[Work Log] Work Log

April 08, 2014

Rewrote training procedure from scratch and now getting much more sensible results. The overall goal is to isolate parameters to try to make them as independent as possible; and then use one or two-dimensional optimization to estimate them.

First, I hard-coded several variables.

Second, I estimated perturb_position_variance directly, by measuring the variance of all groups of initial points.

Third, estimated noise and smoothness variance under the assumption of near-infinite position and rate variance. This follows from the theory of cubic-spline models, which places no penalty over initial position and rate. Used gradient-free minimizer, fminsearch, which works well for two-dimensional problems.

Fourth, estimated perturb smoothing and perturb scale, using noise and smoothness variance.

Fifth, estimated position mean and variance directly.

Note: all this is done using heuristic indexing, not the marginal likelihood optimization. This is another key change from earlier training.

Result: Much more sensible perturb smoothing parameter (~1e-5 vs 1e-4) and perturb scale (2.06 vs 0.9). End-to-end reconstruction is much more sensible; curve is centered among triangulated points.



Posted by Kyle Simek
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