Learning Graphical Models
Ask less - Scale Market Research without Annoying Your Customers
Umaashankar, Venkatesh, S, Girish Shanmugam
Abstract--Market research is generally performed by surveying arepresentative sample of customers with questions that includes contexts such as psycho-graphics, demographics, attitude and product preferences. Survey responses are used to segment the customers into various groups that are useful for targeted marketing and communication. Reducing the number of questions asked to the customer has utility for businesses to scale the market research to a large number of customers. We demonstrate the effectiveness of our approach using an example market segmentation of broadband customers. I. INTRODUCTION A key technique for developing successful business strategies inbusiness to customer (B2C) companies is to develop a good understanding of the market and the customer behavior.
Unified estimation framework for unnormalized models with statistical efficiency
Uehara, Masatoshi, Kanamori, Takafumi, Takenouchi, Takashi, Matsuda, Takeru
Parameter estimation of unnormalized models is a challenging problem because normalizing constants are not calculated explicitly and maximum likelihood estimation is computationally infeasible. Although some consistent estimators have been proposed earlier, the problem of statistical efficiency does remain. In this study, we propose a unified, statistically efficient estimation framework for unnormalized models and several novel efficient estimators with reasonable computational time regardless of whether the sample space is discrete or continuous. The loss functions of the proposed estimators are derived by combining the following two methods: (1) density-ratio matching using Bregman divergence, and (2) plugging-in nonparametric estimators. We also analyze the properties of the proposed estimators when the unnormalized model is misspecified. Finally, the experimental results demonstrate the advantages of our method over existing approaches.
Distributed Policy Iteration for Scalable Approximation of Cooperative Multi-Agent Policies
Phan, Thomy, Schmid, Kyrill, Belzner, Lenz, Gabor, Thomas, Feld, Sebastian, Linnhoff-Popien, Claudia
Decision making in multi-agent systems (MAS) is a great challenge due to enormous state and joint action spaces as well as uncertainty, making centralized control generally infeasible. Decentralized control offers better scalability and robustness but requires mechanisms to coordinate on joint tasks and to avoid conflicts. Common approaches to learn decentralized policies for cooperative MAS suffer from non-stationarity and lacking credit assignment, which can lead to unstable and uncoordinated behavior in complex environments. In this paper, we propose Strong Emergent Policy approximation (STEP), a scalable approach to learn strong decentralized policies for cooperative MAS with a distributed variant of policy iteration. For that, we use function approximation to learn from action recommendations of a decentralized multi-agent planning algorithm. STEP combines decentralized multi-agent planning with centralized learning, only requiring a generative model for distributed black box optimization. We experimentally evaluate STEP in two challenging and stochastic domains with large state and joint action spaces and show that STEP is able to learn stronger policies than standard multi-agent reinforcement learning algorithms, when combining multi-agent open-loop planning with centralized function approximation. The learned policies can be reintegrated into the multi-agent planning process to further improve performance.
Learning to compress and search visual data in large-scale systems
The problem of high-dimensional and large-scale representation of visual data is addressed from an unsupervised learning perspective. The emphasis is put on discrete representations, where the description length can be measured in bits and hence the model capacity can be controlled. The algorithmic infrastructure is developed based on the synthesis and analysis prior models whose rate-distortion properties, as well as capacity vs. sample complexity trade-offs are carefully optimized. These models are then extended to multi-layers, namely the RRQ and the ML-STC frameworks, where the latter is further evolved as a powerful deep neural network architecture with fast and sample-efficient training and discrete representations. For the developed algorithms, three important applications are developed. First, the problem of large-scale similarity search in retrieval systems is addressed, where a double-stage solution is proposed leading to faster query times and shorter database storage. Second, the problem of learned image compression is targeted, where the proposed models can capture more redundancies from the training images than the conventional compression codecs. Finally, the proposed algorithms are used to solve ill-posed inverse problems. In particular, the problems of image denoising and compressive sensing are addressed with promising results.
Learned Belief-Propagation Decoding with Simple Scaling and SNR Adaptation
Lian, Mengke, Carpi, Fabrizio, Häger, Christian, Pfister, Henry D.
Abstract--We consider the weighted belief-propagation (WBP) decoder recently proposed by Nachmani et al. Our focus is on simple-scaling models that use the same weights across certain edges to reduce the storage and computational burden. The main contribution is to show that simple scaling with few parameters often achieves the same gain as the full parameterization. Moreover, several training improvements for WBP are proposed. For example, it is shown that minimizing average binary cross-entropy is subopti-mal in general in terms of bit error rate (BER) and a new "soft-BER" loss is proposed which can lead to better performance. We also investigate parameter adapter networks (PANs) that learn the relation between the signal-to-noise ratio and the WBP parameters. As an example, for the (32, 16) Reed-Muller code with a highly redundant parity-check matrix, training a PAN with soft-BER loss gives near-maximum-likelihood performance assuming simple scaling with only three parameters.
