Markov Models
Context tree selection and linguistic rhythm retrieval from written texts
Galves, Antonio, Galves, Charlotte, García, Jesús E., Garcia, Nancy L., Leonardi, Florencia
The starting point of this article is the question "How to retrieve fingerprints of rhythm in written texts?" We address this problem in the case of Brazilian and European Portuguese. These two dialects of Modern Portuguese share the same lexicon and most of the sentences they produce are superficially identical. Yet they are conjectured, on linguistic grounds, to implement different rhythms. We show that this linguistic question can be formulated as a problem of model selection in the class of variable length Markov chains. To carry on this approach, we compare texts from European and Brazilian Portuguese. These texts are previously encoded according to some basic rhythmic features of the sentences which can be automatically retrieved. This is an entirely new approach from the linguistic point of view. Our statistical contribution is the introduction of the smallest maximizer criterion which is a constant free procedure for model selection. As a by-product, this provides a solution for the problem of optimal choice of the penalty constant when using the BIC to select a variable length Markov chain. Besides proving the consistency of the smallest maximizer criterion when the sample size diverges, we also make a simulation study comparing our approach with both the standard BIC selection and the Peres-Shields order estimation. Applied to the linguistic sample constituted for our case study, the smallest maximizer criterion assigns different context-tree models to the two dialects of Portuguese. The features of the selected models are compatible with current conjectures discussed in the linguistic literature.
Learning Feature Hierarchies with Centered Deep Boltzmann Machines
Montavon, Grégoire, Müller, Klaus-Robert
Deep Boltzmann machines are in principle powerful models for extracting the hierarchical structure of data. Unfortunately, attempts to train layers jointly (without greedy layer-wise pretraining) have been largely unsuccessful. We propose a modification of the learning algorithm that initially recenters the output of the activation functions to zero. This modification leads to a better conditioned Hessian and thus makes learning easier. We test the algorithm on real data and demonstrate that our suggestion, the centered deep Boltzmann machine, learns a hierarchy of increasingly abstract representations and a better generative model of data.
Timeline: A Dynamic Hierarchical Dirichlet Process Model for Recovering Birth/Death and Evolution of Topics in Text Stream
Topic models have proven to be a useful tool for discovering latent structures in document collections. However, most document collections often come as temporal streams and thus several aspects of the latent structure such as the number of topics, the topics' distribution and popularity are time-evolving. Several models exist that model the evolution of some but not all of the above aspects. In this paper we introduce infinite dynamic topic models, iDTM, that can accommodate the evolution of all the aforementioned aspects. Our model assumes that documents are organized into epochs, where the documents within each epoch are exchangeable but the order between the documents is maintained across epochs. iDTM allows for unbounded number of topics: topics can die or be born at any epoch, and the representation of each topic can evolve according to a Markovian dynamics. We use iDTM to analyze the birth and evolution of topics in the NIPS community and evaluated the efficacy of our model on both simulated and real datasets with favorable outcome.
The Hierarchical Dirichlet Process Hidden Semi-Markov Model
Johnson, Matthew J., Willsky, Alan
There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the traditional HMM. However, in many settings the HDP-HMM's strict Markovian constraints are undesirable, particularly if we wish to learn or encode non-geometric state durations. We can extend the HDP-HMM to capture such structure by drawing upon explicit-duration semi-Markovianity, which has been developed in the parametric setting to allow construction of highly interpretable models that admit natural prior information on state durations. In this paper we introduce the explicitduration HDP-HSMM and develop posterior sampling algorithms for efficient inference in both the direct-assignment and weak-limit approximation settings. We demonstrate the utility of the model and our inference methods on synthetic data as well as experiments on a speaker diarization problem and an example of learning the patterns in Morse code.
Scaling Inference for Markov Logic with a Task-Decomposition Approach
Niu, Feng, Zhang, Ce, Ré, Christopher, Shavlik, Jude
Motivated by applications in large-scale knowledge base construction, we study the problem of scaling up a sophisticated statistical inference framework called Markov Logic Networks (MLNs). Our approach, Felix, uses the idea of Lagrangian relaxation from mathematical programming to decompose a program into smaller tasks while preserving the joint-inference property of the original MLN. The advantage is that we can use highly scalable specialized algorithms for common tasks such as classification and coreference. We propose an architecture to support Lagrangian relaxation in an RDBMS which we show enables scalable joint inference for MLNs. We empirically validate that Felix is significantly more scalable and efficient than prior approaches to MLN inference by constructing a knowledge base from 1.8M documents as part of the TAC challenge. We show that Felix scales and achieves state-of-the-art quality numbers. In contrast, prior approaches do not scale even to a subset of the corpus that is three orders of magnitude smaller.
