This paper introduces a new technique for quantifying the approximation error of a broad class of probabilistic inference programs, including ones based on both variational and Monte Carlo approaches. The key idea is to derive a subjective bound on the symmetrized KL divergence between the distribution achieved by an approximate inference program and its true target distribution. The bound's validity (and subjectivity) rests on the accuracy of two auxiliary probabilistic programs: (i) a "reference" inference program that defines a gold standard of accuracy and (ii) a "meta-inference" program that answers the question "what internal random choices did the original approximate inference program probably make given that it produced a particular result?" The paper includes empirical results on inference problems drawn from linear regression, Dirichlet process mixture modeling, HMMs, and Bayesian networks. The experiments show that the technique is robust to the quality of the reference inference program and that it can detect implementation bugs that are not apparent from predictive performance.

For common readers or for experts, the topic of machine learning is one that more often than not brings up lengthy heated discussions, with eyes turning and heads shaking in disagreement. No wonder why... Mounds of private information are being collected by giant corporations, stored in private data silos, and exposed to us only through creepy and yet insightful automated recommendations and suggestions. Like it or not, machine learning has entered our lives boldly and is here to stay. In the voice of Siri, in our search engines, in systems that protect us from frauds and intrusions, in applications that understand our emotions, and the list goes on and on… These days, my phone auto completes almost all information about my new contacts and meetings. I can almost feel a growing discomfort with that thought and I know I'm not alone.

Motivated by a real-world problem, we study a novel budgeted optimization problem where the goal is to optimize an unknown function f(.) given a budget by requesting a sequence of samples from the function. In our setting, however, evaluating the function at precisely specified points is not practically possible due to prohibitive costs. Instead, we can only request constrained experiments. A constrained experiment, denoted by Q, specifies a subset of the input space for the experimenter to sample the function from. The outcome of Q includes a sampled experiment x, and its function output f(x). Importantly, as the constraints of Q become looser, the cost of fulfilling the request decreases, but the uncertainty about the location x increases. Our goal is to manage this trade-off by selecting a set of constrained experiments that best optimize f(.) within the budget. We study this problem in two different settings, the non-sequential (or batch) setting where a set of constrained experiments is selected at once, and the sequential setting where experiments are selected one at a time. We evaluate our proposed methods for both settings using synthetic and real functions. The experimental results demonstrate the efficacy of the proposed methods.

This paper proposes CF-NADE, a neural autoregressive architecture for collaborative filtering (CF) tasks, which is inspired by the Restricted Boltzmann Machine (RBM) based CF model and the Neural Autoregressive Distribution Estimator (NADE). We first describe the basic CF-NADE model for CF tasks. Then we propose to improve the model by sharing parameters between different ratings. A factored version of CF-NADE is also proposed for better scalability. Furthermore, we take the ordinal nature of the preferences into consideration and propose an ordinal cost to optimize CF-NADE, which shows superior performance. Finally, CF-NADE can be extended to a deep model, with only moderately increased computational complexity. Experimental results show that CF-NADE with a single hidden layer beats all previous state-of-the-art methods on MovieLens 1M, MovieLens 10M, and Netflix datasets, and adding more hidden layers can further improve the performance.

We propose a new reinforcement learning algorithm for partially observable Markov decision processes (POMDP) based on spectral decomposition methods. While spectral methods have been previously employed for consistent learning of (passive) latent variable models such as hidden Markov models, POMDPs are more challenging since the learner interacts with the environment and possibly changes the future observations in the process. We devise a learning algorithm running through episodes, in each episode we employ spectral techniques to learn the POMDP parameters from a trajectory generated by a fixed policy. At the end of the episode, an optimization oracle returns the optimal memoryless planning policy which maximizes the expected reward based on the estimated POMDP model. We prove an order-optimal regret bound with respect to the optimal memoryless policy and efficient scaling with respect to the dimensionality of observation and action spaces.

