Learning Graphical Models
Masking schemes for universal marginalisers
Gautam, Divya, Lomeli, Maria, Gourgoulias, Kostis, Thompson, Daniel H., Johri, Saurabh
We consider the effect of structure-agnostic and structure-dependent masking schemes when training a universal marginaliser (arXiv:1711.00695) in order to learn conditional distributions of the form $P(x_i |\mathbf x_{\mathbf b})$, where $x_i$ is a given random variable and $\mathbf x_{\mathbf b}$ is some arbitrary subset of all random variables of the generative model of interest. In other words, we mimic the self-supervised training of a denoising autoencoder, where a dataset of unlabelled data is used as partially observed input and the neural approximator is optimised to minimise reconstruction loss. We focus on studying the underlying process of the partially observed data---how good is the neural approximator at learning all conditional distributions when the observation process at prediction time differs from the masking process during training? We compare networks trained with different masking schemes in terms of their predictive performance and generalisation properties.
Human-like Time Series Summaries via Trend Utility Estimation
In many scenarios, humans prefer a text-based representation of quantitative data over numerical, tabular, or graphical representations. The attractiveness of textual summaries for complex data has inspired research on data-to-text systems. While there are several data-to-text tools for time series, few of them try to mimic how humans summarize for time series. In this paper, we propose a model to create human-like text descriptions for time series. Our system finds patterns in time series data and ranks these patterns based on empirical observations of human behavior using utility estimation. Our proposed utility estimation model is a Bayesian network capturing interdependencies between different patterns. We describe the learning steps for this network and introduce baselines along with their performance for each step. The output of our system is a natural language description of time series that attempts to match a human's summary of the same data.
Optimal by Design: Model-Driven Synthesis of Adaptation Strategies for Autonomous Systems
Elrakaiby, Yehia, Spoletini, Paola, Nuseibeh, Bashar
--Many software systems have become too large and complex to be managed efficiently by human administrators, particularly when they operate in uncertain and dynamic environments and require frequent changes. Requirements-driven adaptation techniques have been proposed to endow systems with the necessary means to autonomously decide ways to satisfy their requirements. However, many current approaches rely on general-purpose languages, models and/or frameworks to design, develop and analyze autonomous systems. Unfortunately, these tools are not tailored towards the characteristics of adaptation problems in autonomous systems. D proposes a model (and a language) for the high-level description of the basic elements of self-adaptive systems, namely the system, capabilities, requirements and environment. Based on those elements, a Markov Decision Process (MDP) is constructed to compute the optimal strategy or the most rewarding system behavior . Furthermore, this defines a reflex controller that can ensure timely responses to changes. One novel feature of the framework is that it benefits both from goal-oriented techniques, developed for requirement elicitation, refinement and analysis, and synthesis capabilities and extensive research around MDPs, their extensions and tools. Our preliminary evaluation results demonstrate the practicality and advantages of the framework. Autonomous systems such as unmanned vehicles and robots play an increasingly relevant role in our societies. Many factors contribute to the complexity in the design and development of those systems. First, they typically operate in dynamic and uncontrollable environments [1]-[5]. Therefore, they must continuously adapt their configuration in response to changes, both in their operating environment and in themselves. Since the frequency of change cannot be controlled, decision-making must be almost instantaneous to ensure timely responses. From a design and management perspective, it is desirable to minimize the effort needed to design the system and to enable its runtime updating and maintenance. A promising technique to address those challenges is requirements-driven adaptation that endow systems with the necessary means to autonomously operate based on their requirements. Requirements are prescriptive statements of intent to be satisfied by cooperation of the agents forming the system [6]. They say what the system will do and not how it will do it [7].
A Critical Look at the Applicability of Markov Logic Networks for Music Signal Analysis
Pauwels, Johan, Fazekas, György, Sandler, Mark B.
In recent years, Markov logic networks (MLNs) have been proposed as a potentially useful paradigm for music signal analysis. Because all hidden Markov models can be reformulated as MLNs, the latter can provide an all-encompassing framework that reuses and extends previous work in the field. However, just because it is theoretically possible to reformulate previous work as MLNs, does not mean that it is advantageous. In this paper, we analyse some proposed examples of MLNs for musical analysis and consider their practical disadvantages when compared to formulating the same musical dependence relationships as (dynamic) Bayesian networks. We argue that a number of practical hurdles such as the lack of support for sequences and for arbitrary continuous probability distributions make MLNs less than ideal for the proposed musical applications, both in terms of easy of formulation and computational requirements due to their required inference algorithms. These conclusions are not specific to music, but apply to other fields as well, especially when sequential data with continuous observations is involved. Finally, we show that the ideas underlying the proposed examples can be expressed perfectly well in the more commonly used framework of (dynamic) Bayesian networks.
Machine Learning with TensorFlow, Second Edition
About the Technology TensorFlow, Google's library for large-scale machine learning, makes powerful ML techniques easily accessible. It simplifies often-complex computations by representing them as graphs that are mapped to machines in a cluster or to the processors of a single machine. Offering a complete ecosystem for all stages and types of machine learning, TensorFlow's end-to-end functionality empowers machine learning engineers of all skill levels to solve their problems with ML.
