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Today's seminar: Monday 25 October 1999 - 4pm, Room 122, Pearson Building Department of Statistical Science - University College London Speaker : Zoubin Ghahramani (Gatsby Computational Neuroscience Unit - UCL) Title : Bayesian Learning of Model Structure Abstract : In any field where models are built from data there is a tension between fitting the data well and keeping the model simple. I will discuss this problem in the context of learning the structure of latent variable models and other probabilistic graphical models encountered in pattern recognition and machine learning. The Bayesian approach allows a principled treatment of the problem of learning model structure. The tension between data fit and model complexity is resolved via Ockham's razor, which arises from averaging over all possible settings of the model parameters. Unfortunately, for most non-trivial problems these averages are intractable, resulting in the use of large-sample limits, local Gaussian approximations, or Markov chain Monte Carlo methods. I will describe a new approach to Bayesian inference based on variational approximations. Variational methods are deterministic, global, generally fast, and the objective function is guaranteed to increase monotonically. The variational optimisation procedure generalises the EM algorithm. The optimal forms of the approximating distributions fall out of the optimisation (and need not be Gaussian). Most importantly, the variational Bayesian approach can be used to compare and adapt model structures since the objective function transparently incorporates the model complexity cost. This approach has been used to automatically infer the most probable number of clusters in data and the intrinsic latent-space dimensionality of each cluster. Joint work with Hagai Attias and Matthew J Beal. Useful Web sites: The programme of our statistical seminars is available at: http://www.ucl.ac.uk/Stats/research/journals.html Map with instructions on how to get to our department: http://www.ucl.ac.uk/Stats/map.html Regards, Kostas Skouras ---------------------------------------------------------------------------- --------------- K. Skouras, Lecturer in Statistics, Department of Statistical Science, University College London, Gower Street, London WC1E 6BT, United Kingdom. Tel: 0171-4193652 Fax: 0171-7383 4703 e-mail: [log in to unmask] ---------------------------------------------------------------------------- --------------- %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%