Learning Graphical Models
Max Markov Chain
In this paper, we introduce Max Markov Chain (MMC), a novel representation for a useful subset of High-order Markov Chains (HMCs) with sparse correlations among the states. MMC is parsimony while retaining the expressiveness of HMCs. Even though parameter optimization is generally intractable as with HMC approximate models, it has an analytical solution, better sample efficiency, and the desired spatial and computational advantages over HMCs and approximate HMCs. Simultaneously, efficient approximate solutions exist for this type of chains as we show empirically, which allow MMCs to scale to large domains where HMCs and approximate HMCs would struggle to perform. We compare MMC with HMC, first-order Markov chain, and an approximate HMC model in synthetic domains with various data types to demonstrate that MMC is a valuable alternative for modeling stochastic processes and has many potential applications.
Scale Estimation with Dual Quadrics for Monocular Object SLAM
Song, Shuangfu, Zhao, Junqiao, Feng, Tiantian, Ye, Chen, Xiong, Lu
The scale ambiguity problem is inherently unsolvable to monocular SLAM without the metric baseline between moving cameras. In this paper, we present a novel scale estimation approach based on an object-level SLAM system. To obtain the absolute scale of the reconstructed map, we derive a nonlinear optimization method to make the scaled dimensions of objects conforming to the distribution of their sizes in the physical world, without relying on any prior information of gravity direction. We adopt the dual quadric to represent objects for its ability to fit objects compactly and accurately. In the proposed monocular object-level SLAM system, dual quadrics are fastly initialized based on constraints of 2-D detections and fitted oriented bounding box and are further optimized to provide reliable dimensions for scale estimation.
Bayesian Continual Learning via Spiking Neural Networks
Skatchkovsky, Nicolas, Jang, Hyeryung, Simeone, Osvaldo
Among the main features of biological intelligence are energy efficiency, capacity for continual adaptation, and risk management via uncertainty quantification. Neuromorphic engineering has been thus far mostly driven by the goal of implementing energy-efficient machines that take inspiration from the time-based computing paradigm of biological brains. In this paper, we take steps towards the design of neuromorphic systems that are capable of adaptation to changing learning tasks, while producing well-calibrated uncertainty quantification estimates. To this end, we derive online learning rules for spiking neural networks (SNNs) within a Bayesian continual learning framework. In it, each synaptic weight is represented by parameters that quantify the current epistemic uncertainty resulting from prior knowledge and observed data. The proposed online rules update the distribution parameters in a streaming fashion as data are observed. We instantiate the proposed approach for both real-valued and binary synaptic weights. Experimental results using Intel's Lava platform show the merits of Bayesian over frequentist learning in terms of capacity for adaptation and uncertainty quantification.
Reinforcement Learning Applied to Trading Systems: A Survey
Felizardo, Leonardo Kanashiro, Paiva, Francisco Caio Lima, Costa, Anna Helena Reali, Del-Moral-Hernandez, Emilio
Financial domain tasks, such as trading in market exchanges, are challenging and have long attracted researchers. The recent achievements and the consequent notoriety of Reinforcement Learning (RL) have also increased its adoption in trading tasks. RL uses a framework with well-established formal concepts, which raises its attractiveness in learning profitable trading strategies. However, RL use without due attention in the financial area can prevent new researchers from following standards or failing to adopt relevant conceptual guidelines. In this work, we embrace the seminal RL technical fundamentals, concepts, and recommendations to perform a unified, theoretically-grounded examination and comparison of previous research that could serve as a structuring guide for the field of study. A selection of twenty-nine articles was reviewed under our classification that considers RL's most common formulations and design patterns from a large volume of available studies. This classification allowed for precise inspection of the most relevant aspects regarding data input, preprocessing, state and action composition, adopted RL techniques, evaluation setups, and overall results. Our analysis approach organized around fundamental RL concepts allowed for a clear identification of current system design best practices, gaps that require further investigation, and promising research opportunities. Finally, this review attempts to promote the development of this field of study by facilitating researchers' commitment to standards adherence and helping them to avoid straying away from the RL constructs' firm ground.
Inferring school district learning modalities during the COVID-19 pandemic with a hidden Markov model
Panaggio, Mark J., Fang, Mike, Bang, Hyunseung, Armstrong, Paige A., Binder, Alison M., Grass, Julian E., Magid, Jake, Papazian, Marc, Shapiro-Mendoza, Carrie K, Parks, Sharyn E.
In this study, learning modalities offered by public schools across the United States were investigated to track changes in the proportion of schools offering fully in-person, hybrid and fully remote learning over time. Learning modalities from 14,688 unique school districts from September 2020 to June 2021 were reported by Burbio, MCH Strategic Data, the American Enterprise Institute's Return to Learn Tracker and individual state dashboards. A model was needed to combine and deconflict these data to provide a more complete description of modalities nationwide. A hidden Markov model (HMM) was used to infer the most likely learning modality for each district on a weekly basis. This method yielded higher spatiotemporal coverage than any individual data source and higher agreement with three of the four data sources than any other single source. The model output revealed that the percentage of districts offering fully in-person learning rose from 40.3% in September 2020 to 54.7% in June of 2021 with increases across 45 states and in both urban and rural districts. This type of probabilistic model can serve as a tool for fusion of incomplete and contradictory data sources in support of public health surveillance and research efforts.
