Europe
The Complexity of Answering Conjunctive and Navigational Queries over OWL 2 EL Knowledge Bases
Stefanoni, G., Motik, B., Kroetzsch, M., Rudolph, S.
OWL 2 EL is a popular ontology language that supports role inclusions---that is, axioms that capture compositional properties of roles. Role inclusions closely correspond to context-free grammars, which was used to show that answering conjunctive queries (CQs) over OWL 2 EL knowledge bases with unrestricted role inclusions is undecidable. However, OWL 2 EL inherits from OWL 2 DL the syntactic regularity restriction on role inclusions, which ensures that role chains implying a particular role can be described using a finite automaton (FA). This is sufficient to ensure decidability of CQ answering; however, the FAs can be worst-case exponential in size so the known approaches do not provide a tight upper complexity bound. In this paper, we solve this open problem and show that answering CQs over OWL 2 EL knowledge bases is PSPACE-complete in combined complexity (i.e., the complexity measured in the total size of the input). To this end, we use a novel encoding of regular role inclusions using bounded-stack pushdown automata---that is, FAs extended with a stack of bounded size. Apart from theoretical interest, our encoding can be used in practical tableau algorithms to avoid the exponential blowup due to role inclusions. In addition, we sharpen the lower complexity bound and show that the problem is PSPACE-hard even if we consider only role inclusions as part of the input (i.e., the query and all other parts of the knowledge base are fixed). Finally, we turn our attention to navigational queries over OWL 2 EL knowledge bases, and we show that answering positive, converse-free conjunctive graph XPath queries is PSPACE-complete as well; this is interesting since allowing the converse operator in queries is known to make the problem EXPTIME-hard. Thus, in this paper we present several important contributions to the landscape of the complexity of answering expressive queries over description logic knowledge bases.
Bayesian Fisher's Discriminant for Functional Data
Yang, Yao-Hsiang, Chen, Lu-Hung, Wang, Chieh-Chih, Chen, Chu-Song
We propose a Bayesian framework of Gaussian process in order to extend Fisher's discriminant to classify functional data such as spectra and images. The probability structure for our extended Fisher's discriminant is explicitly formulated, and we utilize the smoothness assumptions of functional data as prior probabilities. Existing methods which directly employ the smoothness assumption of functional data can be shown as special cases within this framework given corresponding priors while their estimates of the unknowns are one-step approximations to the proposed MAP estimates. Empirical results on various simulation studies and different real applications show that the proposed method significantly outperforms the other Fisher's discriminant methods for functional data.
Low Complexity Regularization of Linear Inverse Problems
Vaiter, Samuel, Peyrรฉ, Gabriel, Fadili, Jalal M.
Inverse problems and regularization theory is a central theme in contemporary signal processing, where the goal is to reconstruct an unknown signal from partial indirect, and possibly noisy, measurements of it. A now standard method for recovering the unknown signal is to solve a convex optimization problem that enforces some prior knowledge about its structure. This has proved efficient in many problems routinely encountered in imaging sciences, statistics and machine learning. This chapter delivers a review of recent advances in the field where the regularization prior promotes solutions conforming to some notion of simplicity/low-complexity. These priors encompass as popular examples sparsity and group sparsity (to capture the compressibility of natural signals and images), total variation and analysis sparsity (to promote piecewise regularity), and low-rank (as natural extension of sparsity to matrix-valued data). Our aim is to provide a unified treatment of all these regularizations under a single umbrella, namely the theory of partial smoothness. This framework is very general and accommodates all low-complexity regularizers just mentioned, as well as many others. Partial smoothness turns out to be the canonical way to encode low-dimensional models that can be linear spaces or more general smooth manifolds. This review is intended to serve as a one stop shop toward the understanding of the theoretical properties of the so-regularized solutions. It covers a large spectrum including: (i) recovery guarantees and stability to noise, both in terms of $\ell^2$-stability and model (manifold) identification; (ii) sensitivity analysis to perturbations of the parameters involved (in particular the observations), with applications to unbiased risk estimation ; (iii) convergence properties of the forward-backward proximal splitting scheme, that is particularly well suited to solve the corresponding large-scale regularized optimization problem.
Quantile universal threshold: model selection at the detection edge for high-dimensional linear regression
Diaz-Rodriguez, Jairo, Sardy, Sylvain
To estimate a sparse linear model from data with Gaussian noise, consilience from lasso and compressed sensing literatures is that thresholding estimators like lasso and the Dantzig selector have the ability in some situations to identify with high probability part of the significant covariates asymptotically, and are numerically tractable thanks to convexity. Yet, the selection of a threshold parameter $\lambda$ remains crucial in practice. To that aim we propose Quantile Universal Thresholding, a selection of $\lambda$ at the detection edge. We show with extensive simulations and real data that an excellent compromise between high true positive rate and low false discovery rate is achieved, leading also to good predictive risk.
