Learning Graphical Models
Understanding the Predictive Power of Computational Mechanics and Echo State Networks in Social Media
Darmon, David, Sylvester, Jared, Girvan, Michelle, Rand, William
There is a large amount of interest in understanding users of social media in order to predict their behavior in this space. Despite this interest, user predictability in social media is not well-understood. To examine this question, we consider a network of fifteen thousand users on Twitter over a seven week period. We apply two contrasting modeling paradigms: computational mechanics and echo state networks. Both methods attempt to model the behavior of users on the basis of their past behavior. We demonstrate that the behavior of users on Twitter can be well-modeled as processes with self-feedback. We find that the two modeling approaches perform very similarly for most users, but that they differ in performance on a small subset of the users. By exploring the properties of these performance-differentiated users, we highlight the challenges faced in applying predictive models to dynamic social data.
Likelihood Adaptively Modified Penalties
Feng, Yang, Li, Tengfei, Ying, Zhiliang
A new family of penalty functions, adaptive to likelihood, is introduced for model selection in general regression models. It arises naturally through assuming certain types of prior distribution on the regression parameters. To study stability properties of the penalized maximum likelihood estimator, two types of asymptotic stability are defined. Theoretical properties, including the parameter estimation consistency, model selection consistency, and asymptotic stability, are established under suitable regularity conditions. An efficient coordinate-descent algorithm is proposed. Simulation results and real data analysis show that the proposed method has competitive performance in comparison with existing ones.
Top-down particle filtering for Bayesian decision trees
Lakshminarayanan, Balaji, Roy, Daniel M., Teh, Yee Whye
Decision tree learning is a popular approach for classification and regression in machine learning and statistics, and Bayesian formulations---which introduce a prior distribution over decision trees, and formulate learning as posterior inference given data---have been shown to produce competitive performance. Unlike classic decision tree learning algorithms like ID3, C4.5 and CART, which work in a top-down manner, existing Bayesian algorithms produce an approximation to the posterior distribution by evolving a complete tree (or collection thereof) iteratively via local Monte Carlo modifications to the structure of the tree, e.g., using Markov chain Monte Carlo (MCMC). We present a sequential Monte Carlo (SMC) algorithm that instead works in a top-down manner, mimicking the behavior and speed of classic algorithms. We demonstrate empirically that our approach delivers accuracy comparable to the most popular MCMC method, but operates more than an order of magnitude faster, and thus represents a better computation-accuracy tradeoff.
POMDPs under Probabilistic Semantics
Chatterjee, Krishnendu, Chmelík, Martin
We consider partially observable Markov decision processes (POMDPs) with limit-average payoff, where a reward value in the interval [0,1] is associated to every transition, and the payoff of an infinite path is the long-run average of the rewards. We consider two types of path constraints: (i) quantitative constraint defines the set of paths where the payoff is at least a given threshold {\lambda} in (0, 1]; and (ii) qualitative constraint which is a special case of quantitative constraint with {\lambda} = 1. We consider the computation of the almost-sure winning set, where the controller needs to ensure that the path constraint is satisfied with probability 1. Our main results for qualitative path constraint are as follows: (i) the problem of deciding the existence of a finite-memory controller is EXPTIME-complete; and (ii) the problem of deciding the existence of an infinite-memory controller is undecidable. For quantitative path constraint we show that the problem of deciding the existence of a finite-memory controller is undecidable.
When are Overcomplete Topic Models Identifiable? Uniqueness of Tensor Tucker Decompositions with Structured Sparsity
Anandkumar, Animashree, Hsu, Daniel, Janzamin, Majid, Kakade, Sham
Overcomplete latent representations have been very popular for unsupervised feature learning in recent years. In this paper, we specify which overcomplete models can be identified given observable moments of a certain order. We consider probabilistic admixture or topic models in the overcomplete regime, where the number of latent topics can greatly exceed the size of the observed word vocabulary. While general overcomplete topic models are not identifiable, we establish generic identifiability under a constraint, referred to as topic persistence. Our sufficient conditions for identifiability involve a novel set of "higher order" expansion conditions on the topic-word matrix or the population structure of the model. This set of higher-order expansion conditions allow for overcomplete models, and require the existence of a perfect matching from latent topics to higher order observed words. We establish that random structured topic models are identifiable w.h.p. in the overcomplete regime. Our identifiability results allows for general (non-degenerate) distributions for modeling the topic proportions, and thus, we can handle arbitrarily correlated topics in our framework. Our identifiability results imply uniqueness of a class of tensor decompositions with structured sparsity which is contained in the class of Tucker decompositions, but is more general than the Candecomp/Parafac (CP) decomposition.
