Industry
PAC-Bayesian Inequalities for Martingales
Seldin, Yevgeny, Laviolette, François, Cesa-Bianchi, Nicolò, Shawe-Taylor, John, Auer, Peter
ARTINGALES are one of the fundamental tools in probability theory and statistics for modeling and studying sequences of random variables. Some of the most well-known and widely used concentration inequalities for individual martingales are Hoeffding-Azuma's and Bernstein's inequalities [1], [2], [3]. We present a comparison inequality that bounds the expectation of a convex function of a martingale difference sequence shifted to the [0, 1] interval by the expectation of the same function of independent Bernoulli variables. We apply this inequality in order to derive a tighter analog of Hoeffding-Azuma's inequality for martingales. More importantly, we present a set of inequalities that make it possible to control weighted averages of multiple simultaneously evolving and interdependent martingales (see Figure 1 for an illustration).
Riffled Independence for Efficient Inference with Partial Rankings
Huang, J., Kapoor, A., Guestrin, C.
Distributions over rankings are used to model data in a multitude of real world settings such as preference analysis and political elections. Modeling such distributions presents several computational challenges, however, due to the factorial size of the set of rankings over an item set. Some of these challenges are quite familiar to the artificial intelligence community, such as how to compactly represent a distribution over a combinatorially large space, and how to efficiently perform probabilistic inference with these representations. With respect to ranking, however, there is the additional challenge of what we refer to as human task complexity -- users are rarely willing to provide a full ranking over a long list of candidates, instead often preferring to provide partial ranking information. Simultaneously addressing all of these challenges -- i.e., designing a compactly representable model which is amenable to efficient inference and can be learned using partial ranking data -- is a difficult task, but is necessary if we would like to scale to problems with nontrivial size. In this paper, we show that the recently proposed riffled independence assumptions cleanly and efficiently address each of the above challenges. In particular, we establish a tight mathematical connection between the concepts of riffled independence and of partial rankings. This correspondence not only allows us to then develop efficient and exact algorithms for performing inference tasks using riffled independence based representations with partial rankings, but somewhat surprisingly, also shows that efficient inference is not possible for riffle independent models (in a certain sense) with observations which do not take the form of partial rankings. Finally, using our inference algorithm, we introduce the first method for learning riffled independence based models from partially ranked data.
High Dimensional Semiparametric Gaussian Copula Graphical Models
Liu, Han, Han, Fang, Yuan, Ming, Lafferty, John, Wasserman, Larry
In this paper, we propose a semiparametric approach, named nonparanormal skeptic, for efficiently and robustly estimating high dimensional undirected graphical models. To achieve modeling flexibility, we consider Gaussian Copula graphical models (or the nonparanormal) as proposed by Liu et al. (2009). To achieve estimation robustness, we exploit nonparametric rank-based correlation coefficient estimators, including Spearman's rho and Kendall's tau. In high dimensional settings, we prove that the nonparanormal skeptic achieves the optimal parametric rate of convergence in both graph and parameter estimation. This celebrating result suggests that the Gaussian copula graphical models can be used as a safe replacement of the popular Gaussian graphical models, even when the data are truly Gaussian. Besides theoretical analysis, we also conduct thorough numerical simulations to compare different estimators for their graph recovery performance under both ideal and noisy settings. The proposed methods are then applied on a large-scale genomic dataset to illustrate their empirical usefulness. The R language software package huge implementing the proposed methods is available on the Comprehensive R Archive Network: http://cran. r-project.org/.
Redundant Sudoku Rules
Demoen, Bart, de la Banda, Maria Garcia
The rules of Sudoku are often specified using twenty seven \texttt{all\_different} constraints, referred to as the {\em big} \mrules. Using graphical proofs and exploratory logic programming, the following main and new result is obtained: many subsets of six of these big \mrules are redundant (i.e., they are entailed by the remaining twenty one \mrules), and six is maximal (i.e., removing more than six \mrules is not possible while maintaining equivalence). The corresponding result for binary inequality constraints, referred to as the {\em small} \mrules, is stated as a conjecture.
Optimal Sampling Points in Reproducing Kernel Hilbert Spaces
The recent developments of basis pursuit and compressed sensing seek to extract information from as few samples as possible. In such applications, since the number of samples is restricted, one should deploy the sampling points wisely. We are motivated to study the optimal distribution of finite sampling points. Formulation under the framework of optimal reconstruction yields a minimization problem. In the discrete case, we estimate the distance between the optimal subspace resulting from a general Karhunen-Loeve transform and the kernel space to obtain another algorithm that is computationally favorable. Numerical experiments are then presented to illustrate the performance of the algorithms for the searching of optimal sampling points.
