Variational inference is a scalable technique for approximate Bayesian inference. Deriving variational inference algorithms requires tedious model-specific calculations; this makes it difficult for non-experts to use. We propose an automatic variational inference algorithm, automatic differentiation variational inference (ADVI); we implement it in Stan (code available), a probabilistic programming system. In ADVI the user provides a Bayesian model and a dataset, nothing else. We make no conjugacy assumptions and support a broad class of models. The algorithm automatically determines an appropriate variational family and optimizes the variational objective. We compare ADVI to MCMC sampling across hierarchical generalized linear models, nonconjugate matrix factorization, and a mixture model. We train the mixture model on a quarter million images. With ADVI we can use variational inference on any model we write in Stan.

We study the estimation of low rank matrices via nonconvex optimization. Compared with convex relaxation, nonconvex optimization exhibits superior empirical performance for large scale instances of low rank matrix estimation. However, the understanding of its theoretical guarantees are limited. In this paper, we define the notion of projected oracle divergence based on which we establish sufficient conditions for the success of nonconvex optimization. We illustrate the consequences of this general framework for matrix sensing and completion. In particular, we prove that a broad class of nonconvex optimization algorithms, including alternating minimization and gradient-type methods, geometrically converge to the global optimum and exactly recover the true low rank matrices under standard conditions.

Nonlinear embedding algorithms such as stochastic neighbor embedding do dimensionality reduction by optimizing an objective function involving similarities between pairs of input patterns. The result is a low-dimensional projection of each input pattern. A common way to define an out-of-sample mapping is to optimize the objective directly over a parametric mapping of the inputs, such as a neural net. This can be done using the chain rule and a nonlinear optimizer, but is very slow, because the objective involves a quadratic number of terms each dependent on the entire mapping's parameters. Using the method of auxiliary coordinates, we derive a training algorithm that works by alternating steps that train an auxiliary embedding with steps that train the mapping. This has two advantages: 1) The algorithm is universal in that a specific learning algorithm for any choice of embedding and mapping can be constructed by simply reusing existing algorithms for the embedding and for the mapping. A user can then try possible mappings and embeddings with less effort. 2) The algorithm is fast, and it can reuse N-body methods developed for nonlinear embeddings, yielding linear-time iterations.

Super resolving a low-resolution video is usually handled by either single-image super-resolution (SR) or multi-frame SR. Single-Image SR deals with each video frame independently, and ignores intrinsic temporal dependency of video frames which actually plays a very important role in video super-resolution. Multi-Frame SR generally extracts motion information, e.g., optical flow, to model the temporal dependency, which often shows high computational cost. Considering that recurrent neuralnetworks (RNNs) can model long-term contextual information of temporal sequenceswell, we propose a bidirectional recurrent convolutional network for efficient multi-frame SR. Different from vanilla RNNs, 1) the commonly-used recurrent full connections are replaced with weight-sharing convolutional connections and2) conditional convolutional connections from previous input layers to the current hidden layer are added for enhancing visual-temporal dependency modelling. With the powerful temporal dependency modelling, our model can super resolve videos with complex motions and achieve state-of-the-art performance. Dueto the cheap convolution operations, our model has a low computational complexity and runs orders of magnitude faster than other multi-frame methods.

We consider the following detection problem: given a realization of asymmetric matrix $X$ of dimension $n$, distinguish between the hypothesisthat all upper triangular variables are i.i.d. Gaussians variableswith mean 0 and variance $1$ and the hypothesis that there is aplanted principal submatrix $B$ of dimension $L$ for which all upper triangularvariables are i.i.d. Gaussians with mean $1$ and variance $1$, whereasall other upper triangular elements of $X$ not in $B$ are i.i.d.Gaussians variables with mean 0 and variance $1$. We refer to this asthe `Gaussian hidden clique problem'. When $L=( 1 + \epsilon) \sqrt{n}$ ($\epsilon > 0$), it is possible to solve thisdetection problem with probability $1 - o_n(1)$ by computing thespectrum of $X$ and considering the largest eigenvalue of $X$.We prove that when$L < (1-\epsilon)\sqrt{n}$ no algorithm that examines only theeigenvalues of $X$can detect the existence of a hiddenGaussian clique, with error probability vanishing as $n \to \infty$.The result above is an immediate consequence of a more general result on rank-oneperturbations of $k$-dimensional Gaussian tensors.In this context we establish a lower bound on the criticalsignal-to-noise ratio below which a rank-one signal cannot be detected.

Despite the recent achievements in machine learning, we are still very far from achieving real artificial intelligence. In this paper, we discuss the limitations of standard deep learning approaches and show that some of these limitations can be overcome by learning how to grow the complexity of a model in a structured way. Specifically, we study the simplest sequence prediction problems that are beyond the scope of what is learnable with standard recurrent networks, algorithmically generated sequences which can only be learned by models which have the capacity to count and to memorize sequences. We show that some basic algorithms can be learned from sequential data using a recurrent network associated with a trainable memory.

This paper develops a general approach, rooted in statistical learning theory, to learning an approximately revenue-maximizing auction from data. We introduce t-level auctions to interpolate between simple auctions, such as welfare maximization with reserve prices, and optimal auctions, thereby balancing the competing demands of expressivity and simplicity. We prove that such auctions have small representation error, in the sense that for every product distribution F over bidders’ valuations, there exists a t-level auction with small t and expected revenue close to optimal. We show that the set of t-level auctions has modest pseudo-dimension (for polynomial t) and therefore leads to small learning error. One consequence of our results is that, in arbitrary single-parameter settings, one can learn a mechanism with expected revenue arbitrarily close to optimal from a polynomial number of samples.

Humans demonstrate remarkable abilities to predict physical events in dynamic scenes, and to infer the physical properties of objects from static images. We propose a generative model for solving these problems of physical scene understanding from real-world videos and images. At the core of our generative model is a 3D physics engine, operating on an object-based representation of physical properties, including mass, position, 3D shape, and friction. We can infer these latent properties using relatively brief runs of MCMC, which drive simulations in the physics engine to fit key features of visual observations. We further explore directly mapping visual inputs to physical properties, inverting a part of the generative process using deep learning. We name our model Galileo, and evaluate it on a video dataset with simple yet physically rich scenarios. Results show that Galileo is able to infer the physical properties of objects and predict the outcome of a variety of physical events, with an accuracy comparable to human subjects. Our study points towards an account of human vision with generative physical knowledge at its core, and various recognition models as helpers leading to efficient inference.

State-of-the-art object detection networks depend on region proposal algorithms to hypothesize object locations. Advances like SPPnet and Fast R-CNN have reduced the running time of these detection networks, exposing region proposal computation as a bottleneck. In this work, we introduce a Region Proposal Network (RPN) that shares full-image convolutional features with the detection network, thus enabling nearly cost-free region proposals. An RPN is a fully-convolutional network that simultaneously predicts object bounds and objectness scores at each position. RPNs are trained end-to-end to generate high-quality region proposals, which are used by Fast R-CNN for detection. With a simple alternating optimization, RPN and Fast R-CNN can be trained to share convolutional features. For the very deep VGG-16 model, our detection system has a frame rate of 5fps (including all steps) on a GPU, while achieving state-of-the-art object detection accuracy on PASCAL VOC 2007 (73.2% mAP) and 2012 (70.4% mAP) using 300 proposals per image. Code is available at https://github.com/ShaoqingRen/faster_rcnn.

Lunch with a Fellow, and the Volunteer high standard, and of special interest AAAI-16 Registration is now available Program, in addition to the Student to the AAAI community.