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On the Computational Complexity of Geometric Langevin Monte Carlo

arXiv.org Machine Learning

Manifold Markov chain Monte Carlo algorithms have been introduced to sample more effectively from challenging target densities exhibiting multiple modes or strong correlations. Such algorithms exploit the local geometry of the parameter space, thus enabling chains to achieve a faster convergence rate when measured in number of steps. However, often acquiring local geometric information increases computational complexity per step to the extent that sampling from high-dimensional targets becomes inefficient in terms of total computational time. This paper analyzes the computational complexity of manifold Langevin Monte Carlo and proposes a manifold adaptive Monte Carlo sampler aimed at balancing the benefits of exploiting local geometry with computational requirements to achieve a high effective sample size for a given computational cost. The suggested strategy randomly switches between a local geometric and an adaptive proposal kernel via a schedule to regulate the frequency of manifold-based updates. An exponentially decaying schedule is put forward that enables more frequent updates of geometric information in early transient phases of the chain, while saving computational time in late stationary phases. The average complexity can be manually set depending on the need for geometric exploitation posed by the underlying model.


Network driven sampling; a critical threshold for design effects

arXiv.org Machine Learning

Web crawling, snowball sampling, and respondent-driven sampling (RDS) are three types of network sampling techniques used to contact individuals in hard-to-reach populations. This paper studies these procedures as a Markov process on the social network that is indexed by a tree. Each node in this tree corresponds to an observation and each edge in the tree corresponds to a referral. Indexing with a tree (instead of a chain) allows for the sampled units to refer multiple future units into the sample. In survey sampling, the design effect characterizes the additional variance induced by a novel sampling strategy. If the design effect is some value $DE$, then constructing an estimator from the novel design makes the variance of the estimator $DE$ times greater than it would be under a simple random sample with the same sample size $n$. Under certain assumptions on the referral tree, the design effect of network sampling has a critical threshold that is a function of the referral rate $m$ and the clustering structure in the social network, represented by the second eigenvalue of the Markov transition matrix, $\lambda_2$. If $m < 1/\lambda_2^2$, then the design effect is finite (i.e. the standard estimator is $\sqrt{n}$-consistent). However, if $m > 1/\lambda_2^2$, then the design effect grows with $n$ (i.e. the standard estimator is no longer $\sqrt{n}$-consistent). Past this critical threshold, the standard error of the estimator converges at the slower rate of $n^{\log_m \lambda_2}$. The Markov model allows for nodes to be resampled; computational results show that the findings hold in without-replacement sampling. To estimate confidence intervals that adapt to the correct level of uncertainty, a novel resampling procedure is proposed. Computational experiments compare this procedure to previous techniques.


Non-Markovian Control with Gated End-to-End Memory Policy Networks

arXiv.org Machine Learning

Partially observable environments present an important open challenge in the domain of sequential control learning with delayed rewards. Despite numerous attempts during the two last decades, the majority of reinforcement learning algorithms and associated approximate models, applied to this context, still assume Markovian state transitions. In this paper, we explore the use of a recently proposed attention-based model, the Gated End-to-End Memory Network, for sequential control. We call the resulting model the Gated End-to-End Memory Policy Network. More precisely, we use a model-free value-based algorithm to learn policies for partially observed domains using this memory-enhanced neural network. This model is end-to-end learnable and it features unbounded memory. Indeed, because of its attention mechanism and associated non-parametric memory, the proposed model allows us to define an attention mechanism over the observation stream unlike recurrent models. We show encouraging results that illustrate the capability of our attention-based model in the context of the continuous-state non-stationary control problem of stock trading. We also present an OpenAI Gym environment for simulated stock exchange and explain its relevance as a benchmark for the field of non-Markovian decision process learning.


Personalizing a Dialogue System with Transfer Reinforcement Learning

arXiv.org Artificial Intelligence

It is difficult to train a personalized task-oriented dialogue system because the data collected from each individual is often insufficient. Personalized dialogue systems trained on a small dataset can overfit and make it difficult to adapt to different user needs. One way to solve this problem is to consider a collection of multiple users' data as a source domain and an individual user's data as a target domain, and to perform a transfer learning from the source to the target domain. By following this idea, we propose "PETAL"(PErsonalized Task-oriented diALogue), a transfer-learning framework based on POMDP to learn a personalized dialogue system. The system first learns common dialogue knowledge from the source domain and then adapts this knowledge to the target user. This framework can avoid the negative transfer problem by considering differences between source and target users. The policy in the personalized POMDP can learn to choose different actions appropriately for different users. Experimental results on a real-world coffee-shopping data and simulation data show that our personalized dialogue system can choose different optimal actions for different users, and thus effectively improve the dialogue quality under the personalized setting.


