Name
Title | ||
|---|---|---|
A Recurrent Latent Variable Model for Supervised Modeling of High-Dimensional Sequential Data |
Abstract | ||
|---|---|---|
In this work, we attempt to ameliorate the impact of data sparsity in the context of supervised modeling applications dealing with high-dimensional sequential data. Specifically, we seek to devise a machine learning mechanism capable of extracting subtle and complex underlying temporal dynamics in the observed sequential data, so as to inform the predictive algorithm. To this end, we improve upon systems that utilize deep learning techniques with recurrently connected units; we do so by adopting concepts from the field of Bayesian statistics, namely variational inference. Our proposed approach consists in treating the network recurrent units as stochastic latent variables with a prior distribution imposed over them. On this basis, we proceed to infer corresponding posteriors; these can be used for prediction generation, in a way that accounts for the uncertainty in the available sparse training data. To allow for our approach to easily scale to large real-world datasets, we perform inference under an approximate amortized variational inference (AVI) setup, whereby the learned posteriors are parameterized via (conventional) neural networks. We perform an extensive experimental evaluation of our approach using challenging benchmark datasets, and illustrate its superiority over existing state-of-the-art techniques. |
Year | DOI | Venue |
|---|---|---|
2018 | 10.1109/INISTA.2018.8466296 | 2018 Innovations in Intelligent Systems and Applications (INISTA) |
Keywords | Field | DocType |
Recurrent latent variable,amortized variational inference,high-dimensional sequences,predictive modeling | Data modeling,Inference,Computer science,Latent variable model,Latent variable,Artificial intelligence,Bayesian statistics,Deep learning,Artificial neural network,Prior probability,Machine learning | Conference |
ISBN | Citations | PageRank |
978-1-5386-5151-3 | 0 | 0.34 |
References | Authors | |
7 | 3 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Panayiotis Christodoulou | 1 | 9 | 4.30 |
| Sotirios P. Chatzis | 2 | 250 | 24.25 |
| Andreas S. Andreou | 3 | 216 | 36.65 |