This paper addresses the problem of change-point detection on sequences of high-dimensional and heterogeneous observations, which also possess a periodic temporal structure. Due to the dimensionality problem, when the time between change-points is on the order of the dimension of the model parameters, drifts in the underlying distribution can be misidentified as changes. To overcome this limitation we assume that the observations lie in a lower dimensional manifold that admits a latent variable representation. In particular, we propose a hierarchical model that is computationally feasible, widely applicable to heterogeneous data and robust to missing instances. Additionally, to deal with the observations' periodic dependencies, we employ a circadian model where the data periodicity is captured by non-stationary covariance functions. We validate the proposed technique on synthetic examples and we demonstrate its utility in the detection of changes for human behavior characterization.

Recently, a wide range of smart devices are deployed in a variety of environments to improve the quality of human life. One of the important IoT-based applications is smart homes for healthcare, especially for elders. IoT-based smart homes enable elders' health to be properly monitored and taken care of. However, elders' privacy might be disclosed from smart homes due to non-fully protected network communication or other reasons. To demonstrate how serious this issue is, we introduce in this paper a Privacy Mining Approach (PMA) to mine privacy from smart homes by conducting a series of deductions and analyses on sensor datasets generated by smart homes. The experimental results demonstrate that PMA is able to deduce a global sensor topology for a smart home and disclose elders' privacy in terms of their house layouts.

Stochastic gradient methods are the workhorse (algorithms) of large-scale optimization problems in machine learning, signal processing, and other computational sciences and engineering. This paper studies Markov chain gradient descent, a variant of stochastic gradient descent where the random samples are taken on the trajectory of a Markov chain. Existing results of this method assume convex objectives and a reversible Markov chain and thus have their limitations. We establish new non-ergodic convergence under wider step sizes, for nonconvex problems, and for non-reversible finite-state Markov chains. Nonconvexity makes our method applicable to broader problem classes. Non-reversible finite-state Markov chains, on the other hand, can mix substatially faster. To obtain these results, we introduce a new technique that varies the mixing levels of the Markov chains. The reported numerical results validate our contributions.

We introduce a quantum algorithm for solving structured-prediction problems with a runtime that scales with the square root of the size of the label space, but scales in $\widetilde O\left(\frac{1}{\epsilon^5}\right)$ with respect to the precision of the solution. In doing so, we analyze a stochastic gradient algorithm for convex optimization in the presence of an additive error in the calculation of the gradients, and show that its convergence rate does not deteriorate if the additive errors are of the order $\widetilde O(\epsilon)$. Our algorithm uses quantum Gibbs sampling at temperature $O (\epsilon)$ as a subroutine. Numerical results using Monte Carlo simulations on an image tagging task demonstrate the benefit of the approach.

Latent feature models (LFM)s are widely employed for extracting latent structures of data. While offering high, parameter estimation is difficult with LFMs because of the combinational nature of latent features, and non-identifiability is a particularly difficult problem when parameter estimation is not unique and there exists equivalent solutions. In this paper, a necessary and sufficient condition for non-identifiability is shown. The condition is significantly related to dependency of features, and this implies that non-identifiability may often occur in real-world applications. A novel method for parameter estimation that solves the non-identifiability problem is also proposed. This method can be combined as a post-process with existing methods and can find an appropriate solution by hopping efficiently through equivalent solutions. We have evaluated the effectiveness of the method on both synthetic and real-world datasets.

In many real-world applications (e.g., planetary exploration, robot navigation), an autonomous agent must be able to explore a space with guaranteed safety. Most safe exploration algorithms in the field of reinforcement learning and robotics have been based on the assumption that the safety features are a priori known and time-invariant. This paper presents a learning algorithm called ST-SafeMDP for exploring Markov decision processes (MDPs) that is based on the assumption that the safety features are a priori unknown and time-variant. In this setting, the agent explores MDPs while constraining the probability of entering unsafe states defined by a safety function being below a threshold. The unknown and time-variant safety values are modeled using a spatio-temporal Gaussian process. However, there remains an issue that an agent may have no viable action in a shrinking true safe space. To address this issue, we formulate a problem maximizing the cumulative number of safe states in the worst case scenario with respect to future observations. The effectiveness of this approach was demonstrated in two simulation settings, including one using real lunar terrain data.

