Markov Models
An Integer Polynomial Programming Based Framework for Lifted MAP Inference
In this paper, we present a new approach for lifted MAP inference in Markov logic networks (MLNs). The key idea in our approach is to compactly encode the MAP inference problem as an Integer Polynomial Program (IPP) by schematically applying three lifted inference steps to the MLN: lifted decomposition, lifted conditioning, and partial grounding. Our IPP encoding is lifted in the sense that an integer assignment to a variable in the IPP may represent a truth-assignment to multiple indistinguishable ground atoms in the MLN. We show how to solve the IPP by first converting it to an Integer Linear Program (ILP) and then solving the latter using state-of-the-art ILP techniques. Experiments on several benchmark MLNs show that our new algorithm is substantially superior to ground inference and existing methods in terms of computational efficiency and solution quality.
A Bayesian model for identifying hierarchically organised states in neural population activity Patrick Putzky
Neural population activity in cortical circuits is not solely driven by external inputs, but is also modulated by endogenous states which vary on multiple time-scales. To understand information processing in cortical circuits, we need to understand the statistical structure of internal states and their interaction with sensory inputs. Here, we present a statistical model for extracting hierarchically organised neural population states from multi-channel recordings of neural spiking activity. Population states are modelled using a hidden Markov decision tree with state-dependent tuning parameters and a generalised linear observation model. We present a variational Bayesian inference algorithm for estimating the posterior distribution over parameters from neural population recordings. On simulated data, we show that we can identify the underlying sequence of population states and reconstruct the ground truth parameters. Using population recordings from visual cortex, we find that a model with two levels of population states outperforms both a one-state and a two-state generalised linear model. Finally, we find that modelling of state-dependence also improves the accuracy with which sensory stimuli can be decoded from the population response.
Structured Output Learning with Random Spanning Trees of Max Margin Markov Networks
We show that the usual score function for conditional Markov networks can be written as the expectation over the scores of their spanning trees. We also show that a small random sample of these output trees can attain a significant fraction of the margin obtained by the complete graph and we provide conditions under which we can perform tractable inference. The experimental results confirm that practical learning is scalable to realistic datasets using this approach.
Parallel Sampling of HDPs using Sub-Cluster Splits
We develop a sampling technique for Hierarchical Dirichlet process models. The parallel algorithm builds upon [1] by proposing large split and merge moves based on learned sub-clusters. The additional global split and merge moves drastically improve convergence in the experimental results. Furthermore, we discover that cross-validation techniques do not adequately determine convergence, and that previous sampling methods converge slower than were previously expected.
Near-optimal Reinforcement Learning in Factored MDPs
Any reinforcement learning algorithm that applies to all Markov decision processes (MDPs) will su er (Ô SAT) regret on some MDP, where T is the elapsed time and S and A are the cardinalities of the state and action spaces. This implies T = (SA) time to guarantee a near-optimal policy. In many settings of practical interest, due to the curse of dimensionality, S and A can be so enormous that this learning time is unacceptable. We establish that, if the system is known to be a factored MDP, it is possible to achieve regret that scales polynomially in the number of parameters encoding the factored MDP, which may be exponentially smaller than S or A. We provide two algorithms that satisfy near-optimal regret bounds in this context: posterior sampling reinforcement learning (PSRL) and an upper confidence bound algorithm (UCRL-Factored).
Recurrent Models of Visual Attention
Applying convolutional neural networks to large images is computationally expensive because the amount of computation scales linearly with the number of image pixels. We present a novel recurrent neural network model that is capable of extracting information from an image or video by adaptively selecting a sequence of regions or locations and only processing the selected regions at high resolution. Like convolutional neural networks, the proposed model has a degree of translation invariance built-in, but the amount of computation it performs can be controlled independently of the input image size. While the model is non-differentiable, it can be trained using reinforcement learning methods to learn task-specific policies. We evaluate our model on several image classification tasks, where it significantly outperforms a convolutional neural network baseline on cluttered images, and on a dynamic visual control problem, where it learns to track a simple object without an explicit training signal for doing so.
Preconditioned Spectral Descent for Deep Learning David E. Carlson, 1 Edo Collins, 2
Deep learning presents notorious computational challenges. These challenges include, but are not limited to, the non-convexity of learning objectives and estimating the quantities needed for optimization algorithms, such as gradients. While we do not address the non-convexity, we present an optimization solution that exploits the so far unused "geometry" in the objective function in order to best make use of the estimated gradients. Previous work attempted similar goals with preconditioned methods in the Euclidean space, such as L-BFGS, RMSprop, and ADAgrad. In stark contrast, our approach combines a non-Euclidean gradient method with preconditioning. We provide evidence that this combination more accurately captures the geometry of the objective function compared to prior work. We theoretically formalize our arguments and derive novel preconditioned non-Euclidean algorithms. The results are promising in both computational time and quality when applied to Restricted Boltzmann Machines, Feedforward Neural Nets, and Convolutional Neural Nets.
Fast Bidirectional Probability Estimation in Markov Models
We develop a new bidirectional algorithm for estimating Markov chain multi-step transition probabilities: given a Markov chain, we want to estimate the probability of hitting a given target state in l steps after starting from a given source distribution. Given the target state t, we use a (reverse) local power iteration to construct an'expanded target distribution', which has the same mean as the quantity we want to estimate, but a smaller variance - this can then be sampled efficiently by a Monte Carlo algorithm. Our method extends to any Markov chain on a discrete (finite or countable) state-space, and can be extended to compute functions of multi-step transition probabilities such as PageRank, graph diffusions, hitting/return times, etc. Our main result is that in'sparse' Markov Chains - wherein the number of transitions between states is comparable to the number of states - the running time of our algorithm for a uniform-random target node is order-wise smaller than Monte Carlo and power iteration based algorithms; in particular, our method can estimate a probability p using only O(1/ p) running time.
Adaptive Stochastic Optimization: From Sets to Paths
It plays a crucial role in planning and learning under uncertainty, but is, unfortunately, computationally intractable in general. This paper introduces two conditions on the objective function, the marginal likelihood rate bound and the marginal likelihood bound, which, together with pointwise submodularity, enable efficient approximate solution of ASO. Several interesting classes of functions satisfy these conditions naturally, e.g., the version space reduction function for hypothesis learning. We describe Recursive Adaptive Coverage, a new ASO algorithm that exploits these conditions, and apply the algorithm to two robot planning tasks under uncertainty. In contrast to the earlier submodular optimization approach, our algorithm applies to ASO over both sets and paths.