An active learner is given a class of models, a large set of unlabeled examples, and the ability to interactively query labels of a subset of these examples; the goal of the learner is to learn a model in the class that fits the data well. Previous theoretical work has rigorously characterized label complexity of active learning, but most of this work has focused on the PAC or the agnostic PAC model. In this paper, we shift our attention to a more general setting - maximum likelihood estimation. Provided certain conditions hold on the model class, we provide a two-stage active learning algorithm for this problem. The conditions we require are fairly general, and cover the widely popular class of Generalized Linear Models, which in turn, include models for binary and multi-class classification, regression, and conditional random fields. We provide an upper bound on the label requirement of our algorithm, and a lower bound that matches it up to lower order terms. Our analysis shows that unlike binary classification in the realizable case, just a single extra round of interaction is sufficient to achieve near-optimal performance in maximum likelihood estimation. On the empirical side, the recent work in [12] and [13] (on active linear and logistic regression) shows the promise of this approach.

We develop a sequential low-complexity inference procedure for Dirichlet process mixtures of Gaussians for online clustering and parameter estimation when the number of clusters are unknown a-priori. We present an easily computable, closed form parametric expression for the conditional likelihood, in which hyperparameters are recursively updated as a function of the streaming data assuming conjugate priors. Motivated by large-sample asymptotics, we propose a novel adaptive low-complexity design for the Dirichlet process concentration parameter and show that the number of classes grow at most at a logarithmic rate. We further prove that in the large-sample limit, the conditional likelihood and data predictive distribution become asymptotically Gaussian. We demonstrate through experiments on synthetic and real data sets that our approach is superior to other online state-of-the-art methods.

We investigate a local reparameterizaton technique for greatly reducing the variance of stochastic gradients for variational Bayesian inference (SGVB) of a posterior over model parameters, while retaining parallelizability. This local reparameterization translates uncertainty about global parameters into local noise that is independent across datapoints in the minibatch. Such parameterizations can be trivially parallelized and have variance that is inversely proportional to the minibatch size, generally leading to much faster convergence. Additionally, we explore a connection with dropout: Gaussian dropout objectives correspond to SGVB with local reparameterization, a scale-invariant prior and proportionally fixed posterior variance. Our method allows inference of more flexibly parameterized posteriors; specifically, we propose variational dropout, a generalization of Gaussian dropout where the dropout rates are learned, often leading to better models. The method is demonstrated through several experiments.

Tractable learning aims to learn probabilistic models where inference is guaranteed to be efficient. However, the particular class of queries that is tractable depends on the model and underlying representation. Usually this class is MPE or conditional probabilities Pr(x|y) for joint assignments x, y. We propose a tractable learner that guarantees efficient inference for a broader class of queries. It simultaneously learns a Markov network and its tractable circuit representation, in order to guarantee and measure tractability. Our approach differs from earlier work by using Sentential Decision Diagrams (SDD) as the tractable language instead of Arithmetic Circuits (AC). SDDs have desirable properties, which more general representations such as ACs lack, that enable basic primitives for Boolean circuit compilation. This allows us to support a broader class of complex probability queries, including counting, threshold, and parity, in polytime.

Knowledge tracing--where a machine models the knowledge of a student as they interact with coursework--is a well established problem in computer supported education. Though effectively modeling student knowledge would have high educational impact, the task has many inherent challenges. In this paper we explore the utility of using Recurrent Neural Networks (RNNs) to model student learning. The RNN family of models have important advantages over previous methods in that they do not require the explicit encoding of human domain knowledge, and can capture more complex representations of student knowledge.

There is renewed interest in formulating integration as a statistical inference problem, motivated by obtaining a full distribution over numerical error that can be propagated through subsequent computation. Current methods, such as Bayesian Quadrature, demonstrate impressive empirical performance but lack theoretical analysis. An important challenge is therefore to reconcile these probabilistic integrators with rigorous convergence guarantees. In this paper, we present the first probabilistic integrator that admits such theoretical treatment, called Frank-Wolfe Bayesian Quadrature (FWBQ). Under FWBQ, convergence to the true value of the integral is shown to be up to exponential and posterior contraction rates are proven to be up to super-exponential. In simulations, FWBQ is competitive with state-of-the-art methods and out-performs alternatives based on Frank-Wolfe optimisation. Our approach is applied to successfully quantify numerical error in the solution to a challenging Bayesian model choice problem in cellular biology.

In this paper, we explore the inclusion of latent random variables into the hidden state of a recurrent neural network (RNN) by combining the elements of the variational autoencoder.

Gibbs sampling on factor graphs is a widely used inference technique, which often produces good empirical results. Theoretical guarantees for its performance are weak: even for tree structured graphs, the mixing time of Gibbs may be exponential in the number of variables. To help understand the behavior of Gibbs sampling, we introduce a new (hyper)graph property, called hierarchy width. We show that under suitable conditions on the weights, bounded hierarchy width ensures polynomial mixing time. Our study of hierarchy width is in part motivated by a class of factor graph templates, hierarchical templates, which have bounded hierarchy width--regardless of the data used to instantiate them. We demonstrate a rich application from natural language processing in which Gibbs sampling provably mixes rapidly and achieves accuracy that exceeds human volunteers.

We propose that inherent stochasticity enables synaptic plasticity to carry out probabilistic inference by sampling from a posterior distribution of synaptic parameters. This view provides a viable alternative to existing models that propose convergence of synaptic weights to maximum likelihood parameters. It explains how priors on weight distributions and connection probabilities can be merged optimally with learned experience. In simulations we show that our model for synaptic plasticity allows spiking neural networks to compensate continuously for unforeseen disturbances. Furthermore it provides a normative mathematical framework to better understand the permanent variability and rewiring observed in brain networks.

Recent advances in Bayesian learning with large-scale data have witnessed emergence of stochastic gradient MCMC algorithms (SG-MCMC), such as stochastic gradient Langevin dynamics (SGLD), stochastic gradient Hamiltonian MCMC (SGHMC), and the stochastic gradient thermostat. While finite-time convergence properties of the SGLD with a 1st-order Euler integrator have recently been studied, corresponding theory for general SG-MCMCs has not been explored. In this paper we consider general SG-MCMCs with high-order integrators, and develop theory to analyze finite-time convergence properties and their asymptotic invariant measures. Our theoretical results show faster convergence rates and more accurate invariant measures for SG-MCMCs with higher-order integrators.