论文标题

带随机特征的潜在变量建模

Latent variable modeling with random features

论文作者

Gundersen, Gregory W., Zhang, Michael Minyi, Engelhardt, Barbara E.

论文摘要

基于高斯过程的潜在变量模型是灵活的,理论上是降低非线性维度的工具,但是在此非线性框架内对非高斯数据可能性的推广在统计上是具有挑战性的。在这里,我们使用随机特征来开发一个非线性降低模型的家族,这些模型易于扩展到非高斯数据的可能性。我们称这些随机特征潜在变量模型(RFLVM)。通过近似潜在空间与观测值之间的非线性关系,该函数相对于随机特征,我们诱导了相对于潜在变量的后验分布的闭合形式梯度。这允许RFLVM框架支持在没有专门派生的情况下在指数族中的各种数据可能性的计算障碍非线性潜在变量模型。我们的广义RFLVM产生的结果与其他最先进的维度缩小方法相当,包括不同类型的数据,包括神经尖峰火车记录,图像和文本数据。

Gaussian process-based latent variable models are flexible and theoretically grounded tools for nonlinear dimension reduction, but generalizing to non-Gaussian data likelihoods within this nonlinear framework is statistically challenging. Here, we use random features to develop a family of nonlinear dimension reduction models that are easily extensible to non-Gaussian data likelihoods; we call these random feature latent variable models (RFLVMs). By approximating a nonlinear relationship between the latent space and the observations with a function that is linear with respect to random features, we induce closed-form gradients of the posterior distribution with respect to the latent variable. This allows the RFLVM framework to support computationally tractable nonlinear latent variable models for a variety of data likelihoods in the exponential family without specialized derivations. Our generalized RFLVMs produce results comparable with other state-of-the-art dimension reduction methods on diverse types of data, including neural spike train recordings, images, and text data.

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