Learning Graphical Models
A Bayesian nonparametric test for conditional independence
This article introduces a Bayesian nonparametric method for quantifying the relative evidence in a dataset in favour of the dependence or independence of two variables conditional on a third. The approach uses P olya tree priors on spaces of conditional probability densities, accounting for uncertainty in the form of the underlying distributions in a nonparametric way. The Bayesian perspective provides an inherently symmetric probability measure of conditional dependence or independence, a feature particularly advantageous in causal discovery and not employed by any previous procedure of this type.
On the geometry of learning neural quantum states
Park, Chae-Yeun, Kastoryano, Michael J.
Combining insights from machine learning and quantum Monte Carlo, the stochastic reconfiguration method with neural network Ansatz states is a promising new direction for high precision ground state estimation of quantum many body problems. At present, the method is heuristic, lacking a proper theoretical foundation. We initiate a thorough analysis of the learning landscape, and show that it reveals universal behavior reflecting a combination of the underlying physics and of the learning dynamics. In particular, the spectrum of the quantum Fisher matrix of complex restricted Boltzmann machine states can dramatically change across a phase transition. In contrast to the spectral properties of the quantum Fisher matrix, the actual weights of the network at convergence do not reveal much information about the system or the dynamics. Furthermore, we identify a new measure of correlation in the state by analyzing entanglement the eigenvectors. We show that, generically, the learning landscape modes with least entanglement have largest eigenvalue, suggesting that correlations are encoded in large flat valleys of the learning landscape, favoring stable representations of the ground state.
Task-Motion Planning for Navigation in Belief Space
Thomas, Antony, Mastrogiovanni, Fulvio, Baglietto, Marco
Task-Motion Planning for Navigation in Belief Space Antony Thomas, Fulvio Mastrogiovanni, and Marco Baglietto Abstract We present an integrated Task-Motion Planning (TMP) framework for navigation in large-scale environment. Autonomous robots operating in real world complex scenarios require planning in the discrete (task) space and the continuous (motion) space. In knowledge intensive domains, on the one hand, a robot has to reason at the highest-level, for example the regions to navigate to; on the other hand, the feasibility of the respective navigation tasks have to be checked at the execution level. This presents a need for motion-planning-aware task planners. We discuss a probabilistically complete approach that leverages this task-motion interaction for navigating in indoor domains, returning a plan that is optimal at the task-level. Furthermore, our framework is intended for motion planning under motion and sensing uncertainty, which is formally known as belief space planning. The underlying methodology is validated with a simulated office environment in Gazebo. In addition, we discuss the limitations and provide suggestions for improvements and future work. 1 Introduction Autonomous robots operating in complex real world scenarios require different levels of planning to execute their tasks. High-level (task) planning helps break down a given set of tasks into a sequence of sub-tasks. Actual execution of each of these sub-tasks would require low-level control actions to generate appropriate robot motions. In fact, the dependency between logical and geometrical aspects is pervasive in both task planning and execution.
Simple Strategies in Multi-Objective MDPs (Technical Report)
Delgrange, Florent, Katoen, Joost-Pieter, Quatmann, Tim, Randour, Mickael
We consider the verification of multiple expected reward objectives at once on Markov decision processes (MDPs). This enables a trade-off analysis among multiple objectives by obtaining the Pareto front. We focus on strategies that are easy to employ and implement. That is, strategies that are pure (no randomization) and have bounded memory. We show that checking whether a point is achievable by a pure stationary strategy is NP-complete, even for two objectives, and we provide an MILP encoding to solve the corresponding problem. The bounded memory case can be reduced to the stationary one by a product construction. Experimental results using \Storm and Gurobi show the feasibility of our algorithms.
Optimistic Distributionally Robust Optimization for Nonparametric Likelihood Approximation
Nguyen, Viet Anh, Shafieezadeh-Abadeh, Soroosh, Yue, Man-Chung, Kuhn, Daniel, Wiesemann, Wolfram
The likelihood function is a fundamental component in Bayesian statistics. However, evaluating the likelihood of an observation is computationally intractable in many applications. In this paper, we propose a non-parametric approximation of the likelihood that identifies a probability measure which lies in the neighborhood of the nominal measure and that maximizes the probability of observing the given sample point. We show that when the neighborhood is constructed by the Kullback-Leibler divergence, by moment conditions or by the Wasserstein distance, then our \textit{optimistic likelihood} can be determined through the solution of a convex optimization problem, and it admits an analytical expression in particular cases. We also show that the posterior inference problem with our optimistic likelihood approximation enjoys strong theoretical performance guarantees, and it performs competitively in a probabilistic classification task.