Robot manipulation is increasingly poised to interact with humans in co-shared workspaces. Despite increasingly robust manipulation and control algorithms, failure modes continue to exist whenever models do not capture the dynamics of the unstructured environment. To obtain longer-term horizons in robot automation, robots must develop introspection and recovery abilities. We contribute a set of recovery policies to deal with anomalies produced by external disturbances as well as anomaly classification through the use of non-parametric statistics with memoized variational inference with scalable adaptation. A recovery critic stands atop of a tightly-integrated, graph-based online motion-generation and introspection system that resolves a wide range of anomalous situations. Policies, skills, and introspection models are learned incrementally and contextually in a task. Two task-level recovery policies: re-enactment and adaptation resolve accidental and persistent anomalies respectively. The introspection system uses non-parametric priors along with Markov jump linear systems and memoized variational inference with scalable adaptation to learn a model from the data. Extensive real-robot experimentation with various strenuous anomalous conditions is induced and resolved at different phases of a task and in different combinations. The system executes around-the-clock introspection and recovery and even elicited self-recovery when misclassifications occurred.

Abstract--Procedural content generation via machine learning (PCGML) is typically framed as the task of fitting a generative model to full-scale examples of a desired content distribution. This approach presents a fundamental tension: the more design effort expended to produce detailed training examples for shaping a generator, the lower the return on investment from applying PCGML in the first place. In response, we propose the use of discriminative models (which capture the validity of a design rather the distribution of the content) trained on positive and negative examples. Through a modest modification of WaveFunctionCollapse, a commercially-adopted PCG approach that we characterize as using elementary machine learning, we demonstrate a new mode of control for learning-based generators. We demonstrate how an artist might craft a focused set of additional positive and negative examples by critique of the generator's previous outputs. This interaction mode bridges PCGML with mixed-initiative design assistance tools by working with a machine to define a space of valid designs rather than just one new design. Procedural Content Generation via Machine Learning (PCGML) is the recent term for the strategy of controlling content generators using examples [1]. Existing PCGML approaches train their statistical models based on preexisting artist-provided samples of the desired content. However, there is a fundamental tension here: machine learning often works better with more training data, but the effort to produce quality training data is frequently costly enough that the artists might be better off just making the content themselves. Rather than attempting to train a generative statistical model (capturing the distribution of desired content), we focus on applying discriminative learning. In discriminative learning, the model learns to judge whether a candidate content artifact would be valid or desirable, but it does not learn how to generate candidates. Pairing a discriminative model with a preexisting content generator, we realize example-driven generation that can be influenced by both positive and negative examples of valid design patterns.

Group factor analysis (GFA) methods have been widely used to infer the common structure and the group-specific signals from multiple related datasets in various fields including systems biology and neuroimaging. To date, most available GFA models require Gibbs sampling or slice sampling to perform inference, which prevents the practical application of GFA to large-scale data. In this paper we present an efficient collapsed variational inference (CVI) algorithm for the nonparametric Bayesian group factor analysis (NGFA) model built upon an hierarchical beta Bernoulli process. Our CVI algorithm proceeds by marginalizing out the group-specific beta process parameters, and then approximating the true posterior in the collapsed space using mean field methods. Experimental results on both synthetic and real-world data demonstrate the effectiveness of our CVI algorithm for the NGFA compared with state-of-the-art GFA methods.

This paper addresses the energy disaggregation problem, i.e. decomposing the electricity signal of a whole home to its operating devices. First, we cast the problem as a dictionary learning (DL) problem where the key electricity patterns representing consumption behaviors are extracted for each device and stored in a dictionary matrix. The electricity signal of each device is then modeled by a linear combination of such patterns with sparse coefficients that determine the contribution of each device in the total electricity. Although popular, the classic DL approach is prone to high error in real-world applications including energy disaggregation, as it merely finds linear dictionaries. Moreover, this method lacks a recurrent structure; thus, it is unable to leverage the temporal structure of energy signals. Motivated by such shortcomings, we propose a novel optimization program where the dictionary and its sparse coefficients are optimized simultaneously with a deep neural model extracting powerful nonlinear features from the energy signals. A long short-term memory auto-encoder (LSTM-AE) is proposed with tunable time dependent states to capture the temporal behavior of energy signals for each device. We learn the dictionary in the space of temporal features captured by the LSTM-AE rather than the original space of the energy signals; hence, in contrast to the traditional DL, here, a nonlinear dictionary is learned using powerful temporal features extracted from our deep model. Real experiments on the publicly available Reference Energy Disaggregation Dataset (REDD) show significant improvement compared to the state-of-the-art methodologies in terms of the disaggregation accuracy and F-score metrics.