We study inference and learning based on a sparse coding model with `spike-and-slab' prior. As in standard sparse coding, the model used assumes independent latent sources that linearly combine to generate data points. However, instead of using a standard sparse prior such as a Laplace distribution, we study the application of a more flexible `spike-and-slab' distribution which models the absence or presence of a source's contribution independently of its strength if it contributes. We investigate two approaches to optimize the parameters of spike-and-slab sparse coding: a novel truncated EM approach and, for comparison, an approach based on standard factored variational distributions. The truncated approach can be regarded as a variational approach with truncated posteriors as variational distributions. In applications to source separation we find that both approaches improve the state-of-the-art in a number of standard benchmarks, which argues for the use of `spike-and-slab' priors for the corresponding data domains. Furthermore, we find that the truncated EM approach improves on the standard factored approach in source separation tasks$-$which hints to biases introduced by assuming posterior independence in the factored variational approach. Likewise, on a standard benchmark for image denoising, we find that the truncated EM approach improves on the factored variational approach. While the performance of the factored approach saturates with increasing numbers of hidden dimensions, the performance of the truncated approach improves the state-of-the-art for higher noise levels.

Recently, there has been a burst in the number of research projects on human computation via crowdsourcing. Multiple choice (or labeling) questions could be referred to as a common type of problem which is solved by this approach. As an application, crowd labeling is applied to find true labels for large machine learning datasets. Since crowds are not necessarily experts, the labels they provide are rather noisy and erroneous. This challenge is usually resolved by collecting multiple labels for each sample, and then aggregating them to estimate the true label. Although the mechanism leads to high-quality labels, it is not actually cost-effective. As a result, efforts are currently made to maximize the accuracy in estimating true labels, while fixing the number of acquired labels. This paper surveys methods to aggregate redundant crowd labels in order to estimate unknown true labels. It presents a unified statistical latent model where the differences among popular methods in the field correspond to different choices for the parameters of the model. Afterwards, algorithms to make inference on these models will be surveyed. Moreover, adaptive methods which iteratively collect labels based on the previously collected labels and estimated models will be discussed. In addition, this paper compares the distinguished methods, and provides guidelines for future work required to address the current open issues.

Many applications in translational medicine require the understanding of how diseases progress through the accumulation of persistent events. Specialized Bayesian networks called monotonic progression networks offer a statistical framework for modeling this sort of phenomenon. Current machine learning tools to reconstruct Bayesian networks from data are powerful but not suited to progression models. We combine the technological advances in machine learning with a rigorous philosophical theory of causation to produce Polaris, a scalable algorithm for learning progression networks that accounts for causal or biological noise as well as logical relations among genetic events, making the resulting models easy to interpret qualitatively. We tested Polaris on synthetically generated data and showed that it outperforms a widely used machine learning algorithm and approaches the performance of the competing special-purpose, albeit clairvoyant algorithm that is given a priori information about the model parameters. We also prove that under certain rather mild conditions, Polaris is guaranteed to converge for sufficiently large sample sizes. Finally, we applied Polaris to point mutation and copy number variation data in Prostate cancer from The Cancer Genome Atlas (TCGA) and found that there are likely three distinct progressions, one major androgen driven progression, one major non-androgen driven progression, and one novel minor androgen driven progression.

A novel extrapolation method is proposed for longitudinal forecasting. A hierarchical Gaussian process model is used to combine nonlinear population change and individual memory of the past to make prediction. The prediction error is minimized through the hierarchical design. The method is further extended to joint modeling of continuous measurements and survival events. The baseline hazard, covariate and joint effects are conveniently modeled in this hierarchical structure. The estimation and inference are implemented in fully Bayesian framework using the objective and shrinkage priors. In simulation studies, this model shows robustness in latent estimation, correlation detection and high accuracy in forecasting. The model is illustrated with medical monitoring data from cystic fibrosis (CF) patients. Estimation and forecasts are obtained in the measurement of lung function and records of acute respiratory events. Keyword: Extrapolation, Joint Model, Longitudinal Model, Hierarchical Gaussian Process, Cystic Fibrosis, Medical Monitoring

