Markov Models
A novel Empirical Bayes with Reversible Jump Markov Chain in User-Movie Recommendation system
Dey, Arabin Kumar, Jhamb, Himanshu
Dey et al. (2017), bayesian formulation of this problem is discussed. Hyper prameter choice was the major issue in that paper. However this problem was attempted only after suitable choice of feature dimension for user and movie feature vector. Usual method used to select such feature dimension is nothing but one dimensional grid search that select the dimension which minimizes the test error. This approach is boring as it attracts extra computational burden to select the feature dimension.
Adaptive Skip Intervals: Temporal Abstraction for Recurrent Dynamical Models
Neitz, Alexander, Parascandolo, Giambattista, Bauer, Stefan, Schรถlkopf, Bernhard
We introduce a method which enables a recurrent dynamics model to be temporally abstract. Our approach, which we call Adaptive Skip Intervals (ASI), is based on the observation that in many sequential prediction tasks, the exact time at which events occur is irrelevant to the underlying objective. Moreover, in many situations, there exist prediction intervals which result in particularly easy-to-predict transitions. We show that there are prediction tasks for which we gain both computational efficiency and prediction accuracy by allowing the model to make predictions at a sampling rate which it can choose itself.
Trust-Aware Decision Making for Human-Robot Collaboration: Model Learning and Planning
Chen, Min, Nikolaidis, Stefanos, Soh, Harold, Hsu, David, Srinivasa, Siddhartha
Trust in autonomy is essential for effective human-robot collaboration and user adoption of autonomous systems such as robot assistants. This paper introduces a computational model which integrates trust into robot decision-making. Specifically, we learn from data a partially observable Markov decision process (POMDP) with human trust as a latent variable. The trust-POMDP model provides a principled approach for the robot to (i) infer the trust of a human teammate through interaction, (ii) reason about the effect of its own actions on human trust, and (iii) choose actions that maximize team performance over the long term. We validated the model through human subject experiments on a table-clearing task in simulation (201 participants) and with a real robot (20 participants). In our studies, the robot builds human trust by manipulating low-risk objects first. Interestingly, the robot sometimes fails intentionally in order to modulate human trust and achieve the best team performance. These results show that the trust-POMDP calibrates trust to improve human-robot team performance over the long term. Further, they highlight that maximizing trust alone does not always lead to the best performance.
Weight Learning in a Probabilistic Extension of Answer Set Programs
LPMLN is a probabilistic extension of answer set programs with the weight scheme derived from that of Markov Logic. Previous work has shown how inference in LPMLN can be achieved. In this paper, we present the concept of weight learning in LPMLN and learning algorithms for LPMLN derived from those for Markov Logic. We also present a prototype implementation that uses answer set solvers for learning as well as some example domains that illustrate distinct features of LPMLN learning. Learning in LPMLN is in accordance with the stable model semantics, thereby it learns parameters for probabilistic extensions of knowledge-rich domains where answer set programming has shown to be useful but limited to the deterministic case, such as reachability analysis and reasoning about actions in dynamic domains. We also apply the method to learn the parameters for probabilistic abductive reasoning about actions.
Multimodal Language Analysis with Recurrent Multistage Fusion
Liang, Paul Pu, Liu, Ziyin, Zadeh, Amir, Morency, Louis-Philippe
Computational modeling of human multimodal language is an emerging research area in natural language processing spanning the language, visual and acoustic modalities. Comprehending multimodal language requires modeling not only the interactions within each modality (intra-modal interactions) but more importantly the interactions between modalities (cross-modal interactions). In this paper, we propose the Recurrent Multistage Fusion Network (RMFN) which decomposes the fusion problem into multiple stages, each of them focused on a subset of multimodal signals for specialized, effective fusion. Cross-modal interactions are modeled using this multistage fusion approach which builds upon intermediate representations of previous stages. Temporal and intra-modal interactions are modeled by integrating our proposed fusion approach with a system of recurrent neural networks. The RMFN displays state-of-the-art performance in modeling human multimodal language across three public datasets relating to multimodal sentiment analysis, emotion recognition, and speaker traits recognition. We provide visualizations to show that each stage of fusion focuses on a different subset of multimodal signals, learning increasingly discriminative multimodal representations.
Unsupervised Machine Learning Hidden Markov Models in Python
TheHidden Markov Model or HMM is all about learning sequences. A lot of the data that would be very useful for us to model is in sequences. Stock prices are sequences of prices. Language is a sequence of words. Credit scoring involves sequences of borrowing and repaying money, and we can use those sequences to predict whether or not you're going to default.
A Consistent Method for Learning OOMs from Asymptotically Stationary Time Series Data Containing Missing Values
In the traditional framework of spectral learning of stochastic time series models, model parameters are estimated based on trajectories of fully recorded observations. However, real-world time series data often contain missing values, and worse, the distributions of missingness events over time are often not independent of the visible process. Recently, a spectral OOM learning algorithm for time series with missing data was introduced and proved to be consistent, albeit under quite strong conditions. Here we refine the algorithm and prove that the original strong conditions can be very much relaxed. We validate our theoretical findings by numerical experiments, showing that the algorithm can consistently handle missingness patterns whose dynamic interacts with the visible process.
Reinforcement Learning: The Business Use Case, Part 1
The whirl of reinforcement learning started with the advent of AlphaGo by DeepMind, the AI system built to play the game Go. Since then, various companies have invested a great deal of time, energy, and research, and today reinforcement learning is one of the hot topics within Deep Learning. That said, most businesses are struggling to find use cases for reinforcement learning or ways to encompass it within their business logic. So far, it's been studied only in risk-free, observed, environments that are easy to simulate, which means that industries like finance, health, insurance, tech-consultancies are reluctant to risk their own money to explore its applications. What's more, the aspect of "risk factoring" within reinforcement learning puts a high strain on systems.
Python: Step into the World of Machine Learning
Are you looking at improving and extending the capabilities of your machine learning systems? ML is becoming increasingly pervasive in the modern data-driven world. It is used extensively across many fields, such as search engines, robotics, self-driving cars, and more. It is transforming the way businesses operate. Being able to understand the trends and patterns in complex data is critical to success.
Does Hamiltonian Monte Carlo mix faster than a random walk on multimodal densities?
Mangoubi, Oren, Pillai, Natesh S., Smith, Aaron
Hamiltonian Monte Carlo (HMC) is a very popular and generic collection of Markov chain Monte Carlo (MCMC) algorithms. One explanation for the popularity of HMC algorithms is their excellent performance as the dimension $d$ of the target becomes large: under conditions that are satisfied for many common statistical models, optimally-tuned HMC algorithms have a running time that scales like $d^{0.25}$. In stark contrast, the running time of the usual Random-Walk Metropolis (RWM) algorithm, optimally tuned, scales like $d$. This superior scaling of the HMC algorithm with dimension is attributed to the fact that it, unlike RWM, incorporates the gradient information in the proposal distribution. In this paper, we investigate a different scaling question: does HMC beat RWM for highly $\textit{multimodal}$ targets? We find that the answer is often $\textit{no}$. We compute the spectral gaps for both the algorithms for a specific class of multimodal target densities, and show that they are identical. The key reason is that, within one mode, the gradient is effectively ignorant about other modes, thus negating the advantage the HMC algorithm enjoys in unimodal targets. We also give heuristic arguments suggesting that the above observation may hold quite generally. Our main tool for answering this question is a novel simple formula for the conductance of HMC using Liouville's theorem. This result allows us to compute the spectral gap of HMC algorithms, for both the classical HMC with isotropic momentum and the recent Riemannian HMC, for multimodal targets.