Inference in Hidden Markov Models with Explicit State Duration Distributions
Dewar, Michael, Wiggins, Chris, Wood, Frank
In this letter we borrow from the inference techniques developed for unbounded state-cardinality (nonparametric) variants of the HMM and use them to develop a tuning-parameter free, black-box inference procedure for Explicit-state-duration hidden Markov models (EDHMM). EDHMMs are HMMs that have latent states consisting of both discrete state-indicator and discrete state-duration random variables. In contrast to the implicit geometric state duration distribution possessed by the standard HMM, EDHMMs allow the direct parameterisation and estimation of per-state duration distributions. As most duration distributions are defined over the positive integers, truncation or other approximations are usually required to perform EDHMM inference.
One Decade of Universal Artificial Intelligence
The first decade of this century has seen the nascency of the first mathematical theory of general artificial intelligence. This theory of Universal Artificial Intelligence (UAI) has made significant contributions to many theoretical, philosophical, and practical AI questions. In a series of papers culminating in book (Hutter, 2005), an exciting sound and complete mathematical model for a super intelligent agent (AIXI) has been developed and rigorously analyzed. While nowadays most AI researchers avoid discussing intelligence, the award-winning PhD thesis (Legg, 2008) provided the philosophical embedding and investigated the UAI-based universal measure of rational intelligence, which is formal, objective and non-anthropocentric. Recently, effective approximations of AIXI have been derived and experimentally investigated in JAIR paper (Veness et al. 2011). This practical breakthrough has resulted in some impressive applications, finally muting earlier critique that UAI is only a theory. For the first time, without providing any domain knowledge, the same agent is able to self-adapt to a diverse range of interactive environments. For instance, AIXI is able to learn from scratch to play TicTacToe, Pacman, Kuhn Poker, and other games by trial and error, without even providing the rules of the games. These achievements give new hope that the grand goal of Artificial General Intelligence is not elusive. This article provides an informal overview of UAI in context. It attempts to gently introduce a very theoretical, formal, and mathematical subject, and discusses philosophical and technical ingredients, traits of intelligence, some social questions, and the past and future of UAI.
Fast MCMC sampling for Markov jump processes and continuous time Bayesian networks
Markov jump processes and continuous time Bayesian networks are important classes of continuous time dynamical systems. In this paper, we tackle the problem of inferring unobserved paths in these models by introducing a fast auxiliary variable Gibbs sampler. Our approach is based on the idea of uniformization, and sets up a Markov chain over paths by sampling a finite set of virtual jump times and then running a standard hidden Markov model forward filtering-backward sampling algorithm over states at the set of extant and virtual jump times. We demonstrate significant computational benefits over a state-of-the-art Gibbs sampler on a number of continuous time Bayesian networks.
Conditional Restricted Boltzmann Machines for Structured Output Prediction
Mnih, Volodymyr, Larochelle, Hugo, Hinton, Geoffrey E.
Conditional Restricted Boltzmann Machines (CRBMs) are rich probabilistic models that have recently been applied to a wide range of problems, including collaborative filtering, classification, and modeling motion capture data. While much progress has been made in training non-conditional RBMs, these algorithms are not applicable to conditional models and there has been almost no work on training and generating predictions from conditional RBMs for structured output problems. We first argue that standard Contrastive Divergence-based learning may not be suitable for training CRBMs. We then identify two distinct types of structured output prediction problems and propose an improved learning algorithm for each. The first problem type is one where the output space has arbitrary structure but the set of likely output configurations is relatively small, such as in multi-label classification. The second problem is one where the output space is arbitrarily structured but where the output space variability is much greater, such as in image denoising or pixel labeling. We show that the new learning algorithms can work much better than Contrastive Divergence on both types of problems.
Iterated risk measures for risk-sensitive Markov decision processes with discounted cost
We demonstrate a limitation of discounted expected utility, a standard approach for representing the preference to risk when future cost is discounted. Specifically, we provide an example of the preference of a decision maker that appears to be rational but cannot be represented with any discounted expected utility. A straightforward modification to discounted expected utility leads to inconsistent decision making over time. We will show that an iterated risk measure can represent the preference that cannot be represented by any discounted expected utility and that the decisions based on the iterated risk measure are consistent over time.