is the opposite of observed perceptual effects, and we thus conclude that adjustments of the prior in a Bayesian model do not account for adaptation. value θadapt should presumably increase the prior probability in the vicinity of θadapt . Figure 1b schematically illustrates the effect of such a change in the prior distribution. The estimated (perceived) value of the parameter under the adapted condition is attracted to the adapting parameter value. In order to account for observed perceptual repulsion effects, the prior would have to decrease at the location of the adapting parameter, a behavior that seems fundamentally inconsistent with the notion of a prior distribution. ... but increases the reliability of the measurements Since a change in the prior distribution is not consistent with repulsion, we are led to the conclusion that adaptation must change the likelihood function. But why, and how should this occur? In order to answer this question, we reconsider the functional purpose of adaptation. We assume that adaptation acts to allocate more resources to the representation of the parameter values in the vicinity of the adaptor [4], resulting in a local increase in the signal-to-noise ratio (SNR). This can be accomplished, for example, by dynamically adjusting the operational range to the statistics of the input. This kind of increased operational gain around the adaptor has been effectively demonstrated in the process of retinal adaptation [17]. In the context of our Bayesian estimator framework, and restricting to the simple case of a scalar-valued measurement, adaptation results in a narrower conditional probability density p(m|θ) in the immediate vicinity of the adaptor, thus an increase in the reliability of the measurement m. This is offset by a broadening of the conditional probability density p(m|θ) in the region beyond the adaptor vicinity (we assume that total resources are conserved, and thus an increase around the adaptor must necessarily lead to a decrease elsewhere). Figure 2 illustrates the effect of this local increase in signal-to-noise ratio on the likeli- unadapted adapted θadapt p(m2| θ )' 1/SNR θ θ θ1 θ2 θ1 p(m2|θ) θ2 θ m2 p(m1| θ )' m1 m m p(m1|θ) θ θ θ θadapt p(m| θ2)' p(m|θ2) likelihoods p(m|θ1) p(m| θ1)' p(m|θadapt )' conditionals Figure 2: Measurement noise, conditionals and likelihoods. The two-dimensional conditional density, p(m|θ), is shown as a grayscale image for both the unadapted and adapted cases. We assume here that adaptation increases the reliability (SNR) of the measurement around the parameter value of the adaptor. This is balanced by a decrease in SNR of the measurement further away from the adaptor. Because the likelihood is a function of θ (horizontal slices, shown plotted at right), this results in an asymmetric change in the likelihood that is in agreement with a repulsive effect on the estimate. a b ^ ∆θ ^ ∆θ [deg] + 0 60 30 0 -30 - θ θ adapt -60 -180 -90 90 θadapt 180 θ [deg] Figure 3: Repulsion: Model predictions vs. human psychophysics. a) Difference in perceived direction in the pre- and post-adaptation condition, as predicted by the model. Postadaptive percepts of motion direction are repelled away from the direction of the adaptor. b) Typical human subject data show a qualitatively similar repulsive effect. Data (and fit) are replotted from [10]. hood function. The two gray-scale images represent the conditional probability densities, p(m|θ), in the unadapted and the adapted state. They are formed by assuming additive noise on the measurement m of constant variance (unadapted) or with a variance that decreases symmetrically in the vicinity of the adaptor parameter value θadapt , and grows slightly in the region beyond. In the unadapted state, the likelihood is convolutional and the shape and variance are equivalent to the distribution of measurement noise. However, in the adapted state, because the likelihood is a function of θ (horizontal slice through the conditional surface) it is no longer convolutional around the adaptor. As a result, the mean is pushed away from the adaptor, as illustrated in the two graphs on the right. Assuming that the prior distribution is fairly smooth, this repulsion effect is transferred to the posterior distribution, and thus to the estimate. 3 Simulation Results We have qualitatively demonstrated that an increase in the measurement reliability around the adaptor is consistent with the repulsive effects commonly seen as a result of perceptual adaptation. In this section, we simulate an adapted Bayesian observer by assuming a simple model for the changes in signal-to-noise ratio due to adaptation. We address both repulsion and changes in discrimination threshold. In particular, we compare our model predictions with previously published data from psychophysical experiments examining human perception of motion direction. 3.1 Repulsion In the unadapted state, we assume the measurement noise to be additive and normally distributed, and constant over the whole measurement space. Thus, assuming that m and θ live in the same space, the likelihood is a Gaussian of constant width. In the adapted state, we assume a simple functional description for the variance of the measurement noise around the adapter. Specifically, we use a constant plus a difference of two Gaussians, a b relative discrimination threshold relative discrimination threshold 1.8 1 θ θadapt 1.6 1.4 1.2 1 0.8 -40 -20 θ adapt 20 40 θ [deg] Figure 4: Discrimination thresholds: Model predictions vs. human psychophysics. a) The model predicts that thresholds for direction discrimination are reduced at the adaptor. It also predicts two side-lobes of increased threshold at further distance from the adaptor. b) Data of human psychophysics are in qualitative agreement with the model. Data are replotted from [14] (see also [11]). each having equal area, with one twice as broad as the other (see Fig. 2). Finally, for simplicity, we assume a flat prior, but any reasonable smooth prior would lead to results that are qualitatively similar. Then, according to (2) we compute the predicted estimate of motion direction in both the unadapted and the adapted case. Figure 3a shows the predicted difference between the pre- and post-adaptive average estimate of direction, as a function of the stimulus direction, θstim . The adaptor is indicated with an arrow. The repulsive effect is clearly visible. For comparison, Figure 3b shows human subject data replotted from [10]. The perceived motion direction of a grating was estimated, under both adapted and unadapted conditions, using a two-alternative-forced-choice experimental paradigm. The plot shows the change in perceived direction as a function of test stimulus direction relative to that of the adaptor. Comparison of the two panels of Figure 3 indicate that despite the highly simplified construction of the model, the prediction is quite good, and even includes the small but consistent repulsive effects observed 180 degrees from the adaptor. 