A Fast Globally Supervised Learning Algorithm for Gaussian Mixture Models

Author(s):  
Jiyong Ma ◽  
Wen Gao
2020 ◽  
Vol 34 (04) ◽  
pp. 4215-4222
Author(s):  
Binyuan Hui ◽  
Pengfei Zhu ◽  
Qinghua Hu

Graph convolutional networks (GCN) have achieved promising performance in attributed graph clustering and semi-supervised node classification because it is capable of modeling complex graphical structure, and jointly learning both features and relations of nodes. Inspired by the success of unsupervised learning in the training of deep models, we wonder whether graph-based unsupervised learning can collaboratively boost the performance of semi-supervised learning. In this paper, we propose a multi-task graph learning model, called collaborative graph convolutional networks (CGCN). CGCN is composed of an attributed graph clustering network and a semi-supervised node classification network. As Gaussian mixture models can effectively discover the inherent complex data distributions, a new end to end attributed graph clustering network is designed by combining variational graph auto-encoder with Gaussian mixture models (GMM-VGAE) rather than the classic k-means. If the pseudo-label of an unlabeled sample assigned by GMM-VGAE is consistent with the prediction of the semi-supervised GCN, it is selected to further boost the performance of semi-supervised learning with the help of the pseudo-labels. Extensive experiments on benchmark graph datasets validate the superiority of our proposed GMM-VGAE compared with the state-of-the-art attributed graph clustering networks. The performance of node classification is greatly improved by our proposed CGCN, which verifies graph-based unsupervised learning can be well exploited to enhance the performance of semi-supervised learning.


2012 ◽  
Vol 45 (2) ◽  
pp. 897-907 ◽  
Author(s):  
Basura Fernando ◽  
Elisa Fromont ◽  
Damien Muselet ◽  
Marc Sebban

Author(s):  
Thomas Dierckx ◽  
Jesse Davis ◽  
Wim Schoutens

AbstractThe theory of Narrative Economics suggests that narratives present in media influence market participants and drive economic events. In this chapter, we investigate how financial news narratives relate to movements in the CBOE Volatility Index. To this end, we first introduce an uncharted dataset where news articles are described by a set of financial keywords. We then perform topic modeling to extract news themes, comparing the canonical latent Dirichlet analysis to a technique combining doc2vec and Gaussian mixture models. Finally, using the state-of-the-art XGBoost (Extreme Gradient Boosted Trees) machine learning algorithm, we show that the obtained news features outperform a simple baseline when predicting CBOE Volatility Index movements on different time horizons.


Entropy ◽  
2021 ◽  
Vol 23 (5) ◽  
pp. 518
Author(s):  
Osamu Komori ◽  
Shinto Eguchi

Clustering is a major unsupervised learning algorithm and is widely applied in data mining and statistical data analyses. Typical examples include k-means, fuzzy c-means, and Gaussian mixture models, which are categorized into hard, soft, and model-based clusterings, respectively. We propose a new clustering, called Pareto clustering, based on the Kolmogorov–Nagumo average, which is defined by a survival function of the Pareto distribution. The proposed algorithm incorporates all the aforementioned clusterings plus maximum-entropy clustering. We introduce a probabilistic framework for the proposed method, in which the underlying distribution to give consistency is discussed. We build the minorize-maximization algorithm to estimate the parameters in Pareto clustering. We compare the performance with existing methods in simulation studies and in benchmark dataset analyses to demonstrate its highly practical utilities.


2017 ◽  
Vol 34 (10) ◽  
pp. 1399-1414 ◽  
Author(s):  
Wanxia Deng ◽  
Huanxin Zou ◽  
Fang Guo ◽  
Lin Lei ◽  
Shilin Zhou ◽  
...  

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