Domain-Liftability of Relational Marginal Polytopes
We study computational aspects of relational marginal polytopes which are statistical relational learning counterparts of marginal polytopes, well-known from probabilistic graphical models. Here, given some first-order logic formula, we can define its relational marginal statistic to be the fraction of groundings that make this formula true in a given possible world. For a list of first-order logic formulas, the relational marginal polytope is the set of all points that correspond to the expected values of the relational marginal statistics that are realizable. In this paper, we study the following two problems: (i) Do domain-liftability results for the partition functions of Markov logic networks (MLNs) carry over to the problem of relational marginal polytope construction? (ii) Is the relational marginal polytope containment problem hard under some plausible complexity-theoretic assumptions? Our positive results have consequences for lifted weight learning of MLNs. In particular, we show that weight learning of MLNs is domain-liftable whenever the computation of the partition function of the respective MLNs is domain-liftable (this result has not been rigorously proven before).
Newtonian Monte Carlo: single-site MCMC meets second-order gradient methods
Arora, Nimar S., Tehrani, Nazanin Khosravani, Shah, Kinjal Divesh, Tingley, Michael, Li, Yucen Lily, Torabi, Narjes, Noursi, David, Masouleh, Sepehr Akhavan, Lippert, Eric, Meijer, Erik
Single-site Markov Chain Monte Carlo (MCMC) is a variant of MCMC in which a single coordinate in the state space is modified in each step. Structured relational models are a good candidate for this style of inference. In the single-site context, second order methods become feasible because the typical cubic costs associated with these methods is now restricted to the dimension of each coordinate. Our work, which we call Newtonian Monte Carlo (NMC), is a method to improve MCMC convergence by analyzing the first and second order gradients of the target density to determine a suitable proposal density at each point. Existing first order gradient-based methods suffer from the problem of determining an appropriate step size. Too small a step size and it will take a large number of steps to converge, while a very large step size will cause it to overshoot the high density region. NMC is similar to the Newton-Raphson update in optimization where the second order gradient is used to automatically scale the step size in each dimension. However, our objective is to find a parameterized proposal density rather than the maxima. As a further improvement on existing first and second order methods, we show that random variables with constrained supports don't need to be transformed before taking a gradient step. We demonstrate the efficiency of NMC on a number of different domains. For statistical models where the prior is conjugate to the likelihood, our method recovers the posterior quite trivially in one step. However, we also show results on fairly large non-conjugate models, where NMC performs better than adaptive first order methods such as NUTS or other inexact scalable inference methods such as Stochastic Variational Inference or bootstrapping.
Automated extraction of mutual independence patterns using Bayesian comparison of partition models
Marrelec, Guillaume, Giron, Alain
Mutual independence is a key concept in statistics that characterizes the structural relationships between variables. Existing methods to investigate mutual independence rely on the definition of two competing models, one being nested into the other and used to generate a null distribution for a statistic of interest, usually under the asymptotic assumption of large sample size. As such, these methods have a very restricted scope of application. In the present manuscript, we propose to change the investigation of mutual independence from a hypothesis-driven task that can only be applied in very specific cases to a blind and automated search within patterns of mutual independence. To this end, we treat the issue as one of model comparison that we solve in a Bayesian framework. We show the relationship between such an approach and existing methods in the case of multivariate normal distributions as well as cross-classified multinomial distributions. We propose a general Markov chain Monte Carlo (MCMC) algorithm to numerically approximate the posterior distribution on the space of all patterns of mutual independence. The relevance of the method is demonstrated on synthetic data as well as two real datasets, showing the unique insight provided by this approach.
Causal Discovery from Incomplete Data: A Deep Learning Approach
Wang, Yuhao, Menkovski, Vlado, Wang, Hao, Du, Xin, Pechenizkiy, Mykola
As systems are getting more autonomous with the development of artificial intelligence, it is important to discover the causal knowledge from observational sensory inputs. By encoding a series of cause-effect relations between events, causal networks can facilitate the prediction of effects from a given action and analyze their underlying data generation mechanism. However, missing data are ubiquitous in practical scenarios. Directly performing existing casual discovery algorithms on partially observed data may lead to the incorrect inference. To alleviate this issue, we proposed a deep learning framework, dubbed Imputated Causal Learning (ICL), to perform iterative missing data imputation and causal structure discovery. Through extensive simulations on both synthetic and real data, we show that ICL can outperform state-of-the-art methods under different missing data mechanisms.
Model-based Multi-Agent Reinforcement Learning with Cooperative Prioritized Sweeping
Bargiacchi, Eugenio, Verstraeten, Timothy, Roijers, Diederik M., Nowé, Ann
We present a new model-based reinforcement learning algorithm, Cooperative Prioritized Sweeping, for efficient learning in multi-agent Markov decision processes. The algorithm allows for sample-efficient learning on large problems by exploiting a factorization to approximate the value function. Our approach only requires knowledge about the structure of the problem in the form of a dynamic decision network. Using this information, our method learns a model of the environment and performs temporal difference updates which affect multiple joint states and actions at once. Batch updates are additionally performed which efficiently back-propagate knowledge throughout the factored Q-function. Our method outperforms the state-of-the-art algorithm sparse cooperative Q-learning algorithm, both on the well-known SysAdmin benchmark and randomized environments.