Abstract:We present a framework to discover and characterize different classes of everyday activities from event-streams. We begin by representing activities as bags of event n-grams. This allows us to analyze the global structural information of activities, using their local event statistics. We demonstrate how maximal cliques in an undirected edge-weighted graph of activities, can be used for activity-class discovery in an unsupervised manner. We show how modeling an activity as a variable length Markov process, can be used to discover recurrent event-motifs to characterize the discovered activity-classes. We present results over extensive data-sets, collected from multiple active environments, to show the competence and generalizability of our proposed framework.
Abstract:Conditional density estimation generalizes regression by modeling a full density f(yjx) rather than only the expected value E(yjx). This is important for many tasks, including handling multi-modality and generating prediction intervals. Though fundamental and widely applicable, nonparametric conditional density estimators have received relatively little attention from statisticians and little or none from the machine learning community. None of that work has been applied to greater than bivariate data, presumably due to the computational difficulty of data-driven bandwidth selection. We describe the double kernel conditional density estimator and derive fast dual-tree-based algorithms for bandwidth selection using a maximum likelihood criterion. These techniques give speedups of up to 3.8 million in our experiments, and enable the first applications to previously intractable large multivariate datasets, including a redshift prediction problem from the Sloan Digital Sky Survey.