Bayesian Learning
The Next AI Milestone: Bridging the Semantic Gap โ Intuition Machine โ Medium
John Launchbury of DARPA has an excellent video that I recommend everyone watch ( viewing just the slides will give one a wrong impression of the content). Statistical Learning -- Where programmers create statistical models for specific problem domains and train them on big data. Contextual Adaptation -- Where systems construct contextual explanatory models for classes of real world phenomena. It's a bit of a simplified presentation because it lumps all of machine learning, Bayesian methods and Deep Learning into a single category. There are many more approaches to AI that don't fit within DARPA's 3 waves.
PAC-Bayes and Domain Adaptation
Germain, Pascal, Habrard, Amaury, Laviolette, Franรงois, Morvant, Emilie
We provide two main contributions in PAC-Bayesian theory for domain adaptation where the objective is to learn, from a source distribution, a well-performing majority vote on a different, but related, target distribution. Firstly, we propose an improvement of the previous approach we proposed in Germain et al. (2013), which relies on a novel distribution pseudodistance based on a disagreement averaging, allowing us to derive a new tighter domain adaptation bound for the target risk. While this bound stands in the spirit of common domain adaptation works, we derive a second bound (recently introduced in Germain et al., 2016) that brings a new perspective on domain adaptation by deriving an upper bound on the target risk where the distributions' divergence--expressed as a ratio-- controls the tradeoff between a source error measure and the target voters' disagreement. We discuss and compare both results, from which we obtain PAC-Bayesian generalization bounds. Furthermore, from the PAC-Bayesian specialization to linear classifiers, we infer two learning algorithms, and we evaluate them on real data.
Cooperative Hierarchical Dirichlet Processes: Superposition vs. Maximization
Xuan, Junyu, Lu, Jie, Zhang, Guangquan, Da Xu, Richard Yi
The cooperative hierarchical structure is a common and significant data structure observed in, or adopted by, many research areas, such as: text mining (author-paper-word) and multi-label classification (label-instance-feature). Renowned Bayesian approaches for cooperative hierarchical structure modeling are mostly based on topic models. However, these approaches suffer from a serious issue in that the number of hidden topics/factors needs to be fixed in advance and an inappropriate number may lead to overfitting or underfitting. One elegant way to resolve this issue is Bayesian nonparametric learning, but existing work in this area still cannot be applied to cooperative hierarchical structure modeling. In this paper, we propose a cooperative hierarchical Dirichlet process (CHDP) to fill this gap. Each node in a cooperative hierarchical structure is assigned a Dirichlet process to model its weights on the infinite hidden factors/topics. Together with measure inheritance from hierarchical Dirichlet process, two kinds of measure cooperation, i.e., superposition and maximization, are defined to capture the many-to-many relationships in the cooperative hierarchical structure. Furthermore, two constructive representations for CHDP, i.e., stick-breaking and international restaurant process, are designed to facilitate the model inference. Experiments on synthetic and real-world data with cooperative hierarchical structures demonstrate the properties and the ability of CHDP for cooperative hierarchical structure modeling and its potential for practical application scenarios.
Efficient Online Learning for Optimizing Value of Information: Theory and Application to Interactive Troubleshooting
Chen, Yuxin, Renders, Jean-Michel, Chehreghani, Morteza Haghir, Krause, Andreas
We consider the optimal value of information (VoI) problem, where the goal is to sequentially select a set of tests with a minimal cost, so that one can efficiently make the best decision based on the observed outcomes. Existing algorithms are either heuristics with no guarantees, or scale poorly (with exponential run time in terms of the number of available tests). Moreover, these methods assume a known distribution over the test outcomes, which is often not the case in practice. We propose an efficient sampling-based online learning framework to address the above issues. First, assuming the distribution over hypotheses is known, we propose a dynamic hypothesis enumeration strategy, which allows efficient information gathering with strong theoretical guarantees. We show that with sufficient amount of samples, one can identify a near-optimal decision with high probability. Second, when the parameters of the hypotheses distribution are unknown, we propose an algorithm which learns the parameters progressively via posterior sampling in an online fashion. We further establish a rigorous bound on the expected regret. We demonstrate the effectiveness of our approach on a real-world interactive troubleshooting application and show that one can efficiently make high-quality decisions with low cost.
