Multiscale dictionary learning for estimating conditional distributions
Nonparametric estimation of the conditional distribution of a response given highdimensional features is a challenging problem. It is important to allow not only the mean but also the variance and shape of the response density to change flexibly with features, which are massive-dimensional. We propose a multiscale dictionary learning model, which expresses the conditional response density as a convex combination of dictionary densities, with the densities used and their weights dependent on the path through a tree decomposition of the feature space. A fast graph partitioning algorithm is applied to obtain the tree decomposition, with Bayesian methods then used to adaptively prune and average over different sub-trees in a soft probabilistic manner. The algorithm scales efficiently to approximately one million features. State of the art predictive performance is demonstrated for toy examples and two neuroscience applications including up to a million features.
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- 4611 Machine learning
- 1702 Cognitive Sciences
- 1701 Psychology
Citation
Published In
ISSN
Publication Date
Related Subject Headings
- 4611 Machine learning
- 1702 Cognitive Sciences
- 1701 Psychology