Predictable Feature Analysis (PFA) (Richthofer, Wiskott, ICMLA 2015) is an algorithm that performs dimensionality reduction on high dimensional input signal. It extracts those subsignals that are most predictable according to a certain prediction model. We refer to these extracted signals as predictable features. In this work we extend the notion of PFA to take supplementary information into account for improving its predictions. Such information can be a multidimensional signal like the main input to PFA, but is regarded external. That means it won't participate in the feature extraction - no features get extracted or composed of it. Features will be exclusively extracted from the main input such that they are most predictable based on themselves and the supplementary information. We refer to this enhanced PFA as PFAx (PFA extended). Even more important than improving prediction quality is to observe the effect of supplementary information on feature selection. PFAx transparently provides insight how the supplementary information adds to prediction quality and whether it is valuable at all. Finally we show how to invert that relation and can generate the supplementary information such that it would yield a certain desired outcome of the main signal. We apply this to a setting inspired by reinforcement learning and let the algorithm learn how to control an agent in an environment. With this method it is feasible to locally optimize the agent's state, i.e. reach a certain goal that is near enough. We are preparing a follow-up paper that extends this method such that also global optimization is feasible.
Graph-based Predictable Feature Analysis (GPFA) @cite_10 analyses the distribution of data samples given previous samples. Low variance in that distribution is used to detect predictability. The work draws links to graph embedding and an information-theoretic measure of predictive information. It compares GPFA with SFA, PFA and ForeCA under various criteria, including prediction quality and runtime performance.
@cite_10
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We propose graph-based predictable feature analysis (GPFA), a new method for unsupervised learning of predictable features from high-dimensional time series, where high predictability is understood very generically as low variance in the distribution of the next data point given the previous ones. We show how this measure of predictability can be understood in terms of graph embedding as well as how it relates to the information-theoretic measure of predictive information in special cases. We confirm the effectiveness of GPFA on different datasets, comparing it to three existing algorithms with similar objectives—namely slow feature analysis, forecastable component analysis, and predictable feature analysis—to which GPFA shows very competitive results. A recently introduced latent feature learning technique for time-varying dynamic phenomena analysis is the so-called slow feature analysis (SFA). SFA is a deterministic component analysis technique for multidimensional sequences that, by minimizing the variance of the first-order time derivative approximation of the latent variables, finds uncorrelated projections that extract slowly varying features ordered by their temporal consistency and constancy. In this paper, we propose a number of extensions in both the deterministic and the probabilistic SFA optimization frameworks. In particular, we derive a novel deterministic SFA algorithm that is able to identify linear projections that extract the common slowest varying features of two or more sequences. In addition, we propose an expectation maximization (EM) algorithm to perform inference in a probabilistic formulation of SFA and similarly extend it in order to handle two and more time-varying data sequences. Moreover, we demonstrate that the probabilistic SFA (EM-SFA) algorithm that discovers the common slowest varying latent space of multiple sequences can be combined with dynamic time warping techniques for robust sequence time-alignment. The proposed SFA algorithms were applied for facial behavior analysis, demonstrating their usefulness and appropriateness for this task. Slow feature analysis (SFA) extracts slowly varying signals from input data and has been used to model complex cells in the primary visual cortex (V1). It transmits information to both ventral and dorsal pathways to process appearance and motion information, respectively. However, SFA only uses slowly varying features for local feature extraction, because they represent appearance information more effectively than motion information. To better utilize temporal information, we propose temporal variance analysis (TVA) as a generalization of SFA. TVA learns a linear transformation matrix that projects multidimensional temporal data to temporal components with temporal variance. Inspired by the function of V1, we learn receptive fields by TVA and apply convolution and pooling to extract local features. Embedded in the improved dense trajectory framework, TVA for action recognition is proposed to: 1) extract appearance and motion features from gray using slow and fast filters, respectively; 2) extract additional motion features using slow filters from horizontal and vertical optical flows; and 3) separately encode extracted local features with different temporal variances and concatenate all the encoded features as final features. We evaluate the proposed TVA features on several challenging data sets and show that both slow and fast features are useful in the low-level feature extraction. Experimental results show that the proposed TVA features outperform the conventional histogram-based features, and excellent results can be achieved by combining all TVA features. Until recently, the lack of ground truth data has hindered the application of discriminative structured prediction techniques to the stereo problem. In this paper we use ground truth data sets that we have recently constructed to explore different model structures and parameter learning techniques. To estimate parameters in Markov random fields (MRFs) via maximum likelihood one usually needs to perform approximate probabilistic inference. Conditional random fields (CRFs) are discriminative versions of traditional MRFs. We explore a number of novel CRF model structures including a CRF for stereo matching with an explicit occlusion model. CRFs require expensive inference steps for each iteration of optimization and inference is particularly slow when there are many discrete states. We explore belief propagation, variational message passing and graph cuts as inference methods during learning and compare with learning via pseudolikelihood. To accelerate approximate inference we have developed a new method called sparse variational message passing which can reduce inference time by an order of magnitude with negligible loss in quality. Learning using sparse variational message passing improves upon previous approaches using graph cuts and allows efficient learning over large data sets when energy functions violate the constraints imposed by graph cuts.