Learning Graphical Models
Positive unlabeled learning with tensor networks
Positive unlabeled learning is a binary classification problem with positive and unlabeled data. It is common in domains where negative labels are costly or impossible to obtain, e.g., medicine and personalized advertising. Most approaches to positive unlabeled learning apply to specific data types (e.g., images, categorical data) and can not generate new positive and negative samples. This work introduces a feature-space distance-based tensor network approach to the positive unlabeled learning problem. The presented method is not domain specific and significantly improves the state-of-the-art results on the MNIST image and 15 categorical/mixed datasets. The trained tensor network model is also a generative model and enables the generation of new positive and negative instances.
Tuning Stochastic Gradient Algorithms for Statistical Inference via Large-Sample Asymptotics
Negrea, Jeffrey, Yang, Jun, Feng, Haoyue, Roy, Daniel M., Huggins, Jonathan H.
The tuning of stochastic gradient algorithms (SGAs) for optimization and sampling is often based on heuristics and trial-and-error rather than generalizable theory. We address this theory--practice gap by characterizing the large-sample statistical asymptotics of SGAs via a joint step-size--sample-size scaling limit. We show that iterate averaging with a large fixed step size is robust to the choice of tuning parameters and asymptotically has covariance proportional to that of the MLE sampling distribution. We also prove a Bernstein--von Mises-like theorem to guide tuning, including for generalized posteriors that are robust to model misspecification. Numerical experiments validate our results and recommendations in realistic finite-sample regimes. Our work lays the foundation for a systematic analysis of other stochastic gradient Markov chain Monte Carlo algorithms for a wide range of models.
BOF-UCB: A Bayesian-Optimistic Frequentist Algorithm for Non-Stationary Contextual Bandits
Werge, Nicklas, Akgül, Abdullah, Kandemir, Melih
We propose a novel Bayesian-Optimistic Frequentist Upper Confidence Bound (BOF-UCB) algorithm for stochastic contextual linear bandits in non-stationary environments. This unique combination of Bayesian and frequentist principles enhances adaptability and performance in dynamic settings. The BOF-UCB algorithm utilizes sequential Bayesian updates to infer the posterior distribution of the unknown regression parameter, and subsequently employs a frequentist approach to compute the Upper Confidence Bound (UCB) by maximizing the expected reward over the posterior distribution. We provide theoretical guarantees of BOF-UCB's performance and demonstrate its effectiveness in balancing exploration and exploitation on synthetic datasets and classical control tasks in a reinforcement learning setting. Our results show that BOF-UCB outperforms existing methods, making it a promising solution for sequential decision-making in non-stationary environments.
Amortised Design Optimization for Item Response Theory
Keurulainen, Antti, Westerlund, Isak, Keurulainen, Oskar, Howes, Andrew
Item Response Theory (IRT) is a well known method for assessing responses from humans in education and psychology. In education, IRT is used to infer student abilities and characteristics of test items from student responses. Interactions with students are expensive, calling for methods that efficiently gather information for inferring student abilities. Methods based on Optimal Experimental Design (OED) are computationally costly, making them inapplicable for interactive applications. In response, we propose incorporating amortised experimental design into IRT. Here, the computational cost is shifted to a precomputing phase by training a Deep Reinforcement Learning (DRL) agent with synthetic data. The agent is trained to select optimally informative test items for the distribution of students, and to conduct amortised inference conditioned on the experiment outcomes. During deployment the agent estimates parameters from data, and suggests the next test item for the student, in close to real-time, by taking into account the history of experiments and outcomes.
Entropy regularization in probabilistic clustering
Franzolini, Beatrice, Rebaudo, Giovanni
Bayesian nonparametric mixture models are widely used to cluster observations. However, one major drawback of the approach is that the estimated partition often presents unbalanced clusters' frequencies with only a few dominating clusters and a large number of sparsely-populated ones. This feature translates into results that are often uninterpretable unless we accept to ignore a relevant number of observations and clusters. Interpreting the posterior distribution as penalized likelihood, we show how the unbalance can be explained as a direct consequence of the cost functions involved in estimating the partition. In light of our findings, we propose a novel Bayesian estimator of the clustering configuration. The proposed estimator is equivalent to a post-processing procedure that reduces the number of sparsely-populated clusters and enhances interpretability. The procedure takes the form of entropy-regularization of the Bayesian estimate. While being computationally convenient with respect to alternative strategies, it is also theoretically justified as a correction to the Bayesian loss function used for point estimation and, as such, can be applied to any posterior distribution of clusters, regardless of the specific model used.
