giscl的专栏

The goal of this tutorial is helping to address the aforementioned challenges by providing an introduction to robust estimation with a particular focus on robotics. First, this is achieved by giving a concise overview of the theory on M-estimation. M-estimators share many of the convenient properties of least-squares estimators, and at the same time are much more robust to deviations from the Gaussian model assumption. Second, we present several example applications where M-Estimation is used to increase robustness against nonlinearities and outliers.

This tutorial is concerned with applications of information theory concepts in statistics, in the finite alphabet setting. The information measure known as information divergence or Kullback-Leibler distance or relative entropy plays a key role, often with a geometric flavor as an analogue of squared Euclidean distance, as in the concepts of I-projection, I-radius and I-centroid. The topics covered include large deviations, hypothesis testing, maximum likelihood estimation in exponential families, analysis of contingency tables, and iterative algorithms with an “information geometry” background. Also, an introduction is provided to the theory of universal coding, and to statistical inference via the minimum description length principle motivated by that theory.

While labeled data is expensive to prepare, ever increasing amounts of unlabeled data is becoming widely available. In order to adapt to this phenomenon, several semi-supervised learning (SSL) algorithms, which learn from labeled as well as unlabeled data, have been developed. In a separate line of work, researchers have started to realize that graphs provide a natural way to represent data in a variety of domains. Graph-based SSL algorithms, which bring together these two lines of work, have been shown to outperform the state-of-the-art in many applications in speech processing, computer vision, natural language processing, and other areas of Artificial Intelligence. Recognizing this promising and emerging area of research, this synthesis lecture focuses on graphbased SSL algorithms (e.g., label propagation methods). Our hope is that after reading this book, the reader will walk away with the following: (1) an in-depth knowledge of the current stateof- the-art in graph-based SSL algorithms, and the ability to implement them; (2) the ability to decide on the suitability of graph-based SSL methods for a problem; and (3) familiarity with different applications where graph-based SSL methods have been successfully applied.

Active learning is a protocol for supervised machine learning, in which a learning algorithm sequentially requests the labels of selected data points from a large pool of unlabeled data. This contrasts with passive learning, where the labeled data are taken at random. The objective in active learning is to produce a highly-accurate classifier, ideally using fewer labels than the number of random labeled data sufficient for passive learning to achieve the same. This article describes recent advances in our understanding of the theoretical benefits of active learning, and implications for the design of effective active learning algorithms. Much of the article focuses on a particular technique, namely disagreementbased active learning, which by now has amassed a mature and coherent literature. It also briefly surveys several alternative approaches from the literature. The emphasis is on theorems regarding the performance of a few general algorithms, including rigorous proofs where appropriate. However, the presentation is intended to be pedagogical, focusing on results that illustrate fundamental ideas, rather than obtaining the strongest or most general known theorems. The intended audience includes researchers and advanced graduate students in machine learning and statistics, interested in gaining a deeper understanding of the recent and ongoing developments in the theory of active learning.

Principal components analysis (PCA) is a well-known technique for approximating a tabular data set by a low rank matrix. Here, we extend the idea of PCA to handle arbitrary data sets consisting of numerical, Boolean, categorical, ordinal, and other data types. This framework encompasses many well known techniques in data analysis, such as nonnegative matrix factorization, matrix completion, sparse and robust PCA, k-means, k-SVD, and maximum margin matrix factorization. The method handles heterogeneous data sets, and leads to coherent schemes for compressing, denoising, and imputing missing entries across all data types simultaneously. It also admits a number of interesting interpretations of the low rank factors, which allow clustering of examples or of features. We propose several parallel algorithms for fitting generalized low rank models, and describe implementations and numerical results. M.

Bayesian methods for machine learning have been widely investigated, yielding principled methods for incorporating prior information into inference algorithms. In this survey, we provide an in-depth review of the role of Bayesian methods for the reinforcement learning (RL) paradigm. The major incentives for incorporating Bayesian reasoning in RL are: 1) it provides an elegant approach to action-selection (exploration/ exploitation) as a function of the uncertainty in learning; and 2) it provides a machinery to incorporate prior knowledge into the algorithms. We first discuss models and methods for Bayesian inference in the simple single-step Bandit model. We then review the extensive recent literature on Bayesian methods for model-based RL, where prior information can be expressed on the parameters of the Markov model. We also present Bayesian methods for model-free RL, where priors are expressed over the value function or policy class. The objective of the paper is to provide a comprehensive survey on Bayesian RL algorithms and their theoretical and empirical properties.

