Learning Graphical Models
On Smoothing and Inference for Topic Models
Asuncion, Arthur, Welling, Max, Smyth, Padhraic, Teh, Yee Whye
Latent Dirichlet analysis, or topic modeling, is a flexible latent variable framework for modeling high-dimensional sparse count data. Various learning algorithms have been developed in recent years, including collapsed Gibbs sampling, variational inference, and maximum a posteriori estimation, and this variety motivates the need for careful empirical comparisons. In this paper, we highlight the close connections between these approaches. We find that the main differences are attributable to the amount of smoothing applied to the counts. When the hyperparameters are optimized, the differences in performance among the algorithms diminish significantly. The ability of these algorithms to achieve solutions of comparable accuracy gives us the freedom to select computationally efficient approaches. Using the insights gained from this comparative study, we show how accurate topic models can be learned in several seconds on text corpora with thousands of documents.
Optimization of Structured Mean Field Objectives
Bouchard-Cote, Alexandre, Jordan, Michael I.
In intractable, undirected graphical models, an intuitive way of creating structured mean field approximations is to select an acyclic tractable subgraph. We show that the hardness of computing the objective function and gradient of the mean field objective qualitatively depends on a simple graph property. If the tractable subgraph has this property-- we call such subgraphs v-acyclic--a very fast block coordinate ascent algorithm is possible. If not, optimization is harder, but we show a new algorithm based on the construction of an auxiliary exponential family that can be used to make inference possible in this case as well. We discuss the advantages and disadvantages of each regime and compare the algorithms empirically.
Correlated Non-Parametric Latent Feature Models
Doshi-Velez, Finale, Ghahramani, Zoubin
We are often interested in explaining data through a set of hidden factors or features. When the number of hidden features is unknown, the Indian Buffet Process (IBP) is a nonparametric latent feature model that does not bound the number of active features in dataset. However, the IBP assumes that all latent features are uncorrelated, making it inadequate for many realworld problems. We introduce a framework for correlated nonparametric feature models, generalising the IBP. We use this framework to generate several specific models and demonstrate applications on realworld datasets.
New inference strategies for solving Markov Decision Processes using reversible jump MCMC
Hoffman, Matthias, Kueck, Hendrik, de Freitas, Nando, Doucet, Arnaud
In this paper we build on previous work which uses inferences techniques, in particular Markov Chain Monte Carlo (MCMC) methods, to solve parameterized control problems. We propose a number of modifications in order to make this approach more practical in general, higher-dimensional spaces. We first introduce a new target distribution which is able to incorporate more reward information from sampled trajectories. We also show how to break strong correlations between the policy parameters and sampled trajectories in order to sample more freely. Finally, we show how to incorporate these techniques in a principled manner to obtain estimates of the optimal policy.
Bayesian Discovery of Linear Acyclic Causal Models
Hoyer, Patrik O., Hyttinen, Antti
Methods for automated discovery of causal relationships from non-interventional data have received much attention recently. A widely used and well understood model family is given by linear acyclic causal models (recursive structural equation models). For Gaussian data both constraint-based methods (Spirtes et al., 1993; Pearl, 2000) (which output a single equivalence class) and Bayesian score-based methods (Geiger and Heckerman, 1994) (which assign relative scores to the equivalence classes) are available. On the contrary, all current methods able to utilize non-Gaussianity in the data (Shimizu et al., 2006; Hoyer et al., 2008) always return only a single graph or a single equivalence class, and so are fundamentally unable to express the degree of certainty attached to that output. In this paper we develop a Bayesian score-based approach able to take advantage of non-Gaussianity when estimating linear acyclic causal models, and we empirically demonstrate that, at least on very modest size networks, its accuracy is as good as or better than existing methods. We provide a complete code package (in R) which implements all algorithms and performs all of the analysis provided in the paper, and hope that this will further the application of these methods to solving causal inference problems.
Interpretation and Generalization of Score Matching
Score matching is a recently developed parameter learning method that is particularly effective to complicated high dimensional density models with intractable partition functions. In this paper, we study two issues that have not been completely resolved for score matching. First, we provide a formal link between maximum likelihood and score matching. Our analysis shows that score matching finds model parameters that are more robust with noisy training data. Second, we develop a generalization of score matching. Based on this generalization, we further demonstrate an extension of score matching to models of discrete data.
Multiple Source Adaptation and the Renyi Divergence
Mansour, Yishay, Mohri, Mehryar, Rostamizadeh, Afshin
This paper presents a novel theoretical study of the general problem of multiple source adaptation using the notion of Renyi divergence. Our results build on our previous work [12], but significantly broaden the scope of that work in several directions. We extend previous multiple source loss guarantees based on distribution weighted combinations to arbitrary target distributions P, not necessarily mixtures of the source distributions, analyze both known and unknown target distribution cases, and prove a lower bound. We further extend our bounds to deal with the case where the learner receives an approximate distribution for each source instead of the exact one, and show that similar loss guarantees can be achieved depending on the divergence between the approximate and true distributions. We also analyze the case where the labeling functions of the source domains are somewhat different. Finally, we report the results of experiments with both an artificial data set and a sentiment analysis task, showing the performance benefits of the distribution weighted combinations and the quality of our bounds based on the Renyi divergence.
Domain Knowledge Uncertainty and Probabilistic Parameter Constraints
Incorporating domain knowledge into the modeling process is an effective way to improve learning accuracy. However, as it is provided by humans, domain knowledge can only be specified with some degree of uncertainty. We propose to explicitly model such uncertainty through probabilistic constraints over the parameter space. In contrast to hard parameter constraints, our approach is effective also when the domain knowledge is inaccurate and generally results in superior modeling accuracy. We focus on generative and conditional modeling where the parameters are assigned a Dirichlet or Gaussian prior and demonstrate the framework with experiments on both synthetic and real-world data.
Using the Gene Ontology Hierarchy when Predicting Gene Function
Mostafavi, Sara, Morris, Quaid
The problem of multilabel classification when the labels are related through a hierarchical categorization scheme occurs in many application domains such as computational biology. For example, this problem arises naturally when trying to automatically assign gene function using a controlled vocabularies like Gene Ontology. However, most existing approaches for predicting gene functions solve independent classification problems to predict genes that are involved in a given function category, independently of the rest. Here, we propose two simple methods for incorporating information about the hierarchical nature of the categorization scheme. In the first method, we use information about a gene's previous annotation to set an initial prior on its label. In a second approach, we extend a graph-based semi-supervised learning algorithm for predicting gene function in a hierarchy. We show that we can efficiently solve this problem by solving a linear system of equations. We compare these approaches with a previous label reconciliation-based approach. Results show that using the hierarchy information directly, compared to using reconciliation methods, improves gene function prediction.
Modeling Discrete Interventional Data using Directed Cyclic Graphical Models
We outline a representation for discrete multivariate distributions in terms of interventional potential functions that are globally normalized. This representation can be used to model the effects of interventions, and the independence properties encoded in this model can be represented as a directed graph that allows cycles. In addition to discussing inference and sampling with this representation, we give an exponential family parametrization that allows parameter estimation to be stated as a convex optimization problem; we also give a convex relaxation of the task of simultaneous parameter and structure learning using group l1-regularization. The model is evaluated on simulated data and intracellular flow cytometry data.