Learning Graphical Models
Emergence of Hierarchy via Reinforcement Learning Using a Multiple Timescale Stochastic RNN
Han, Dongqi, Doya, Kenji, Tani, Jun
Although recurrent neural networks (RNNs) for reinforcement learning (RL) have addressed unique advantages in various aspects, e. g., solving memory-dependent tasks and meta-learning, very few studies have demonstrated how RNNs can solve the problem of hierarchical RL by autonomously developing hierarchical control. In this paper, we propose a novel model-free RL framework called ReMASTER, which combines an off-policy actor-critic algorithm with a multiple timescale stochastic recurrent neural network for solving memory-dependent and hierarchical tasks. We performed experiments using a challenging continuous control task and showed that: (1) Internal representation necessary for achieving hierarchical control autonomously develops through exploratory learning. (2) Stochastic neurons in RNNs enable faster relearning when adapting to a new task which is a recomposition of sub-goals previously learned.
Beyond the Chinese Restaurant and Pitman-Yor processes: Statistical Models with Double Power-law Behavior
Ayed, Fadhel, Lee, Juho, Caron, François
Bayesian nonparametric approaches, in particular the Pitman-Yor process and the associated two-parameter Chinese Restaurant process, have been successfully used in applications where the data exhibit a power-law behavior. Examples include natural language processing, natural images or networks. There is also growing empirical evidence that some datasets exhibit a two-regime power-law behavior: one regime for small frequencies, and a second regime, with a different exponent, for high frequencies. In this paper, we introduce a class of completely random measures which are doubly regularly-varying. Contrary to the Pitman-Yor process, we show that when completely random measures in this class are normalized to obtain random probability measures and associated random partitions, such partitions exhibit a double power-law behavior. We discuss in particular three models within this class: the beta prime process (Broderick et al. (2015, 2018), a novel process called generalized BFRY process, and a mixture construction. We derive efficient Markov chain Monte Carlo algorithms to estimate the parameters of these models. Finally, we show that the proposed models provide a better fit than the Pitman-Yor process on various datasets.
Maximum Likelihood Estimation for Learning Populations of Parameters
Vinayak, Ramya Korlakai, Kong, Weihao, Valiant, Gregory, Kakade, Sham M.
Consider a setting with $N$ independent individuals, each with an unknown parameter, $p_i \in [0, 1]$ drawn from some unknown distribution $P^\star$. After observing the outcomes of $t$ independent Bernoulli trials, i.e., $X_i \sim \text{Binomial}(t, p_i)$ per individual, our objective is to accurately estimate $P^\star$. This problem arises in numerous domains, including the social sciences, psychology, health-care, and biology, where the size of the population under study is usually large while the number of observations per individual is often limited. Our main result shows that, in the regime where $t \ll N$, the maximum likelihood estimator (MLE) is both statistically minimax optimal and efficiently computable. Precisely, for sufficiently large $N$, the MLE achieves the information theoretic optimal error bound of $\mathcal{O}(\frac{1}{t})$ for $t < c\log{N}$, with regards to the earth mover's distance (between the estimated and true distributions). More generally, in an exponentially large interval of $t$ beyond $c \log{N}$, the MLE achieves the minimax error bound of $\mathcal{O}(\frac{1}{\sqrt{t\log N}})$. In contrast, regardless of how large $N$ is, the naive "plug-in" estimator for this problem only achieves the sub-optimal error of $\Theta(\frac{1}{\sqrt{t}})$.
10 Machine Learning Algorithms You need to Know – Towards Data Science
We live in a start of revolutionized era due to development of data analytics, large computing power, and cloud computing. Machine learning will definitely have a huge role there and the brains behind Machine Learning is based on algorithms. This article covers 10 most popular Machine Learning Algorithms which uses currently. These algorithms can be categorized into 3 main categories. Following algorithms are going to be covered in this article.
A physics-aware, probabilistic machine learning framework for coarse-graining high-dimensional systems in the Small Data regime
Grigo, Constantin, Koutsourelakis, Phaedon-Stelios
The automated construction of coarse-grained models represents a pivotal component in computer simulation of physical systems and is a key enabler in various analysis and design tasks related to uncertainty quantification. Pertinent methods are severely inhibited by the high-dimension of the parametric input and the limited number of training input/output pairs that can be generated when computationally demanding forward models are considered. Such cases are frequently encountered in the modeling of random heterogeneous media where the scale of the microstructure necessitates the use of high-dimensional random vectors and very fine discretizations of the governing equations. The present paper proposes a probabilistic Machine Learning framework that is capable of operating in the presence of Small Data by exploiting aspects of the physical structure of the problem as well as contextual knowledge. As a result, it can perform comparably well under extrapolative conditions. It unifies the tasks of dimensionality and model-order reduction through an encoder-decoder scheme that simultaneously identifies a sparse set of salient lower-dimensional microstructural features and calibrates an inexpensive, coarse-grained model which is predictive of the output. Information loss is accounted for and quantified in the form of probabilistic predictive estimates. The learning engine is based on Stochastic Variational Inference. We demonstrate how the variational objectives can be used not only to train the coarse-grained model, but also to suggest refinements that lead to improved predictions.
Constraint Satisfaction Propagation: Non-stationary Policy Synthesis for Temporal Logic Planning
Ringstrom, Thomas J., Schrater, Paul R.
