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Stochastic Gradient Hamiltonian Monte Carlo

arXiv.org Machine Learning

Hamiltonian Monte Carlo (HMC) sampling methods provide a mechanism for defining distant proposals with high acceptance probabilities in a Metropolis-Hastings framework, enabling more efficient exploration of the state space than standard random-walk proposals. The popularity of such methods has grown significantly in recent years. However, a limitation of HMC methods is the required gradient computation for simulation of the Hamiltonian dynamical system-such computation is infeasible in problems involving a large sample size or streaming data. Instead, we must rely on a noisy gradient estimate computed from a subset of the data. In this paper, we explore the properties of such a stochastic gradient HMC approach. Surprisingly, the natural implementation of the stochastic approximation can be arbitrarily bad. To address this problem we introduce a variant that uses second-order Langevin dynamics with a friction term that counteracts the effects of the noisy gradient, maintaining the desired target distribution as the invariant distribution. Results on simulated data validate our theory. We also provide an application of our methods to a classification task using neural networks and to online Bayesian matrix factorization.


Nonparametric Estimation of Renyi Divergence and Friends

arXiv.org Machine Learning

We consider nonparametric estimation of $L_2$, Renyi-$\alpha$ and Tsallis-$\alpha$ divergences between continuous distributions. Our approach is to construct estimators for particular integral functionals of two densities and translate them into divergence estimators. For the integral functionals, our estimators are based on corrections of a preliminary plug-in estimator. We show that these estimators achieve the parametric convergence rate of $n^{-1/2}$ when the densities' smoothness, $s$, are both at least $d/4$ where $d$ is the dimension. We also derive minimax lower bounds for this problem which confirm that $s > d/4$ is necessary to achieve the $n^{-1/2}$ rate of convergence. We validate our theoretical guarantees with a number of simulations.


Safe Screening With Variational Inequalities and Its Application to LASSO

arXiv.org Machine Learning

Sparse learning techniques have been routinely used for feature selection as the resulting model usually has a small number of non-zero entries. Safe screening, which eliminates the features that are guaranteed to have zero coefficients for a certain value of the regularization parameter, is a technique for improving the computational efficiency. Safe screening is gaining increasing attention since 1) solving sparse learning formulations usually has a high computational cost especially when the number of features is large and 2) one needs to try several regularization parameters to select a suitable model. In this paper, we propose an approach called "Sasvi" (Safe screening with variational inequalities). Sasvi makes use of the variational inequality that provides the sufficient and necessary optimality condition for the dual problem. Several existing approaches for Lasso screening can be casted as relaxed versions of the proposed Sasvi, thus Sasvi provides a stronger safe screening rule. We further study the monotone properties of Sasvi for Lasso, based on which a sure removal regularization parameter can be identified for each feature. Experimental results on both synthetic and real data sets are reported to demonstrate the effectiveness of the proposed Sasvi for Lasso screening.


A Neuron as a Signal Processing Device

arXiv.org Machine Learning

A neuron is a basic physiological and computational unit of the brain. While much is known about the physiological properties of a neuron, its computational role is poorly understood. Here we propose to view a neuron as a signal processing device that represents the incoming streaming data matrix as a sparse vector of synaptic weights scaled by an outgoing sparse activity vector. Formally, a neuron minimizes a cost function comprising a cumulative squared representation error and regularization terms. We derive an online algorithm that minimizes such cost function by alternating between the minimization with respect to activity and with respect to synaptic weights. The steps of this algorithm reproduce well-known physiological properties of a neuron, such as weighted summation and leaky integration of synaptic inputs, as well as an Oja-like, but parameter-free, synaptic learning rule. Our theoretical framework makes several predictions, some of which can be verified by the existing data, others require further experiments. Such framework should allow modeling the function of neuronal circuits without necessarily measuring all the microscopic biophysical parameters, as well as facilitate the design of neuromorphic electronics.


A Novel Method for Developing Robotics via Artificial Intelligence and Internet of Things

arXiv.org Artificial Intelligence

This paper describe about a new methodology for developing and improving the robotics field via artificial intelligence and internet of things. Now a day, we can say Artificial Intelligence take the world into robotics. Almost all industries use robots for lot of works. They are use co-operative robots to make different kind of works. But there was some problem to make robot for multi tasks. So there was a necessary new methodology to made multi tasking robots. It will be done only by artificial intelligence and internet of things.


