arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1503.06239cs.LGcs.AIstat.MEstat.ML

Block-Wise MAP Inference for Determinantal Point Processes with Application to Change-Point Detection

Speech Processing and Machine Intelligence Laboratory(语音处理与机器智能实验室);Tsinghua University(清华大学)

Jinye Zhang, Zhijian Ou

英文摘要:

Existing MAP inference algorithms for determinantal point processes (DPPs) need to calculate determinants or conduct eigenvalue decomposition generally at the scale of the full kernel, which presents a great challenge for real-world applications. In this paper, we introduce a class of DPPs, called BwDPPs, that are characterized by an almost block diagonal kernel matrix and thus can allow efficient block-wise MAP inference. Furthermore, BwDPPs are successfully applied to address the difficulty of selecting change-points in the problem of change-point detection (CPD), which results in a new BwDPP-based CPD method, named BwDppCpd. In BwDppCpd, a preliminary set of change-point candidates is first created based on existing well-studied metrics. Then, these change-point candidates are treated as DPP items, and DPP-based subset selection is conducted to give the final estimate of the change-points that favours both quality and diversity. The effectiveness of BwDppCpd is demonstrated through extensive experiments on five real-world datasets.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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