Determinantal point processes (DPPs) are probabilistic models for repulsion. When used to represent the occurrence of random subsets of a finite base set, DPPs allow to model global negative associations in a mathematically elegant and direct way. Discrete DPPs have become popular and computationally tractable models for solving several machine learning tasks that require the selection of diverse objects, and have been successfully applied in numerous real-life problems. Despite their popularity, the statistical properties of such models have not been adequately explored. In this note, we derive the Markov properties of discrete DPPs and show how they can be expressed using graphical models.

Many causal processes in biomedicine contain cycles and evolve. However, most causal discovery algorithms assume that the underlying causal process follows a single directed acyclic graph (DAG) that does not change over time. The algorithms can therefore infer erroneous causal relations with high confidence when run on real biomedical data. In this paper, I relax the single DAG assumption by modeling causal processes using a mixture of DAGs so that the graph can change over time. I then describe a causal discovery algorithm called Causal Inference over Mixtures (CIM) to infer causal structure from a mixture of DAGs using longitudinal data. CIM improves the accuracy of causal discovery on both real and synthetic clinical datasets even when cycles, non-stationarity, non-linearity, latent variables and selection bias exist simultaneously.

The goal of reinforcement learning is to construct algorithms that learn and plan in sequential decision making systems when the underlying system dynamics are unknown. A typical model in RL is Markov Decision Process (MDP). At each time step, the environment is in state s. The agent may take an action a, obtain a reward, and then the environment may transit to another state. In reinforcement learning, the transition probability distribution is unknown. The algorithm needs to learn the transition dynamics of MDP, while aiming to maximize the cumulative reward. This causes an exploration-exploitation dilemma: whether to act to gain new information (explore) or to act consistently with past experience to maximize reward (exploit). Theoretical analysis of reinforcement learning falls into two broad categories: those assuming a simulator (a.k.a.

The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the system as the parameter values are varied. This process often encounters two major difficulties: the generation of synthetic data for each considered set of parameter values can be computationally expensive if the system model is complicated; and the exploration of the parameter space can be inefficient and/or incomplete, a typical example being when the exploration becomes trapped in a local optimum of the objection function that characterises the mismatch between the measured and synthetic data. A method to address both these issues is presented, whereby: a surrogate model (or proxy), which emulates the computationally expensive system simulator, is constructed using deep recurrent networks (DRN); and a nested sampling (NS) algorithm is employed to perform efficient and robust exploration of the parameter space. The analysis is performed in a Bayesian context, in which the samples characterise the full joint posterior distribution of the parameters, from which parameter estimates and uncertainties are easily derived. The proposed approach is compared with conventional methods in some numerical examples, for which the results demonstrate that one can accelerate the parameter estimation process by at least an order of magnitude.

Many privacy mechanisms reveal high-level information about a data distribution through noisy measurements. It is common to use this information to estimate the answers to new queries. In this work, we provide an approach to solve this estimation problem efficiently using graphical models, which is particularly effective when the distribution is high-dimensional but the measurements are over low-dimensional marginals. We show that our approach is far more efficient than existing estimation techniques from the privacy literature and that it can improve the accuracy and scalability of many state-of-the-art mechanisms.

We characterize the communication complexity of the following distributed estimation problem. Alice and Bob observe infinitely many iid copies of $\rho$-correlated unit-variance (Gaussian or $\pm1$ binary) random variables, with unknown $\rho\in[-1,1]$. By interactively exchanging $k$ bits, Bob wants to produce an estimate $\hat\rho$ of $\rho$. We show that the best possible performance (optimized over interaction protocol $\Pi$ and estimator $\hat \rho$) satisfies $\inf_{\Pi,\hat\rho}\sup_\rho \mathbb{E} [|\rho-\hat\rho|^2] = \Theta(\tfrac{1}{k})$. Furthermore, we show that the best possible unbiased estimator achieves performance of $1+o(1)\over {2k\ln 2}$. Curiously, thus, restricting communication to $k$ bits results in (order-wise) similar minimax estimation error as restricting to $k$ samples. Our results also imply an $\Omega(n)$ lower bound on the information complexity of the Gap-Hamming problem, for which we show a direct information-theoretic proof. Notably, the protocol achieving (almost) optimal performance is one-way (non-interactive). For one-way protocols we also prove the $\Omega(\tfrac{1}{k})$ bound even when $\rho$ is restricted to any small open sub-interval of $[-1,1]$ (i.e. a local minimax lower bound). %We do not know if this local behavior remains true in the interactive setting. Our proof techniques rely on symmetric strong data-processing inequalities, various tensorization techniques from information-theoretic interactive common-randomness extraction, and (for the local lower bound) on the Otto-Villani estimate for the Wasserstein-continuity of trajectories of the Ornstein-Uhlenbeck semigroup.

We study the exploration problem in episodic MDPs with rich observations generated from a small number of latent states. Under certain identifiability assumptions, we demonstrate how to estimate a mapping from the observations to latent states inductively through a sequence of regression and clustering steps---where previously decoded latent states provide labels for later regression problems---and use it to construct good exploration policies. We provide finite-sample guarantees on the quality of the learned state decoding function and exploration policies, and complement our theory with an empirical evaluation on a class of hard exploration problems. Our method exponentially improves over $Q$-learning with na\"ive exploration, even when $Q$-learning has cheating access to latent states.

The aim of this paper was to compare soft confusion matrix approach and Bayes metaclassifier under the multi-label classification framework. Although the methods were successfully applied under the multi-label classification framework, they have not been compared directly thus far. Such comparison is of vital importance because both methods are quite similar as they are both based on the concept of randomized reference classifier. Since both algorithms were designed to deal with single-label problems, they are combined with the problem-transformation approach to multi-label classification. Present study included 29 benchmark datasets and four different base classifiers. The algorithms were compared in terms of 11 quality criteria and the results were subjected to statistical analysis.

We consider the task of unsupervised extraction of meaningful latent representations of speech by applying autoencoding neural networks to speech waveforms. The goal is to learn a representation able to capture high level semantic content from the signal, e.g. phoneme identities, while being invariant to confounding low level details in the signal such as the underlying pitch contour or background noise. The behavior of autoencoder models depends on the kind of constraint that is applied to the latent representation. We compare three variants: a simple dimensionality reduction bottleneck, a Gaussian Variational Autoencoder (VAE), and a discrete Vector Quantized VAE (VQ-VAE). We analyze the quality of learned representations in terms of speaker independence, the ability to predict phonetic content, and the ability to accurately reconstruct individual spectrogram frames. Moreover, for discrete encodings extracted using the VQ-VAE, we measure the ease of mapping them to phonemes. We introduce a regularization scheme that forces the representations to focus on the phonetic content of the utterance and report performance comparable with the top entries in the ZeroSpeech 2017 unsupervised acoustic unit discovery task.

Consider jointly Gaussian random variables whose conditional independence structure is specified by a graphical model. If we observe realizations of the variables, we can compute the covariance matrix, and it is well known that the support of the inverse covariance matrix corresponds to the edges of the graphical model. Instead, suppose we only have noisy observations. If the noise at each node is independent, we can compute the sum of the covariance matrix and an unknown diagonal. The inverse of this sum is (in general) dense. We ask: can the original independence structure be recovered? We address this question for tree structured graphical models. We prove that this problem is unidentifiable, but show that this unidentifiability is limited to a small class of candidate trees. We further present additional constraints under which the problem is identifiable. Finally, we provide an O(n^3) algorithm to find this equivalence class of trees.