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 Learning Graphical Models






Scalable Levy Process Priors for Spectral Kernel Learning

Neural Information Processing Systems

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 L evy process. The resulting distribution has support for all stationary covariances--including the popular RBF, periodic, and Mat ern 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 L evy 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.



Lifted Weighted Mini-Bucket

Neural Information Processing Systems

Many graphical models, such as Markov Logic Networks (MLNs) with evidence, possess highly symmetric substructures but no exact symmetries. Unfortunately, there are few principled methods that exploit these symmetric substructures to perform efficient approximate inference. In this paper, we present a lifted variant of the Weighted Mini-Bucket elimination algorithm which provides a principled way to (i) exploit the highly symmetric substructure of MLN models, and (ii) incorporate high-order inference terms which are necessary for high quality approximate inference. Our method has significant control over the accuracy-time trade-off of the approximation, allowing us to generate any-time approximations. Experimental results demonstrate the utility of this class of approximations, especially in models with strong repulsive potentials.


Constructing Deep Neural Networks by Bayesian Network Structure Learning

Neural Information Processing Systems

We introduce a principled approach for unsupervised structure learning of deep neural networks. We propose a new interpretation for depth and inter-layer connectivity where conditional independencies in the input distribution are encoded hierarchically in the network structure. Thus, the depth of the network is determined inherently. The proposed method casts the problem of neural network structure learning as a problem of Bayesian network structure learning. Then, instead of directly learning the discriminative structure, it learns a generative graph, constructs its stochastic inverse, and then constructs a discriminative graph. We prove that conditional-dependency relations among the latent variables in the generative graph are preserved in the class-conditional discriminative graph. We demonstrate on image classification benchmarks that the deepest layers (convolutional and dense) of common networks can be replaced by significantly smaller learned structures, while maintaining classification accuracy---state-of-the-art on tested benchmarks. Our structure learning algorithm requires a small computational cost and runs efficiently on a standard desktop CPU.