The metric learning problem is concerned with learning a distance function tuned to a particular task, and has been shown to be useful when used in conjunction with nearest-neighbor methods and other techniques that rely on distances or similarities. This survey presents an overview of existing research in metric learning, including recent progress on scaling to high-dimensional feature spaces and to data sets with an extremely large number of data points. A goal of the survey is to present as unified as possible a framework under which existing research on metric learning can be cast. The first part of the survey focuses on linear metric learning approaches, mainly concentrating on the class of Mahalanobis distance learning methods. We then discuss nonlinear metric learning approaches, focusing on the connections between the nonlinear and linear approaches. Finally, we discuss extensions of metric learning, as well as applications to a variety of problems in computer vision, text analysis, program analysis, and multimedia.

Autonomous navigation is an essential capability for mobile robots. In order to operate robustly, a robot needs to know what the environment looks like, where it is in its environment, and how to navigate in it. This work summarizes approaches that address these three problems and that use particle filters as their main underlying model for representing beliefs. We illustrate that these filters are powerful tools that can robustly estimate the state of the robot and its environment and that it is also well-suited to make decisions about how to navigate in order to minimize the uncertainty of the joint belief about the robot's position and the state of the environment.

e last few years have witnessed fast development on dictionary learning approaches for a set of visual computing tasks, largely due to their utilization in developing new techniques based on sparse representation. Compared with conventional techniques employing manually defined dictionaries, such as Fourier Transform and Wavelet Transform, dictionary learning aims at ob- taining a dictionary adaptively from the data so as to support optimal sparse representation of the data. In contrast to conventional clustering algorithms like K-means, where a data point is associated with only one cluster center, in a dictionary-based representation, a data point can be associated with a small set of dictionary atoms. us, dictionary learning provides a more flexi- ble representation of data and may have the potential to capture more relevant features from the original feature space of the data. One of the early algorithms for dictionary learning is K-SVD. In recent years, many variations/extensions of K-SVD and other new algorithms have been pro- posed, with some aiming at adding discriminative capability to the dictionary, and some attempt- ing to model the relationship of multiple dictionaries. One prominent application of dictionary learning is in the general field of visual computing, where long-standing challenges have seen promising new solutions based on sparse representation with learned dictionaries. With a timely review of recent advances of dictionary learning in visual computing, covering the most recent literature with an emphasis on papers after 2008, this book provides a systematic presentation of the general methodologies, specific algorithms, and examples of applications for those who wish to have a quick start on this subject.

Domain adaptation is an active, emerging research area that attempts to address the changes in data distribution across training and testing datasets. With the availability of a multitude of image acquisition sen- sors, variations due to illumination, and viewpoint among others, com- puter vision applications present a very natural test bed for evaluating domain adaptation methods. In this monograph, we provide a compre- hensive overview of domain adaptation solutions for visual recognition problems. By starting with the problem description and illustrations, we discuss three adaptation scenarios namely, (i) unsupervised adap- tation where the “source domain” training data is partially labeled and the “target domain” test data is unlabeled, (ii) semi-supervised adaptation where the target domain also has partial labels, and (iii) multi-domain heterogeneous adaptation which studies the previous two settings with the source and/or target having more than one domain, and accounts for cases where the features used to represent the data in each domain are different. For all these topics we discuss existing adaptation techniques in the literature, which are motivated by the principles of max-margin discriminative learning, manifold learning, sparse coding, as well as low-rank representations. These techniques have shown improved performance on a variety of applications such as object recognition, face recognition, activity analysis, concept clas- sification, and person detection. We then conclude by analyzing the challenges posed by the realm of “big visual data”, in terms of the generalization ability of adaptation algorithms to unconstrained data acquisition as well as issues related to their computational tractability, and draw parallels with the efforts from vision community on image transformation models, and invariant descriptors so as to facilitate im- proved understanding of vision problems under uncertainty.

Kernel methods are among the most popular techniques in machine learning. From a regularization perspec- tive they play a central role in regularization theory as they provide a natural choice for the hypotheses space and the regularization functional through the notion of reproducing kernel Hilbert spaces. From a probabilistic per- spective they are the key in the context of Gaussian processes, where the kernel function is known as the covariance function. Traditionally, kernel methods have been used in supervised learning problem with scalar outputs and indeed there has been a considerable amount of work devoted to designing and learning kernels. More recently there has been an increasing interest in methods that deal with multiple outputs, motivated partly by frameworks like multitask learning. In this paper, we review different methods to design or learn valid kernel functions for multiple outputs, paying particular attention to the connection between probabilistic and functional methods.

强大的gdal开源库的最新版，已经编译好

经典的马尔科夫图像处理程序，可以直接使用，包含源代吗。

matlab计算统计的经典入门教材，适合初学者，非常实用

包含很多的统计计算函数，例如马尔科夫和参数估计等等，可以直接使用，具有一定的价值。可以参考。