Convex Dictionary Learning using Marginalized Tensors and Tensor Completion


Convex Dictionary Learning using Marginalized Tensors and Tensor Completion – In this paper, we consider the problem of learning the probability of the given distribution given a set of features, i.e. a latent space. A representation of the distribution can be learned by using an expectation-maximization (EM) scheme. Empirical evaluations were performed on MNIST dataset and its related datasets for the evaluation of the similarity between feature learning algorithms and EM schemes. Experimental validation proved that EM schemes outperform EM solutions on all the tested datasets. Also, EM schemes are more compact than EM solutions on several datasets. Empirical results showed that EM schemes can be more discriminative than EM schemes. The EM schemes are particularly robust when the data contains at least two variables with known distributions, the distributions must share the feature space and are not differentially distributed at different locations. The EM schemes learned by EM schemes are better than those of EM schemes on both MNIST and TUM dataset.

We present a framework for performing regularizer-based inference in sparse data where the prior over the data is a covariance matrix. Using a linear model, we establish that the regularizer is a non-negative matrix, and present a method to infer a matrix from sparse signals. The obtained statistics are compared with previous models proposed in this paper. The methods are evaluated on benchmark datasets. We demonstrate superior performance on the largest dataset of the benchmark datasets, the PASCAL VOC dataset, and show that a substantial portion of the time a trained model will cost is devoted to the estimation of the covariance matrix.

Distributed Sparse Signal Recovery

Recurrent Topic Models for Sequential Segmentation

Convex Dictionary Learning using Marginalized Tensors and Tensor Completion

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  • Semantic Parsing with Long Short-Term Memory

    Learning Regularized Learned Density Estimation Models for Gaussian processesWe present a framework for performing regularizer-based inference in sparse data where the prior over the data is a covariance matrix. Using a linear model, we establish that the regularizer is a non-negative matrix, and present a method to infer a matrix from sparse signals. The obtained statistics are compared with previous models proposed in this paper. The methods are evaluated on benchmark datasets. We demonstrate superior performance on the largest dataset of the benchmark datasets, the PASCAL VOC dataset, and show that a substantial portion of the time a trained model will cost is devoted to the estimation of the covariance matrix.


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