Learning Graphical Models
Nonparametric Bayesian models of hierarchical structure in complex networks
Schmidt, Mikkel N., Herlau, Tue, Mørup, Morten
Analyzing and understanding the structure of complex relational data is important in many applications including analysis of the connectivity in the human brain. Such networks can have prominent patterns on different scales, calling for a hierarchically structured model. We propose two non-parametric Bayesian hierarchical network models based on Gibbs fragmentation tree priors, and demonstrate their ability to capture nested patterns in simulated networks. On real networks we demonstrate detection of hierarchical structure and show predictive performance on par with the state of the art. We envision that our methods can be employed in exploratory analysis of large scale complex networks for example to model human brain connectivity.
Streaming Variational Bayes
Broderick, Tamara, Boyd, Nicholas, Wibisono, Andre, Wilson, Ashia C., Jordan, Michael I.
We present SDA-Bayes, a framework for (S)treaming, (D)istributed, (A)synchronous computation of a Bayesian posterior. The framework makes streaming updates to the estimated posterior according to a user-specified approximation batch primitive. We demonstrate the usefulness of our framework, with variational Bayes (VB) as the primitive, by fitting the latent Dirichlet allocation model to two large-scale document collections. We demonstrate the advantages of our algorithm over stochastic variational inference (SVI) by comparing the two after a single pass through a known amount of data---a case where SVI may be applied---and in the streaming setting, where SVI does not apply.
A survey on independence-based Markov networks learning
This work reports the most relevant technical aspects in the problem of learning the \emph{Markov network structure} from data. Such problem has become increasingly important in machine learning, and many other application fields of machine learning. Markov networks, together with Bayesian networks, are probabilistic graphical models, a widely used formalism for handling probability distributions in intelligent systems. Learning graphical models from data have been extensively applied for the case of Bayesian networks, but for Markov networks learning it is not tractable in practice. However, this situation is changing with time, given the exponential growth of computers capacity, the plethora of available digital data, and the researching on new learning technologies. This work stresses on a technology called independence-based learning, which allows the learning of the independence structure of those networks from data in an efficient and sound manner, whenever the dataset is sufficiently large, and data is a representative sampling of the target distribution. In the analysis of such technology, this work surveys the current state-of-the-art algorithms for learning Markov networks structure, discussing its current limitations, and proposing a series of open problems where future works may produce some advances in the area in terms of quality and efficiency. The paper concludes by opening a discussion about how to develop a general formalism for improving the quality of the structures learned, when data is scarce.
Nonparametric Bayes dynamic modeling of relational data
Durante, Daniele, Dunson, David B.
Symmetric binary matrices representing relations among entities are commonly collected in many areas. Our focus is on dynamically evolving binary relational matrices, with interest being in inference on the relationship structure and prediction. We propose a nonparametric Bayesian dynamic model, which reduces dimensionality in characterizing the binary matrix through a lower-dimensional latent space representation, with the latent coordinates evolving in continuous time via Gaussian processes. By using a logistic mapping function from the probability matrix space to the latent relational space, we obtain a flexible and computational tractable formulation. Employing P\`olya-Gamma data augmentation, an efficient Gibbs sampler is developed for posterior computation, with the dimension of the latent space automatically inferred. We provide some theoretical results on flexibility of the model, and illustrate performance via simulation experiments. We also consider an application to co-movements in world financial markets.
AI Methods in Algorithmic Composition: A Comprehensive Survey
Algorithmic composition is the partial or total automation of the process of music composition by using computers. Since the 1950s, different computational techniques related to Artificial Intelligence have been used for algorithmic composition, including grammatical representations, probabilistic methods, neural networks, symbolic rule-based systems, constraint programming and evolutionary algorithms. This survey aims to be a comprehensive account of research on algorithmic composition, presenting a thorough view of the field for researchers in Artificial Intelligence.
Integrating Declarative Programming and Probabilistic Planning for Robots
Zhang, Shiqi (Texas Tech University) | Sridharan, Mohan (Texas Tech University)
Mobile robots deployed in complex real-world domains typically find it difficult to process all sensor inputs or operate without substantial domain knowledge. At the same time, humans may not have the time and expertise to provide elaborateand accurate knowledge or feedback. The architecture described in this paper combines declarative programming and probabilistic sequential decision-making to address these challenges. Specifically, Answer Set Programming (ASP), a declarative programming paradigm, is combined with hierarchical partially observable Markov decision processes (POMDPs), enabling robots to: (a) represent and reason with incomplete domain knowledge, revising existing knowledge using information extracted from sensor inputs; (b) probabilistically model the uncertainty in sensor input processing and navigation; and (c) use domain knowledge to revise probabilistic beliefs, exploiting positive and negative observations to identify situations in which the assigned task can no longer be pursued. All algorithms are evaluated in simulation and on mobile robots locating target objects in indoor domains.
