Nonparametric Bayesian approaches to clustering, information retrieval, language modeling and object recognition have recently shown great promise as a new paradigm for unsupervised data analysis. Most contributions have focused on the Dirichlet process mixture models or extensions thereof for which efficient Gibbs samplers exist. In this paper we explore Gibbs samplers for infinite complexity mixture models in the stick breaking representation. The advantage of this representation is improved modeling flexibility. For instance, one can design the prior distribution over cluster sizes or couple multiple infinite mixture models (e.g. over time) at the level of their parameters (i.e. the dependent Dirichlet process model). However, Gibbs samplers for infinite mixture models (as recently introduced in the statistics literature) seem to mix poorly over cluster labels. Among others issues, this can have the adverse effect that labels for the same cluster in coupled mixture models are mixed up. We introduce additional moves in these samplers to improve mixing over cluster labels and to bring clusters into correspondence. An application to modeling of storm trajectories is used to illustrate these ideas.

Recently, there has been much interest in finding globally optimal Bayesian network structures. These techniques were developed for generative scores and can not be directly extended to discriminative scores, as desired for classification. In this paper, we propose an exact method for finding network structures maximizing the probabilistic soft margin, a successfully applied discriminative score. Our method is based on branch-and-bound techniques within a linear programming framework and maintains an any-time solution, together with worst-case sub-optimality bounds. We apply a set of order constraints for enforcing the network structure to be acyclic, which allows a compact problem representation and the use of general-purpose optimization techniques. In classification experiments, our methods clearly outperform generatively trained network structures and compete with support vector machines.

We present a new approach to learning the structure and parameters of a Bayesian network based on regularized estimation in an exponential family representation. Here we show that, given a fixed variable order, the optimal structure and parameters can be learned efficiently, even without restricting the size of the parent sets. We then consider the problem of optimizing the variable order for a given set of features. This is still a computationally hard problem, but we present a convex relaxation that yields an optimal 'soft' ordering in polynomial time. One novel aspect of the approach is that we do not perform a discrete search over DAG structures, nor over variable orders, but instead solve a continuous relaxation that can then be rounded to obtain a valid network structure. We conduct an experimental comparison against standard structure search procedures over standard objectives, which cope with local minima, and evaluate the advantages of using convex relaxations that reduce the effects of local minima.

Visual perception is a challenging problem in part due to illumination variations. A possible solution is to first estimate an illumination invariant representation before using it for recognition. The object albedo and surface normals are examples of such representations. In this paper, we introduce a multilayer generative model where the latent variables include the albedo, surface normals, and the light source. Combining Deep Belief Nets with the Lambertian reflectance assumption, our model can learn good priors over the albedo from 2D images. Illumination variations can be explained by changing only the lighting latent variable in our model. By transferring learned knowledge from similar objects, albedo and surface normals estimation from a single image is possible in our model. Experiments demonstrate that our model is able to generalize as well as improve over standard baselines in one-shot face recognition.

Multitask learning algorithms are typically designed assuming some fixed, a priori known latent structure shared by all the tasks. However, it is usually unclear what type of latent task structure is the most appropriate for a given multitask learning problem. Ideally, the "right" latent task structure should be learned in a data-driven manner. We present a flexible, nonparametric Bayesian model that posits a mixture of factor analyzers structure on the tasks. The nonparametric aspect makes the model expressive enough to subsume many existing models of latent task structures (e.g, mean-regularized tasks, clustered tasks, low-rank or linear/non-linear subspace assumption on tasks, etc.). Moreover, it can also learn more general task structures, addressing the shortcomings of such models. We present a variational inference algorithm for our model. Experimental results on synthetic and real-world datasets, on both regression and classification problems, demonstrate the effectiveness of the proposed method.

We show that the multi-class support vector machine (MSVM) proposed by Lee et. al. (2004), can be viewed as a MAP estimation procedure under an appropriate probabilistic interpretation of the classifier. We also show that this interpretation can be extended to a hierarchical Bayesian architecture and to a fully-Bayesian inference procedure for multi-class classification based on data augmentation. We present empirical results that show that the advantages of the Bayesian formalism are obtained without a loss in classification accuracy.

We present a hybrid algorithm for Bayesian topic models that combines the efficiency of sparse Gibbs sampling with the scalability of online stochastic inference. We used our algorithm to analyze a corpus of 1.2 million books (33 billion words) with thousands of topics. Our approach reduces the bias of variational inference and generalizes to many Bayesian hidden-variable models.

We consider two active binary-classification problems with atypical objectives. In the first, active search, our goal is to actively uncover as many members of a given class as possible. In the second, active surveying, our goal is to actively query points to ultimately predict the proportion of a given class. Numerous real-world problems can be framed in these terms, and in either case typical model-based concerns such as generalization error are only of secondary importance. We approach these problems via Bayesian decision theory; after choosing natural utility functions, we derive the optimal policies. We provide three contributions. In addition to introducing the active surveying problem, we extend previous work on active search in two ways. First, we prove a novel theoretical result, that less-myopic approximations to the optimal policy can outperform more-myopic approximations by any arbitrary degree. We then derive bounds that for certain models allow us to reduce (in practice dramatically) the exponential search space required by a naive implementation of the optimal policy, enabling further lookahead while still ensuring that optimal decisions are always made.

Collaborative data consist of ratings relating two distinct sets of objects: users and items. Much of the work with such data focuses on filtering: predicting unknown ratings for pairs of users and items. In this paper we focus on the problem of visualizing the information. Given all of the ratings, our task is to embed all of the users and items as points in the same Euclidean space. We would like to place users near items that they have rated (or would rate) high, and far away from those they would give a low rating. We pose this problem as a real-valued non-linear Bayesian network and employ Markov chain Monte Carlo and expectation maximization to find an embedding. We present a metric by which to judge the quality of a visualization and compare our results to local linear embedding and Eigentaste on three real-world datasets.

Continuous-time Bayesian networks (CTBNs) are graphical representations of multi-component continuous-time Markov processes as directed graphs. The edges in the network represent direct influences among components. The joint rate matrix of the multi-component process is specified by means of conditional rate matrices for each component separately. This paper addresses the situation where some of the components evolve on a time scale that is much shorter compared to the time scale of the other components. In this paper, we prove that in the limit where the separation of scales is infinite, the Markov process converges (in distribution, or weakly) to a reduced, or effective Markov process that only involves the slow components. We also demonstrate that for reasonable separation of scale (an order of magnitude) the reduced process is a good approximation of the marginal process over the slow components. We provide a simple procedure for building a reduced CTBN for this effective process, with conditional rate matrices that can be directly calculated from the original CTBN, and discuss the implications for approximate reasoning in large systems.