Bayesian Learning
Robust Bayesian Model Selection for Variable Clustering with the Gaussian Graphical Model
Andrade, Daniel, Takeda, Akiko, Fukumizu, Kenji
Variable clustering is important for explanatory analysis. However, only few dedicated methods for variable clustering with the Gaussian graphical model have been proposed. Even more severe, small insignificant partial correlations due to noise can dramatically change the clustering result when evaluating for example with the Bayesian Information Criteria (BIC). In this work, we try to address this issue by proposing a Bayesian model that accounts for negligible small, but not necessarily zero, partial correlations. Based on our model, we propose to evaluate a variable clustering result using the marginal likelihood. To address the intractable calculation of the marginal likelihood, we propose two solutions: one based on a variational approximation, and another based on MCMC. Experiments on simulated data shows that the proposed method is similarly accurate as BIC in the no noise setting, but considerably more accurate when there are noisy partial correlations. Furthermore, on real data the proposed method provides clustering results that are intuitively sensible, which is not always the case when using BIC or its extensions.
Monaural source enhancement maximizing source-to-distortion ratio via automatic differentiation
Nakajima, Hiroaki, Takahashi, Yu, Kondo, Kazunobu, Hisaminato, Yuji
Recently, deep neural network (DNN) has made a breakthrough in monaural source enhancement. Through a training step by using a large amount of data, DNN estimates a mapping between mixed signals and clean signals. At this time, we use an objective function that numerically expresses the quality of a mapping by DNN. In the conventional methods, L1 norm, L2 norm, and Itakura-Saito divergence are often used as objective functions. Recently, an objective function based on short-time objective intelligibility (STOI) has also been proposed. However, these functions only indicate similarity between the clean signal and the estimated signal by DNN. In other words, they do not show the quality of noise reduction or source enhancement. Motivated by the fact, this paper adopts signal-to-distortion ratio (SDR) as the objective function. Since SDR virtually shows signal-to-noise ratio (SNR), maximizing SDR solves the above problem. The experimental results revealed that the proposed method achieved better performance than the conventional methods.
Ranking Recovery from Limited Comparisons using Low-Rank Matrix Completion
Levy, Tal, Vahid, Alireza, Giryes, Raja
This paper proposes a new method for solving the well-known rank aggregation problem from pairwise comparisons using the method of low-rank matrix completion. The partial and noisy data of pairwise comparisons is transformed into a matrix form. We then use tools from matrix completion, which has served as a major component in the low-rank completion solution of the Netflix challenge, to construct the preference of the different objects. In our approach, the data of multiple comparisons is used to create an estimate of the probability of object i to win (or be chosen) over object j, where only a partial set of comparisons between N objects is known. The data is then transformed into a matrix form for which the noiseless solution has a known rank of one. An alternating minimization algorithm, in which the target matrix takes a bilinear form, is then used in combination with maximum likelihood estimation for both factors. The reconstructed matrix is used to obtain the true underlying preference intensity. This work demonstrates the improvement of our proposed algorithm over the current state-of-the-art in both simulated scenarios and real data.
Stochastic Gradient Descent with Exponential Convergence Rates of Expected Classification Errors
Nitanda, Atsushi, Suzuki, Taiji
We consider stochastic gradient descent for binary classification problems in a reproducing kernel Hilbert space. In traditional analysis, it is known that the expected classification error converges more slowly than the expected risk even when assuming a low-noise condition on the conditional label probabilities. Consequently, the resulting rate is sublinear. Therefore, it is important to consider whether much faster convergence of the expected classification error can be achieved. In recent research, an exponential convergence rate for stochastic gradient descent was shown under a strong low-noise condition, but theoretical analysis of this was limited to the square loss function, which is somewhat inadequate for binary classification tasks. In this paper, we show an exponential convergence rate of the expected classification error in the final phase of learning for a wide class of differentiable convex loss functions under similar assumptions.
Efficient sampling for Gaussian linear regression with arbitrary priors
Hahn, P. Richard, He, Jingyu, Lopes, Hedibert
This paper develops a computationally efficient posterior sampling algorithm for Bayesian linear regression models with Gaussian errors. Our new approach is motivated by the fact that existing software implementations for Bayesian linear regression do not readily handle problems with large number of observations (hundreds of thousands) and predictors (thousands). Moreover, existing sampling algorithms for popular shrinkage priors are bespoke Gibbs samplers based on case-specific latent variable representations. By contrast, the new algorithm does not rely on case-specific auxiliary variable representations, which allows for rapid prototyping of novel shrinkage priors outside the conditionally Gaussian framework. Specifically, we propose a slice-within-Gibbs sampler based on the elliptical slice sampler of Murray et al. [2010].