Markov Decision Processes with Time-Varying Geometric Discounting
Gan, Jiarui, Hennes, Annika, Majumdar, Rupak, Mandal, Debmalya, Radanovic, Goran
Canonical models of Markov decision processes (MDPs) usually consider geometric discounting based on a constant discount factor. While this standard modeling approach has led to many elegant results, some recent studies indicate the necessity of modeling time-varying discounting in certain applications. This paper studies a model of infinite-horizon MDPs with time-varying discount factors. We take a game-theoretic perspective -- whereby each time step is treated as an independent decision maker with their own (fixed) discount factor -- and we study the subgame perfect equilibrium (SPE) of the resulting game as well as the related algorithmic problems. We present a constructive proof of the existence of an SPE and demonstrate the EXPTIME-hardness of computing an SPE. We also turn to the approximate notion of $\epsilon$-SPE and show that an $\epsilon$-SPE exists under milder assumptions. An algorithm is presented to compute an $\epsilon$-SPE, of which an upper bound of the time complexity, as a function of the convergence property of the time-varying discount factor, is provided.
A Bayesian Programming Approach to Car-following Model Calibration and Validation using Limited Data
Traffic simulation software is used by transportation researchers and engineers to design and evaluate changes to roadways. These simulators are driven by models of microscopic driver behavior from which macroscopic measures like flow and congestion can be derived. Many models are designed for a subset of possible traffic scenarios and roadway configurations, while others have no explicit constraints on their application. Work zones (WZs) are one scenario for which no model to date has reproduced realistic driving behavior. This makes it difficult to optimize for safety and other metrics when designing a WZ. The Federal Highway Administration commissioned the USDOT Volpe Center to develop a car-following (CF) model for use in microscopic simulators that can capture and reproduce driver behavior accurately within and outside of WZs. Volpe also performed a naturalistic driving study to collect telematics data from vehicles driven on roads with WZs for use in model calibration. During model development, Volpe researchers observed difficulties in calibrating their model, leaving them to question whether there existed flaws in their model, in the data, or in the procedure used to calibrate the model using the data. In this thesis, I use Bayesian methods for data analysis and parameter estimation to explore and, where possible, address these questions. First, I use Bayesian inference to measure the sufficiency of the size of the data set. Second, I compare the procedure and results of the genetic algorithm based calibration performed by the Volpe researchers with those of Bayesian calibration. Third, I explore the benefits of modeling CF hierarchically. Finally, I apply what was learned in the first three phases using an established CF model, Wiedemann 99, to the probabilistic modeling of the Volpe model. Validation is performed using information criteria as an estimate of predictive accuracy.
Robust Driving Policy Learning with Guided Meta Reinforcement Learning
Lee, Kanghoon, Li, Jiachen, Isele, David, Park, Jinkyoo, Fujimura, Kikuo, Kochenderfer, Mykel J.
Although deep reinforcement learning (DRL) has shown promising results for autonomous navigation in interactive traffic scenarios, existing work typically adopts a fixed behavior policy to control social vehicles in the training environment. This may cause the learned driving policy to overfit the environment, making it difficult to interact well with vehicles with different, unseen behaviors. In this work, we introduce an efficient method to train diverse driving policies for social vehicles as a single meta-policy. By randomizing the interaction-based reward functions of social vehicles, we can generate diverse objectives and efficiently train the meta-policy through guiding policies that achieve specific objectives. We further propose a training strategy to enhance the robustness of the ego vehicle's driving policy using the environment where social vehicles are controlled by the learned meta-policy. Our method successfully learns an ego driving policy that generalizes well to unseen situations with out-of-distribution (OOD) social agents' behaviors in a challenging uncontrolled T-intersection scenario.
Object-centric Representations for Interactive Online Learning with Non-Parametric Methods
Shinde, Nikhil U., Johnson, Jacob, Herbert, Sylvia, Yip, Michael C.
Large offline learning-based models have enabled robots to successfully interact with objects for a wide variety of tasks. However, these models rely on fairly consistent structured environments. For more unstructured environments, an online learning component is necessary to gather and estimate information about objects in the environment in order to successfully interact with them. Unfortunately, online learning methods like Bayesian non-parametric models struggle with changes in the environment, which is often the desired outcome of interaction-based tasks. We propose using an object-centric representation for interactive online learning. This representation is generated by transforming the robot's actions into the object's coordinate frame. We demonstrate how switching to this task-relevant space improves our ability to reason with the training data collected online, enabling scalable online learning of robot-object interactions. We showcase our method by successfully navigating a manipulator arm through an environment with multiple unknown objects without violating interaction-based constraints.
Amortised Experimental Design and Parameter Estimation for User Models of Pointing
Keurulainen, Antti, Westerlund, Isak, Keurulainen, Oskar, Howes, Andrew
User models play an important role in interaction design, supporting automation of interaction design choices. In order to do so, model parameters must be estimated from user data. While very large amounts of user data are sometimes required, recent research has shown how experiments can be designed so as to gather data and infer parameters as efficiently as possible, thereby minimising the data requirement. In the current article, we investigate a variant of these methods that amortises the computational cost of designing experiments by training a policy for choosing experimental designs with simulated participants. Our solution learns which experiments provide the most useful data for parameter estimation by interacting with in-silico agents sampled from the model space thereby using synthetic data rather than vast amounts of human data. The approach is demonstrated for three progressively complex models of pointing.