3.2 Changes in discrimination threshold Adaptation also changes the ability of human observers to discriminate between the direction of two different moving stimuli. In order to model discrimination thresholds, we need to consider a Bayesian framework that can account not only for the mean of the estimate but also its variability. We have recently developed such a framework, and used it to quantitatively constrain the likelihood and the prior from psychophysical data [16]. This framework accounts for the effect of the measurement noise on the variability of the ˆ ˆ estimate θ. Specifically, it provides a characterization of the distribution p(θ|θstim ) of the estimate for a given stimulus direction in terms of its expected value and its variance as a function of the measurement noise. As in [16] we write ˆ ∂ θ(m) 2 ˆ var θ|θstim = var m ( ) |m=θstim . (3) ∂m Assuming that discrimination threshold is proportional to the standard deviation, ˆ var θ|θstim , we can now predict how discrimination thresholds should change after adaptation. Figure 4a shows the predicted change in discrimination thresholds relative to the unadapted condition for the same model parameters as in the repulsion example (Figure 3a). Thresholds are slightly reduced at the adaptor, but increase symmetrically for directions further away from the adaptor. For comparison, Figure 4b shows the relative change in discrimination thresholds for a typical human subject [14]. Again, the behavior of the human observer is qualitatively well predicted. 4 Discussion We have shown that adaptation can be incorporated into a Bayesian estimation framework for human sensory perception. Adaptation seems unlikely to manifest itself as a change in the internal representation of prior distributions, as this would lead to perceptual bias effects that are opposite to those observed in human subjects. Instead, we argue that adaptation leads to an increase in reliability of the measurement in the vicinity of the adapting stimulus parameter. We show that this change in the measurement reliability results in changes of the likelihood function, and that an estimator that utilizes this likelihood function will exhibit the commonly-observed adaptation effects of repulsion and changes in discrimination threshold. We further confirm our model by making quantitative predictions and comparing them with known psychophysical data in the case of human perception of motion direction. Many open questions remain. The results demonstrated here indicate that a resource allocation explanation is consistent with the functional effects of adaptation, but it seems unlikely that theory alone can lead to a unique quantitative prediction of the detailed form of these effects. Specifically, the constraints imposed by biological implementation are likely to play a role in determining the changes in measurement noise as a function of adaptor parameter value, and it will be important to characterize and interpret neural response changes in the context of our framework. Also, although we have argued that changes in the prior seem inconsistent with adaptation effects, it may be that such changes do occur but are offset by the likelihood effect, or occur only on much longer timescales. Last, if one considers sensory perception as the result of a cascade of successive processing stages (with both feedforward and feedback connections), it becomes necessary to expand the Bayesian description to describe this cascade [e.g., 18, 19]. For example, it may be possible to interpret this cascade as a sequence of Bayesian estimators, in which the measurement of each stage consists of the estimate computed at the previous stage. Adaptation could potentially occur in each of these processing stages, and it is of fundamental interest to understand how such a cascade can perform useful stable computations despite the fact that each of its elements is constantly readjusting its response properties. References [1] K. K¨ rding and D. Wolpert. Bayesian integration in sensorimotor learning. o 427(15):244–247, January 2004. Nature, [2] D C Knill and W Richards, editors. Perception as Bayesian Inference. Cambridge University Press, 1996. [3] Y. Weiss, E. Simoncelli, and E. Adelson. Motion illusions as optimal percept. Nature Neuroscience, 5(6):598–604, June 2002. [4] H.B. Barlow. Vision: Coding and Efficiency, chapter A theory about the functional role and synaptic mechanism of visual after-effects, pages 363–375. Cambridge University Press., 1990. [5] M.J. Wainwright. Visual adaptation as optimal information transmission. Vision Research, 39:3960–3974, 1999. [6] N. Brenner, W. Bialek, and R. de Ruyter van Steveninck. Adaptive rescaling maximizes information transmission. Neuron, 26:695–702, June 2000. [7] S.M. Smirnakis, M.J. Berry, D.K. Warland, W. Bialek, and M. Meister. Adaptation of retinal processing to image contrast and spatial scale. Nature, 386:69–73, March 1997. [8] P. Thompson. Velocity after-effects: the effects of adaptation to moving stimuli on the perception of subsequently seen moving stimuli. Vision Research, 21:337–345, 1980. [9] A.T. Smith. Velocity coding: evidence from perceived velocity shifts. Vision Research, 25(12):1969–1976, 1985. [10] P. Schrater and E. Simoncelli. Local velocity representation: evidence from motion adaptation. Vision Research, 38:3899–3912, 1998. [11] C.W. Clifford. Perceptual adaptation: motion parallels orientation. Trends in Cognitive Sciences, 6(3):136–143, March 2002. [12] C. Clifford and P. Wenderoth. Adaptation to temporal modulaton can enhance differential speed sensitivity. Vision Research, 39:4324–4332, 1999. [13] A. Kristjansson. Increased sensitivity to speed changes during adaptation to first-order, but not to second-order motion. Vision Research, 41:1825–1832, 2001. [14] R.E. Phinney, C. Bowd, and R. Patterson. Direction-selective coding of stereoscopic (cyclopean) motion. Vision Research, 37(7):865–869, 1997. [15] N.M. Grzywacz and R.M. Balboa. A Bayesian framework for sensory adaptation. Neural Computation, 14:543–559, 2002. [16] A.A. Stocker and E.P. Simoncelli. Constraining a Bayesian model of human visual speed perception. In Lawrence K. Saul, Yair Weiss, and L´ on Bottou, editors, Advances in Neural Infore mation Processing Systems NIPS 17, pages 1361–1368, Cambridge, MA, 2005. MIT Press. [17] D. Tranchina, J. Gordon, and R.M. Shapley. Retinal light adaptation – evidence for a feedback mechanism. Nature, 310:314–316, July 1984. ´ [18] S. Deneve. Bayesian inference in spiking neurons. In Lawrence K. Saul, Yair Weiss, and L eon Bottou, editors, Adv. Neural Information Processing Systems (NIPS*04), vol 17, Cambridge, MA, 2005. MIT Press. [19] R. Rao. Hierarchical Bayesian inference in networks of spiking neurons. In Lawrence K. Saul, Yair Weiss, and L´ on Bottou, editors, Adv. Neural Information Processing Systems (NIPS*04), e vol 17, Cambridge, MA, 2005. MIT Press.

5 0.09580192 5 nips-2005-A Computational Model of Eye Movements during Object Class Detection

Author: Wei Zhang, Hyejin Yang, Dimitris Samaras, Gregory J. Zelinsky

Abstract: We present a computational model of human eye movements in an object class detection task. The model combines state-of-the-art computer vision object class detection methods (SIFT features trained using AdaBoost) with a biologically plausible model of human eye movement to produce a sequence of simulated fixations, culminating with the acquisition of a target. We validated the model by comparing its behavior to the behavior of human observers performing the identical object class detection task (looking for a teddy bear among visually complex nontarget objects). We found considerable agreement between the model and human data in multiple eye movement measures, including number of fixations, cumulative probability of fixating the target, and scanpath distance.

