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ABSTRACT

An active research topic in machine learning is the development of model structures which would be rich enough to represent relevant aspects of the observations but would still allow efficient learning and inference.

Linear factor analysis and related methods such as principal component analysis and independent component analysis are widely used feature extraction and data analysis techniques. They are computationally efficient but are restricted to linear models. Many natural phenomena are nonlinear and therefore several attempts have been made to generalise the model by relaxing the linearity assumption. The suggested approaches have suffered from overfitting and the computational complexity of many of the algorithms scales exponentially with respect to the number of factors, which makes the application of these methods to high dimensional factor spaces infeasible.

This thesis describes the development of a nonlinear extension of factor analysis. The learning algorithm is based on Bayesian probability theory and solves many of the problems related to overfitting. The unknown nonlinear generative mapping is modelled by a multi-layer perceptron network. The computational complexity of the algorithm scales quadratically with respect to the dimension of the factor space which makes it possible to use a significantly larger number of factors than with the previous algorithms. The feasibility of the algorithm is demonstrated in experiments with artificial and natural data sets. Extensions which combine the nonlinear model with non-Gaussian and dynamic models for the factors are introduced.


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next up previous contents
Next: PREFACE Up: Bayesian Ensemble Learning for Previous: Bayesian Ensemble Learning for
Harri Valpola
2000-10-31