We develop collaborative topic Poisson factorization (CTPF), a generative model of articles and reader preferences. CTPF can be used to build recommender systems by learning from reader histories and content to recommend personalized articles of interest. In detail, CTPF models both reader behavior and article texts with Poisson distributions, connecting the latent topics that represent the texts with the latent preferences that represent the readers. This provides better recommendations than competing methods and gives an interpretable latent space for understanding patterns of readership. Further, we exploit stochastic variational inference to model massive real-world datasets. For example, we can fit CPTF to the full arXiv usage dataset, which contains over 43 million ratings and 42 million word counts, within a day. We demonstrate empirically that our model outperforms several baselines, including the previous state-of-the-art approach.

We focus on the problem of maximum a posteriori (MAP) inference in Markov random fields with binary variables and pairwise interactions. For this common subclass of inference tasks, we consider low-rank relaxations that interpolate between the discrete problem and its full-rank semidefinite relaxation, followed by randomized rounding. We develop new theoretical bounds studying the effect of rank, showing that as the rank grows, the relaxed objective increases but saturates, and that the fraction in objective value retained by the rounded discrete solution decreases. In practice, we show two algorithms for optimizing the low-rank objectives which are simple to implement, enjoy ties to the underlying theory, and outperform existing approaches on benchmark MAP inference tasks.

The idea that animals might use information-driven planning to explore an unknown environment and build an internal model of it has been proposed for quite some time. Recent work has demonstrated that agents using this principle can efficiently learn models of probabilistic environments with discrete, bounded state spaces. However, animals and robots are commonly confronted with unbounded environments. To address this more challenging situation, we study information-based learning strategies of agents in unbounded state spaces using non-parametric Bayesian models. Specifically, we demonstrate that the Chinese Restaurant Process (CRP) model is able to solve this problem and that an Empirical Bayes version is able to efficiently explore bounded and unbounded worlds by relying on little prior information.

Markov Logic Networks (MLNs) are weighted first-order logic templates for generating large (ground) Markov networks. Lifted inference algorithms for them bring the power of logical inference to probabilistic inference. These algorithms operate as much as possible at the compact first-order level, grounding or propositionalizing the MLN only as necessary. As a result, lifted inference algorithms can be much more scalable than propositional algorithms that operate directly on the much larger ground network. Unfortunately, existing lifted inference algorithms suffer from two interrelated problems, which severely affects their scalability in practice. First, for most real-world MLNs having complex structure, they are unable to exploit symmetries and end up grounding most atoms (the grounding problem). Second, they suffer from the evidence problem, which arises because evidence breaks symmetries, severely diminishing the power of lifted inference. In this paper, we address both problems by presenting a scalable, lifted importance sampling-based approach that never grounds the full MLN. Specifically, we show how to scale up the two main steps in importance sampling: sampling from the proposal distribution and weight computation. Scalable sampling is achieved by using an informed, easy-to-sample proposal distribution derived from a compressed MLN-representation. Fast weight computation is achieved by only visiting a small subset of the sampled groundings of each formula instead of all of its possible groundings. We show that our new algorithm yields an asymptotically unbiased estimate. Our experiments on several MLNs clearly demonstrate the promise of our approach.

We introduce a novel sampling algorithm for Markov chain Monte Carlo-based Bayesian inference for factorial hidden Markov models. This algorithm is based on an auxiliary variable construction that restricts the model space allowing iterative exploration in polynomial time. The sampling approach overcomes limitations with common conditional Gibbs samplers that use asymmetric updates and become easily trapped in local modes. Instead, our method uses symmetric moves that allows joint updating of the latent sequences and improves mixing. We illustrate the application of the approach with simulated and a real data example.

In this paper we investigate the computational complexity of learning the graph structure underlying a discrete undirected graphical model from i.i.d. samples. Our first result is an unconditional computational lower bound of $\Omega (p^{d/2})$ for learning general graphical models on $p$ nodes of maximum degree $d$, for the class of statistical algorithms recently introduced by Feldman et al. The construction is related to the notoriously difficult learning parities with noise problem in computational learning theory. Our lower bound shows that the $\widetilde O(p^{d+2})$ runtime required by Bresler, Mossel, and Sly's exhaustive-search algorithm cannot be significantly improved without restricting the class of models. Aside from structural assumptions on the graph such as it being a tree, hypertree, tree-like, etc., most recent papers on structure learning assume that the model has the correlation decay property. Indeed, focusing on ferromagnetic Ising models, Bento and Montanari showed that all known low-complexity algorithms fail to learn simple graphs when the interaction strength exceeds a number related to the correlation decay threshold. Our second set of results gives a class of repelling (antiferromagnetic) models that have the \emph{opposite} behavior: very strong repelling allows efficient learning in time $\widetilde O(p^2)$. We provide an algorithm whose performance interpolates between $\widetilde O(p^2)$ and $\widetilde O(p^{d+2})$ depending on the strength of the repulsion.

We study the sensitivity of a MAP configuration of a discrete probabilistic graphical model with respect to perturbations of its parameters. These perturbations are global, in the sense that simultaneous perturbations of all the parameters (or any chosen subset of them) are allowed. Our main contribution is an exact algorithm that can check whether the MAP configuration is robust with respect to given perturbations. Its complexity is essentially the same as that of obtaining the MAP configuration itself, so it can be promptly used with minimal effort. We use our algorithm to identify the largest global perturbation that does not induce a change in the MAP configuration, and we successfully apply this robustness measure in two practical scenarios: the prediction of facial action units with posed images and the classification of multiple real public data sets. A strong correlation between the proposed robustness measure and accuracy is verified in both scenarios.

We propose a new framework for estimating generative models via adversarial nets, in which we simultaneously train two models: a generative model G that captures the data distribution, and a discriminative model D that estimates the probability that a sample came from the training data rather than G. The training procedure for G is to maximize the probability of D making a mistake. This framework corresponds to a minimax two-player game. In the space of arbitrary functions G and D, a unique solution exists, with G recovering the training data distribution and D equal to 1/2 everywhere. In the case where G and D are defined by multilayer perceptrons, the entire system can be trained with backpropagation. There is no need for any Markov chains or unrolled approximate inference networks during either training or generation of samples. Experiments demonstrate the potential of the framework through qualitative and quantitatively evaluation of the generated samples.

We propose a semi-parametric and dynamic rank factor model for topic modeling, capable of (1) discovering topic prevalence over time, and (2) learning contemporary multi-scale dependence structures, providing topic and word correlations as a byproduct. The high-dimensional and time-evolving ordinal/rank observations (such as word counts), after an arbitrary monotone transformation, are well accommodated through an underlying dynamic sparse factor model. The framework naturally admits heavy-tailed innovations, capable of inferring abrupt temporal jumps in the importance of topics. Posterior inference is performed through straightforward Gibbs sampling, based on the forward-filtering backward-sampling algorithm. Moreover, an efficient data subsampling scheme is leveraged to speed up inference on massive datasets. The modeling framework is illustrated on two real datasets: the US State of the Union Address and the JSTOR collection from Science.

Currently, deep neural networks are the state of the art on problems such as speech recognition and computer vision. In this paper we empirically demonstrate that shallow feed-forward nets can learn the complex functions previously learned by deep nets and achieve accuracies previously only achievable with deep models. Moreover, in some cases the shallow nets can learn these deep functions using the same number of parameters as the original deep models. On the TIMIT phoneme recognition and CIFAR-10 image recognition tasks, shallow nets can be trained that perform similarly to complex, well-engineered, deeper convolutional models.