Structural Return Maximization for Reinforcement Learning

arXiv.org Machine Learning

Reinforcement Learning (RL) (Sutton & Barto, 1998) is a framework for sequential decision making under uncertainty with the objective of finding a policy that maximizes the sum of rewards, or return, of an agent. A straightforward model-based approach to batch RL, where the algorithm learns a policy from a fixed set of data, is to fit a dynamics model by minimizing a form of prediction error (e.g., minimum squared error) and then compute the optimal policy with respect to the learned model (Bertsekas, 2000). As discussed in Baxter & Bartlett (2001) and Joseph et al. (2013), learning a model for RL by minimizing prediction error can result in a policy that performs arbitrarily poorly for unfavorably chosen model classes. To overcome this limitation, a second approach is to not use a model and directly learn the policy from a policy class that explicitly maximizes an estimate of return (Meuleau et al., 2000). With limited data, approaches that explicitly maximize estimated return are vulnerable to learning policies which perform poorly since the return cannot be confidently estimated.


Learning modular structures from network data and node variables

arXiv.org Machine Learning

A standard technique for understanding underlying dependency structures among a set of variables posits a shared conditional probability distribution for the variables measured on individuals within a group. This approach is often referred to as module networks, where individuals are represented by nodes in a network, groups are termed modules, and the focus is on estimating the network structure among modules. However, estimation solely from node-specific variables can lead to spurious dependencies, and unverifiable structural assumptions are often used for regularization. Here, we propose an extended model that leverages direct observations about the network in addition to node-specific variables. By integrating complementary data types, we avoid the need for structural assumptions. We illustrate theoretical and practical significance of the model and develop a reversible-jump MCMC learning procedure for learning modules and model parameters. We demonstrate the method accuracy in predicting modular structures from synthetic data and capability to learn influence structures in twitter data and regulatory modules in the Mycobacterium tuberculosis gene regulatory network.


Off-policy reinforcement learning for $ H_\infty $ control design

arXiv.org Machine Learning

The $H_\infty$ control design problem is considered for nonlinear systems with unknown internal system model. It is known that the nonlinear $ H_\infty $ control problem can be transformed into solving the so-called Hamilton-Jacobi-Isaacs (HJI) equation, which is a nonlinear partial differential equation that is generally impossible to be solved analytically. Even worse, model-based approaches cannot be used for approximately solving HJI equation, when the accurate system model is unavailable or costly to obtain in practice. To overcome these difficulties, an off-policy reinforcement leaning (RL) method is introduced to learn the solution of HJI equation from real system data instead of mathematical system model, and its convergence is proved. In the off-policy RL method, the system data can be generated with arbitrary policies rather than the evaluating policy, which is extremely important and promising for practical systems. For implementation purpose, a neural network (NN) based actor-critic structure is employed and a least-square NN weight update algorithm is derived based on the method of weighted residuals. Finally, the developed NN-based off-policy RL method is tested on a linear F16 aircraft plant, and further applied to a rotational/translational actuator system.


Efficient Computation of the Well-Founded Semantics over Big Data

arXiv.org Artificial Intelligence

Data originating from the Web, sensor readings and social media result in increasingly huge datasets. The so called Big Data comes with new scientific and technological challenges while creating new opportunities, hence the increasing interest in academia and industry. Traditionally, logic programming has focused on complex knowledge structures/programs, so the question arises whether and how it can work in the face of Big Data. In this paper, we examine how the well-founded semantics can process huge amounts of data through mass parallelization. More specifically, we propose and evaluate a parallel approach using the MapReduce framework. Our experimental results indicate that our approach is scalable and that well-founded semantics can be applied to billions of facts. To the best of our knowledge, this is the first work that addresses large scale nonmonotonic reasoning without the restriction of stratification for predicates of arbitrary arity. To appear in Theory and Practice of Logic Programming (TPLP).


Functional Bandits

arXiv.org Machine Learning

The stochastic multi-armed bandit (MAB) model consists of a slot machine with K arms (or actions), each of which delivers rewards that are independently and randomly drawn from an unknown distribution when pulled. In the optimalarm identification problem, the aim is to find an arm with the highest expected reward value. To do so, we can pull the arms and learn (i.e., estimate) their mean rewards. That is, our goal is to distribute a finite budget of T pulls among the arms, such that at the end of the process, we can identify the optimal arm as accurately as possible. This stochastic optimisation problem models many practical applications, ranging from keyword bidding strategy optimisation in sponsored search[Amin et al., 2012], to identifying the best medicines in medical trials [Robbins, 1952], and efficient transmission channel detection in wireless communication networks [Avner, Mannor, and Shamir, 2012]. Although this MAB optimisation model is a well-studied in the online learning community, the focus is on finding the arm with the highest expected reward value [Maron and Moore, 1993, Mnih, Szepesvári, and Audibert, 2008, Audibert, Bubeck, and Munos, 2010b, Karnin, Koren, and Somekh, 2013].