Learning Graphical Models
Approximate Bayesian Computation via Classification
Wang, Yuexi, Kaji, Tetsuya, Ročková, Veronika
Approximate Bayesian Computation (ABC) enables statistical inference in complex models whose likelihoods are difficult to calculate but easy to simulate from. ABC constructs a kernel-type approximation to the posterior distribution through an accept/reject mechanism which compares summary statistics of real and simulated data. To obviate the need for summary statistics, we directly compare empirical distributions with a Kullback-Leibler (KL) divergence estimator obtained via classification. In particular, we blend flexible machine learning classifiers within ABC to automate fake/real data comparisons. We consider the traditional accept/reject kernel as well as an exponential weighting scheme which does not require the ABC acceptance threshold. Our theoretical results show that the rate at which our ABC posterior distributions concentrate around the true parameter depends on the estimation error of the classifier. We derive limiting posterior shape results and find that, with a properly scaled exponential kernel, asymptotic normality holds. We demonstrate the usefulness of our approach on simulated examples as well as real data in the context of stock volatility estimation.
A Free Lunch from the Noise: Provable and Practical Exploration for Representation Learning
Ren, Tongzheng, Zhang, Tianjun, Szepesvári, Csaba, Dai, Bo
Reinforcement learning (RL) dedicates to solve the sequential decision making problem, where an agent is interacting with an unknown environment to find the best policy that maximizes the expected cumulative rewards (Sutton & Barto, 2018). It is known that the tabular algorithms direct controlling over the original state and action achieve the minimax-optimal regret depending on the cardinality of the state and action space (Jaksch et al., 2010; Osband & Van Roy, 2016; Azar et al., 2017; Jin et al., 2018). However, these algorithms become intractable for the real-world problems with an enormous number of states, due to the curse of dimensionality. Learning with function approximation upon good representation is a natural idea to tackle the curse and serving as the key for the success of deep learning (Bengio et al., 2013). In fact, representation learning lies at the heart of the empirical successes of deep RL in video games (Mnih et al., 2013), robotics (Levine et al., 2016), Go (Silver et al., 2017), dialogue systems (Jiang et al., 2021) to name a few. Meanwhile, the importance and benefits of the representation in RL is rigorously justified (Jin et al.,
Branching Time Active Inference: empirical study and complexity class analysis
Champion, Théophile, Bowman, Howard, Grześ, Marek
Active inference is a state-of-the-art framework for modelling the brain that explains a wide range of mechanisms such as habit formation, dopaminergic discharge and curiosity. However, recent implementations suffer from an exponential (space and time) complexity class when computing the prior over all the possible policies up to the time horizon. Fountas et al. (2020) used Monte Carlo tree search to address this problem, leading to very good results in two different tasks. Additionally, Champion et al. (2021a) proposed a tree search approach based on structure learning. This was enabled by the development of a variational message passing approach to active inference (Champion et al., 2021b), which enables compositional construction of Bayesian networks for active inference. However, this message passing tree search approach, which we call branching-time active inference (BTAI), has never been tested empirically. In this paper, we present an experimental study of the approach (Champion et al., 2021a) in the context of a maze solving agent. In this context, we show that both improved prior preferences and deeper search help mitigate the vulnerability to local minima. Then, we compare BTAI to standard active inference (AI) on a graph navigation task. We show that for small graphs, both BTAI and AI successfully solve the task. For larger graphs, AI exhibits an exponential (space) complexity class, making the approach intractable. However, BTAI explores the space of policies more efficiently, successfully scaling to larger graphs.
Off-Policy Correction For Multi-Agent Reinforcement Learning
Zawalski, Michał, Osiński, Błażej, Michalewski, Henryk, Miłoś, Piotr
Multi-agent reinforcement learning (MARL) provides a framework for problems involving multiple interacting agents. Despite apparent similarity to the single-agent case, multi-agent problems are often harder to train and analyze theoretically. In this work, we propose MA-Trace, a new on-policy actor-critic algorithm, which extends V-Trace to the MARL setting. The key advantage of our algorithm is its high scalability in a multi-worker setting. To this end, MA-Trace utilizes importance sampling as an off-policy correction method, which allows distributing the computations with no impact on the quality of training. Furthermore, our algorithm is theoretically grounded - we prove a fixed-point theorem that guarantees convergence. We evaluate the algorithm extensively on the StarCraft Multi-Agent Challenge, a standard benchmark for multi-agent algorithms. MA-Trace achieves high performance on all its tasks and exceeds state-of-the-art results on some of them.
