Learning Graphical Models
Near-Optimal Edge Evaluation in Explicit Generalized Binomial Graphs
Choudhury, Sanjiban, Javdani, Shervin, Srinivasa, Siddhartha, Scherer, Sebastian
Robotic motion-planning problems, such as a UAV flying fast in a partially-known environment or a robot arm moving around cluttered objects, require finding collision-free paths quickly. Typically, this is solved by constructing a graph, where vertices represent robot configurations and edges represent potentially valid movements of the robot between theses configurations. The main computational bottlenecks are expensive edge evaluations to check for collisions. State of the art planning methods do not reason about the optimal sequence of edges to evaluate in order to find a collision free path quickly. In this paper, we do so by drawing a novel equivalence between motion planning and the Bayesian active learning paradigm of decision region determination (DRD). Unfortunately, a straight application of ex- isting methods requires computation exponential in the number of edges in a graph. We present BISECT, an efficient and near-optimal algorithm to solve the DRD problem when edges are independent Bernoulli random variables. By leveraging this property, we are able to significantly reduce computational complexity from exponential to linear in the number of edges. We show that BISECT outperforms several state of the art algorithms on a spectrum of planning problems for mobile robots, manipulators, and real flight data collected from a full scale helicopter. Open-source code and details can be found here: https://github.com/sanjibac/matlab_learning_collision_checking
Scalable Model Selection for Belief Networks
Song, Zhao, Muraoka, Yusuke, Fujimaki, Ryohei, Carin, Lawrence
We propose a scalable algorithm for model selection in sigmoid belief networks (SBNs), based on the factorized asymptotic Bayesian (FAB) framework. We derive the corresponding generalized factorized information criterion (gFIC) for the SBN, which is proven to be statistically consistent with the marginal log-likelihood. To capture the dependencies within hidden variables in SBNs, a recognition network is employed to model the variational distribution. The resulting algorithm, which we call FABIA, can simultaneously execute both model selection and inference by maximizing the lower bound of gFIC. On both synthetic and real data, our experiments suggest that FABIA, when compared to state-of-the-art algorithms for learning SBNs, $(i)$ produces a more concise model, thus enabling faster testing; $(ii)$ improves predictive performance; $(iii)$ accelerates convergence; and $(iv)$ prevents overfitting.
A Probabilistic Framework for Nonlinearities in Stochastic Neural Networks
Su, Qinliang, Liao, xuejun, Carin, Lawrence
We present a probabilistic framework for nonlinearities, based on doubly truncated Gaussian distributions. By setting the truncation points appropriately, we are able to generate various types of nonlinearities within a unified framework, including sigmoid, tanh and ReLU, the most commonly used nonlinearities in neural networks. The framework readily integrates into existing stochastic neural networks (with hidden units characterized as random variables), allowing one for the first time to learn the nonlinearities alongside model weights in these networks. Extensive experiments demonstrate the performance improvements brought about by the proposed framework when integrated with the restricted Boltzmann machine (RBM), temporal RBM and the truncated Gaussian graphical model (TGGM).
Variational Walkback: Learning a Transition Operator as a Stochastic Recurrent Net
GOYAL, Anirudh Goyal ALIAS PARTH, Ke, Nan Rosemary, Ganguli, Surya, Bengio, Yoshua
We propose a novel method to {\it directly} learn a stochastic transition operator whose repeated application provides generated samples. Traditional undirected graphical models approach this problem indirectly by learning a Markov chain model whose stationary distribution obeys detailed balance with respect to a parameterized energy function. The energy function is then modified so the model and data distributions match, with no guarantee on the number of steps required for the Markov chain to converge. Moreover, the detailed balance condition is highly restrictive: energy based models corresponding to neural networks must have symmetric weights, unlike biological neural circuits. In contrast, we develop a method for directly learning arbitrarily parameterized transition operators capable of expressing non-equilibrium stationary distributions that violate detailed balance, thereby enabling us to learn more biologically plausible asymmetric neural networks and more general non-energy based dynamical systems. The proposed training objective, which we derive via principled variational methods, encourages the transition operator to "walk back" (prefer to revert its steps) in multi-step trajectories that start at data-points, as quickly as possible back to the original data points. We present a series of experimental results illustrating the soundness of the proposed approach, Variational Walkback (VW), on the MNIST, CIFAR-10, SVHN and CelebA datasets, demonstrating superior samples compared to earlier attempts to learn a transition operator. We also show that although each rapid training trajectory is limited to a finite but variable number of steps, our transition operator continues to generate good samples well past the length of such trajectories, thereby demonstrating the match of its non-equilibrium stationary distribution to the data distribution. Source Code:http://github.com/anirudh9119/walkback_nips17
Estimating Accuracy from Unlabeled Data: A Probabilistic Logic Approach
Platanios, Emmanouil, Poon, Hoifung, Mitchell, Tom M., Horvitz, Eric J.
