South America
Bayesian Estimation of Latently-grouped Parameters in Undirected Graphical Models
In large-scale applications of undirected graphical models, such as social networks and biological networks, similar patterns occur frequently and give rise to similar parameters. In this situation, it is beneficial to group the parameters for more efficient learning. We show that even when the grouping is unknown, we can infer these parameter groups during learning via a Bayesian approach. We impose a Dirichlet process prior on the parameters. Posterior inference usually involves calculating intractable terms, and we propose two approximation algorithms, namely a Metropolis-Hastings algorithm with auxiliary variables and a Gibbs sampling algorithm with "stripped" Beta approximation (Gibbs SBA). Simulations show that both algorithms outperform conventional maximum likelihood estimation (MLE). Gibbs SBA's performance is close to Gibbs sampling with exact likelihood calculation. Models learned with Gibbs SBA also generalize better than the models learned by MLE on real-world Senate voting data.
Streaming Variational Bayes
The framework makes streaming updates to the estimated posterior according to a user-specified approximation batch primitive. We demonstrate the usefulness of our framework, with variational Bayes (VB) as the primitive, by fitting the latent Dirichlet allocation model to two large-scale document collections. We demonstrate the advantages of our algorithm over stochastic variational inference (SVI) by comparing the two after a single pass through a known amount of data--a case where SVI may be applied--and in the streaming setting, where SVI does not apply.
Causal Inference on Time Series using Restricted Structural Equation Models
Causal inference uses observational data to infer the causal structure of the data generating system. We study a class of restricted Structural Equation Models for time series that we call Time Series Models with Independent Noise (TiMINo). These models require independent residual time series, whereas traditional methods like Granger causality exploit the variance of residuals. This work contains two main contributions: (1) Theoretical: By restricting the model class (e.g. to additive noise) we provide general identifiability results. They cover lagged and instantaneous effects that can be nonlinear and unfaithful, and non-instantaneous feedbacks between the time series.
Factorized Asymptotic Bayesian Inference for Latent Feature Models
This paper extends factorized asymptotic Bayesian (FAB) inference for latent feature models (LFMs). FAB inference has not been applicable to models, including LFMs, without a specific condition on the Hessian matrix of a complete loglikelihood, which is required to derive a "factorized information criterion" (FIC). Our asymptotic analysis of the Hessian matrix of LFMs shows that FIC of LFMs has the same form as those of mixture models. FAB/LFMs have several desirable properties (e.g., automatic hidden states selection and parameter identifiability) and empirically perform better than state-of-the-art Indian Buffet processes in terms of model selection, prediction, and computational efficiency.
Manifold-based Similarity Adaptation for Label Propagation
Label propagation is one of the state-of-the-art methods for semi-supervised learning, which estimates labels by propagating label information through a graph. Label propagation assumes that data points (nodes) connected in a graph should have similar labels. Consequently, the label estimation heavily depends on edge weights in a graph which represent similarity of each node pair. We propose a method for a graph to capture the manifold structure of input features using edge weights parameterized by a similarity function. In this approach, edge weights represent both similarity and local reconstruction weight simultaneously, both being reasonable for label propagation. For further justification, we provide analytical considerations including an interpretation as a cross-validation of a propagation model in the feature space, and an error analysis based on a low dimensional manifold model. Experimental results demonstrated the effectiveness of our approach both in synthetic and real datasets.
Stochastic Gradient Riemannian Langevin Dynamics on the Probability Simplex
In this paper we investigate the use of Langevin Monte Carlo methods on the probability simplex and propose a new method, Stochastic gradient Riemannian Langevin dynamics, which is simple to implement and can be applied to large scale data. We apply this method to latent Dirichlet allocation in an online minibatch setting, and demonstrate that it achieves substantial performance improvements over the state of the art online variational Bayesian methods.
Demixing odors -- fast inference in olfaction Jeff Beck Gatsby Computational Neuroscience Unit Duke University UCL
The olfactory system faces a difficult inference problem: it has to determine what odors are present based on the distributed activation of its receptor neurons. Here we derive neural implementations of two approximate inference algorithms that could be used by the brain. One is a variational algorithm (which builds on the work of Beck.
Scalable Inference for Logistic-Normal Topic Models
Logistic-normal topic models can effectively discover correlation structures among latent topics. However, their inference remains a challenge because of the non-conjugacy between the logistic-normal prior and multinomial topic mixing proportions. Existing algorithms either make restricting mean-field assumptions or are not scalable to large-scale applications. This paper presents a partially collapsed Gibbs sampling algorithm that approaches the provably correct distribution by exploring the ideas of data augmentation. To improve time efficiency, we further present a parallel implementation that can deal with large-scale applications and learn the correlation structures of thousands of topics from millions of documents. Extensive empirical results demonstrate the promise.
The E.U. Has Passed the World's First Comprehensive AI Law
AI-generated deepfake pictures, video or audio of existing people, places or events must be labeled as artificially manipulated. There's extra scrutiny for the biggest and most powerful AI models that pose "systemic risks," which include OpenAI's GPT4 -- its most advanced system -- and Google's Gemini. The EU says it's worried that these powerful AI systems could "cause serious accidents or be misused for far-reaching cyberattacks." They also fear generative AI could spread "harmful biases" across many applications, affecting many people. Companies that provide these systems will have to assess and mitigate the risks; report any serious incidents, such as malfunctions that cause someone's death or serious harm to health or property; put cybersecurity measures in place; and disclose how much energy their models use. Brussels first suggested AI regulations in 2019, taking a familiar global role in ratcheting up scrutiny of emerging industries, while other governments scramble to keep up. In the U.S., President Joe Biden signed a sweeping executive order on AI in October that's expected to be backed up by legislation and global agreements. In the meantime, lawmakers in at least seven U.S. states are working on their own AI legislation.
A Filtering Approach to Stochastic Variational Inference
Stochastic variational inference (SVI) uses stochastic optimization to scale up Bayesian computation to massive data. We present an alternative perspective on SVI as approximate parallel coordinate ascent. SVI trades-off bias and variance to step close to the unknown true coordinate optimum given by batch variational Bayes (VB). We define a model to automate this process.