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We can also use the motor programs as additional, highly informative outputs which reduce overfitting when training a feed-forward classifier. 1 Overview The idea that patterns can be recognized by figuring out how they were generated has been around for at least half a century [1, 2] and one of the first proposed applications was the recognition of handwriting using a generative model that involved pairs of opposing springs [3, 4]. The “analysis-by-synthesis” approach is attractive because the true generative model should provide the most natural way to characterize a class of patterns. The handwritten 2’s in figure 1, for example, are very variable when viewed as pixels but they have very similar motor programs. Despite its obvious merits, analysis-by-synthesis has had few successes, partly because it is computationally expensive to invert non-linear generative models and partly because the underlying parameters of the generative model are unknown for most large data sets. For example, the only source of information about how the MNIST digits were drawn is the images themselves. We describe a simple generative model in which a pen is controlled by two pairs of opposing springs whose stiffnesses are specified by a motor program. If the sequence of stiffnesses is specified correctly, the model can produce images which look very like the MNIST digits. Using a separate network for each digit class, we show that backpropagation can be used to learn a “recognition” network that maps images to the motor programs required to produce them. An interesting aspect of this learning is that the network creates its own training data, so it does not require the training images to be labelled with motor programs. Each recognition network starts with a single example of a motor program and grows an “island of competence” around this example, progressively extending the region over which it can map small changes in the image to the corresponding small changes in the motor program (see figure 2). Figure 1: An MNIST image of a 2 and the additional images that can be generated by inferring the motor program and then adding random noise to it. The pixels are very different, but they are all clearly twos. Fairly good digit recognition can be achieved by using the 10 recognition networks to find 10 motor programs for a test image and then scoring each motor program by its squared error in reconstructing the image. The 10 scores are then fed into a softmax classifier. Recognition can be improved by using PCA to model the distribution of motor trajectories for each class and using the distance of a motor trajectory from the relevant PCA hyperplane as an additional score. Each recognition network is solving a difficult global search problem in which the correct motor program must be found by a single, “open-loop” pass through the network. More accurate recognition can be achieved by using this open-loop global search to initialize an iterative, closed-loop local search which uses the error in the reconstructed image to revise the motor program. This requires reconstruction errors in pixel space to be mapped to corrections in the space of spring stiffnesses. We cannot backpropagate errors through the generative model because it is just a hand-coded computer program. So we learn “generative” networks, one per digit class, that emulate the generator. After learning, backpropagation through these generative networks is used to convert pixel reconstruction errors into stiffness corrections. Our final system gives 1.82% error on the MNIST test set which is similar to the 1.7% achieved by a very different generative approach [5] but worse than the 1.53% produced by the best backpropagation networks or the 1.4% produced by support vector machines [6]. It is much worse than the 0.4% produced by convolutional neural networks that use cleverly enhanced training sets [7]. Recognition of test images is quite slow because it uses ten different recognition networks followed by iterative local search. There is, however, a much more efficient way to make use of our ability to extract motor programs. They can be treated as additional output labels when using backpropagation to train a single, multilayer, discriminative neural network. These additional labels act as a very informative regularizer that reduces the error rate from 1.53% to 1.27% in a network with two hidden layers of 500 units each. This is a new method of improving performance that can be used in conjunction with other tricks such as preprocessing the images, enhancing the training set or using convolutional neural nets [8, 7]. 2 A simple generative model for drawing digits The generative model uses two pairs of opposing springs at right angles. One end of each spring is attached to a frictionless horizontal or vertical rail that is 39 pixels from the center of the image. The other end is attached to a “pen” that has significant mass. The springs themselves are weightless and have zero rest length. The pen starts at the equilibrium position defined by the initial stiffnesses of the four springs. It then follows a trajectory that is determined by the stiffness of each spring at each of the 16 subsequent time steps in the motor program. The mass is large compared with the rate at which the stiffnesses change, so the system is typically far from equilibrium as it follows the smooth trajectory. On each time step, the momentum is multiplied by 0.9 to simulate viscosity. A coarse-grain trajectory is computed by using one step of forward integration for each time step in the motor program, so it contains 17 points. The code is at www.cs.toronto.edu/∼ hinton/code. Figure 2: The training data for each class-specific recognition network is produced by adding noise to motor programs that are inferred from MNIST images using the current parameters of the recognition network. To initiate this process, the biases of the output units are set by hand so that they represent a prototypical motor program for the class. Given a coarse-grain trajectory, we need a way of assigning an intensity to each pixel. We tried various methods until we hand-evolved one that was able to reproduce the MNIST images fairly accurately, but we suspect that many other methods would be just as good. For each point on the coarse trajectory, we share two units of ink between the the four closest pixels using bilinear interpolation. We also use linear interpolation to add three fine-grain trajectory points between every pair of coarse-grain points. These fine-grain points also contribute ink to the pixels using bilinear interpolation, but the amount of ink they contribute is zero if they are less than one pixel apart and rises linearly to the same amount as the coarse-grain points if they are more than two pixels apart. This generates a thin skeleton with a fairly uniform ink density. To flesh-out the skeleton, we use two “ink parameters”, a a a a a, b, to specify a 3 × 3 kernel of the form b(1 + a)[ 12 , a , 12 ; a , 1 − a, a ; 12 , a , 12 ] which 6 6 6 6 is convolved with the image four times. Finally, the pixel intensities are clipped to lie in the interval [0,1]. The matlab code is at www.cs.toronto.edu/∼ hinton/code. The values of 2a and b/1.5 are additional, logistic outputs of the recognition networks1 . 