Fairness with Dynamics
Wen, Min, Bastani, Osbert, Topcu, Ufuk
It has recently been shown that if feedback effects of decisions are ignored, then imposing fairness constraints such as demographic parity or equality of opportunity can actually exacerbate unfairness. We propose to address this challenge by modeling feedback effects as the dynamics of a Markov decision processes (MDPs). First, we define analogs of fairness properties that have been proposed for supervised learning. Second, we propose algorithms for learning fair decision-making policies for MDPs. We also explore extensions to reinforcement learning, where parts of the dynamical system are unknown and must be learned without violating fairness. Finally, we demonstrate the need to account for dynamical effects using simulations on a loan applicant MDP.
Maximum Entropy Generators for Energy-Based Models
Kumar, Rithesh, Goyal, Anirudh, Courville, Aaron, Bengio, Yoshua
Unsupervised learning is about capturing dependencies between variables and is driven by the contrast between the probable vs. improbable configurations of these variables, often either via a generative model that only samples probable ones or with an energy function (unnormalized log-density) that is low for probable ones and high for improbable ones. Here, we consider learning both an energy function and an efficient approximate sampling mechanism. Whereas the discriminator in generative adversarial networks (GANs) learns to separate data and generator samples, introducing an entropy maximization regularizer on the generator can turn the interpretation of the critic into an energy function, which separates the training distribution from everything else, and thus can be used for tasks like anomaly or novelty detection. Then, we show how Markov Chain Monte Carlo can be done in the generator latent space whose samples can be mapped to data space, producing better samples. These samples are used for the negative phase gradient required to estimate the log-likelihood gradient of the data space energy function. To maximize entropy at the output of the generator, we take advantage of recently introduced neural estimators of mutual information. We find that in addition to producing a useful scoring function for anomaly detection, the resulting approach produces sharp samples while covering the modes well, leading to high Inception and Frechet scores.
Adversarial Variational Inference and Learning in Markov Random Fields
Li, Chongxuan, Du, Chao, Xu, Kun, Welling, Max, Zhu, Jun, Zhang, Bo
Markov random fields (MRFs) find applications in a variety of machine learning areas, while the inference and learning of such models are challenging in general. In this paper, we propose the Adversarial Variational Inference and Learning (AVIL) algorithm to solve the problems with a minimal assumption about the model structure of an MRF. AVIL employs two variational distributions to approximately infer the latent variables and estimate the partition function, respectively. The variational distributions, which are parameterized as neural networks, provide an estimate of the negative log likelihood of the MRF. On one hand, the estimate is in an intuitive form of approximate contrastive free energy. On the other hand, the estimate is a minimax optimization problem, which is solved by stochastic gradient descent in an alternating manner. We apply AVIL to various undirected generative models in a fully black-box manner and obtain better results than existing competitors on several real datasets.
Recovering Pairwise Interactions Using Neural Networks
Cui, Tianyu, Marttinen, Pekka, Kaski, Samuel
Recovering pairwise interactions, i.e. pairs of input features whose joint effect on an output is different from the sum of their marginal effects, is central in many scientific applications. We conceptualize a solution to this problem as a two-stage procedure: first, we model the relationship between the features and the output using a flexible hybrid neural network; second, we detect feature interactions from the trained model. For the second step we propose a simple and intuitive interaction measure (IM), which has no specific requirements on the machine learning model used in the first step, only that it defines a mapping from an input to an output. And in a special case it reduces to the averaged Hessian of the input-output mapping. Importantly, our method upper bounds the interaction recovery error with the error of the learning model, which ensures that we can improve the recovered interactions by training a more accurate model. We present analyses of simulated and real-world data which demonstrate the benefits of our method compared to available alternatives, and theoretically analyse its properties and relation to other methods.
Deep Learning on Attributed Graphs: A Journey from Graphs to Their Embeddings and Back
A graph is a powerful concept for representation of relations between pairs of entities. Data with underlying graph structure can be found across many disciplines and there is a natural desire for understanding such data better. Deep learning (DL) has achieved significant breakthroughs in a variety of machine learning tasks in recent years, especially where data is structured on a grid, such as in text, speech, or image understanding. However, surprisingly little has been done to explore the applicability of DL on arbitrary graph-structured data directly. The goal of this thesis is to investigate architectures for DL on graphs and study how to transfer, adapt or generalize concepts that work well on sequential and image data to this domain. We concentrate on two important primitives: embedding graphs or their nodes into a continuous vector space representation (encoding) and, conversely, generating graphs from such vectors back (decoding). To that end, we make the following contributions. First, we introduce Edge-Conditioned Convolutions (ECC), a convolution-like operation on graphs performed in the spatial domain where filters are dynamically generated based on edge attributes. The method is used to encode graphs with arbitrary and varying structure. Second, we propose SuperPoint Graph, an intermediate point cloud representation with rich edge attributes encoding the contextual relationship between object parts. Based on this representation, ECC is employed to segment large-scale point clouds without major sacrifice in fine details. Third, we present GraphVAE, a graph generator allowing us to decode graphs with variable but upper-bounded number of nodes making use of approximate graph matching for aligning the predictions of an autoencoder with its inputs. The method is applied to the task of molecule generation.