Combining a POMDP Abstraction with Replanning to Solve Complex, Position-Dependent Sensing Tasks
Grady, Devin (Rice University) | Moll, Mark (Rice University) | Kavraki, Lydia E. (Rice University)
The Partially-Observable Markov Decision Process (POMDP) is a general framework to determine reward-maximizing action policies under noisy action and sensing conditions. However, determining an optimal policy for POMDPs is often intractable for robotic tasks due to the PSPACE-complete nature of the computation required. Several recent solvers have been introduced that expand the size of problems that can be considered. Although these POMDP solvers can respect complex motion constraints in theory, we show that the computational cost does not provide a benefit in the eventual online execution, compared to our alternative approach that relies on a policy that ignores some of the motion constraints. We advocate using the POMDP framework where it is critical -- to find a policy that provides the optimal action given all past noisy sensor observations, while abstracting some of the motion constraints to reduce solution time. However, the actions of an abstract robot are generally not executable under its true motion constraints. The problem is addressed offline with a less-constrained POMDP, and navigation under the full system constraints is handled online with replanning. We empirically demonstrate that the policy generated using this abstracted motion model is faster to compute and achieves similar or higher reward than addressing the motion constraints for a car-like robot as used in our experiments directly in the POMDP.
Reasoning with Uncertainties Over Existence of Objects
Ngo, Vien Anh (University of Stuttgart) | Toussaint, Marc (University of Stuttgart)
In this paper we consider planning problems in relationalMarkov processes where objects may “appear” or “disap-pear”, perhaps depending on previous actions or propertiesof other objects. For instance, problems which require to ex-plicitly generate or discover objects fall into this category. Inour formulation this requires to explicitly represent the un-certainty over the number of objects (dimensions or factors)in a dynamic Bayesian networks (DBN). Many formalisms(also existing ones) are conceivable to formulate such prob-lems. We aim at a formulation that facilitates inference andplanning. Based on a specific formulation we investigate twoinference methods—rejection sampling and reversible-jumpMCMC—to compute a posterior over the process conditionedon the first and last time slice (start and goal state). We willdiscuss properties, efficiency, and appropriateness of eachone.
On Estimating Many Means, Selection Bias, and the Bootstrap
With recent advances in high throughput technology, researchers often find themselves running a large number of hypothesis tests (thousands+) and esti- mating a large number of effect-sizes. Generally there is particular interest in those effects estimated to be most extreme. Unfortunately naive estimates of these effect-sizes (even after potentially accounting for multiplicity in a testing procedure) can be severely biased. In this manuscript we explore this bias from a frequentist perspective: we give a formal definition, and show that an oracle estimator using this bias dominates the naive maximum likelihood estimate. We give a resampling estimator to approximate this oracle, and show that it works well on simulated data. We also connect this to ideas in empirical Bayes.
Flexible sampling of discrete data correlations without the marginal distributions
Kalaitzis, Alfredo, Silva, Ricardo
Learning the joint dependence of discrete variables is a fundamental problem in machine learning, with many applications including prediction, clustering and dimensionality reduction. More recently, the framework of copula modeling has gained popularity due to its modular parametrization of joint distributions. Among other properties, copulas provide a recipe for combining flexible models for univariate marginal distributions with parametric families suitable for potentially high dimensional dependence structures. More radically, the extended rank likelihood approach of Hoff (2007) bypasses learning marginal models completely when such information is ancillary to the learning task at hand as in, e.g., standard dimensionality reduction problems or copula parameter estimation. The main idea is to represent data by their observable rank statistics, ignoring any other information from the marginals. Inference is typically done in a Bayesian framework with Gaussian copulas, and it is complicated by the fact this implies sampling within a space where the number of constraints increases quadratically with the number of data points. The result is slow mixing when using off-the-shelf Gibbs sampling. We present an efficient algorithm based on recent advances on constrained Hamiltonian Markov chain Monte Carlo that is simple to implement and does not require paying for a quadratic cost in sample size.