3 Training the recognition networks The obvious way to learn a recognition network is to use a training set in which the inputs are images and the target outputs are the motor programs that were used to generate those images. If we knew the distribution over motor programs for a given digit class, we could easily produce such a set by running the generator. Unfortunately, the distribution over motor programs is exactly what we want to learn from the data, so we need a way to train 1 We can add all sorts of parameters to the hand-coded generative model and then get the recognition networks to learn to extract the appropriate values for each image. The global mass and viscosity as well as the spacing of the rails that hold the springs can be learned. We can even implement affinelike transformations by attaching the four springs to endpoints whose eight coordinates are given by the recognition networks. These extra parameters make the learning slower and, for the normalized digits, they do not improve discrimination, probably because they help the wrong digit models as much as the right one. the recognition network without knowing this distribution in advance. Generating scribbles from random motor programs will not work because the capacity of the network will be wasted on irrelevant images that are far from the real data. Figure 2 shows how a single, prototype motor program can be used to initialize a learning process that creates its own training data. The prototype consists of a sequence of 4 × 17 spring stiffnesses that are used to set the biases on 68 of the 70 logistic output units of the recognition net. If the weights coming from the 400 hidden units are initially very small, the recognition net will then output a motor program that is a close approximation to the prototype, whatever the input image. Some random noise is then added to this motor program and it is used to generate a training image. So initially, all of the generated training images are very similar to the one produced by the prototype. The recognition net will therefore devote its capacity to modeling the way in which small changes in these images map to small changes in the motor program. Images in the MNIST training set that are close to the prototype will then be given their correct motor programs. This will tend to stretch the distribution of motor programs produced by the network along the directions that correspond to the manifold on which the digits lie. As time goes by, the generated training set will expand along the manifold for that digit class until all of the MNIST training images of that class are well modelled by the recognition network. It takes about 10 hours in matlab on a 3 GHz Xeon to train each recognition network. We use minibatches of size 100, momentum of 0.9, and adaptive learning rates on each connection that increase additively when the sign of the gradient agrees with the sign of the previous weight change and decrease multiplicatively when the signs disagree [9]. The net is generating its own training data, so the objective function is always changing which makes it inadvisable to use optimization methods that go as far as they can in a carefully chosen direction. Figures 3 and 4 show some examples of how well the recognition nets perform after training. Nearly all models achieve an average squared pixel error of less than 15 per image on their validation set (pixel intensities are between 0 and 1 with a preponderance of extreme values). The inferred motor programs are clearly good enough to capture the diverse handwriting styles in the data. They are not good enough, however, to give classification performance comparable to the state-of-the-art on the MNIST database. So we added a series of enhancements to the basic system to improve the classification accuracy. 4 Enhancements to the basic system Extra strokes in ones and sevens. One limitation of the basic system is that it draws digits using only a single stroke (i.e. the trajectory is a single, unbroken curve). But when people draw digits, they often add extra strokes to them. Two of the most common examples are the dash at the bottom of ones, and the dash through the middle of sevens (see examples in figure 5). About 2.2% of ones and 13% of sevens in the MNIST training set are dashed and not modelling the dashes reduces classification accuracy significantly. We model dashed ones and sevens by augmenting their basic motor programs with another motor program to draw the dash. For example, a dashed seven is generated by first drawing an ordinary seven using the motor program computed by the seven model, and then drawing the dash with a motor program computed by a separate neural network that models only dashes. Dashes in ones and sevens are modeled with two different networks. Their training proceeds the same way as with the other models, except now there are only 50 hidden units and the training set contains only the dashed cases of the digit. (Separating these cases from the rest of the MNIST training set is easy because they can be quickly spotted by looking at the difference between the images and their reconstructions by the dashless digit model.) The net takes the entire image of a digit as input, and computes the motor program for just the dash. When reconstructing an unlabelled image as say, a seven, we compute both Figure 3: Examples of validation set images reconstructed by their corresponding model. In each case the original image is on the left and the reconstruction is on the right. Superimposed on the original image is the pen trajectory. the dashed and dashless versions of seven and pick the one with the lower squared pixel error to be that image’s reconstruction as a seven. Figure 5 shows examples of images reconstructed using the extra stroke. Local search. When reconstructing an image in its own class, a digit model often produces a sensible, overall approximation of the image. However, some of the finer details of the reconstruction may be slightly wrong and need to be fixed up by an iterative local search that adjusts the motor program to reduce the reconstruction error. We first approximate the graphics model with a neural network that contains a single hidden layer of 500 logistic units. We train one such generative network for each of the ten digits and for the dashed version of ones and sevens (for a total of 12 nets). The motor programs used for training are obtained by adding noise to the motor programs inferred from the training data by the relevant, fully trained recognition network. The images produced from these motor programs by the graphics model are used as the targets for the supervised learning of each generative network. Given these targets, the weight updates are computed in the same way as for the recognition networks. Figure 4: To model 4’s we use a single smooth trajectory, but turn off the ink for timesteps 9 and 10. For images in which the pen does not need to leave the paper, the recognition net finds a trajectory in which points 8 and 11 are close together so that points 9 and 10 are not needed. For 5’s we leave the top until last and turn off the ink for timesteps 13 and 14. Figure 5: Examples of dashed ones and sevens reconstructed using a second stroke. The pen trajectory for the dash is shown in blue, superimposed on the original image. Initial squared pixel error = 33.8 10 iterations, error = 15.2 20 iterations, error = 10.5 30 iterations, error = 9.3 Figure 6: An example of how local search improves the detailed registration of the trajectory found by the correct model. After 30 iterations, the squared pixel error is less than a third of its initial value. Once the generative network is trained, we can use it to iteratively improve the initial motor program computed by the recognition network for an image. The main steps in one iteration are: 1) compute the error between the image and the reconstruction generated from the current motor program by the graphics model; 2) backpropagate the reconstruction error through the generative network to calculate its gradient with respect to the motor program; 3) compute a new motor program by taking a step along the direction of steepest descent plus 0.5 times the previous step. Figure 6 shows an example of how local search improves the reconstruction by the correct model. Local search is usually less effective at improving the fits of the wrong models, so it eliminates about 20% of the classification errors on the validation set. PCA model of the image residuals. The sum of squared pixel errors is not the best way of comparing an image with its reconstruction, because it treats the residual pixel errors as independent and zero-mean Gaussian distributed, which they are not. By modelling the structure in the residual vectors, we can get a better estimate of the conditional probability of the image given the motor program. For each digit class, we construct a PCA model of the image residual vectors for the training images. Then, given a test image, we project the image residual vector produced by each inferred motor program onto the relevant PCA hyperplane and compute the squared distance between the residual and its projection. This gives ten scores for the image that measure the quality of its reconstructions