Incorporating Expert Judgement into Bayesian Network Machine Learning
Zhou, Yun (Queen Mary University of London) | Fenton, Norman (Queen Mary University of London) | Neil, Martin (Queen Mary University of London) | Zhu, Cheng (National University of Defense Technology)
We review the challenges of Bayesian network learning, especially parameter learning, and specify the problem of learning with sparse data. We explain how it is possible to incorporate both qualitative knowledge and data with a multinomial parameter learning method to achieve more accurate predictions with sparse data.
Automated Generation of Interaction Graphs for Value-Factored Dec-POMDPs
Yeoh, William (New Mexico State University) | Kumar, Akshat (IBM Research) | Zilberstein, Shlomo (University of Massachusetts, Amherst)
The Decentralized Partially Observable Markov Decision Process (Dec-POMDP) is a powerful model for multi-agent planning under uncertainty, but its applicability is hindered by its high complexity -- solving Dec-POMDPs optimally is NEXP-hard. Recently, Kumar et al. introduced the Value Factorization (VF) framework, which exploits decomposable value functions that can be factored into subfunctions. This framework has been shown to be a generalization of several models that leverage sparse agent interactions such as TI-Dec-MDPs, ND-POMDPs and TD-POMDPs. Existing algorithms for these models assume that the interaction graph of the problem is given. In this paper, we introduce three algorithms to automatically generate interaction graphs for models within the VF framework and establish lower and upper bounds on the expected reward of an optimal joint policy. We illustrate experimentally the benefits of these techniques for sensor placement in a decentralized tracking application.
Bimodal Switching for Online Planning in Multiagent Settings
Sonu, Ekhlas (University of Georgia) | Doshi, Prashant (University of Georgia)
We present a bimodal method for online planning in partially observable multiagent settings as formalized by a finitely-nested interactive partially observable Markov decision process (I-POMDP). An agent planning in an environment shared with another updates beliefs both over the physical state and the other agents' models. In problems where we do not observe other's action explicitly but must infer it from sensing its effect on the state, observations are more informative about the other when the belief over the state space has reduced uncertainty. For typical, uncertain initial beliefs, we model the agent as if it were acting alone and utilize fast online planning for POMDPs. Subsequently, the agent switches to online planning in multiagent settings. We maintain tight lower and upper bounds at each step, and switch over when the difference between them reduces to less than ε.
Self-Organized Neural Learning of Statistical Inference from High-Dimensional Data
Bauer, Johannes (Universität Hamburg) | Wermter, Stefan (Universität Hamburg)
With information about the world implicitly embedded in complex, high-dimensional neural population responses, the brain must perform some sort of statistical inference on a large scale to form hypotheses about the state of the environment. This ability is, in part, acquired after birth and often with very little feedback to guide learning. This is a very difficult learning problem considering the little information about the meaning of neural responses available at birth. In this paper, we address the question of how the brain might solve this problem: We present an unsupervised artificial neural network algorithm which takes from the self-organizing map (SOM) algorithm the ability to learn a latent variable model from its input. We extend the SOM algorithm so it learns about the distribution of noise in the input and computes probability density functions over the latent variables. The algorithm represents these probability density functions using population codes. This is done with very few assumptions about the distribution of noise. Our simulations indicate that our algorithm can learn to perform similar to a maximum likelihood estimator with the added benefit of requiring no a-priori knowledge about the input and computing not only best hypotheses, but also probabilities for alternatives.