Branching Time Active Inference: the theory and its generality
Champion, Théophile, Da Costa, Lancelot, Bowman, Howard, Grześ, Marek
Over the last 10 to 15 years, active inference has helped to explain various brain mechanisms from habit formation to dopaminergic discharge and even modelling curiosity. However, the current implementations suffer from an exponential (space and time) complexity class when computing the prior over all the possible policies up to the time-horizon. Fountas et al (2020) used Monte Carlo tree search to address this problem, leading to impressive results in two different tasks. In this paper, we present an alternative framework that aims to unify tree search and active inference by casting planning as a structure learning problem. Two tree search algorithms are then presented. The first propagates the expected free energy forward in time (i.e., towards the leaves), while the second propagates it backward (i.e., towards the root). Then, we demonstrate that forward and backward propagations are related to active inference and sophisticated inference, respectively, thereby clarifying the differences between those two planning strategies.
Self Learning AI-Agents Part I: Markov Decision Processes
A Markov Decision Processes (MDP) is a discrete time stochastic control process. MDP is the best approach we have so far to model the complex environment of an AI agent. Every problem that the agent aims to solve can be considered as a sequence of states S1, S2, S3, … Sn (A state may be for example a Go/chess board configuration). The agent takes actions and moves from one state to an other. In the following you will learn the mathematics that determine which action the agent must take in any given situation.
Machine Learning and its applications
In last 2–3 decades lots of technologies and computer languages discovered for the purpose of research, better learning and for more opportunities in Machines and Computing fields. One of the language on those discoveries are Machine Learning. The study of machine learning (ML) is the study of algorithms that develop automatically through different experiences and by accumulating data. Machine Learning is a branch of AI(artificial Intelligence). Artificial intelligence (AI) and computer science have developed machine learning techniques to reproduce how humans learn by using data and algorithms.
Network representation learning: A macro and micro view
Graph is a universe data structure that is widely used to organize data in real-world. Various real-word networks like the transportation network, social and academic network can be represented by graphs. Recent years have witnessed the quick development on representing vertices in the network into a low-dimensional vector space, referred to as network representation learning. Representation learning can facilitate the design of new algorithms on the graph data. In this survey, we conduct a comprehensive review of current literature on network representation learning. Existing algorithms can be categorized into three groups: shallow embedding models, heterogeneous network embedding models, graph neural network based models. We review state-of-the-art algorithms for each category and discuss the essential differences between these algorithms. One advantage of the survey is that we systematically study the underlying theoretical foundations underlying the different categories of algorithms, which offers deep insights for better understanding the development of the network representation learning field.
Covered Information Disentanglement: Model Transparency via Unbiased Permutation Importance
Pereira, João, Stroes, Erik S. G., Zwinderman, Aeilko H., Levin, Evgeni
Model transparency is a prerequisite in many domains and an increasingly popular area in machine learning research. In the medical domain, for instance, unveiling the mechanisms behind a disease often has higher priority than the diagnostic itself since it might dictate or guide potential treatments and research directions. One of the most popular approaches to explain model global predictions is the permutation importance where the performance on permuted data is benchmarked against the baseline. However, this method and other related approaches will undervalue the importance of a feature in the presence of covariates since these cover part of its provided information. To address this issue, we propose Covered Information Disentanglement (CID), a method that considers all feature information overlap to correct the values provided by permutation importance. We further show how to compute CID efficiently when coupled with Markov random fields. We demonstrate its efficacy in adjusting permutation importance first on a controlled toy dataset and discuss its effect on real-world medical data.
Building Object-based Causal Programs for Human-like Generalization
Zhao, Bonan, Lucas, Christopher G., Bramley, Neil R.
We present a novel task that measures how people generalize objects' causal powers based on observing a single (Experiment 1) or a few (Experiment 2) causal interactions between object pairs. We propose a computational modeling framework that can synthesize human-like generalization patterns in our task setting, and sheds light on how people may navigate the compositional space of possible causal functions and categories efficiently. Our modeling framework combines a causal function generator that makes use of agent and recipient objects' features and relations, and a Bayesian non-parametric inference process to govern the degree of similarity-based generalization. Our model has a natural "resource-rational" variant that outperforms a naive Bayesian account in describing participants, in particular reproducing a generalization-order effect and causal asymmetry observed in our behavioral experiments. We argue that this modeling framework provides a computationally plausible mechanism for real world causal generalization.