by the digit models. We don’t discard the old sum of squared pixel errors as they are still useful for classifying most images correctly. Instead, all twenty scores are used as inputs to the classifier, which decides how to combine both types of scores to achieve high classification accuracy. PCA model of trajectories. Classifying an image by comparing its reconstruction errors for the different digit models tacitly relies on the assumption that the incorrect models will reconstruct the image poorly. Since the models have only been trained on images in their Squared error = 24.9, Shape prior score = 31.5 Squared error = 15.0, Shape prior score = 104.2 Figure 7: Reconstruction of a two image by the two model (left box) and by the three model (right box), with the pen trajectory superimposed on the original image. The three model sharply bends the bottom of its trajectory to better explain the ink, but the trajectory prior for three penalizes it with a high score. The two model has a higher squared error, but a much lower prior score, which allows the classifier to correctly label the image. own class, they often do reconstruct images from other classes poorly, but occasionally they fit an image from another class well. For example, figure 7 shows how the three model reconstructs a two image better than the two model by generating a highly contorted three. This problem becomes even more pronounced with local search which sometimes contorts the wrong model to fit the image really well. The solution is to learn a PCA model of the trajectories that a digit model infers from images in its own class. Given a test image, the trajectory computed by each digit model is scored by its squared distance from the relevant PCA hyperplane. These 10 “prior” scores are then given to the classifier along with the 20 “likelihood” scores described above. The prior scores eliminate many classification mistakes such as the one in figure 7. 5 Classification results To classify a test image, we apply multinomial logistic regression to the 30 scores – i.e. we use a neural network with no hidden units, 10 softmax output units and a cross-entropy error. The net is trained by gradient descent using the scores for the validation set images. To illustrate the gain in classification accuracy achieved by the enhancements explained above, table 1 gives the percent error on the validation set as each enhancement is added to the system. Together, the enhancements almost halve the number of mistakes. Enhancements None 1 1, 2 1, 2, 3 1, 2, 3, 4 Validation set % error 4.43 3.84 3.01 2.67 2.28 Test set % error 1.82 Table 1: The gain in classification accuracy on the validation set as the following enhancements are added: 1) extra stroke for dashed ones and sevens, 2) local search, 3) PCA model of image residual, and 4) PCA trajectory prior. To avoid using the test set for model selection, the performance on the official test set was only measured for the final system. 6 Discussion After training a single neural network to output both the class label and the motor program for all classes (as described in section 1) we tried ignoring the label output and classifying the test images by using the cost, under 10 different PCA models, of the trajectory defined by the inferred motor program. Each PCA model was fitted to the trajectories extracted from the training images for a given class. This gave 1.80% errors which is as good as the 1.82% we got using the 10 separate recognition networks and local search. This is quite surprising because the motor programs produced by the single network were simplified to make them all have the same dimensionality and they produced significantly poorer reconstructions. By only using the 10 digit-specific recognition nets to create the motor programs for the training data, we get much faster recognition of test data because at test time we can use a single recognition network for all classes. It also means we do not need to trade-off prior scores against image residual scores because there is only one image residual. The ability to extract motor programs could also be used to enhance the training set. [7] shows that error rates can be halved by using smooth vector distortion fields to create extra training data. They argue that these fields simulate “uncontrolled oscillations of the hand muscles dampened by inertia”. Motor noise may be better modelled by adding noise to an actual motor program as shown in figure 1. Notice that this produces a wide variety of non-blurry images and it can also change the topology. The techniques we have used for extracting motor programs from digit images may be applicable to speech. There are excellent generative models that can produce almost perfect speech if they are given the right formant parameters [10]. Using one of these generative models we may be able to train a large number of specialized recognition networks to extract formant parameters from speech without requiring labeled training data. Once this has been done, labeled data would be available for training a single feed-forward network that could recover accurate formant parameters which could be used for real-time recognition. Acknowledgements We thank Steve Isard, David MacKay and Allan Jepson for helpful discussions. This research was funded by NSERC, CFI and OIT. GEH is a fellow of the Canadian Institute for Advanced Research and holds a Canada Research Chair in machine learning. References [1] D. M. MacKay. Mindlike behaviour in artefacts. British Journal for Philosophy of Science, 2:105–121, 1951. [2] M. Halle and K. Stevens. Speech recognition: A model and a program for research. IRE Transactions on Information Theory, IT-8 (2):155–159, 1962. [3] Murray Eden. Handwriting and pattern recognition. IRE Transactions on Information Theory, IT-8 (2):160–166, 1962. [4] J.M. Hollerbach. An oscillation theory of handwriting. Biological Cybernetics, 39:139–156, 1981. [5] G. Mayraz and G. E. Hinton. Recognizing hand-written digits using hierarchical products of experts. IEEE Transactions on Pattern Analysis and Machine Intelligence, 24:189–197, 2001. [6] D. Decoste and B. Schoelkopf. Training invariant support vector machines. Machine Learning, 46:161–190, 2002. [7] Patrice Y. Simard, Dave Steinkraus, and John Platt. Best practice for convolutional neural networks applied to visual document analysis. In International Conference on Document Analysis and Recogntion (ICDAR), IEEE Computer Society, Los Alamitos, pages 958–962, 2003. [8] Y. LeCun, L. Bottou, Y. Bengio, and P. Haffner. Gradient-based learning applied to document recognition. Proceedings of the IEEE, 86(11):2278–2324, November 1998. [9] A. Jacobs R. Increased Rates of Convergence Through Learning Rate Adaptation. Technical Report: UM-CS-1987-117. University of Massachusetts, Amherst, MA, 1987. [10] W. Holmes, J. Holmes, and M. Judd. Extension of the bandwith of the jsru parallel-formant synthesizer for high quality synthesis of male and female speech. In Proceedings of ICASSP 90 (1), pages 313–316, 1990.

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Author: Malte Kuss, Carl E. Rasmussen

