Variational GTM

  • Authors:
  • Iván Olier;Alfredo Vellido

  • Affiliations:
  • Department of Computing Languages and Systems, Technical University of Catalonia, Barcelona, Spain;Department of Computing Languages and Systems, Technical University of Catalonia, Barcelona, Spain

  • Venue:
  • IDEAL'07 Proceedings of the 8th international conference on Intelligent data engineering and automated learning
  • Year:
  • 2007

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Abstract

Generative Topographic Mapping (GTM) is a non-linear latent variable model that provides simultaneous visualization and clustering of high-dimensional data. It was originally formulated as a constrained mixture of distributions, for which the adaptive parameters were determined by Maximum Likelihood (ML), using the Expectation-Maximization (EM) algorithm. In this paper, we define an alternative variational formulation of GTM that provides a full Bayesian treatment to a Gaussian Process (GP)-based variation of GTM. The performance of the proposed Variational GTM is assessed in several experiments with artificial datasets. These experiments highlight the capability of Variational GTM to avoid data overfitting through active regularization.