Learning Graphical Models
Gamma-Reward: A Novel Multi-Agent Reinforcement Learning Method for Traffic Signal Control
Liu, Junjia, Zhang, Huimin, Fu, Zhuang, Wang, Yao
The intelligent control of traffic signal is critical to the optimization of transportation systems. To solve the problem in large-scale road networks, recent research has focused on interactions among intersections, which have shown promising results. However, existing studies pay more attention to the sensation sharing among agents and do not care about the results after taking each action. In this paper, we propose a novel multi-agent interaction mechanism, defined as Gamma-Reward that includes both original Gamma-Reward and Gamma-Attention-Reward, which use the space-time information in the replay buffer to amend the reward of each action, for traffic signal control based on deep reinforcement learning method. We give a detailed theoretical foundation and prove the proposed method can converge to Nash Equilibrium. By extending the idea of Markov Chain to the road network, this interaction mechanism replaces the graph attention method and realizes the decoupling of the road network, which is more in line with practical applications. Simulation and experiment results demonstrate that the proposed model can get better performance than previous studies, by amending the reward. To our best knowledge, our work appears to be the first to treat the road network itself as a Markov Chain.
An Optimal Statistical and Computational Framework for Generalized Tensor Estimation
Han, Rungang, Willett, Rebecca, Zhang, Anru
This paper describes a flexible framework for generalized low-rank tensor estimation problems that includes many important instances arising from applications in computational imaging, genomics, and network analysis. The proposed estimator consists of finding a low-rank tensor fit to the data under generalized parametric models. To overcome the difficulty of non-convexity in these problems, we introduce a unified approach of projected gradient descent that adapts to the underlying low-rank structure. Under mild conditions on the loss function, we establish both an upper bound on statistical error and the linear rate of computational convergence through a general deterministic analysis. Then we further consider a suite of generalized tensor estimation problems, including sub-Gaussian tensor denoising, tensor regression, and Poisson and binomial tensor PCA. We prove that the proposed algorithm achieves the minimax optimal rate of convergence in estimation error. Finally, we demonstrate the superiority of the proposed framework via extensive experiments on both simulated and real data.
Deep Learning and Statistical Models for Time-Critical Pedestrian Behaviour Prediction
Dabrowski, Joel Janek, de Villiers, Johan Pieter, Rahman, Ashfaqur, Beyers, Conrad
The time it takes for a classifier to make an accurate prediction can be crucial in many behaviour recognition problems. For example, an autonomous vehicle should detect hazardous pedestrian behaviour early enough for it to take appropriate measures. In this context, we compare the switching linear dynamical system (SLDS) and a three-layered bi-directional long short-term memory (LSTM) neural network, which are applied to infer pedestrian behaviour from motion tracks. We show that, though the neural network model achieves an accuracy of 80%, it requires long sequences to achieve this (100 samples or more). The SLDS, has a lower accuracy of 74%, but it achieves this result with short sequences (10 samples). To our knowledge, such a comparison on sequence length has not been considered in the literature before. The results provide a key intuition of the suitability of the models in time-critical problems.
Smoothing Graphons for Modelling Exchangeable Relational Data
Fan, Xuhui, Li, Yaqiong, Chen, Ling, Li, Bin, Sisson, Scott A.
Modelling exchangeable relational data can be described by \textit{graphon theory}. Most Bayesian methods for modelling exchangeable relational data can be attributed to this framework by exploiting different forms of graphons. However, the graphons adopted by existing Bayesian methods are either piecewise-constant functions, which are insufficiently flexible for accurate modelling of the relational data, or are complicated continuous functions, which incur heavy computational costs for inference. In this work, we introduce a smoothing procedure to piecewise-constant graphons to form {\em smoothing graphons}, which permit continuous intensity values for describing relations, but without impractically increasing computational costs. In particular, we focus on the Bayesian Stochastic Block Model (SBM) and demonstrate how to adapt the piecewise-constant SBM graphon to the smoothed version. We initially propose the Integrated Smoothing Graphon (ISG) which introduces one smoothing parameter to the SBM graphon to generate continuous relational intensity values. We then develop the Latent Feature Smoothing Graphon (LFSG), which improves on the ISG by introducing auxiliary hidden labels to decompose the calculation of the ISG intensity and enable efficient inference. Experimental results on real-world data sets validate the advantages of applying smoothing strategies to the Stochastic Block Model, demonstrating that smoothing graphons can greatly improve AUC and precision for link prediction without increasing computational complexity.