Abstract: Gaussian processes are attractive models for probabilistic classification but unfortunately exact inference is analytically intractable. We compare Laplace’s method and Expectation Propagation (EP) focusing on marginal likelihood estimates and predictive performance. We explain theoretically and corroborate empirically that EP is superior to Laplace. We also compare to a sophisticated MCMC scheme and show that EP is surprisingly accurate. In recent years models based on Gaussian process (GP) priors have attracted much attention in the machine learning community. Whereas inference in the GP regression model with Gaussian noise can be done analytically, probabilistic classification using GPs is analytically intractable. Several approaches to approximate Bayesian inference have been suggested, including Laplace’s approximation, Expectation Propagation (EP), variational approximations and Markov chain Monte Carlo (MCMC) sampling, some of these in conjunction with generalisation bounds, online learning schemes and sparse approximations. Despite the abundance of recent work on probabilistic GP classifiers, most experimental studies provide only anecdotal evidence, and no clear picture has yet emerged, as to when and why which algorithm should be preferred. Thus, from a practitioners point of view probabilistic GP classification remains a jungle. In this paper, we set out to understand and compare two of the most wide-spread approximations: Laplace’s method and Expectation Propagation (EP). We also compare to a sophisticated, but computationally demanding MCMC scheme to examine how close the approximations are to ground truth. We examine two aspects of the approximation schemes: Firstly the accuracy of approximations to the marginal likelihood which is of central importance for model selection and model comparison. In any practical application of GPs in classification (usually multiple) parameters of the covariance function (hyperparameters) have to be handled. Bayesian model selection provides a consistent framework for setting such parameters. Therefore, it is essential to evaluate the accuracy of the marginal likelihood approximations as a function of the hyperparameters, in order to assess the practical usefulness of the approach Secondly, we need to assess the quality of the approximate probabilistic predictions. In the past, the probabilistic nature of the GP predictions have not received much attention, the focus being mostly on classification error rates. This unfortunate state of affairs is caused primarily by typical benchmarking problems being considered outside of a realistic context. The ability of a classifier to produce class probabilities or confidences, have obvious relevance in most areas of application, eg. medical diagnosis. We evaluate the predictive distributions of the approximate methods, and compare to the MCMC gold standard. 1 The Gaussian Process Model for Binary Classification Let y ∈ {−1, 1} denote the class label of an input x. Gaussian process classification (GPC) is discriminative in modelling p(y|x) for given x by a Bernoulli distribution. The probability of success p(y = 1|x) is related to an unconstrained latent function f (x) which is mapped to the unit interval by a sigmoid transformation, eg. the logit or the probit. For reasons of analytic convenience we exclusively use the probit model p(y = 1|x) = Φ(f (x)), where Φ denotes the cumulative density function of the standard Normal distribution. In the GPC model Bayesian inference is performed about the latent function f in the light of observed data D = {(yi , xi )|i = 1, . . . , m}. Let fi = f (xi ) and f = [f1 , . . . , fm ] be shorthand for the values of the latent function and y = [y1 , . . . , ym ] and X = [x1 , . . . , xm ] collect the class labels and inputs respectively. Given the latent function the class labels are independent Bernoulli variables, so the joint likelihood factories: m m p(yi |fi ) = p(y|f ) = i=1 Φ(yi fi ), i=1 and depends on f only through its value at the observed inputs. We use a zero-mean Gaussian process prior over the latent function f with a covariance function k(x, x |θ), which may depend on hyperparameters θ [1]. The functional form and parameters of the covariance function encodes assumptions about the latent function, and adaptation of these is part of the inference. The posterior distribution over latent function values f at the observed X for given hyperparameters θ becomes: m p(f |D, θ) = N (f |0, K) Φ(yi fi ), p(D|θ) i=1 where p(D|θ) = p(y|f )p(f |X, θ)df , denotes the marginal likelihood. Unfortunately neither the marginal likelihood, nor the posterior itself, or predictions can be computed analytically, so approximations are needed. 2 Approximate Bayesian Inference For the GPC model approximations are either based on a Gaussian approximation to the posterior p(f |D, θ) ≈ q(f |D, θ) = N (f |m, A) or involve Markov chain Monte Carlo (MCMC) sampling [2]. We compare Laplace’s method and Expectation Propagation (EP) which are two alternative approaches to finding parameters m and A of the Gaussian q(f |D, θ). Both methods also allow approximate evaluation of the marginal likelihood, which is useful for ML-II hyperparameter optimisation. Laplace’s approximation (LA) is found by making a second order Taylor approximation of the (un-normalised) log posterior [3]. The mean m is placed at the mode (MAP) and the covariance A equals the negative inverse Hessian of the log posterior density at m. The EP approximation [4] also gives a Gaussian approximation to the posterior. The parameters m and A are found in an iterative scheme by matching the approximate marginal moments of p(fi |D, θ) by the marginals of the approximation N (fi |mi , Aii ). Although we cannot prove the convergence of EP, we conjecture that it always converges for GPC with probit likelihood, and have never encountered an exception. A key insight is that a Gaussian approximation to the GPC posterior is equivalent to a GP approximation to the posterior distribution over latent functions. For a test input x∗ the fi 1 0.16 0.14 0.8 0.6 0.1 fj p(y|f) p(f|y) 0.12 Likelihood p(y|f) Prior p(f) Posterior p(f|y) Laplace q(f|y) EP q(f|y) 0.08 0.4 0.06 0.04 0.2 0.02 0 −4 0 4 8 0 f . (a) (b) Figure 1: Panel (a) provides a one-dimensional illustration of the approximations. The prior N (f |0, 52 ) combined with the probit likelihood (y = 1) results in a skewed posterior. The likelihood uses the right axis, all other curves use the left axis. Laplace’s approximation peaks at the posterior mode, but places far too much mass over negative values of f and too little at large positive values. The EP approximation matches the first two posterior moments, which results in a larger mean and a more accurate placement of probability mass compared to Laplace’s approximation. In Panel (b) we caricature a high dimensional zeromean Gaussian prior as an ellipse. The gray shadow indicates that for a high dimensional Gaussian most of the mass lies in a thin shell. For large latent signals (large entries in K), the likelihood essentially cuts off regions which are incompatible with the training labels (hatched area), leaving the upper right orthant as the posterior. The dot represents the mode of the posterior, which remains close to the origin. approximate predictive latent and class probabilities are: 2 q(f∗ |D, θ, x∗ ) = N (µ∗ , σ∗ ), and 2 q(y∗ = 1|D, x∗ ) = Φ(µ∗ / 1 + σ∗ ), 2 where µ∗ = k∗ K−1 m and σ∗ = k(x∗ , x∗ )−k∗ (K−1 − K−1 AK−1 )k∗ , where the vector k∗ = [k(x1 , x∗ ), . . . , k(xm , x∗ )] collects covariances between x∗ and training inputs X. MCMC sampling has the advantage that it becomes exact in the limit of long runs and so provides a gold standard by which to measure the two analytic methods described above. Although MCMC methods can in principle be used to do inference over f and θ jointly [5], we compare to methods using ML-II optimisation over θ, thus we use MCMC to integrate over f only. Good marginal likelihood estimates are notoriously difficult to obtain; in our experiments we use Annealed Importance Sampling (AIS) [6], combining several Thermodynamic Integration runs into a single (unbiased) estimate of the marginal likelihood. Both analytic approximations have a computational complexity which is cubic O(m3 ) as common among non-sparse GP models due to inversions m × m matrices. In our implementations LA and EP need similar running times, on the order of a few minutes for several hundred data-points. Making AIS work efficiently requires some fine-tuning and a single estimate of p(D|θ) can take several hours for data sets of a few hundred examples, but this could conceivably be improved upon. 3 Structural Properties of the Posterior and its Approximations Structural properties of the posterior can best be understood by examining its construction. The prior is a correlated m-dimensional Gaussian N (f |0, K) centred at the origin. Each likelihood term p(yi |fi ) softly truncates the half-space from the prior that is incompatible with the observed label, see Figure 1. The resulting posterior is unimodal and skewed, similar to a multivariate Gaussian truncated to the orthant containing y. The mode of the posterior remains close to the origin, while the mass is placed in accordance with the observed class labels. Additionally, high dimensional Gaussian distributions exhibit the property that most probability mass is contained in a thin ellipsoidal shell – depending on the covariance