Automatic Derivation of Statistical Algorithms: The EM Family and Beyond


Gray, Alexander G., Fischer, Bernd, Schumann, Johann and Buntine, Wray (2003) Automatic Derivation of Statistical Algorithms: The EM Family and Beyond. In, Neural Information Processing Systems 15, Vancouver, BC, 09 - 14 Dec 2002. MIT Press, 689-696.

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Description/Abstract

Machine learning has reached a point where many probabilistic methods can be understood as variations, extensions and combinations of a much smaller set of abstract themes, e.g., as different instances of the EM algorithm. This enables the systematic derivation of algorithms customized for different models. Here, we describe the AUTOBAYES system which takes a high-level statistical model specification, uses powerful symbolic techniques based on schema-based program synthesis and computer algebra to derive an efficient specialized algorithm for learning that model, and generates executable code implementing that algorithm. This capability is far beyond that of code collections such as Matlab toolboxes or even tools for model-independent optimization such as BUGS for Gibbs sampling: complex new algorithms can be generated without new programming, algorithms can be highly specialized and tightly crafted for the exact structure of the model and data, and efficient and commented code can be generated for different languages or systems. We present automatically-derived algorithms ranging from closed-form solutions of Bayesian textbook problems to recently-proposed EM algorithms for clustering, regression, and a multinomial form of PCA.

Item Type: Conference or Workshop Item (Paper)
Additional Information: Event Dates: 09/12/2002 - 14/12/2002
ISBNs: 0262025507
ISSNs: 1049-5258
Divisions: Faculty of Physical Sciences and Engineering > Electronics and Computer Science > Electronic & Software Systems
ePrint ID: 262683
Date Deposited: 08 Jun 2006
Last Modified: 27 Mar 2014 20:06
Publisher: MIT Press
Further Information:Google Scholar
URI: http://eprints.soton.ac.uk/id/eprint/262683

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