Fundamental Issues Regarding Uncertainties in Artificial Neural Networks
Thacker, Neil A., Twining, Carole J., Tar, Paul D., Notley, Scott, Ramesh, Visvanathan
Artificial Neural Networks (ANNs) implement a specific form of multi-variate extrapolation and will generate an output for any input pattern, even when there is no similar training pattern. Extrapolations are not necessarily to be trusted, and in order to support safety critical systems, we require such systems to give an indication of the training sample related uncertainty associated with their output. Some readers may think that this is a well known issue which is already covered by the basic principles of pattern recognition. We will explain below how this is not the case and how the conventional (Likelihood estimate of) conditional probability of classification does not correctly assess this uncertainty. We provide a discussion of the standard interpretations of this problem and show how a quantitative approach based upon long standing methods can be practically applied. The methods are illustrated on the task of early diagnosis of dementing diseases using Magnetic Resonance Imaging.
Stochastic Normalizing Flows
Hodgkinson, Liam, van der Heide, Chris, Roosta, Fred, Mahoney, Michael W.
Normalizing flows (Rezende & Mohamed, 2015) are probabilistic models constructed as a sequence of successive transformations applied to some initial distribution. A key strength of normalizing flows is their expressive power as generative models, while enjoying an explicitly computable form of the likelihood function evaluated on the transformed space. This makes them especially well-equipped for variational inference (VI). Neural networks are often used as inspiration for finding effective transformations (Dinh et al., 2015; van den Berg et al., 2018). Continuous normalizing flows were later developed in Chen et al. (2018) as a means to perform maximum likelihood estimation and VI for large-scale probabilistic models derived from ordinary differential equations (ODEs).
Training Binary Neural Networks using the Bayesian Learning Rule
Meng, Xiangming, Bachmann, Roman, Khan, Mohammad Emtiyaz
Neural networks with binary weights are computation-efficient and hardware-friendly, but their training is challenging because it involves a discrete optimization problem. Surprisingly, ignoring the discrete nature of the problem and using gradient-based methods, such as Straight-Through Estimator, still works well in practice. This raises the question: are there principled approaches which justify such methods? In this paper, we propose such an approach using the Bayesian learning rule. The rule, when applied to estimate a Bernoulli distribution over the binary weights, results in an algorithm which justifies some of the algorithmic choices made by the previous approaches. The algorithm not only obtains state-of-the-art performance, but also enables uncertainty estimation for continual learning to avoid catastrophic forgetting. Our work provides a principled approach for training binary neural networks which justifies and extends existing approaches.
Missing Data Imputation for Classification Problems
Choudhury, Arkopal, Kosorok, Michael R.
Imputation of missing data is a common application in various classification problems where the feature training matrix has missingness. A widely used solution to this imputation problem is based on the lazy learning technique, $k$-nearest neighbor (kNN) approach. However, most of the previous work on missing data does not take into account the presence of the class label in the classification problem. Also, existing kNN imputation methods use variants of Minkowski distance as a measure of distance, which does not work well with heterogeneous data. In this paper, we propose a novel iterative kNN imputation technique based on class weighted grey distance between the missing datum and all the training data. Grey distance works well in heterogeneous data with missing instances. The distance is weighted by Mutual Information (MI) which is a measure of feature relevance between the features and the class label. This ensures that the imputation of the training data is directed towards improving classification performance. This class weighted grey kNN imputation algorithm demonstrates improved performance when compared to other kNN imputation algorithms, as well as standard imputation algorithms such as MICE and missForest, in imputation and classification problems. These problems are based on simulated scenarios and UCI datasets with various rates of missingness.
Cautious Reinforcement Learning with Logical Constraints
Hasanbeig, Mohammadhosein, Abate, Alessandro, Kroening, Daniel
This paper presents the concept of an adaptive safe padding that forces Reinforcement Learning (RL) to synthesize optimal control policies while ensuring safety during the learning process. We express the safety requirements as a temporal logic formula. Enforcing the RL agent to stay safe during learning might limit the exploration in some safety-critical cases. However, we show that the proposed architecture is able to automatically handle the trade-off between efficient progress in exploration and ensuring strict safety. Theoretical guarantees are available on the convergence of the algorithm. Finally experimental results are provided to showcase the performance of the proposed method.
Relaxed Scheduling for Scalable Belief Propagation
Aksenov, Vitaly, Alistarh, Dan, Korhonen, Janne H.
The ability to leverage large-scale hardware parallelism has been one of the key enablers of the accelerated recent progress in machine learning. Consequently, there has been considerable effort invested into developing efficient parallel variants of classic machine learning algorithms. However, despite the wealth of knowledge on parallelization, some classic machine learning algorithms often prove hard to parallelize efficiently while maintaining convergence. In this paper, we focus on efficient parallel algorithms for the key machine learning task of inference on graphical models, in particular on the fundamental belief propagation algorithm. We address the challenge of efficiently parallelizing this classic paradigm by showing how to leverage scalable relaxed schedulers in this context. We present an extensive empirical study, showing that our approach outperforms previous parallel belief propagation implementations both in terms of scalability and in terms of wall-clock convergence time, on a range of practical applications.