Data-Driven Disease Progression Modelling
Intense debate in the Neurology community before 2010 culminated in hypothetical models of Alzheimer's disease progression: a pathophysiological cascade of biomarkers, each dynamic for only a segment of the full disease timeline. Inspired by this, data-driven disease progression modelling emerged from the computer science community with the aim to reconstruct neurodegenerative disease timelines using data from large cohorts of patients, healthy controls, and prodromal/at-risk individuals. This chapter describes selected highlights from the field, with a focus on utility for understanding and forecasting of disease progression.
A Bayesian Learning, Greedy agglomerative clustering approach and evaluation techniques for Author Name Disambiguation Problem
Author names often suffer from ambiguity owing to the same author appearing under different names and multiple authors possessing similar names. It creates difficulty in associating a scholarly work with the person who wrote it, thereby introducing inaccuracy in credit attribution, bibliometric analysis, search-by-author in a digital library, and expert discovery. A plethora of techniques for disambiguation of author names have been proposed in the literature. I try to focus on the research efforts targeted to disambiguate author names. I first go through the conventional methods, then I discuss evaluation techniques and the clustering model which finally leads to the Bayesian learning and Greedy agglomerative approach. I believe this concentrated review will be useful for the research community because it discusses techniques applied to a very large real database that is actively used worldwide. The Bayesian and the greedy agglomerative approach used will help to tackle AND problems in a better way. Finally, I try to outline a few directions for future work.
Maximum Likelihood Distillation for Robust Modulation Classification
Maroto, Javier, Bovet, Gérôme, Frossard, Pascal
Deep Neural Networks are being extensively used in communication systems and Automatic Modulation Classification (AMC) in particular. However, they are very susceptible to small adversarial perturbations that are carefully crafted to change the network decision. In this work, we build on knowledge distillation ideas and adversarial training in order to build more robust AMC systems. We first outline the importance of the quality of the training data in terms of accuracy and robustness of the model. We then propose to use the Maximum Likelihood function, which could solve the AMC problem in offline settings, to generate better training labels. Those labels teach the model to be uncertain in challenging conditions, which permits to increase the accuracy, as well as the robustness of the model when combined with adversarial training. Interestingly, we observe that this increase in performance transfers to online settings, where the Maximum Likelihood function cannot be used in practice. Overall, this work highlights the potential of learning to be uncertain in difficult scenarios, compared to directly removing label noise.
Interactive Imitation Learning in Robotics: A Survey
Celemin, Carlos, Pérez-Dattari, Rodrigo, Chisari, Eugenio, Franzese, Giovanni, Rosa, Leandro de Souza, Prakash, Ravi, Ajanović, Zlatan, Ferraz, Marta, Valada, Abhinav, Kober, Jens
Interactive Imitation Learning (IIL) is a branch of Imitation Learning (IL) where human feedback is provided intermittently during robot execution allowing an online improvement of the robot's behavior. In recent years, IIL has increasingly started to carve out its own space as a promising data-driven alternative for solving complex robotic tasks. The advantages of IIL are its data-efficient, as the human feedback guides the robot directly towards an improved behavior, and its robustness, as the distribution mismatch between the teacher and learner trajectories is minimized by providing feedback directly over the learner's trajectories. Nevertheless, despite the opportunities that IIL presents, its terminology, structure, and applicability are not clear nor unified in the literature, slowing down its development and, therefore, the research of innovative formulations and discoveries. In this article, we attempt to facilitate research in IIL and lower entry barriers for new practitioners by providing a survey of the field that unifies and structures it. In addition, we aim to raise awareness of its potential, what has been accomplished and what are still open research questions. We organize the most relevant works in IIL in terms of human-robot interaction (i.e., types of feedback), interfaces (i.e., means of providing feedback), learning (i.e., models learned from feedback and function approximators), user experience (i.e., human perception about the learning process), applications, and benchmarks. Furthermore, we analyze similarities and differences between IIL and RL, providing a discussion on how the concepts offline, online, off-policy and on-policy learning should be transferred to IIL from the RL literature. We particularly focus on robotic applications in the real world and discuss their implications, limitations, and promising future areas of research.
Federated Averaging Langevin Dynamics: Toward a unified theory and new algorithms
Plassier, Vincent, Durmus, Alain, Moulines, Eric
This paper focuses on Bayesian inference in a federated learning context (FL). While several distributed MCMC algorithms have been proposed, few consider the specific limitations of FL such as communication bottlenecks and statistical heterogeneity. Recently, Federated Averaging Langevin Dynamics (FALD) was introduced, which extends the Federated Averaging algorithm to Bayesian inference. We obtain a novel tight non-asymptotic upper bound on the Wasserstein distance to the global posterior for FALD. This bound highlights the effects of statistical heterogeneity, which causes a drift in the local updates that negatively impacts convergence. We propose a new algorithm VR-FALD* that uses control variates to correct the client drift. We establish non-asymptotic bounds showing that VR-FALD* is not affected by statistical heterogeneity. Finally, we illustrate our results on several FL benchmarks for Bayesian inference.