State-of-the-art sequence labeling systems traditionally require large amounts of task-specific knowledge in the form of handcrafted features and data pre-processing. In this paper, we introduce a novel neutral network architecture that benefits from both word-and character-level representations automatically, by using combination of bidirectional LSTM, CNN and CRF. Our system is truly end-to-end, requiring no feature engineering or data pre-processing, thus making it applicable to a wide range of sequence labeling tasks. We evaluate our system on two data sets for two sequence labeling tasks -- Penn Treebank WSJ corpus for part-of-speech (POS) tagging and CoNLL 2003 corpus for named entity recognition (NER). We obtain state-of-the-art performance on both datasets -- 97.55% accuracy for POS tagging and 91.21% F1 for NER. 1 Introduction Linguistic sequence labeling, such as part-of- speech (POS) tagging and named entity recognition (NER), is one of the first stages in deep language understanding and its importance has been well recognized in the natural language processing community. Most traditional high performance sequence labeling models are linear statistical models, including Hidden Markov Models (HMM) and Conditional Random Fields (CRF) (Ratinov and Roth, 2009; Passos et al., 2014; Luo et al., 2015), which rely heavily on handcrafted features and task-specific resources. For example, English POS taggers benefit from carefully designed word spelling features; orthographic features and external resources such as gazetteers are widely used in NER. However, such task-specific knowledge is costly to develop (Ma and Xia, 2014), making sequence labeling models difficult to adapt to new tasks or new domains. In the past few years, nonlinear neural networks with as input distributed word representations, also known as word embeddings, have been broadly applied to NLP problems with great success.

Variational inference (VI) combined with data subsampling enables approximate posterior inference over large data sets, but suffers from poor local optima. We first formulate a deterministic annealing approach for the generic class of conditionally conjugate exponential family models. This approach uses a decreasing temperature parameter which deterministically deforms the objective during the course of the optimization. A well-known drawback to this annealing approach is the choice of the cooling schedule. We therefore introduce variational tempering, a variational algorithm that introduces a temperature latent variable to the model. In contrast to related work in the Markov chain Monte Carlo literature, this algorithm results in adaptive annealing schedules. Lastly, we develop local variational tempering, which assigns a latent temperature to each data point; this allows for dynamic annealing that varies across data. Compared to the traditional VI, all proposed approaches find improved predictive likelihoods on held-out data.

Creating mood sensing technology has become very popular in recent years. There is a wide range of companies trying to detect your emotions from what you write, the tone of your voice, or from the expressions on your face. All of these companies offer their technology online through cloud-based programming interfaces (APIs). As part of my offline emotion sensing hardware (Project Jammin), I have already built early prototypes of facial expression and speech content recognition for emotion detection. In this short article I describe the missing part, a voice tone analyzer.

If you are a software developer who wants to learn how machine learning models work and how to apply them effectively, this book is for you. Familiarity with machine learning fundamentals and Python will be helpful, but is not essential. This book examines machine learning models including logistic regression, decision trees, and support vector machines, and applies them to common problems such as categorizing documents and classifying images. It begins with the fundamentals of machine learning, introducing you to the supervised-unsupervised spectrum, the uses of training and test data, and evaluating models. You will learn how to use generalized linear models in regression problems, as well as solve problems with text and categorical features. You will be acquainted with the use of logistic regression, regularization, and the various loss functions that are used by generalized linear models.

Hidden Markov Models (HMM) are a standard technique in time series analysis or data mining. Given a (set of) time series sample data, they are typically trained by means of a special variant of an expectation maximization (EM) algorithm, the Baum-Welch algorithm. HMM are used for gesture recognition, machine tool monitoring, or speech recognition, for instance. Second-order techniques are used to find values for parameters of probabilistic models from sample data. The parameters are regarded as random variables, and distributions are defined over these variables. These type of these second-order distributions depends on the type of the underlying probabilistic models. Typically, so called conjugate distributions are chosen, e.g., a Gaussian-Wishart distribution for an underlying Gaussian for which mean and covariance matrix have to be determined. Second-order techniques have some advantages over conventional approaches, e.g.,