Transformations for Variational Factor Analysis to Speed up Learning (2009)
AUTHORS:
Luttinen Jaakko
,
Ilin Alexander
,
Raiko Tapani
BOOKTITLE:
Proceedings of the 14th European Symposium on Artificial Neural Networks, ESANN'2009
PAGES:
77--82
URL:
http://eprints.pascal-network.org/archive/00006403/
PDF:
pdf/luttinen_esann09.pdf
@inproceedings{ Luttinen09esann, author = "Luttinen, Jaakko and Ilin, Alexander and Raiko, Tapani", title = "Transformations for Variational Factor Analysis to Speed up Learning", url = "http://eprints.pascal-network.org/archive/00006403/", booktitle = "Proceedings of the 14th {E}uropean Symposium on Artificial Neural Networks, ESANN'2009", address = "Bruges, Belgium", corerank = "NA", abstract = "We propose simple transformation of the hidden states in variational Bayesian (VB) factor analysis models to speed up the learning procedure. The transformation basically performs centering and whitening of the hidden states taking into account the posterior uncertainties. The transformation is given a theoretical justification from optimisation of the VB cost function. We derive the transformation formulae for variational Bayesian principal component analysis and show experimentally that it can significantly improve the rate of convergence. Similar transformations can be applied to other variational Bayesian factor analysis models as well.", month = "April", responsibleauthor = "Luttinen, Jaakko", flags = "public AIRC", year = "2009", keywords = "", pdf = "luttinen_esann09.pdf", impactfactor = "D3", pages = "77--82" }