Markov Models
Story of Anima Anandkumar, the machine learning guru powering Amazon AI
Anima Anandkumar pioneered the research of finding global optimal in non-convex problems, a big pain point in machine learning. Our protagonist for this week's Techie Tuesdays, Anima is an academician who represents the best of both worlds--industry and academia. She has contributed significantly to major AI and ML projects at Amazon. This is a treat for all machine learning enthusiasts. In my two hours of conversation with Anima Anandkumar, Principal Scientist at Amazon Web Services, I was injected with the most potent dose of technical knowledge. Not that I didn't expect it while talking to an ex-faculty of UC Irvine (soon to be an endowed professor at Caltech), known for her research on non-convex problems (in deep learning). Our Techie Tuesdays protagonist of the week, Anima has worked towards establishing a strong collaboration between academia and industry. She follows an unconventional style of teaching, the one she would have loved as a student.
Multiscale dictionary of rat locomotion
To effectively connect animal behaviors to activities and patterns in the nervous system, it is ideal have a precise, accurate, and complete description of stereotyped modules and their dynamics in behaviors. In case of rodent behaviors, observers have identified and described several stereotyped behaviors, such as grooming and lateral threat. Discovering behavioral repertoires in this way is imprecise, slow and contaminated with biases and individual differences. As a replacement, we propose a framework for unbiased, efficient and precise investigation of rat locomotor activities. We propose that locomotion possesses multiscale dynamics that can be well approximated by multiple Markov processes running in parallel at different spatial-temporal scales. To capture motifs and transition dynamics on multiple scales, we developed a segmentation-decomposition procedure, which imposes explicit constraints on timescales on parallel Hidden Markov Models (HMM). Each HMM describes the motifs and transition dynamics at its respective timescale. We showed that the motifs discovered across timescales have experimental significance and space-dependent heterogeneity. Through statistical tests, we show that locomotor dynamics largely conforms with Markov property across scales. Finally, using layered HMMs, we showed that motif assembly is strongly constrained to a few fixed sequences. The motifs potentially reflect outputs of canonical underlying behavioral output motifs. Our approach and results for the first time capture behavioral dynamics at different spatial-temporal scales, painting a more complete picture of how behaviors are organized.
Python: Step into the World of Machine Learning
Are you looking at improving and extending the capabilities of your machine learning systems? If yes, then this course is for you. 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.
Stochastic Gradient Descent for Relational Logistic Regression via Partial Network Crawls
Yang, Jiasen, Ribeiro, Bruno, Neville, Jennifer
Research in statistical relational learning has produced a number of methods for learning relational models from large-scale network data. While these methods have been successfully applied in various domains, they have been developed under the unrealistic assumption of full data access. In practice, however, the data are often collected by crawling the network, due to proprietary access, limited resources, and privacy concerns. Recently, we showed that the parameter estimates for relational Bayes classifiers computed from network samples collected by existing network crawlers can be quite inaccurate, and developed a crawl-aware estimation method for such models (Yang, Ribeiro, and Neville, 2017). In this work, we extend the methodology to learning relational logistic regression models via stochastic gradient descent from partial network crawls, and show that the proposed method yields accurate parameter estimates and confidence intervals.
Unsupervised Machine Learning Hidden Markov Models in Python
The Hidden 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.
Statistical Latent Space Approach for Mixed Data Modelling and Applications
Nguyen, Tu Dinh, Tran, Truyen, Phung, Dinh, Venkatesh, Svetha
The analysis of mixed data has been raising challenges in statistics and machine learning. One of two most prominent challenges is to develop new statistical techniques and methodologies to effectively handle mixed data by making the data less heterogeneous with minimum loss of information. The other challenge is that such methods must be able to apply in large-scale tasks when dealing with huge amount of mixed data. To tackle these challenges, we introduce parameter sharing and balancing extensions to our recent model, the mixed-variate restricted Boltzmann machine (MV.RBM) which can transform heterogeneous data into homogeneous representation. We also integrate structured sparsity and distance metric learning into RBM-based models. Our proposed methods are applied in various applications including latent patient profile modelling in medical data analysis and representation learning for image retrieval. The experimental results demonstrate the models perform better than baseline methods in medical data and outperform state-of-the-art rivals in image dataset.
Statistical Anomaly Detection via Composite Hypothesis Testing for Markov Models
Zhang, Jing, Paschalidis, Ioannis Ch.
Under Markovian assumptions, we leverage a Central Limit Theorem (CLT) for the empirical measure in the test statistic of the composite hypothesis Hoeffding test so as to establish weak convergence results for the test statistic, and, thereby, derive a new estimator for the threshold needed by the test. We first show the advantages of our estimator over an existing estimator by conducting extensive numerical experiments. We find that our estimator controls better for false alarms while maintaining satisfactory detection probabilities. We then apply the Hoeffding test with our threshold estimator to detecting anomalies in two distinct applications domains: one in communication networks and the other in transportation networks. The former application seeks to enhance cyber security and the latter aims at building smarter transportation systems in cities.
Finding Mutations in DNA and Proteins (Bioinformatics VI) Coursera
About this course: In previous courses in the Specialization, we have discussed how to sequence and compare genomes. This course will cover advanced topics in finding mutations lurking within DNA and proteins. In the first half of the course, we would like to ask how an individual's genome differs from the "reference genome" of the species. Our goal is to take small fragments of DNA from the individual and "map" them to the reference genome. We will see that the combinatorial pattern matching algorithms solving this problem are elegant and extremely efficient, requiring a surprisingly small amount of runtime and memory.
Pseudo-extended Markov chain Monte Carlo
Nemeth, Christopher, Lindsten, Fredrik, Filippone, Maurizio, Hensman, James
Sampling from the posterior distribution using Markov chain Monte Carlo (MCMC) methods can require an exhaustive number of iterations to fully explore the correct posterior. This is often the case when the posterior of interest is multi-modal, as the MCMC sampler can become trapped in a local mode for a large number of iterations. In this paper, we introduce the pseudo-extended MCMC method as an approach for improving the mixing of the MCMC sampler in complex posterior distributions. The pseudo-extended method augments the state-space of the posterior using pseudo-samples as auxiliary variables, where on the extended space, the MCMC sampler is able to easily move between the well-separated modes of the posterior. We apply the pseudo-extended method within an Hamiltonian Monte Carlo sampler and show that by using the No U-turn algorithm (Hoffman and Gelman, 2014), our proposed sampler is completely tuning free. We compare the pseudo-extended method against well-known tempered MCMC algorithms and show the advantages of the new sampler on a number of challenging examples from the statistics literature.
A Review of Methodologies for Natural-Language-Facilitated Human-Robot Cooperation
Natural-language-facilitated human-robot cooperation (NLC) refers to using natural language (NL) to facilitate interactive information sharing and task executions with a common goal constraint between robots and humans. Recently, NLC research has received increasing attention. Typical NLC scenarios include robotic daily assistance, robotic health caregiving, intelligent manufacturing, autonomous navigation, and robot social accompany. However, a thorough review, that can reveal latest methodologies to use NL to facilitate human-robot cooperation, is missing. In this review, a comprehensive summary about methodologies for NLC is presented. NLC research includes three main research focuses: NL instruction understanding, NL-based execution plan generation, and knowledge-world mapping. In-depth analyses on theoretical methods, applications, and model advantages and disadvantages are made. Based on our paper review and perspective, potential research directions of NLC are summarized.