PAC-Bayes Control: Synthesizing Controllers that Provably Generalize to Novel Environments
Majumdar, Anirudha, Goldstein, Maxwell
Our goal is to synthesize controllers for robots that provably generalize well to novel environments given a dataset of example environments. The key technical idea behind our approach is to leverage tools from generalization theory in machine learning by exploiting a precise analogy (which we present in the form of a reduction) between robustness of controllers to novel environments and generalization of hypotheses in supervised learning. In particular, we utilize the Probably Approximately Correct (PAC)-Bayes framework, which allows us to obtain upper bounds (that hold with high probability) on the expected cost of (stochastic) controllers across novel environments. We propose control synthesis algorithms that explicitly seek to minimize this upper bound. The corresponding optimization problem can be solved using convex optimization (Relative Entropy Programming in particular) in the setting where we are optimizing over a finite control policy space. In the more general setting of continuously parameterized controllers, we minimize this upper bound using stochastic gradient descent. We present examples of our approach in the context of obstacle avoidance control with depth measurements. Our simulated examples demonstrate the potential of our approach to provide strong generalization guarantees on controllers for robotic systems with continuous state and action spaces, complicated (e.g., nonlinear) dynamics, and rich sensory inputs (e.g., depth measurements).
Generative Neural Machine Translation
We introduce Generative Neural Machine Translation (GNMT), a latent variable architecture which is designed to model the semantics of the source and target sentences. We modify an encoder-decoder translation model by adding a latent variable as a language agnostic representation which is encouraged to learn the meaning of the sentence. GNMT achieves competitive BLEU scores on pure translation tasks, and is superior when there are missing words in the source sentence. We augment the model to facilitate multilingual translation and semi-supervised learning without adding parameters. This framework significantly reduces overfitting when there is limited paired data available, and is effective for translating between pairs of languages not seen during training.
Scalable Neural Network Compression and Pruning Using Hard Clustering and L1 Regularization
Yang, Yibo, Ruozzi, Nicholas, Gogate, Vibhav
We propose a simple and easy to implement neural network compression algorithm that achieves results competitive with more complicated state-of-the-art methods. The key idea is to modify the original optimization problem by adding K independent Gaussian priors (corresponding to the k-means objective) over the network parameters to achieve parameter quantization, as well as an L1 penalty to achieve pruning. Unlike many existing quantization-based methods, our method uses hard clustering assignments of network parameters, which adds minimal change or overhead to standard network training. We also demonstrate experimentally that tying neural network parameters provides less gain in generalization performance than changing network architecture and connectivity patterns entirely.
Structured Variational Learning of Bayesian Neural Networks with Horseshoe Priors
Ghosh, Soumya, Yao, Jiayu, Doshi-Velez, Finale
Bayesian Neural Networks (BNNs) have recently received increasing attention for their ability to provide well-calibrated posterior uncertainties. However, model selection---even choosing the number of nodes---remains an open question. Recent work has proposed the use of a horseshoe prior over node pre-activations of a Bayesian neural network, which effectively turns off nodes that do not help explain the data. In this work, we propose several modeling and inference advances that consistently improve the compactness of the model learned while maintaining predictive performance, especially in smaller-sample settings including reinforcement learning.
Generating Sentences Using a Dynamic Canvas
Shah, Harshil, Zheng, Bowen, Barber, David
Harshil Shah University College London Bowen Zheng University College London David Barber University College London & Alan Turing Institute Abstract We introduce the A ttentive Unsupervised T ext (W) riter (AUTR), which is a word level generative model for natural language. It uses a recurrent neural network with a dynamic attention and canvas memory mechanism to iteratively construct sentences. By viewing the state of the memory at intermediate stages and where the model is placing its attention, we gain insight into how it constructs sentences. We demonstrate that AUTR learns a meaningful latent representation for each sentence, and achieves competitive log-likelihood lower bounds whilst being computationally efficient. It is effective at generating and reconstructing sentences, as well as imputing missing words. 1 Introduction Latent variable models have recently enjoyed significant success when modelling images (Gregor et al. 2015; Rezende et al. 2016; Gulrajani et al. 2017), as well as sequential data such as handwriting and speech (Bayer and Osendorfer 2015; Chung et al. 2015). They specify a conditional distribution of observed data, given a set of hidden (latent) variables. The stochastic gradient varia-tional Bayes (SGVB) algorithm (Kingma and Welling 2014; Rezende, Mohamed, and Wierstra 2014) has made (approximate) maximum likelihood learning possible on a large scale in models where the true posterior distribution of the latent variables is not tractable.