Message-Passing Algorithms for Channel Estimation and Decoding Using Approximate Inference
Badiu, Mihai-Alin, Kirkelund, Gunvor Elisabeth, Manchón, Carles Navarro, Riegler, Erwin, Fleury, Bernard Henri
We design iterative receiver schemes for a generic wireless communication system by treating channel estimation and information decoding as an inference problem in graphical models. We introduce a recently proposed inference framework that combines belief propagation (BP) and the mean field (MF) approximation and includes these algorithms as special cases. We also show that the expectation propagation and expectation maximization algorithms can be embedded in the BP-MF framework with slight modifications. By applying the considered inference algorithms to our probabilistic model, we derive four different message-passing receiver schemes. Our numerical evaluation demonstrates that the receiver based on the BP-MF framework and its variant based on BP-EM yield the best compromise between performance, computational complexity and numerical stability among all candidate algorithms.
Meta-Learning of Exploration/Exploitation Strategies: The Multi-Armed Bandit Case
Maes, Francis, Ernst, Damien, Wehenkel, Louis
The exploration/exploitation (E/E) dilemma arises naturally in many subfields of Science. Multi-armed bandit problems formalize this dilemma in its canonical form. Most current research in this field focuses on generic solutions that can be applied to a wide range of problems. However, in practice, it is often the case that a form of prior information is available about the specific class of target problems. Prior knowledge is rarely used in current solutions due to the lack of a systematic approach to incorporate it into the E/E strategy. To address a specific class of E/E problems, we propose to proceed in three steps: (i) model prior knowledge in the form of a probability distribution over the target class of E/E problems; (ii) choose a large hypothesis space of candidate E/E strategies; and (iii), solve an optimization problem to find a candidate E/E strategy of maximal average performance over a sample of problems drawn from the prior distribution. We illustrate this meta-learning approach with two different hypothesis spaces: one where E/E strategies are numerically parameterized and another where E/E strategies are represented as small symbolic formulas. We propose appropriate optimization algorithms for both cases. Our experiments, with two-armed Bernoulli bandit problems and various playing budgets, show that the meta-learnt E/E strategies outperform generic strategies of the literature (UCB1, UCB1-Tuned, UCB-v, KL-UCB and epsilon greedy); they also evaluate the robustness of the learnt E/E strategies, by tests carried out on arms whose rewards follow a truncated Gaussian distribution.
Visuo-Spatial Ability, Effort and Affordance Analyses: Towards Building Blocks for Robot's Complex Socio-Cognitive Behaviors
Pandey, Amit Kumar (LAAS-CNRS, Toulouse, France) | Alami, Rachid (LAAS-CNRS, Toulouse, France)
For the long term co-existence of robots with us in complete harmony, they will be expected to show sociocognitive behaviors. In this paper, taking inspiration from child development research and human behavioral psychology we will identify the basic but key capabilities: perceiving abilities, effort and affordances. Further we will present the concepts, which fuse these components to perform multi-effort ability and affordance analysis. We will show instantiations of these capabilities on real robot and will discuss its potential applications for more complex socio-cognitive behavior.
Generating Pictorial Storylines Via Minimum-Weight Connected Dominating Set Approximation in Multi-View Graphs
Wang, Dingding (University of Miami) | Li, Tao (Florida International University) | Ogihara, Mitsunori (University of Miami)
This paper introduces a novel framework for generating pictorial storylines for given topics from text and image data on the Internet. Unlike traditional text summarization and timeline generation systems, the proposed framework combines text and image analysis and delivers a storyline containing textual, pictorial, and structural information to provide a sketch of the topic evolution. A key idea in the framework is the use of an approximate solution for the dominating set problem. Given a collection of topic-related objects consisting of images and their text descriptions, a weighted multi-view graph is first constructed to capture the contextual and temporal relationships among these objects. Then the objects are selected by solving the minimum-weighted connected dominating set problem defined on this graph. Comprehensive experiments on real-world data sets demonstrate the effectiveness of the proposed framework.
A Real-Time Decision Support System for High Cost Oil-Well Drilling Operations
Gundersen, Odd Erik (Verdande Technology) | Sørmo, Frode (Verdande Technology) | Aamodt, Agnar (Norwegian Unversity of Science and Technology) | Skalle, Pål ( Norwegian University of Science and Technology )
In this paper we present DrillEdge — a commercial and award winning software system that monitors oil-well drilling operations in order to reduce non-productive time (NPT). DrillEdge utilizes case-based reasoning with temporal representations on streaming real-time data, pattern matching and agent systems to predict problems and give advice on how to mitigate the problems. The methods utilized, the architecture, the GUI and development cost in addition to two case studies are documented.