TY - GEN
T1 - An online learning algorithm for mixture models of deformable templates
AU - Maire, Florian
AU - Lefebvre, Sidonie
AU - Douc, Randal
AU - Moulines, Eric
PY - 2012/12/12
Y1 - 2012/12/12
N2 - The issue addressed in this paper is the unsupervised learning of observed shapes. More precisely, we are aiming at learning the main features of an object seen in different scenarios. We adapt the statistical framework from [1] to propose a model in which an object is described by independent classes representing its variability. Our work consists in proposing an algorithm which learns each class characteristics in a sequential way: each new observation will improve our object knowledge. This algorithm is particularly well suited to real time applications such as shape recognition or classification, but turns out to be a challenging problem. Indeed, the so-called classic machine learning algorithms in missing data problems such as the Expectation Maximization algorithm (EM) are not designed to learn from sequentially acquired observations. Moreover, the so-called hidden data simulation in a mixture model can not be achieved in a proper way using the classic Markov Chain Monte Carlo (MCMC) algorithms, such as the Gibbs sampler. Our proposal, among other, takes advantage from the contribution of Cappé and Moulines [2] for a sequential adaptation of the EM algorithm and from the work of Carlin and Chib [3] for the hidden data posterior distribution simulation.
AB - The issue addressed in this paper is the unsupervised learning of observed shapes. More precisely, we are aiming at learning the main features of an object seen in different scenarios. We adapt the statistical framework from [1] to propose a model in which an object is described by independent classes representing its variability. Our work consists in proposing an algorithm which learns each class characteristics in a sequential way: each new observation will improve our object knowledge. This algorithm is particularly well suited to real time applications such as shape recognition or classification, but turns out to be a challenging problem. Indeed, the so-called classic machine learning algorithms in missing data problems such as the Expectation Maximization algorithm (EM) are not designed to learn from sequentially acquired observations. Moreover, the so-called hidden data simulation in a mixture model can not be achieved in a proper way using the classic Markov Chain Monte Carlo (MCMC) algorithms, such as the Gibbs sampler. Our proposal, among other, takes advantage from the contribution of Cappé and Moulines [2] for a sequential adaptation of the EM algorithm and from the work of Carlin and Chib [3] for the hidden data posterior distribution simulation.
KW - Carlin and Chib
KW - clustering
KW - online Expectation Maximization
KW - statistical inference
KW - variability modeling
UR - https://www.scopus.com/pages/publications/84870717251
U2 - 10.1109/MLSP.2012.6349725
DO - 10.1109/MLSP.2012.6349725
M3 - Conference contribution
AN - SCOPUS:84870717251
SN - 9781467310260
T3 - IEEE International Workshop on Machine Learning for Signal Processing, MLSP
BT - 2012 IEEE International Workshop on Machine Learning for Signal Processing - Proceedings of MLSP 2012
T2 - 2012 22nd IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2012
Y2 - 23 September 2012 through 26 September 2012
ER -