We consider the problem of maximizing a real-valued continuous function $f$ using a Bayesian approach. Since the early work of Jonas Mockus and Antanas \v{Z}ilinskas in the 70's, the problem of optimization is usually formulated by considering the loss function $\max f - M_n$ (where $M_n$ denotes the best function value observed after $n$ evaluations of $f$). This loss function puts emphasis on the value of the maximum, at the expense of the location of the maximizer. In the special case of a one-step Bayes-optimal strategy, it leads to the classical Expected Improvement (EI) sampling criterion. This is a special case of a Stepwise Uncertainty Reduction (SUR) strategy, where the risk associated to a certain uncertainty measure (here, the expected loss) on the quantity of interest is minimized at each step of the algorithm. In this article, assuming that $f$ is defined over a measure space $(\mathbb{X}, \lambda)$, we propose to consider instead the integral loss function $\int_{\mathbb{X}} (f - M_n)_{+}\, d\lambda$, and we show that this leads, in the case of a Gaussian process prior, to a new numerically tractable sampling criterion that we call $\rm EI^2$ (for Expected Integrated Expected Improvement). A numerical experiment illustrates that a SUR strategy based on this new sampling criterion reduces the error on both the value and the location of the maximizer faster than the EI-based strategy.

What do auto-encoders learn about the underlying data generating distribution? Recent work suggests that some auto-encoder variants do a good job of capturing the local manifold structure of data. This paper clarifies some of these previous observations by showing that minimizing a particular form of regularized reconstruction error yields a reconstruction function that locally characterizes the shape of the data generating density. We show that the auto-encoder captures the score (derivative of the log-density with respect to the input). It contradicts previous interpretations of reconstruction error as an energy function. Unlike previous results, the theorems provided here are completely generic and do not depend on the parametrization of the auto-encoder: they show what the auto-encoder would tend to if given enough capacity and examples. These results are for a contractive training criterion we show to be similar to the denoising auto-encoder training criterion with small corruption noise, but with contraction applied on the whole reconstruction function rather than just encoder. Similarly to score matching, one can consider the proposed training criterion as a convenient alternative to maximum likelihood because it does not involve a partition function. Finally, we show how an approximate Metropolis-Hastings MCMC can be setup to recover samples from the estimated distribution, and this is confirmed in sampling experiments.

In the big data era, scalability has become a crucial requirement for any useful computational model. Probabilistic graphical models are very useful for mining and discovering data insights, but they are not scalable enough to be suitable for big data problems. Bayesian Networks particularly demonstrate this limitation when their data is represented using few random variables while each random variable has a massive set of values. With hierarchical data - data that is arranged in a treelike structure with several levels - one would expect to see hundreds of thousands or millions of values distributed over even just a small number of levels. When modeling this kind of hierarchical data across large data sets, Bayesian networks become infeasible for representing the probability distributions for the following reasons: i) Each level represents a single random variable with hundreds of thousands of values, ii) The number of levels is usually small, so there are also few random variables, and iii) The structure of the network is predefined since the dependency is modeled top-down from each parent to each of its child nodes, so the network would contain a single linear path for the random variables from each parent to each child node. In this paper we present a scalable probabilistic graphical model to overcome these limitations for massive hierarchical data. We believe the proposed model will lead to an easily-scalable, more readable, and expressive implementation for problems that require probabilistic-based solutions for massive amounts of hierarchical data. We successfully applied this model to solve two different challenging probabilistic-based problems on massive hierarchical data sets for different domains, namely, bioinformatics and latent semantic discovery over search logs.

This paper presents a Bayesian image segmentation model based on Potts prior and loopy belief propagation. The proposed Bayesian model involves several terms, including the pairwise interactions of Potts models, and the average vectors and covariant matrices of Gauss distributions in color image modeling. These terms are often referred to as hyperparameters in statistical machine learning theory. In order to determine these hyperparameters, we propose a new scheme for hyperparameter estimation based on conditional maximization of entropy in the Potts prior. The algorithm is given based on loopy belief propagation. In addition, we compare our conditional maximum entropy framework with the conventional maximum likelihood framework, and also clarify how the first order phase transitions in LBP's for Potts models influence our hyperparameter estimation procedures.

Where Pa, are the parent variables of the vertex i and dY is the data restricted to the coordinates in Y Q X. A Bayesian approach to structure discovery in Bayesian networks.

In this paper, we investigate the statistical convergence rate of a Bayesian low-rank tensor estimator. Our problem setting is the regression problem where a tensor structure underlying the data is estimated. This problem setting occurs in many practical applications, such as collaborative filtering, multi-task learning, and spatio-temporal data analysis. The convergence rate is analyzed in terms of both in-sample and out-of-sample predictive accuracies. It is shown that a near optimal rate is achieved without any strong convexity of the observation. Moreover, we show that the method has adaptivity to the unknown rank of the true tensor, that is, the near optimal rate depending on the true rank is achieved even if it is not known a priori.