On Unifying Deep Generative Models
Hu, Zhiting, Yang, Zichao, Salakhutdinov, Ruslan, Xing, Eric P.
Deep generative models have achieved impressive success in recent years. Generative Adversarial Networks (GANs) and Variational Autoencoders (VAEs), as powerful frameworks for deep generative model learning, have largely been considered as two distinct paradigms and received extensive independent study respectively. This paper establishes formal connections between deep generative modeling approaches through a new formulation of GANs and VAEs. We show that GANs and VAEs are essentially minimizing KL divergences of respective posterior and inference distributions with opposite directions, extending the two learning phases of classic wake-sleep algorithm, respectively. The unified view provides a powerful tool to analyze a diverse set of existing model variants, and enables to exchange ideas across research lines in a principled way. For example, we transfer the importance weighting method in VAE literatures for improved GAN learning, and enhance VAEs with an adversarial mechanism for leveraging generated samples. Quantitative experiments show generality and effectiveness of the imported extensions.
Time for a change: a tutorial for comparing multiple classifiers through Bayesian analysis
Benavoli, Alessio, Corani, Giorgio, Demsar, Janez, Zaffalon, Marco
The machine learning community adopted the use of null hypothesis significance testing (NHST) in order to ensure the statistical validity of results. Many scientific fields however realized the shortcomings of frequentist reasoning and in the most radical cases even banned its use in publications. We should do the same: just as we have embraced the Bayesian paradigm in the development of new machine learning methods, so we should also use it in the analysis of our own results. We argue for abandonment of NHST by exposing its fallacies and, more importantly, offer better - more sound and useful - alternatives for it.
What's New in MATLAB Data Analytics - MATLAB & Simulink
Use neighborhood component analysis (NCA) to choose features for machine learning models. Manipulate and analyze data that is too big to fit in memory. Perform support vector machine (SVM) and Naive Bayes classification, create bags of decision trees, and fit lasso regression on out-of-memory data. Process big data with tall arrays in parallel on your desktop, MATLAB Distributed Computing Server, and Spark clusters. Manipulate, compare, and store text data efficiently .
Learning linear structural equation models in polynomial time and sample complexity
The problem of learning structural equation models (SEMs) from data is a fundamental problem in causal inference. We develop a new algorithm --- which is computationally and statistically efficient and works in the high-dimensional regime --- for learning linear SEMs from purely observational data with arbitrary noise distribution. We consider three aspects of the problem: identifiability, computational efficiency, and statistical efficiency. We show that when data is generated from a linear SEM over $p$ nodes and maximum degree $d$, our algorithm recovers the directed acyclic graph (DAG) structure of the SEM under an identifiability condition that is more general than those considered in the literature, and without faithfulness assumptions. In the population setting, our algorithm recovers the DAG structure in $\mathcal{O}(p(d^2 + \log p))$ operations. In the finite sample setting, if the estimated precision matrix is sparse, our algorithm has a smoothed complexity of $\widetilde{\mathcal{O}}(p^3 + pd^7)$, while if the estimated precision matrix is dense, our algorithm has a smoothed complexity of $\widetilde{\mathcal{O}}(p^5)$. For sub-Gaussian noise, we show that our algorithm has a sample complexity of $\mathcal{O}(\frac{d^8}{\varepsilon^2} \log (\frac{p}{\sqrt{\delta}}))$ to achieve $\varepsilon$ element-wise additive error with respect to the true autoregression matrix with probability at most $1 - \delta$, while for noise with bounded $(4m)$-th moment, with $m$ being a positive integer, our algorithm has a sample complexity of $\mathcal{O}(\frac{d^8}{\varepsilon^2} (\frac{p^2}{\delta})^{1/m})$.
Language Models, Word2Vec, and Efficient Softmax Approximations
The Word2Vec model has become a standard method for representing words as dense vectors. This is typically done as a preprocessing step, after which the learned vectors are fed into a discriminative model (typically an RNN) to generate predictions such as movie review sentiment, do machine translation, or even generate text, character by character. Previously, the bag of words model was commonly used to represent words and sentences as numerical vectors, which could then be fed into a classifier (for example Naive Bayes) to produce output predictions. Given a vocabulary of words and a document of words, a -dimensional vector would be created to represent the vector, where index denotes the number of times the th word in the vocabulary occured in the document. This model represented words as atomic units, assuming that all words were independent of each other.