The detective will need to capture dependencies between sequential timeconstrained reason about the order in which these sub-goals are executed goal states because the state-space and may need to use knowledge of individual deadlines to must be prohibitively expanded to accommodate put constraints on the possible sub-goal sequences. For a history of successfully achieved sub-goals. Also, example, the detective knows that two key witnesses will policies and value functions derived with stationarity be leaving town for work in the morning and the two main assumptions are not readily decomposable, suspects will likely leave town later in the day. The detective leading to a tension between reward maximization will thus conclude that the witnesses must be questioned and task generalization. We demonstrate a logiccompatible first so that there is enough time and evidence to arrest and approach using model-based knowledge interrogate the suspects, as they cannot be held in custody of environment dynamics and deadline information for longer than a day. The order in which the two witnesses to directly infer non-stationary policies are questioned and the order in which the two suspects are composed of reusable stationary policies. The arrested does not matter for the satisfaction of the task which policies are constructed to maximize the probability only requires that all sub-goals are met before their individual of satisfying time-sensitive goals while respecting deadlines, leading to four distinct possible sequences of time-varying obstacles. Our approach explicitly sub-goals that can be executed. Furthermore, the difficulty maintains two different spaces, a high-level of this task is compounded by the fact that the detective must logical task specification where the task-variables have knowledge of the underlying movement constraints are grounded onto the low-level state-space of and knowledge of the dynamics of the environment.
A Machine Learning based Robust Prediction Model for Real-life Mobile Phone Data
Real-life mobile phone data may contain noisy instances, which is a fundamental issue for building a prediction model with many potential negative consequences. The complexity of the inferred model may increase, may arise overfitting problem, and thereby the overall prediction accuracy of the model may decrease. In this paper, we address these issues and present a robust prediction model for real-life mobile phone data of individual users, in order to improve the prediction accuracy of the model. In our robust model, we first effectively identify and eliminate the noisy instances from the training dataset by determining a dynamic noise threshold using naive Bayes classifier and laplace estimator, which may differ from user-to-user according to their unique behavioral patterns. After that, we employ the most popular rule-based machine learning classification technique, i.e., decision tree, on the noise-free quality dataset to build the prediction model. Experimental results on the real-life mobile phone datasets (e.g., phone call log) of individual mobile phone users, show the effectiveness of our robust model in terms of precision, recall and f-measure.
WiseMove: A Framework for Safe Deep Reinforcement Learning for Autonomous Driving
Lee, Jaeyoung, Balakrishnan, Aravind, Gaurav, Ashish, Czarnecki, Krzysztof, Sedwards, Sean
Machine learning can provide efficient solutions to the complex problems encountered in autonomous driving, but ensuring their safety remains a challenge. A number of authors have attempted to address this issue, but there are few publicly-available tools to adequately explore the trade-offs between functionality, scalability, and safety. We thus present WiseMove, a software framework to investigate safe deep reinforcement learning in the context of motion planning for autonomous driving. WiseMove adopts a modular learning architecture that suits our current research questions and can be adapted to new technologies and new questions. We present the details of WiseMove, demonstrate its use on a common traffic scenario, and describe how we use it in our ongoing safe learning research.
Divergence-Based Motivation for Online EM and Combining Hidden Variable Models
Amid, Ehsan, Warmuth, Manfred K.
Expectation-Maximization (EM) is the fallback method for parameter estimation of hidden (aka latent) variable models. Given the full batch of data, EM forms an upper-bound of the negative log-likelihood of the model at each iteration and then updates to the minimizer of this upper-bound. We introduce a versatile online variant of EM where the data arrives in as a stream. Our motivation is based on the relative entropy divergences between two joint distributions over the hidden and visible variables. We view the EM upper-bound as a Monte Carlo approximation of an expectation and show that the joint relative entropy divergence induces a similar expectation form. As a result, we employ the divergence to the old model as the inertia term to motivate our online EM algorithm. Our motivation is more widely applicable than previous ones and leads to simple online updates for mixture of exponential distributions, hidden Markov models, and the first known online update for Kalman filters. Additionally, the finite sample form of the inertia term lets us derive online updates when there is no closed form solution. Experimentally, sweeping the data with an online update converges much faster than the batch update. Our divergence based methods also lead to a simple way to combine hidden variable models and this immediately gives efficient algorithms for distributed setting.
Cyclical Stochastic Gradient MCMC for Bayesian Deep Learning
Zhang, Ruqi, Li, Chunyuan, Zhang, Jianyi, Chen, Changyou, Wilson, Andrew Gordon
The posteriors over neural network weights are high dimensional and multimodal. Each mode typically characterizes a meaningfully different representation of the data. We develop Cyclical Stochastic Gradient MCMC (SG-MCMC) to automatically explore such distributions. In particular, we propose a cyclical stepsize schedule, where larger steps discover new modes, and smaller steps characterize each mode. We prove that our proposed learning rate schedule provides faster convergence to samples from a stationary distribution than SG-MCMC with standard decaying schedules. Moreover, we provide extensive experimental results to demonstrate the effectiveness of cyclical SG-MCMC in learning complex multimodal distributions, especially for fully Bayesian inference with modern deep neural networks.