We propose an efficient method to estimate the accuracy of classifiers using only unlabeled data. We consider a setting with multiple classification problems where the target classes may be tied together through logical constraints. For example, a set of classes may be mutually exclusive, meaning that a data instance can belong to at most one of them. The proposed method is based on the intuition that: (i) when classifiers agree, they are more likely to be correct, and (ii) when the classifiers make a prediction that violates the constraints, at least one classifier must be making an error. Experiments on four real-world data sets produce accuracy estimates within a few percent of the true accuracy, using solely unlabeled data. Our models also outperform existing state-of-the-art solutions in both estimating accuracies, and combining multiple classifier outputs. The results emphasize the utility of logical constraints in estimating accuracy, thus validating our intuition.
A Minimax Optimal Algorithm for Crowdsourcing
Bonald, Thomas, Combes, Richard
We consider the problem of accurately estimating the reliability of workers based on noisy labels they provide, which is a fundamental question in crowdsourcing. We propose a novel lower bound on the minimax estimation error which applies to any estimation procedure. We further propose Triangular Estimation (TE), an algorithm for estimating the reliability of workers. TE has low complexity, may be implemented in a streaming setting when labels are provided by workers in real time, and does not rely on an iterative procedure. We prove that TE is minimax optimal and matches our lower bound. We conclude by assessing the performance of TE and other state-of-the-art algorithms on both synthetic and real-world data.
Policy Gradient With Value Function Approximation For Collective Multiagent Planning
Nguyen, Duc Thien, Kumar, Akshat, Lau, Hoong Chuin
Decentralized (PO)MDPs provide an expressive framework for sequential decision making in a multiagent system. Given their computational complexity, recent research has focused on tractable yet practical subclasses of Dec-POMDPs. We address such a subclass called CDec-POMDP where the collective behavior of a population of agents affects the joint-reward and environment dynamics. Our main contribution is an actor-critic (AC) reinforcement learning method for optimizing CDec-POMDP policies. Vanilla AC has slow convergence for larger problems. To address this, we show how a particular decomposition of the approximate action-value function over agents leads to effective updates, and also derive a new way to train the critic based on local reward signals. Comparisons on a synthetic benchmark and a real world taxi fleet optimization problem show that our new AC approach provides better quality solutions than previous best approaches.
Fast amortized inference of neural activity from calcium imaging data with variational autoencoders
Speiser, Artur, Yan, Jinyao, Archer, Evan W., Buesing, Lars, Turaga, Srinivas C., Macke, Jakob H.
Calcium imaging permits optical measurement of neural activity. Since intracellular calcium concentration is an indirect measurement of neural activity, computational tools are necessary to infer the true underlying spiking activity from fluorescence measurements. Bayesian model inversion can be used to solve this problem, but typically requires either computationally expensive MCMC sampling, or faster but approximate maximum-a-posteriori optimization. Here, we introduce a flexible algorithmic framework for fast, efficient and accurate extraction of neural spikes from imaging data. Using the framework of variational autoencoders, we propose to amortize inference by training a deep neural network to perform model inversion efficiently. The recognition network is trained to produce samples from the posterior distribution over spike trains. Once trained, performing inference amounts to a fast single forward pass through the network, without the need for iterative optimization or sampling. We show that amortization can be applied flexibly to a wide range of nonlinear generative models and significantly improves upon the state of the art in computation time, while achieving competitive accuracy. Our framework is also able to represent posterior distributions over spike-trains. We demonstrate the generality of our method by proposing the first probabilistic approach for separating backpropagating action potentials from putative synaptic inputs in calcium imaging of dendritic spines.
Independence clustering (without a matrix)
The independence clustering problem is considered in the following formulation: given a set $S$ of random variables, it is required to find the finest partitioning $\{U_1,\dots,U_k\}$ of $S$ into clusters such that the clusters $U_1,\dots,U_k$ are mutually independent. Since mutual independence is the target, pairwise similarity measurements are of no use, and thus traditional clustering algorithms are inapplicable. The distribution of the random variables in $S$ is, in general, unknown, but a sample is available. Thus, the problem is cast in terms of time series. Two forms of sampling are considered: i.i.d.\ and stationary time series, with the main emphasis being on the latter, more general, case. A consistent, computationally tractable algorithm for each of the settings is proposed, and a number of fascinating open directions for further research are outlined.
Scalable Levy Process Priors for Spectral Kernel Learning
Jang, Phillip A., Loeb, Andrew, Davidow, Matthew, Wilson, Andrew G.
Gaussian processes are rich distributions over functions, with generalization properties determined by a kernel function. When used for long-range extrapolation, predictions are particularly sensitive to the choice of kernel parameters. It is therefore critical to account for kernel uncertainty in our predictive distributions. We propose a distribution over kernels formed by modelling a spectral mixture density with a Levy process. The resulting distribution has support for all stationary covariances---including the popular RBF, periodic, and Matern kernels---combined with inductive biases which enable automatic and data efficient learning, long-range extrapolation, and state of the art predictive performance. The proposed model also presents an approach to spectral regularization, as the Levy process introduces a sparsity-inducing prior over mixture components, allowing automatic selection over model order and pruning of extraneous components. We exploit the algebraic structure of the proposed process for O(n) training and O(1) predictions. We perform extrapolations having reasonable uncertainty estimates on several benchmarks, show that the proposed model can recover flexible ground truth covariances and that it is robust to errors in initialization.