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 Learning Graphical Models


Learning Gaussian Graphical Models with Observed or Latent FVSs

Neural Information Processing Systems

Gaussian Graphical Models (GGMs) or Gauss Markov random fields are widely used in many applications, and the trade-off between the modeling capacity and the efficiency of learning and inference has been an important research problem. In this paper, we study the family of GGMs with small feedback vertex sets (FVSs), where an FVS is a set of nodes whose removal breaks all the cycles. Exact inference such as computing the marginal distributions and the partition function has complexity $O(k {2}n)$ using message-passing algorithms, where k is the size of the FVS, and n is the total number of nodes. We propose efficient structure learning algorithms for two cases: 1) All nodes are observed, which is useful in modeling social or flight networks where the FVS nodes often correspond to a small number of high-degree nodes, or hubs, while the rest of the networks is modeled by a tree. Regardless of the maximum degree, without knowing the full graph structure, we can exactly compute the maximum likelihood estimate in $O(kn 2 n 2\log n)$ if the FVS is known or in polynomial time if the FVS is unknown but has bounded size.


DESPOT: Online POMDP Planning with Regularization

Neural Information Processing Systems

POMDPs provide a principled framework for planning under uncertainty, but are computationally intractable, due to the "curse of dimensionality" and the "curse of history". This paper presents an online lookahead search algorithm that alleviates these difficulties by limiting the search to a set of sampled scenarios. The execution of all policies on the sampled scenarios is summarized using a Determinized Sparse Partially Observable Tree (DESPOT), which is a sparsely sampled belief tree. Our algorithm, named Regularized DESPOT (R-DESPOT), searches the DESPOT for a policy that optimally balances the size of the policy and the accuracy on its value estimate obtained through sampling. We give an output-sensitive performance bound for all policies derived from the DESPOT, and show that R-DESPOT works well if a small optimal policy exists.


Solving inverse problem of Markov chain with partial observations

Neural Information Processing Systems

The Markov chain is a convenient tool to represent the dynamics of complex systems such as traffic and social systems, where probabilistic transition takes place between internal states. A Markov chain is characterized by initial-state probabilities and a state-transition probability matrix. In the traditional setting, a major goal is to figure out properties of a Markov chain when those probabilities are known. This paper tackles an inverse version of the problem: we find those probabilities from partial observations at a limited number of states. The observations include the frequency of visiting a state and the rate of reaching a state from another.


Only H is left: Near-tight Episodic PAC RL

Neural Information Processing Systems

In many applications such as advertisement placement or automated dialog systems, an intelligent system optimizes performance over a sequence of interactions with each user. Such tasks often involve many states and potentially time-dependent transition dynamics, and can be modeled well as episodic Markov decision processes (MDPs). In this paper, we present a PAC algorithm for reinforcement learning in episodic finite MDPs with time-dependent transitions that acts epsilon-optimal in all but O(S A H 3 / epsilon 2 log(1 / delta)) episodes. Our algorithm has a polynomial computational complexity, and our sample complexity bound accounts for the fact that we may only be able to approximately solve the internal planning problems. In addition, our PAC sample complexity bound has only linear dependency on the number of states S and actions A and strictly improves previous bounds with S 2 dependency in this setting.


EDML for Learning Parameters in Directed and Undirected Graphical Models

Neural Information Processing Systems

EDML is a recently proposed algorithm for learning parameters in Bayesian networks. It was originally derived in terms of approximate inference on a meta-network, which underlies the Bayesian approach to parameter estimation. While this initial derivation helped discover EDML in the first place and provided a concrete context for identifying some of its properties (e.g., in contrast to EM), the formal setting was somewhat tedious in the number of concepts it drew on. In this paper, we propose a greatly simplified perspective on EDML, which casts it as a general approach to continuous optimization. The new perspective has several advantages.


Learning Others' Intentional Models in Multi-Agent Settings Using Interactive POMDPs

Neural Information Processing Systems

Interactive partially observable Markov decision processes (I-POMDPs) provide a principled framework for planning and acting in a partially observable, stochastic and multi-agent environment. It extends POMDPs to multi-agent settings by including models of other agents in the state space and forming a hierarchical belief structure. In order to predict other agents' actions using I-POMDPs, we propose an approach that effectively uses Bayesian inference and sequential Monte Carlo sampling to learn others' intentional models which ascribe to them beliefs, preferences and rationality in action selection. Empirical results show that our algorithm accurately learns models of the other agent and has superior performance than methods that use subintentional models. Our approach serves as a generalized Bayesian learning algorithm that learns other agents' beliefs, strategy levels, and transition, observation and reward functions. Papers published at the Neural Information Processing Systems Conference.


Active Learning for Probabilistic Hypotheses Using the Maximum Gibbs Error Criterion

Neural Information Processing Systems

We introduce a new objective function for pool-based Bayesian active learning with probabilistic hypotheses. This objective function, called the policy Gibbs error, is the expected error rate of a random classifier drawn from the prior distribution on the examples adaptively selected by the active learning policy. Exact maximization of the policy Gibbs error is hard, so we propose a greedy strategy that maximizes the Gibbs error at each iteration, where the Gibbs error on an instance is the expected error of a random classifier selected from the posterior label distribution on that instance. We apply this maximum Gibbs error criterion to three active learning scenarios: non-adaptive, adaptive, and batch active learning. In each scenario, we prove that the criterion achieves near-maximal policy Gibbs error when constrained to a fixed budget.


A Bayesian method for reducing bias in neural representational similarity analysis

Neural Information Processing Systems

In neuroscience, the similarity matrix of neural activity patterns in response to different sensory stimuli or under different cognitive states reflects the structure of neural representational space. Existing methods derive point estimations of neural activity patterns from noisy neural imaging data, and the similarity is calculated from these point estimations. We show that this approach translates structured noise from estimated patterns into spurious bias structure in the resulting similarity matrix, which is especially severe when signal-to-noise ratio is low and experimental conditions cannot be fully randomized in a cognitive task. We propose an alternative Bayesian framework for computing representational similarity in which we treat the covariance structure of neural activity patterns as a hyper-parameter in a generative model of the neural data, and directly estimate this covariance structure from imaging data while marginalizing over the unknown activity patterns. Converting the estimated covariance structure into a correlation matrix offers a much less biased estimate of neural representational similarity.


Nonparametric Multi-group Membership Model for Dynamic Networks

Neural Information Processing Systems

Relational data--like graphs, networks, and matrices--is often dynamic, where the relational structure evolves over time. A fundamental problem in the analysis of time-varying network data is to extract a summary of the common structure and the dynamics of underlying relations between entities. Here we build on the intuition that changes in the network structure are driven by the dynamics at the level of groups of nodes. We propose a nonparametric multi-group membership model for dynamic networks. Our model contains three main components.


Learning Chordal Markov Networks by Constraint Satisfaction

Neural Information Processing Systems

We investigate the problem of learning the structure of a Markov network from data. It is shown that the structure of such networks can be described in terms of constraints which enables the use of existing solver technology with optimization capabilities to compute optimal networks starting from initial scores computed from the data. To achieve efficient encodings, we develop a novel characterization of Markov network structure using a balancing condition on the separators between cliques forming the network. The resulting translations into propositional satisfiability and its extensions such as maximum satisfiability, satisfiability modulo theories, and answer set programming, enable us to prove the optimality of networks which have been previously found by stochastic search. Papers published at the Neural Information Processing Systems Conference.