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Missing values

Handling missing values in data is an important point in statistical analysis (Little and D.B.Rubin, 1987). Generative models can usually easily deal with missing observations, and can also be used to fill in the missing values. In supervised learning, the data is split into two parts: inputs and desired outputs. Learning data includes both, but in the end, the model is used for predicting outputs based only on the test inputs. By ignoring the splitting and creating a model for the whole data, unsupervised learning can be used for a similar task as supervised learning. Both the inputs and desired outputs of the learning data are treated equally. When a generative model for the combined data is learned, it can be used to reconstruct the missing outputs for the test data. The scheme used in unsupervised learning is more flexible because any part of the data can act as the cue which is used to complete the rest of the data. In supervised learning, the inputs always act as the cue.

The quality of the reconstructions provides insight to the properties of different unsupervised models. Self-organising maps by Kohonen (2001), factor analysis, and its nonlinear extensions were studied in Publication II by reconstructing the missing values of various data sets. Experiments were conducted using four different scenarios for the missing values. This way, different aspects of the algorithms could be studied. These included accuracy in high-dimensional data, high nonlinearity, memorisation, and generalisation. The performance of several models varied a lot according to the different settings.

One of the experiments in both Publications II and V involves missing values in speech spectrograms. Spectrograms represent energy of the frequency content in a short time window for a number of time points and frequencies. Speech spectrogram is a standard representation in speech recognition. Palomäki et al. (2004) apply the missing-data framework to recognise reverberant speech. The algorithm seeks strong speech onsets not contaminated by reverberation and speech recognition is based on only the values that are observed. This approach increases the recognition accuracy substantially.


next up previous contents
Next: Partially observed values Up: Variational Bayesian methods Previous: Optimisation and local minima   Contents
Tapani Raiko 2006-11-21