Imaging techniques such as optical imaging of intrinsic signals, 2-photon calcium imaging and voltage sensitive dye imaging can be used to measure the functional organization of visual cortex across different spatial scales. Here, we present Bayesian methods based on Gaussian processes for extracting topographic maps from functional imaging data. In particular, we focus on the estimation of orientation preference maps (OPMs) from intrinsic signal imaging data. We model the underlying map as a bivariate Gaussian process, with a prior covariance function that reflects known properties of OPMs, and a noise covariance adjusted to the data. The posterior mean can be interpreted as an optimally smoothed estimate of the map, and can be used for model based interpolations of the map from sparse measurements. By sampling from the posterior distribution, we can get error bars on statistical properties such as preferred orientations, pinwheel locations or -counts. Finally, the use of an explicit probabilistic model facilitates interpretation of parameters and provides the basis for decoding studies. We demonstrate our model both on simulated data and on intrinsic signaling data from ferret visual cortex.

Solving multi-agent reinforcement learning problems has proven difficult because of the lack of tractable algorithms. We provide the first approximation algorithm which solves stochastic games to within $\epsilon$ relative error of the optimal game-theoretic solution, in time polynomial in $1/\epsilon$. Our algorithm extends Murrays and Gordon’s (2007) modified Bellman equation which determines the \emph{set} of all possible achievable utilities; this provides us a truly general framework for multi-agent learning. Further, we empirically validate our algorithm and find the computational cost to be orders of magnitude less than what the theory predicts.

We present a probabilistic factor analysis model which can be used for studying spatiotemporal datasets. The spatial and temporal structure is modeled by using Gaussian process priors both for the loading matrix and the factors. The posterior distributions are approximated using the variational Bayesian framework. High computational cost of Gaussian process modeling is reduced by using sparse approximations. Themodel is used to compute the reconstructions of the global sea surface temperatures from a historical dataset. The results suggest that the proposed model can outperform the state-of-the-art reconstruction systems.

We develop a Bayesian sequential model for category learning. The sequential model updates two category parameters, the mean and the variance, over time. We define conjugate temporal priors to enable closed form solutions to be obtained. This model can be easily extended to supervised and unsupervised learning involving multiple categories. To model the spacing effect, we introduce a generic prior in the temporal updating stage to capture a learning preference, namely, less change for repetition and more change for variation. Finally, we show how this approach can be generalized to efficiently performmodel selection to decide whether observations are from one or multiple categories.

One crucial assumption made by both principal component analysis (PCA) and probabilistic PCA (PPCA) is that the instances are independent and identically distributed (i.i.d.). However, this common i.i.d. assumption is unreasonable for relational data. In this paper, by explicitly modeling covariance between instances as derived from the relational information, we propose a novel probabilistic dimensionality reduction method, called probabilistic relational PCA (PRPCA), for relational data analysis. Although the i.i.d. assumption is no longer adopted in PRPCA, the learning algorithms for PRPCA can still be devised easily like those for PPCA which makes explicit use of the i.i.d. assumption. Experiments on real-world data sets show that PRPCA can effectively utilize the relational information to dramatically outperform PCA and achieve state-of-the-art performance.

Graph matching and MAP inference are essential problems in computer vision and machine learning. We introduce a novel algorithm that can accommodate both problems and solve them efficiently. Recent graph matching algorithms are based on a general quadratic programming formulation, that takes in consideration both unary and second-order terms reflecting the similarities in local appearance as well as in the pairwise geometric relationships between the matched features. In this case the problem is NP-hard and a lot of effort has been spent in finding efficiently approximate solutions by relaxing the constraints of the original problem. Most algorithms find optimal continuous solutions of the modified problem, ignoring during the optimization the original discrete constraints. The continuous solution is quickly binarized at the end, but very little attention is put into this final discretization step. In this paper we argue that the stage in which a discrete solution is found is crucial for good performance. We propose an efficient algorithm, with climbing and convergence properties, that optimizes in the discrete domain the quadratic score, and it gives excellent results either by itself or by starting from the solution returned by any graph matching algorithm. In practice it outperforms state-or-the art algorithms and it also significantly improves their performance if used in combination. When applied to MAP inference, the algorithm is a parallel extension of Iterated Conditional Modes (ICM) with climbing and convergence properties that make it a compelling alternative to the sequential ICM. In our experiments on MAP inference our algorithm proved its effectiveness by outperforming ICM and Max-Product Belief Propagation.

The control of neuroprosthetic devices from the activity of motor cortex neurons benefits from learning effects where the function of these neurons is adapted to the control task. It was recently shown that tuning properties of neurons in monkey motor cortex are adapted selectively in order to compensate for an erroneous interpretation of their activity. In particular, it was shown that the tuning curves of those neurons whose preferred directions had been misinterpreted changed more than those of other neurons. In this article, we show that the experimentally observed self-tuning properties of the system can be explained on the basis of a simple learning rule. This learning rule utilizes neuronal noise for exploration and performs Hebbian weight updates that are modulated by a global reward signal. In contrast to most previously proposed reward-modulated Hebbian learning rules, this rule does not require extraneous knowledge about what is noise and what is signal. The learning rule is able to optimize the performance of the model system within biologically realistic periods of time and under high noise levels. When the neuronal noise is fitted to experimental data, the model produces learning effects similar to those found in monkey experiments.

We present a general inference framework for inter-domain Gaussian Processes (GPs), focusing on its usefulness to build sparse GP models. The state-of-the-art sparse GP model introduced by Snelson and Ghahramani in [1] relies on finding a small, representative pseudo data set of m elements (from the same domain as the n available data elements) which is able to explain existing data well, and then uses it to perform inference. This reduces inference and model selection computation time from O(n^3) to O(m^2n), where m << n. Inter-domain GPs can be used to find a (possibly more compact) representative set of features lying in a different domain, at the same computational cost. Being able to specify a different domain for the representative features allows to incorporate prior knowledge about relevant characteristics of data and detaches the functional form of the covariance and basis functions. We will show how previously existing models fit into this framework and will use it to develop two new sparse GP models. Tests on large, representative regression data sets suggest that significant improvement can be achieved, while retaining computational efficiency.

Sequential decision-making with multiple agents and imperfect information is commonly modeled as an extensive game. One efficient method for computing Nash equilibria in large, zero-sum, imperfect information games is counterfactual regret minimization (CFR). In the domain of poker, CFR has proven effective, particularly when using a domain-specific augmentation involving chance outcome sampling. In this paper, we describe a general family of domain independent CFR sample-based algorithms called Monte Carlo counterfactual regret minimization (MCCFR) of which the original and poker-specific versions are special cases. We start by showing that MCCFR performs the same regret updates as CFR on expectation. Then, we introduce two sampling schemes: {\it outcome sampling} and {\it external sampling}, showing that both have bounded overall regret with high probability. Thus, they can compute an approximate equilibrium using self-play. Finally, we prove a new tighter bound on the regret for the original CFR algorithm and relate this new bound to MCCFRs bounds. We show empirically that, although the sample-based algorithms require more iterations, their lower cost per iteration can lead to dramatically faster convergence in various games.

It was recently shown that certain nonparametric regressors can escape the curse of dimensionality in the sense that their convergence rates adapt to the intrinsic dimension of data (\cite{BL:65, SK:77}). We prove some stronger results in more general settings. In particular, we consider a regressor which, by combining aspects of both tree-based regression and kernel regression, operates on a general metric space, yields a smooth function, and evaluates in time $O(\log n)$. We derive a tight convergence rate of the form $n^{-2/(2+d)}$ where $d$ is the Assouad dimension of the input space.