Online Edge Grafting for Efficient MRF Structure Learning

arXiv.org Machine Learning

Incremental methods for structure learning of pairwise Markov random fields (MRFs), such as grafting, improve scalability to large systems by avoiding inference over the entire feature space in each optimization step. Instead, inference is performed over an incrementally grown active set of features. In this paper, we address the computational bottlenecks that current techniques still suffer by introducing online edge grafting, an incremental, structured method that activates edges as groups of features in a streaming setting. The framework is based on reservoir sampling of edges that satisfy a necessary activation condition, approximating the search for the optimal edge to activate. Online edge grafting performs an informed edge search set reorganization using search history and structure heuristics. Experiments show a significant computational speedup for structure learning and a controllable trade-off between the speed and the quality of learning.


Anti-spoofing Methods for Automatic SpeakerVerification System

arXiv.org Machine Learning

Growing interest in automatic speaker verification (ASV) systems has lead to significant quality improvement of spoofing attacks on them. Many research works confirm that despite the low equal error rate (EER) ASV systems are still vulnerable to spoofing attacks. In this work we overview different acoustic feature spaces and classifiers to determine reliable and robust countermeasures against spoofing attacks. We compared several spoofing detection systems, presented so far, on the development and evaluation datasets of the Automatic Speaker Verification Spoofing and Countermeasures (ASVspoof) Challenge 2015. Experimental results presented in this paper demonstrate that the use of magnitude and phase information combination provides a substantial input into the efficiency of the spoofing detection systems. Also waveletbased features show impressive results in terms of equal error rate. In our overview we compare spoofing performance for systems based on different classifiers. Comparison results demonstrate that the linear SVM classifier outperforms the conventional GMM approach. However, many researchers inspired by the great success of deep neural networks (DNN) approaches in the automatic speech recognition, applied DNN in the spoofing detection task and obtained quite low EER for known and unknown type of spoofing attacks.


A unified view of entropy-regularized Markov decision processes

arXiv.org Machine Learning

We propose a general framework for entropy-regularized average-reward reinforcement learning in Markov decision processes (MDPs). Our approach is based on extending the linear-programming formulation of policy optimization in MDPs to accommodate convex regularization functions. Our key result is showing that using the conditional entropy of the joint state-action distributions as regularization yields a dual optimization problem closely resembling the Bellman optimality equations. This result enables us to formalize a number of state-of-the-art entropy-regularized reinforcement learning algorithms as approximate variants of Mirror Descent or Dual Averaging, and thus to argue about the convergence properties of these methods. In particular, we show that the exact version of the TRPO algorithm of Schulman et al. (2015) actually converges to the optimal policy, while the entropy-regularized policy gradient methods of Mnih et al. (2016) may fail to converge to a fixed point. Finally, we illustrate empirically the effects of using various regularization techniques on learning performance in a simple reinforcement learning setup.


Rademacher complexity of stationary sequences

arXiv.org Machine Learning

We show how to control the generalization error of time series models wherein past values of the outcome are used to predict future values. The results are based on a generalization of standard i.i.d. concentration inequalities to dependent data without the mixing assumptions common in the time series setting. Our proof and the result are simpler than previous analyses with dependent data or stochastic adversaries which use sequential Rademacher complexities rather than the expected Rademacher complexity for i.i.d. processes. We also derive empirical Rademacher results without mixing assumptions resulting in fully calculable upper bounds.


Honey Bee Dance Modeling in Real-time using Machine Learning

arXiv.org Machine Learning

The waggle dance that honeybees perform is an astonishing way of communicating the location of food source. After over 60 years of its discovery, researchers still use manual labeling by watching hours of dance videos to detect different transitions between dance components thus extracting information regarding the distance and direction to the food source. We propose an automated process to monitor and segment different components of honeybee waggle dance. The process is highly accurate, runs in real-time, and can use shared information between multiple dances. Keywords: Classification, Machine Learning, Honey Bee, Real-time 1. Introduction Honey bees perform a special dance known as waggle dance within the beehive to communicate the information regarding the distance and direction of food sources.


Machine Learning is dead – Long live machine learning!

@machinelearnbot

You may be thinking that this title makes no sense at all. ML, AI, ANN and Deep learning have made it into the everyday lexicon and here I am, proclaiming that ML is dead. The open sourcing of entire ML frameworks marks the end of a phase of rapid development of tools, and thus marks the death of ML as we have known it so far. The next phase will be marked with ubiquitous application of these tools into software applications. And that is how ML will live forever, because it will seamlessly and inextricably integrate into our lives. There has been a rapid democratization of data and tools in the past year.