Materials
Online Matrix Completion and Online Robust PCA
This work studies two interrelated problems - online robust PCA (RPCA) and online low-rank matrix completion (MC). In recent work by Cand\`{e}s et al., RPCA has been defined as a problem of separating a low-rank matrix (true data), $L:=[\ell_1, \ell_2, \dots \ell_{t}, \dots , \ell_{t_{\max}}]$ and a sparse matrix (outliers), $S:=[x_1, x_2, \dots x_{t}, \dots, x_{t_{\max}}]$ from their sum, $M:=L+S$. Our work uses this definition of RPCA. An important application where both these problems occur is in video analytics in trying to separate sparse foregrounds (e.g., moving objects) and slowly changing backgrounds. While there has been a large amount of recent work on both developing and analyzing batch RPCA and batch MC algorithms, the online problem is largely open. In this work, we develop a practical modification of our recently proposed algorithm to solve both the online RPCA and online MC problems. The main contribution of this work is that we obtain correctness results for the proposed algorithms under mild assumptions. The assumptions that we need are: (a) a good estimate of the initial subspace is available (easy to obtain using a short sequence of background-only frames in video surveillance); (b) the $\ell_t$'s obey a `slow subspace change' assumption; (c) the basis vectors for the subspace from which $\ell_t$ is generated are dense (non-sparse); (d) the support of $x_t$ changes by at least a certain amount at least every so often; and (e) algorithm parameters are appropriately set
Statistical Estimation and Clustering of Group-invariant Orientation Parameters
Chen, Yu-Hui, Wei, Dennis, Newstadt, Gregory, DeGraef, Marc, Simmons, Jeffrey, Hero, Alfred
We treat the problem of estimation of orientation parameters whose values are invariant to transformations from a spherical symmetry group. Previous work has shown that any such group-invariant distribution must satisfy a restricted finite mixture representation, which allows the orientation parameter to be estimated using an Expectation Maximization (EM) maximum likelihood (ML) estimation algorithm. In this paper, we introduce two parametric models for this spherical symmetry group estimation problem: 1) the hyperbolic Von Mises Fisher (VMF) mixture distribution and 2) the Watson mixture distribution. We also introduce a new EM-ML algorithm for clustering samples that come from mixtures of group-invariant distributions with different parameters. We apply the models to the problem of mean crystal orientation estimation under the spherically symmetric group associated with the crystal form, e.g., cubic or octahedral or hexahedral. Simulations and experiments establish the advantages of the extended EM-VMF and EM-Watson estimators for data acquired by Electron Backscatter Diffraction (EBSD) microscopy of a polycrystalline Nickel alloy sample.
Scalable Nonparametric Bayesian Inference on Point Processes with Gaussian Processes
Samo, Yves-Laurent Kom, Roberts, Stephen
In this paper we propose the first non-parametric Bayesian model using Gaussian Processes to make inference on Poisson Point Processes without resorting to gridding the domain or to introducing latent thinning points. Unlike competing models that scale cubically and have a squared memory requirement in the number of data points, our model has a linear complexity and memory requirement. We propose an MCMC sampler and show that our model is faster, more accurate and generates less correlated samples than competing models on both synthetic and real-life data. Finally, we show that our model easily handles data sizes not considered thus far by alternate approaches.
Distributed Evaluation of Nonmonotonic Multi-context Systems
Dao-Tran, Minh, Eiter, Thomas, Fink, Michael, Krennwallner, Thomas
Multi-context Systems (MCSs) are a formalism for systems consisting of knowledge bases (possibly heterogeneous and non-monotonic) that are interlinked via bridge rules, where the global system semantics emerges from the local semantics of the knowledge bases (also called contexts) in an equilibrium. While MCSs and related formalisms are inherently targeted for distributed set- tings, no truly distributed algorithms for their evaluation were available. We address this short- coming and present a suite of such algorithms which includes a basic algorithm DMCS, an ad- vanced version DMCSOPT that exploits topology-based optimizations, and a streaming algorithm DMCS-STREAMING that computes equilibria in packages of bounded size. The algorithms be- have quite differently in several respects, as experienced in thorough experimental evaluation of a system prototype. From the experimental results, we derive a guideline for choosing the appropriate algorithm and running mode in particular situations, determined by the parameter settings.