Structure Learning of Gaussian Markov Random Fields with False Discovery Rate Control
Lee, Sangkyun, Sobczyk, Piotr, Bogdan, Malgorzata
In this paper, we propose a new estimation procedure for discovering the structure of Gaussian Markov random fields (MRFs) with false discovery rate (FDR) control, making use of the sorted l1-norm (SL1) regularization. A Gaussian MRF is an acyclic graph representing a multivariate Gaussian distribution, where nodes are random variables and edges represent the conditional dependence between the connected nodes. Since it is possible to learn the edge structure of Gaussian MRFs directly from data, Gaussian MRFs provide an excellent way to understand complex data by revealing the dependence structure among many inputs features, such as genes, sensors, users, documents, etc. In learning the graphical structure of Gaussian MRFs, it is desired to discover the actual edges of the underlying but unknown probabilistic graphical model-it becomes more complicated when the number of random variables (features) p increases, compared to the number of data points n. In particular, when p >> n, it is statistically unavoidable for any estimation procedure to include false edges. Therefore, there have been many trials to reduce the false detection of edges, in particular, using different types of regularization on the learning parameters. Our method makes use of the SL1 regularization, introduced recently for model selection in linear regression. We focus on the benefit of SL1 regularization that it can be used to control the FDR of detecting important random variables. Adapting SL1 for probabilistic graphical models, we show that SL1 can be used for the structure learning of Gaussian MRFs using our suggested procedure nsSLOPE (neighborhood selection Sorted L-One Penalized Estimation), controlling the FDR of detecting edges.
An Adaptive Empirical Bayesian Method for Sparse Deep Learning
Deng, Wei, Zhang, Xiao, Liang, Faming, Lin, Guang
We propose a novel adaptive empirical Bayesian (AEB) method for sparse deep learning, where the sparsity is ensured via a class of self-adaptive spike-and-slab priors. The proposed method works by alternatively sampling from an adaptive hierarchical posterior distribution using stochastic gradient Markov Chain Monte Carlo (MCMC) and smoothly optimizing the hyperparameters using stochastic approximation (SA). We further prove the convergence of the proposed method to the asymptotically correct distribution under mild conditions. Empirical applications of the proposed method lead to the state-of-the-art performance on MNIST and Fashion MNIST with shallow convolutional neural networks (CNN) and the state-of-the-art compression performance on CIFAR10 with Residual Networks. The proposed method also improves resistance to adversarial attacks.
Functional Tensors for Probabilistic Programming
Obermeyer, Fritz, Bingham, Eli, Jankowiak, Martin, Phan, Du, Chen, Jonathan P.
It is a significant challenge to design probabilistic programming systems that can accommodate a wide variety of inference strategies within a unified framework. Noting that the versatility of modern automatic differentiation frameworks is based in large part on the unifying concept of tensors, we describe a software abstraction --functional tensors-- that captures many of the benefits of tensors, while also being able to describe continuous probability distributions. Moreover, functional tensors are a natural candidate for generalized variable elimination and parallel-scan filtering algorithms that enable parallel exact inference for a large family of tractable modeling motifs. We demonstrate the versatility of functional tensors by integrating them into the modeling frontend and inference backend of the Pyro programming language. In experiments we show that the resulting framework enables a large variety of inference strategies, including those that mix exact and approximate inference.
Learning Q-network for Active Information Acquisition
Jeong, Heejin, Schlotfeldt, Brent, Hassani, Hamed, Morari, Manfred, Lee, Daniel D., Pappas, George J.
In this paper, we propose a novel Reinforcement Learning approach for solving the Active Information Acquisition problem, which requires an agent to choose a sequence of actions in order to acquire information about a process of interest using on-board sensors. The classic challenges in the information acquisition problem are the dependence of a planning algorithm on known models and the difficulty of computing information-theoretic cost functions over arbitrary distributions. In contrast, the proposed framework of reinforcement learning does not require any knowledge on models and alleviates the problems during an extended training stage. It results in policies that are efficient to execute online and applicable for real-time control of robotic systems. Furthermore, the state-of-the-art planning methods are typically restricted to short horizons, which may become problematic with local minima. Reinforcement learning naturally handles the issue of planning horizon in information problems as it maximizes a discounted sum of rewards over a long finite or infinite time horizon. We discuss the potential benefits of the proposed framework and compare the performance of the novel algorithm to an existing information acquisition method for multi-target tracking scenarios.