We state the problem of inverse reinforcement learning in terms of preference elicitation, resulting in a principled (Bayesian) statistical formulation. This generalises previous work on Bayesian inverse reinforcement learning and allows us to obtain a posterior distribution on the agent's preferences, policy and optionally, the obtained reward sequence, from observations. We examine the relation of the resulting approach to other statistical methods for inverse reinforcement learning via analysis and experimental results. We show that preferences can be determined accurately, even if the observed agent's policy is sub-optimal with respect to its own preferences. In that case, significantly improved policies with respect to the agent's preferences are obtained, compared to both other methods and to the performance of the demonstrated policy.

The aim of this chapter is twofold. In the first part (Sections 12.1, 12.2 and 12.3) we will provide a brief overview of the mathematical and statistical foundations of graphical models, along with their fundamental properties, estimation and basic inference procedures. In particular we will develop Markov networks (also known as Markov random fields) and Bayesian networks, which are the subjects of most past and current literature on graphical models. In the second part (Section 12.4) we will review some applications of graphical models in systems biology.

We discuss the problem in which an autonomous vehicle must classify an object based on multiple views. We focus on the active classification setting, where the vehicle controls which views to select to best perform the classification. The problem is formulated as an extension to Bayesian active learning, and we show connections to recent theoretical guarantees in this area. We formally analyze the benefit of acting adaptively as new information becomes available. The analysis leads to a probabilistic algorithm for determining the best views to observe based on information theoretic costs. We validate our approach in two ways, both related to underwater inspection: 3D polyhedra recognition in synthetic depth maps and ship hull inspection with imaging sonar. These tasks encompass both the planning and recognition aspects of the active classification problem. The results demonstrate that actively planning for informative views can reduce the number of necessary views by up to 80% when compared to passive methods.

The purpose of the New York Workshop on Computer, Earth and Space Sciences is to bring together the New York area's finest Astronomers, Statisticians, Computer Scientists, Space and Earth Scientists to explore potential synergies between their respective fields. The 2011 edition (CESS2011) was a great success, and we would like to thank all of the presenters and participants for attending. This year was also special as it included authors from the upcoming book titled "Advances in Machine Learning and Data Mining for Astronomy". Over two days, the latest advanced techniques used to analyze the vast amounts of information now available for the understanding of our universe and our planet were presented. These proceedings attempt to provide a small window into what the current state of research is in this vast interdisciplinary field and we'd like to thank the speakers who spent the time to contribute to this volume.

In this paper we consider sparse and identifiable linear latent variable (factor) and linear Bayesian network models for parsimonious analysis of multivariate data. We propose a computationally efficient method for joint parameter and model inference, and model comparison. It consists of a fully Bayesian hierarchy for sparse models using slab and spike priors (two-component delta-function and continuous mixtures), non-Gaussian latent factors and a stochastic search over the ordering of the variables. The framework, which we call SLIM (Sparse Linear Identifiable Multivariate modeling), is validated and bench-marked on artificial and real biological data sets. SLIM is closest in spirit to LiNGAM (Shimizu et al., 2006), but differs substantially in inference, Bayesian network structure learning and model comparison. Experimentally, SLIM performs equally well or better than LiNGAM with comparable computational complexity. We attribute this mainly to the stochastic search strategy used, and to parsimony (sparsity and identifiability), which is an explicit part of the model. We propose two extensions to the basic i.i.d. linear framework: non-linear dependence on observed variables, called SNIM (Sparse Non-linear Identifiable Multivariate modeling) and allowing for correlations between latent variables, called CSLIM (Correlated SLIM), for the temporal and/or spatial data. The source code and scripts are available from http://cogsys.imm.dtu.dk/slim/.

Bayesian belief networks have grown to prominence because they provide compact representations for many problems for which probabilistic inference is appropriate, and there are algorithms to exploit this compactness. The next step is to allow compact representations of the conditional probabilities of a variable given its parents. In this paper we present such a representation that exploits contextual independence in terms of parent contexts; which variables act as parents may depend on the value of other variables. The internal representation is in terms of contextual factors (confactors) that is simply a pair of a context and a table. The algorithm, contextual variable elimination, is based on the standard variable elimination algorithm that eliminates the non-query variables in turn, but when eliminating a variable, the tables that need to be multiplied can depend on the context. This algorithm reduces to standard variable elimination when there is no contextual independence structure to exploit. We show how this can be much more efficient than variable elimination when there is structure to exploit. We explain why this new method can exploit more structure than previous methods for structured belief network inference and an analogous algorithm that uses trees.

Undirected graphs are often used to describe high dimensional distributions. Under sparsity conditions, the graph can be estimated using $\ell_1$-penalization methods. We propose and study the following method. We combine a multiple regression approach with ideas of thresholding and refitting: first we infer a sparse undirected graphical model structure via thresholding of each among many $\ell_1$-norm penalized regression functions; we then estimate the covariance matrix and its inverse using the maximum likelihood estimator. We show that under suitable conditions, this approach yields consistent estimation in terms of graphical structure and fast convergence rates with respect to the operator and Frobenius norm for the covariance matrix and its inverse. We also derive an explicit bound for the Kullback Leibler divergence.

This paper considers the robust and efficient implementation of Gaussian process regression with a Student-t observation model. The challenge with the Student-t model is the analytically intractable inference which is why several approximative methods have been proposed. The expectation propagation (EP) has been found to be a very accurate method in many empirical studies but the convergence of the EP is known to be problematic with models containing non-log-concave site functions such as the Student-t distribution. In this paper we illustrate the situations where the standard EP fails to converge and review different modifications and alternative algorithms for improving the convergence. We demonstrate that convergence problems may occur during the type-II maximum a posteriori (MAP) estimation of the hyperparameters and show that the standard EP may not converge in the MAP values in some difficult cases. We present a robust implementation which relies primarily on parallel EP updates and utilizes a moment-matching-based double-loop algorithm with adaptively selected step size in difficult cases. The predictive performance of the EP is compared to the Laplace, variational Bayes, and Markov chain Monte Carlo approximations.

Prediction markets show considerable promise for developing flexible mechanisms for machine learning. Here, machine learning markets for multivariate systems are defined, and a utility-based framework is established for their analysis. This differs from the usual approach of defining static betting functions. It is shown that such markets can implement model combination methods used in machine learning, such as product of expert and mixture of expert approaches as equilibrium pricing models, by varying agent utility functions. They can also implement models composed of local potentials, and message passing methods. Prediction markets also allow for more flexible combinations, by combining multiple different utility functions. Conversely, the market mechanisms implement inference in the relevant probabilistic models. This means that market mechanism can be utilized for implementing parallelized model building and inference for probabilistic modelling.

Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise, Sigma = (sigma^2)*I. The maximum likelihood solution for the model is an eigenvalue problem on the sample covariance matrix. In this paper we consider the situation where the data variance is already partially explained by other factors, e.g. covariates of interest, or temporal correlations leaving some residual variance. We decompose the residual variance into its components through a generalized eigenvalue problem, which we call residual component analysis (RCA). We show that canonical covariates analysis (CCA) is a special case of our algorithm and explore a range of new algorithms that arise from the framework. We illustrate the ideas on a gene expression time series data set and the recovery of human pose from silhouette.