We introduce RNADE, a new model for joint density estimation of real-valued vectors. Our model calculates the density of a datapoint as the product of onedimensional conditionals modeled using mixture density networks with shared parameters. RNADE learns a distributed representation of the data, while having a tractable expression for the calculation of densities. A tractable likelihood allows direct comparison with other methods and training by standard gradientbased optimizers. We compare the performance of RNADE on several datasets of heterogeneous and perceptual data, finding it outperforms mixture models in all but one case.

The Bayesian online change point detection (BOCPD) algorithm provides an efficient way to do exact inference when the parameters of an underlying model may suddenly change over time. BOCPD requires computation of the underlying model's posterior predictives, which can only be computed online in O(1) time and memory for exponential family models. We develop variational approximations to the posterior on change point times (formulated as run lengths) for efficient inference when the underlying model is not in the exponential family, and does not have tractable posterior predictive distributions. In doing so, we develop improvements to online variational inference. We apply our methodology to a tracking problem using radar data with a signal-to-noise feature that is Rice distributed. We also develop a variational method for inferring the parameters of the (non-exponential family) Rice distribution.

People can learn a new visual class from just one example, yet machine learning algorithms typically require hundreds or thousands of examples to tackle the same problems. Here we present a Hierarchical Bayesian model based on compositionality and causality that can learn a wide range of natural (although simple) visual concepts, generalizing in human-like ways from just one image. We evaluated performance on a challenging one-shot classification task, where our model achieved a human-level error rate while substantially outperforming two deep learning models. We also tested the model on another conceptual task, generating new examples, by using a "visual Turing test" to show that our model produces human-like performance.

The framework makes streaming updates to the estimated posterior according to a user-specified approximation batch primitive. We demonstrate the usefulness of our framework, with variational Bayes (VB) as the primitive, by fitting the latent Dirichlet allocation model to two large-scale document collections. We demonstrate the advantages of our algorithm over stochastic variational inference (SVI) by comparing the two after a single pass through a known amount of data--a case where SVI may be applied--and in the streaming setting, where SVI does not apply.

Distributions over matrices with exchangeable rows and infinitely many columns are useful in constructing nonparametric latent variable models. However, the distribution implied by such models over the number of features exhibited by each data point may be poorly-suited for many modeling tasks. In this paper, we propose a class of exchangeable nonparametric priors obtained by restricting the domain of existing models. Such models allow us to specify the distribution over the number of features per data point, and can achieve better performance on data sets where the number of features is not well-modeled by the original distribution.

In order to learn effective control policies for dynamical systems, policy search methods must be able to discover successful executions of the desired task. While random exploration can work well in simple domains, complex and highdimensional tasks present a serious challenge, particularly when combined with high-dimensional policies that make parameter-space exploration infeasible. We present a method that uses trajectory optimization as a powerful exploration strategy that guides the policy search. A variational decomposition of a maximum likelihood policy objective allows us to use standard trajectory optimization algorithms such as differential dynamic programming, interleaved with standard supervised learning for the policy itself. We demonstrate that the resulting algorithm can outperform prior methods on two challenging locomotion tasks.

We propose an efficient Bayesian nonparametric model for discovering hierarchical community structure in social networks. Our model is a tree-structured mixture of potentially exponentially many stochastic blockmodels. We describe a family of greedy agglomerative model selection algorithms that take just one pass through the data to learn a fully probabilistic, hierarchical community model.

In this paper we investigate the use of Langevin Monte Carlo methods on the probability simplex and propose a new method, Stochastic gradient Riemannian Langevin dynamics, which is simple to implement and can be applied to large scale data. We apply this method to latent Dirichlet allocation in an online minibatch setting, and demonstrate that it achieves substantial performance improvements over the state of the art online variational Bayesian methods.

State-space models are successfully used in many areas of science, engineering and economics to model time series and dynamical systems. We present a fully Bayesian approach to inference and learning (i.e.

Logistic-normal topic models can effectively discover correlation structures among latent topics. However, their inference remains a challenge because of the non-conjugacy between the logistic-normal prior and multinomial topic mixing proportions. Existing algorithms either make restricting mean-field assumptions or are not scalable to large-scale applications. This paper presents a partially collapsed Gibbs sampling algorithm that approaches the provably correct distribution by exploring the ideas of data augmentation. To improve time efficiency, we further present a parallel implementation that can deal with large-scale applications and learn the correlation structures of thousands of topics from millions of documents. Extensive empirical results demonstrate the promise.