structure – away from the mean [7, ch. 29.2]. Intuitively this occurs since in high dimensions the volume grows extremely rapidly with the radius. As an effect the mode becomes less representative (typical) for the prior distribution as the dimension increases. For the GPC posterior this property persists: the mode of the posterior distribution stays relatively close to the origin, still being unrepresentative for the posterior distribution, while the mean moves to the mass of the posterior making mean and mode differ significantly. We cannot generally assume the posterior to be close to Gaussian, as in the often studied limit of low-dimensional parametric models with large amounts of data. Therefore in GPC we must be aware of making a Gaussian approximation to a non-Gaussian posterior. From the properties of the posterior it can be expected that Laplace’s method places m in the right orthant but too close to the origin, such that the approximation will overlap with regions having practically zero posterior mass. As an effect the amplitude of the approximate latent posterior GP will be underestimated systematically, leading to overly cautious predictive distributions. The EP approximation does not rely on a local expansion, but assumes that the marginal distributions can be well approximated by Gaussians. This assumption will be examined empirically below. 4 Experiments In this section we compare and inspect approximations for GPC using various benchmark data sets. The primary focus is not to optimise the absolute performance of GPC models but to compare the relative accuracy of approximations and to validate the arguments given in the previous section. In all experiments we use a covariance function of the form: k(x, x |θ) = σ 2 exp − 1 x − x 2 2 / 2 , (1) such that θ = [σ, ]. We refer to σ 2 as the signal variance and to as the characteristic length-scale. Note that for many classification tasks it may be reasonable to use an individual length scale parameter for every input dimension (ARD) or a different kind of covariance function. Nevertheless, for the sake of presentability we use the above covariance function and we believe the conclusions about the accuracy of approximations to be independent of this choice, since it relies on arguments which are independent of the form of the covariance function. As measure of the accuracy of predictive probabilities we use the average information in bits of the predictions about the test targets in excess of that of random guessing. Let p∗ = p(y∗ = 1|D, θ, x∗ ) be the model’s prediction, then we average: I(p∗ , yi ) = i yi +1 2 log2 (p∗ ) + i 1−yi 2 log2 (1 − p∗ ) + H i (2) over all test cases, where H is the entropy of the training labels. The error rate E is equal to the percentage of erroneous class assignments if prediction is understood as a decision problem with symmetric costs. For the first set of experiments presented here the well-known USPS digits and the Ionosphere data set were used. A binary sub-problem from the USPS digits is defined by only considering 3’s vs. 5’s (which is probably the hardest of the binary sub-problems) and dividing the data into 767 cases for training and 773 for testing. The Ionosphere data is split into 200 training and 151 test cases. We do an exhaustive investigation on a fine regular grid of values for the log hyperparameters. For each θ on the grid we compute the approximated log marginal likelihood by LA, EP and AIS. Additionally we compute the respective predictive performance (2) on the test set. Results are shown in Figure 2. Log marginal likelihood −150 −130 −200 Log marginal likelihood 5 −115 −105 −95 4 −115 −105 3 −130 −100 −150 2 1 log magnitude, log(σf) log magnitude, log(σf) 4 Log marginal likelihood 5 −160 4 −100 3 −130 −92 −160 2 −105 −160 −105 −200 −115 1 log magnitude, log(σf) 5 −92 −95 3 −100 −105 2−200 −115 −160 −130 −200 1 −200 0 0 0 −200 3 4 log lengthscale, log(l) 5 2 3 4 log lengthscale, log(l) (1a) 4 0.84 4 0.8 0.8 0.25 3 0.8 0.84 2 0.7 0.7 1 0.5 log magnitude, log(σf) 0.86 5 0.86 0.8 0.89 0.88 0.7 1 0.5 3 4 log lengthscale, log(l) 2 3 4 log lengthscale, log(l) (2a) Log marginal likelihood −90 −70 −100 −120 −120 0 −70 −75 −120 1 −100 1 2 3 log lengthscale, log(l) 4 0 −70 −90 −65 2 −100 −100 1 −120 −80 1 2 3 log lengthscale, log(l) 4 −1 −1 5 5 f 0.1 0.2 0.55 0 1 0.4 1 2 3 log lengthscale, log(l) 5 0.5 0.1 0 0.3 0.4 0.6 0.55 0.3 0.2 0.2 0.1 1 0 0.2 4 5 −1 −1 0.4 0.2 0.6 2 0.3 10 0 0.1 0.2 0.1 0 0 0.5 1 2 3 log lengthscale, log(l) 0.5 0.5 0.55 3 0 0.1 0 1 2 3 log lengthscale, log(l) 0.5 0.3 0.5 4 2 5 (3c) 0.5 3 4 Information about test targets in bits 4 log magnitude, log(σf) 4 2 0 (3b) Information about test targets in bits 0.3 log magnitude, log(σ ) −75 0 −1 −1 5 5 0 −120 3 −120 (3a) −1 −1 −90 −80 −65 −100 2 Information about test targets in bits 0 −75 4 0 3 5 Log marginal likelihood −90 3 −100 0 0.25 3 4 log lengthscale, log(l) 5 log magnitude, log(σf) log magnitude, log(σf) f log magnitude, log(σ ) −80 3 0.5 (2c) −75 −90 0.7 0.8 2 4 −75 −1 −1 0.86 0.84 Log marginal likelihood 4 1 0.7 1 5 5 −150 2 (2b) 5 2 0.88 3 0 5 0.84 0.89 0.25 0 0.7 0.25 0 0.86 4 0.84 3 2 5 Information about test targets in bits log magnitude, log(σf) log magnitude, log(σf) 5 −200 3 4 log lengthscale, log(l) (1c) Information about test targets in bits 5 2 2 (1b) Information about test targets in bits 0.5 5 log magnitude, log(σf) 2 4 5 −1 −1 0 1 2 3 log lengthscale, log(l) 4 5 (4a) (4b) (4c) Figure 2: Comparison of marginal likelihood approximations and predictive performances of different approximation techniques for USPS 3s vs. 5s (upper half) and the Ionosphere data (lower half). The columns correspond to LA (a), EP (b), and MCMC (c). The rows show estimates of the log marginal likelihood (rows 1 & 3) and the corresponding predictive performance (2) on the test set (rows 2 & 4) respectively. MCMC samples Laplace p(f|D) EP p(f|D) 0.2 0.15 0.45 0.1 0.4 0.05 0.3 −16 −14 −12 −10 −8 −6 f −4 −2 0 2 4 p(xi) 0 0.35 (a) 0.06 0.25 0.2 0.15 MCMC samples Laplace p(f|D) EP p(f|D) 0.1 0.05 0.04 0 0 2 0.02 xi 4 6 (c) 0 −40 −35 −30 −25 −20 −15 −10 −5 0 5 10 15 f (b) Figure 3: Panel (a) and (b) show two marginal distributions p(fi |D, θ) from a GPC posterior and its approximations. The true posterior is approximated by a normalised histogram of 9000 samples of fi obtained by MCMC sampling. Panel (c) shows a histogram of samples of a marginal distribution of a truncated high-dimensional Gaussian. The line describes a Gaussian with mean and variance estimated from the samples. For all three approximation techniques we see an agreement between marginal likelihood estimates and test performance, which justifies the use of ML-II parameter estimation. But the shape of the contours and the values differ between the methods. The contours for Laplace’s method appear to be slanted compared to EP. The marginal likelihood estimates of EP and AIS agree surprisingly well1 , given that the marginal likelihood comes as a 767 respectively 200 dimensional integral. The EP predictions contain as much information about the test cases as the MCMC predictions and significantly more than for LA. Note that for small signal variances (roughly ln(σ 2 ) < 1) LA and EP give very similar results. A possible explanation is that for small signal variances the likelihood does not truncate the prior but only down-weights the tail that disagrees with the observation. As an effect the posterior will be less skewed and both approximations will lead to similar results. For the USPS 3’s vs. 5’s we now inspect the marginal distributions p(fi |D, θ) of single latent function values under the posterior approximations for a given value of θ. We have chosen the values ln(σ) = 3.35 and ln( ) = 2.85 which are between the ML-II estimates of EP and LA. Hybrid MCMC was used to generate 9000 samples from the posterior p(f |D, θ). For LA and EP the approximate marginals are q(fi |D, θ) = N (fi |mi , Aii ) where m and A are found by the respective approximation techniques. In general we observe that the marginal distributions of MCMC samples agree very well with the respective marginal distributions of the EP approximation. For Laplace’s approximation we find the mean to be underestimated and the marginal distributions to overlap with zero far more than the EP approximations. Figure (3a) displays the marginal distribution and its approximations for which the MCMC samples show maximal skewness. Figure (3b) shows a typical example where the EP approximation agrees very well with the MCMC samples. We show this particular example because under the EP approximation p(yi = 1|D, θ) < 0.1% but LA gives a wrong p(yi = 1|D, θ) ≈ 18%. In the experiment we saw that the marginal distributions of the posterior often agree very 1 Note that the agreement between the two seems to be limited by the accuracy of the MCMC runs, as judged by the regularity of the contour lines; the tolerance is less than one unit on a (natural) log scale. well with a Gaussian approximation. This seems to contradict the description given in the previous section were we argued that the posterior is skewed by construction. In order to inspect the marginals of a truncated high-dimensional multivariate Gaussian distribution we made an additional synthetic experiment. We constructed a 767 dimensional Gaussian N (x|0, C) with a covariance matrix having one eigenvalue of 100 with eigenvector 1, and all other eigenvalues are 1. We then truncate this distribution such that all xi ≥ 0. Note that the mode of the truncated Gaussian is still at zero, whereas the mean moves towards the remaining mass. Figure (3c) shows a normalised histogram of samples from a marginal distribution of one xi . The samples agree very well with a Gaussian approximation. In the previous section we described the somewhat surprising property, that for a truncated high-dimensional Gaussian, resembling the posterior, the mode (used by LA) may not be particularly representative of the distribution. Although the marginal is also truncated, it is still exceptionally well modelled by a Gaussian – however, the Laplace approximation centred on the origin would be completely inappropriate. In a second set of experiments we compare the predictive performance of LA and EP for GPC on several well known benchmark problems. Each data set is randomly split into 10 folds of which one at a time is left out as a test set to measure the predictive performance of a model trained (or selected) on the remaining nine folds. All performance measures are averages over the 10 folds. For GPC we implement model selection by ML-II hyperparameter estimation, reporting results given the θ that maximised the respective approximate marginal likelihoods p(D|θ). In order to get a better picture of the absolute performance we also compare to results obtained by C-SVM classification. The kernel we used is equivalent to the covariance function (1) without the signal variance parameter. For each fold the parameters C and are found in an inner loop of 5-fold cross-validation, in which the parameter grids are refined until the performance stabilises. Predictive probabilities for test cases are obtained by mapping the unthresholded output of the SVM to [0, 1] using a sigmoid function [8]. Results are summarised in Table 1. Comparing Laplace’s method to EP the latter shows to be more accurate both in terms of error rate and information. While the error rates are relatively similar the predictive distribution obtained by EP shows to be more informative about the test targets. Note that for GPC the error rate only depends of the sign of the mean µ∗ of the approximated posterior over latent functions and not the entire posterior predictive distribution. As to be expected, the length of the mean vector m shows much larger values for the EP approximations. Comparing EP and SVMs the results are mixed. For the Crabs data set all methods show the same error rate but the information content of the predictive distributions differs dramatically. For some test cases the SVM predicts the wrong class with large certainty. 5 Summary & Conclusions Our experiments reveal serious differences between Laplace’s method and EP when used in GPC models. From the structural properties of the posterior we described why LA systematically underestimates the mean m. The resulting posterior GP over latent functions will have too small amplitude, although the sign of the mean function will be mostly correct. As an effect LA gives over-conservative predictive probabilities, and diminished information about the test labels. This effect has been show empirically on several real world examples. Large resulting discrepancies in the actual posterior probabilities were found, even at the training locations, which renders the predictive class probabilities produced under this approximation grossly inaccurate. Note, the difference becomes less dramatic if we only consider the classification error rates obtained by thresholding p∗ at 1/2. For this particular task, we’ve seen the the sign of the latent function tends to be correct (at least at the training locations). Laplace EP SVM Data Set m n E% I m E% I m E% I Ionosphere 351 34 8.84 0.591 49.96 7.99 0.661 124.94 5.69 0.681 Wisconsin 683 9 3.21 0.804 62.62 3.21 0.805 84.95 3.21 0.795 Pima Indians 768 8 22.77 0.252 29.05 22.63 0.253 47.49 23.01 0.232 Crabs 200 7 2.0 0.682 112.34 2.0 0.908 2552.97 2.0 0.047 Sonar 208 60 15.36 0.439 26.86 13.85 0.537 15678.55 11.14 0.567 USPS 3 vs 5 1540 256 2.27 0.849 163.05 2.21 0.902 22011.70 2.01 0.918 Table 1: Results for benchmark data sets. The first three columns give the name of the data set, number of observations m and dimension of inputs n. For Laplace’s method and EP the table reports the average error rate E%, the average information I (2) and the average length m of the mean vector of the Gaussian approximation. For SVMs the error rate and the average information about the test targets are reported. Note that for the Crabs data set we use the sex (not the colour) of the crabs as class label. The EP approximation has shown to give results very close to MCMC both in terms of predictive distributions and marginal likelihood estimates. We have shown and explained why the marginal distributions of the posterior can be well approximated by Gaussians. Further, the marginal likelihood values obtained by LA and EP differ systematically which will lead to different results of ML-II hyperparameter estimation. The discrepancies are similar for different tasks. Using AIS we were able to show the accuracy of marginal likelihood estimates, which to the best of our knowledge has never been done before. In summary, we found that EP is the method of choice for approximate inference in binary GPC models, when the computational cost of MCMC is prohibitive. In contrast, the Laplace approximation is so inaccurate that we advise against its use, especially when predictive probabilities are to be taken seriously. Further experiments and a detailed description of the approximation schemes can be found in [2]. Acknowledgements Both authors acknowledge support by the German Research Foundation (DFG) through grant RA 1030/1. This work was supported in part by the IST Programme of the European Community, under the PASCAL Network of Excellence, IST2002-506778. This publication only reflects the authors’ views. References [1] C. K. I. Williams and C. E. Rasmussen. Gaussian processes for regression. In David S. Touretzky, Michael C. Mozer, and Michael E. Hasselmo, editors, NIPS 8, pages 514–520. MIT Press, 1996. [2] M. Kuss and C. E. Rasmussen. Assessing approximate inference for binary Gaussian process classification. Journal of Machine Learning Research, 6:1679–1704, 2005. [3] C. K. I. Williams and D. Barber. Bayesian classification with Gaussian processes. IEEE Transactions on Pattern Analysis and Machine Intelligence, 20(12):1342–1351, 1998. [4] T. P. Minka. A Family of Algorithms for Approximate Bayesian Inference. PhD thesis, Department of Electrical Engineering and Computer Science, MIT, 2001. [5] R. M. Neal. Regression and classification using Gaussian process priors. In J. M. Bernardo, J. O. Berger, A. P. Dawid, and A. F. M. Smith, editors, Bayesian Statistics 6, pages 475–501. Oxford University Press, 1998. [6] R. M. Neal. Annealed importance sampling. Statistics and Computing, 11:125–139, 2001. [7] D. J. C. MacKay. Information Theory, Inference and Learning Algorithms. CUP, 2003. [8] J. C. Platt. Probabilities for SV machines. In Advances in Large Margin Classifiers, pages 61–73. The MIT Press, 2000.

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