Block-Wise MAP Inference for Determinantal Point Processes with Application to Change-Point Detection
Existing MAP inference algorithms for determinantal point processes (DPPs) need to calculate determinants or conduct eigenvalue decomposition generally at the scale of the full kernel, which presents a great challenge for real-world applications. In this paper, we introduce a class of DPPs, called BwDPPs, that are characterized by an almost block diagonal kernel matrix and thus can allow efficient block-wise MAP inference. Furthermore, BwDPPs are successfully applied to address the difficulty of selecting change-points in the problem of change-point detection (CPD), which results in a new BwDPP-based CPD method, named BwDppCpd. In BwDppCpd, a preliminary set of change-point candidates is first created based on existing well-studied metrics. Then, these change-point candidates are treated as DPP items, and DPP-based subset selection is conducted to give the final estimate of the change-points that favours both quality and diversity. The effectiveness of BwDppCpd is demonstrated through extensive experiments on five real-world datasets.
Heteroscedastic Treed Bayesian Optimisation
Assael, John-Alexander M., Wang, Ziyu, Shahriari, Bobak, de Freitas, Nando
Optimising black-box functions is important in many disciplines, such as tuning machine learning models, robotics, finance and mining exploration. Bayesian optimisation is a state-of-the-art technique for the global optimisation of black-box functions which are expensive to evaluate. At the core of this approach is a Gaussian process prior that captures our belief about the distribution over functions. However, in many cases a single Gaussian process is not flexible enough to capture non-stationarity in the objective function. Consequently, heteroscedasticity negatively affects performance of traditional Bayesian methods. In this paper, we propose a novel prior model with hierarchical parameter learning that tackles the problem of non-stationarity in Bayesian optimisation. Our results demonstrate substantial improvements in a wide range of applications, including automatic machine learning and mining exploration.
Sustainable Building Design: A Challenge at the Intersection of Machine Learning and Design Optimization
Gilan, Siamak Safarzadegan (Georgia Institute of Technology) | Dilkina, Bistra (Georgia Institute of Technology)
Residential and commercial buildings are responsible for about 40% of primary energy consumption in the United States, hence improving their energy efficiency could have important sustainability benefits. The design of a building has tremendous effect on its energy profile, and recently there has been an increased interest in developing optimization methods that support the design of high performance buildings. Previous approaches are either based on simulation optimization or on training an accurate predictive model that is queried during the optimization. We propose a method that more tightly integrates the machine learning and optimization components, by employing active learning during optimization. In particular, we use a Gaussian Process (GP) model for the prediction and active learning and multi-objective genetic algorithm NSGA-II for the optimization. We develop a comprehensive and publicly available benchmark for building design optimization. We evaluate 5 machine learning approaches on our dataset, and show that the GP model is competitive, in addition to being well-suited for the active learning setting. We compare our optimization approach against the 2-stage approach and simulation optimization. Our results show that our approach produces solutions at the Pareto frontier compared to the other two approaches, while using only a fraction of the simulations and time.
334 / EXPERT SYSTEMS AND Al APPLICATIONS
ABSTRACT Prospector is a computer consultant system intended to aid geologists in evaluating the favorability of an exploration site or region for occurrences of ore deposits of particular types. Knowledge about a particular type of ore deposit is encoded in a computational model representing observable geological features and the relative significance thereof. We describe the form of models in Prospector, focussing on inference networks of geological assertions and the Bayesian propagation formalism used to represent the judgmental reasoning process of the economic geologist who serves as model designer. Following the initial design of a model, simple performance evaluation techniques are used to assess the extent to which the performance of the model reflects faithfully the intent of the model designer. These results identify specific portions of the model that might benefit from "fine tuning", and establish priorities for such revisions. This description of the Prospector system and the model design process serves to illustrate the process of transferring human expertise about a subjective domain into a mechanical realization. I. INTRODUCTION In an increasingly complex and specialized world, human expertise about diverse subjects spanning scientific, economic, social, and political issues plays an increasingly important role in the functioning of all kinds of organizations. Although computers have become indispensable tools in many endeavors, we continue to rely heavily on the human expert's ability to identify and synthesize diverse factors, to form judgments, evaluate alternatives, and make decisions -- in sum, to apply his or her years of experience to the problem at hand. This is especially valid with regard to domains that are not easily amenable to precise scientific formulations, i.e., to domains in which experience and subjective judgment plays a major role.
EXPERT SYSTEMS AND Al APPLICATIONS
Another concern has been to exploit (d) detection of metabolic disorders of genetic, developmental, toxic or infectious the AI methodology to understand better some fundamental questions in the origins by identification of organic constituents excreted in abnormal quantities philosophy of science, for example the processes by which explanatory hypotheses in human body fluids.