Tight convex relaxations for sparse matrix factorization
Richard, Emile, Obozinski, Guillaume, Vert, Jean-Philippe
Based on a new atomic norm, we propose a new convex formulation for sparse matrix factorization problems in which the number of nonzero elements of the factors is assumed fixed and known. The formulation counts sparse PCA with multiple factors, subspace clustering and low-rank sparse bilinear regression as potential applications. We compute slow rates and an upper bound on the statistical dimension of the suggested norm for rank 1 matrices, showing that its statistical dimension is an order of magnitude smaller than the usual $\ell\_1$-norm, trace norm and their combinations. Even though our convex formulation is in theory hard and does not lead to provably polynomial time algorithmic schemes, we propose an active set algorithm leveraging the structure of the convex problem to solve it and show promising numerical results.
End-to-end Continuous Speech Recognition using Attention-based Recurrent NN: First Results
Chorowski, Jan, Bahdanau, Dzmitry, Cho, Kyunghyun, Bengio, Yoshua
We replace the Hidden Markov Model (HMM) which is traditionally used in in continuous speech recognition with a bi-directional recurrent neural network encoder coupled to a recurrent neural network decoder that directly emits a stream of phonemes. The alignment between the input and output sequences is established using an attention mechanism: the decoder emits each symbol based on a context created with a subset of input symbols elected by the attention mechanism. We report initial results demonstrating that this new approach achieves phoneme error rates that are comparable to the state-of-the-art HMM-based decoders, on the TIMIT dataset.
Nested Variational Compression in Deep Gaussian Processes
Hensman, James, Lawrence, Neil D.
Deep Gaussian processes provide a flexible approach to probabilistic modelling of data using either supervised or unsupervised learning. For tractable inference approximations to the marginal likelihood of the model must be made. The original approach to approximate inference in these models used variational compression to allow for approximate variational marginalization of the hidden variables leading to a lower bound on the marginal likelihood of the model [Damianou and Lawrence, 2013]. In this paper we extend this idea with a nested variational compression. The resulting lower bound on the likelihood can be easily parallelized or adapted for stochastic variational inference.
Justifying Answer Sets using Argumentation
Schulz, Claudia, Toni, Francesca
An answer set is a plain set of literals which has no further structure that would explain why certain literals are part of it and why others are not. We show how argumentation theory can help to explain why a literal is or is not contained in a given answer set by defining two justification methods, both of which make use of the correspondence between answer sets of a logic program and stable extensions of the Assumption-Based Argumentation (ABA) framework constructed from the same logic program. Attack Trees justify a literal in argumentation-theoretic terms, i.e. using arguments and attacks between them, whereas ABA-Based Answer Set Justifications express the same justification structure in logic programming terms, that is using literals and their relationships. Interestingly, an ABA-Based Answer Set Justification corresponds to an admissible fragment of the answer set in question, and an Attack Tree corresponds to an admissible fragment of the stable extension corresponding to this answer set.
Game-theoretical control with continuous action sets
Perkins, Steven, Mertikopoulos, Panayotis, Leslie, David S.
Motivated by the recent applications of game-theoretical learning techniques to the design of distributed control systems, we study a class of control problems that can be formulated as potential games with continuous action sets, and we propose an actor-critic reinforcement learning algorithm that provably converges to equilibrium in this class of problems. The method employed is to analyse the learning process under study through a mean-field dynamical system that evolves in an infinite-dimensional function space (the space of probability distributions over the players' continuous controls). To do so, we extend the theory of finite-dimensional two-timescale stochastic approximation to an infinite-dimensional, Banach space setting, and we prove that the continuous dynamics of the process converge to equilibrium in the case of potential games. These results combine to give a provably-convergent learning algorithm in which players do not need to keep track of the controls selected by the other agents.
Projective simulation for classical learning agents: a comprehensive investigation
Mautner, Julian, Makmal, Adi, Manzano, Daniel, Tiersch, Markus, Briegel, Hans J.
We study the model of projective simulation (PS), a novel approach to artificial intelligence based on stochastic processing of episodic memory which was recently introduced [H.J. Briegel and G. De las Cuevas. Sci. Rep. 2, 400, (2012)]. Here we provide a detailed analysis of the model and examine its performance, including its achievable efficiency, its learning times and the way both properties scale with the problems' dimension. In addition, we situate the PS agent in different learning scenarios, and study its learning abilities. A variety of new scenarios are being considered, thereby demonstrating the model's flexibility. Furthermore, to put the PS scheme in context, we compare its performance with those of Q-learning and learning classifier systems, two popular models in the field of reinforcement learning. It is shown that PS is a competitive artificial intelligence model of unique properties and strengths.