In just three years, Variational Autoencoders (VAEs) have emerged as one of the most popular approaches to unsupervised learning of complicated distributions. VAEs are appealing because they are built on top of standard function approximators (neural networks), and can be trained with stochastic gradient descent. VAEs have already shown promise in generating many kinds of complicated data, including handwritten digits, faces, house numbers, CIFAR images, physical models of scenes, segmentation, and predicting the future from static images. This tutorial introduces the intuitions behind VAEs, explains the mathematics behind them, and describes some empirical behavior. No prior knowledge of variational Bayesian methods is assumed.

Exact Bayesian structure discovery in Bayesian networks requires exponential time and space. Using dynamic programming (DP), the fastest known sequential algorithm computes the exact posterior probabilities of structural features in $O(2(d+1)n2^n)$ time and space, if the number of nodes (variables) in the Bayesian network is $n$ and the in-degree (the number of parents) per node is bounded by a constant $d$. Here we present a parallel algorithm capable of computing the exact posterior probabilities for all $n(n-1)$ edges with optimal parallel space efficiency and nearly optimal parallel time efficiency. That is, if $p=2^k$ processors are used, the run-time reduces to $O(5(d+1)n2^{n-k}+k(n-k)^d)$ and the space usage becomes $O(n2^{n-k})$ per processor. Our algorithm is based the observation that the subproblems in the sequential DP algorithm constitute a $n$-$D$ hypercube. We take a delicate way to coordinate the computation of correlated DP procedures such that large amount of data exchange is suppressed. Further, we develop parallel techniques for two variants of the well-known \emph{zeta transform}, which have applications outside the context of Bayesian networks. We demonstrate the capability of our algorithm on datasets with up to 33 variables and its scalability on up to 2048 processors. We apply our algorithm to a biological data set for discovering the yeast pheromone response pathways.

Control of non-episodic, finite-horizon dynamical systems with uncertain dynamics poses a tough and elementary case of the exploration-exploitation trade-off. Bayesian reinforcement learning, reasoning about the effect of actions and future observations, offers a principled solution, but is intractable. We review, then extend an old approximate approach from control theory---where the problem is known as dual control---in the context of modern regression methods, specifically generalized linear regression. Experiments on simulated systems show that this framework offers a useful approximation to the intractable aspects of Bayesian RL, producing structured exploration strategies that differ from standard RL approaches. We provide simple examples for the use of this framework in (approximate) Gaussian process regression and feedforward neural networks for the control of exploration.

In this paper, 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 target distribution. On the one hand, we propose an improvement of the previous approach proposed by Germain et al. (2013), that relies on a novel distribution pseudodistance based on a disagreement averaging, allowing us to derive a new tighter PAC-Bayesian domain adaptation bound for the stochastic Gibbs classifier. We specialize it to linear classifiers, and design a learning algorithm which shows interesting results on a synthetic problem and on a popular sentiment annotation task. On the other hand, we generalize these results to multisource domain adaptation allowing us to take into account different source domains. This study opens the door to tackle domain adaptation tasks by making use of all the PAC-Bayesian tools.

We propose a procedure for supervised classification that is based on potential functions. The potential of a class is defined as a kernel density estimate multiplied by the class's prior probability. The method transforms the data to a potential-potential (pot-pot) plot, where each data point is mapped to a vector of potentials. Separation of the classes, as well as classification of new data points, is performed on this plot. For this, either the $\alpha$-procedure ($\alpha$-P) or $k$-nearest neighbors ($k$-NN) are employed. For data that are generated from continuous distributions, these classifiers prove to be strongly Bayes-consistent. The potentials depend on the kernel and its bandwidth used in the density estimate. We investigate several variants of bandwidth selection, including joint and separate pre-scaling and a bandwidth regression approach. The new method is applied to benchmark data from the literature, including simulated data sets as well as 50 sets of real data. It compares favorably to known classification methods such as LDA, QDA, max kernel density estimates, $k$-NN, and $DD$-plot classification using depth functions.

Neuroscience is undergoing faster changes than ever before. Over 100 years our field qualitatively described and invasively manipulated single or few organisms to gain anatomical, physiological, and pharmacological insights. In the last 10 years neuroscience spawned quantitative big-sample datasets on microanatomy, synaptic connections, optogenetic brain-behavior assays, and high-level cognition. While growing data availability and information granularity have been amply discussed, we direct attention to a routinely neglected question: How will the unprecedented data richness shape data analysis practices? Statistical reasoning is becoming more central to distill neurobiological knowledge from healthy and pathological brain recordings. We believe that large-scale data analysis will use more models that are non-parametric, generative, mixing frequentist and Bayesian aspects, and grounded in different statistical inferences.

In this work, we explore how probabilistic programs can be used to represent policies in sequential decision problems. In this formulation, a probabilistic program is a black-box stochastic simulator for both the problem domain and the agent. We relate classic policy gradient techniques to recently introduced black-box variational methods which generalize to probabilistic program inference. We present case studies in the Canadian traveler problem, Rock Sample, and a benchmark for optimal diagnosis inspired by Guess Who. Each study illustrates how programs can efficiently represent policies using moderate numbers of parameters.

We propose Bayesian extensions of two nonparametric regression methods which are kernel and mutual $k$-nearest neighbor regression methods. Derived based on Gaussian process models for regression, the extensions provide distributions for target value estimates and the framework to select the hyperparameters. It is shown that both the proposed methods asymptotically converge to kernel and mutual $k$-nearest neighbor regression methods, respectively. The simulation results show that the proposed methods can select proper hyperparameters and are better than or comparable to the former methods for an artificial data set and a real world data set.

We consider the task of robust non-linear regression in the presence of both inlier noise and outliers. Assuming that the unknown non-linear function belongs to a Reproducing Kernel Hilbert Space (RKHS), our goal is to estimate the set of the associated unknown parameters. Due to the presence of outliers, common techniques such as the Kernel Ridge Regression (KRR) or the Support Vector Regression (SVR) turn out to be inadequate. Instead, we employ sparse modeling arguments to explicitly model and estimate the outliers, adopting a greedy approach. The proposed robust scheme, i.e., Kernel Greedy Algorithm for Robust Denoising (KGARD), is inspired by the classical Orthogonal Matching Pursuit (OMP) algorithm. Specifically, the proposed method alternates between a KRR task and an OMP-like selection step. Theoretical results concerning the identification of the outliers are provided. Moreover, KGARD is compared against other cutting edge methods, where its performance is evaluated via a set of experiments with various types of noise. Finally, the proposed robust estimation framework is applied to the task of image denoising, and its enhanced performance in the presence of outliers is demonstrated.

The latent Dirichlet allocation (LDA) model is a widely-used latent variable model in machine learning for text analysis. Inference for this model typically involves a single-site collapsed Gibbs sampling step for latent variables associated with observations. The efficiency of the sampling is critical to the success of the model in practical large scale applications. In this article, we introduce a blocking scheme to the collapsed Gibbs sampler for the LDA model which can, with a theoretical guarantee, improve chain mixing efficiency. We develop two procedures, an O(K)-step backward simulation and an O(log K)-step nested simulation, to directly sample the latent variables within each block. We demonstrate that the blocking scheme achieves substantial improvements in chain mixing compared to the state of the art single-site collapsed Gibbs sampler. We also show that when the number of topics is over hundreds, the nested-simulation blocking scheme can achieve a significant reduction in computation time compared to the single-site sampler.