Learning Graphical Models
Collapsed Variational Inference for HDP
Teh, Yee W., Kurihara, Kenichi, Welling, Max
A wide variety of Dirichlet-multinomial'topic' models have found interesting applications in recent years. While Gibbs sampling remains an important method of inference in such models, variational techniques have certain advantages such as easy assessment of convergence, easy optimization without the need to maintain detailed balance, a bound on the marginal likelihood, and sidestepping of issues with topic-identifiability. The most accurate variational technique thus far, namely collapsed variational latent Dirichlet allocation, did not deal with model selection nor did it include inference for hyperparameters. We address both issues by generalizing the technique, obtaining the first variational algorithm to deal with the hierarchical Dirichlet process and to deal with hyperparameters of Dirichlet variables. Experiments show a significant improvement in accuracy.
Bayesian Agglomerative Clustering with Coalescents
Teh, Yee W., III, Hal Daume, Roy, Daniel M.
We introduce a new Bayesian model for hierarchical clustering based on a prior over trees called Kingman's coalescent. We develop novel greedy and sequential Monte Carlo inferences which operate in a bottom-up agglomerative fashion. We show experimentally the superiority of our algorithms over the state-of-the-art, and demonstrate our approach in document clustering and phylolinguistics.
Efficient Bayesian Inference for Dynamically Changing Graphs
Sumer, Ozgur, Acar, Umut, Ihler, Alexander T., Mettu, Ramgopal R.
Motivated by stochastic systems in which observed evidence and conditional dependencies between states of the network change over time, and certain quantities of interest (marginal distributions, likelihood estimates etc.) must be updated, we study the problem of adaptive inference in tree-structured Bayesian networks. We describe an algorithm for adaptive inference that handles a broad range of changes to the network and is able to maintain marginal distributions, MAP estimates, and data likelihoods in all expected logarithmic time. We give an implementation of our algorithm and provide experiments that show that the algorithm can yield up to two orders of magnitude speedups on answering queries and responding to dynamic changes over the sum-product algorithm.
Hidden Common Cause Relations in Relational Learning
Silva, Ricardo, Chu, Wei, Ghahramani, Zoubin
When predicting class labels for objects within a relational database, it is often helpful to consider a model for relationships: this allows for information between class labels to be shared and to improve prediction performance. However, there are different ways by which objects can be related within a relational database. One traditional way corresponds to a Markov network structure: each existing relation is represented by an undirected edge. This encodes that, conditioned on input features, each object label is independent of other object labels given its neighbors in the graph. However, there is no reason why Markov networks should be the only representation of choice for symmetric dependence structures. Here we discuss the case when relationships are postulated to exist due to hidden common causes. We discuss how the resulting graphical model differs from Markov networks, and how it describes different types of real-world relational processes. A Bayesian nonparametric classification model is built upon this graphical representation and evaluated with several empirical studies.
Markov Chain Monte Carlo with People
Sanborn, Adam, Griffiths, Thomas L.
Many formal models of cognition implicitly use subjective probability distributions to capture the assumptions of human learners. Most applications of these models determine these distributions indirectly. We propose a method for directly determining the assumptions of human learners by sampling from subjective probability distributions. Using a correspondence between a model of human choice and Markov chain Monte Carlo (MCMC), we describe a method for sampling from the distributions over objects that people associate with different categories. In our task, subjects choose whether to accept or reject a proposed change to an object. The task is constructed so that these decisions follow an MCMC acceptance rule, defining a Markov chain for which the stationary distribution is the category distribution. We test this procedure for both artificial categories acquired in the laboratory, and natural categories acquired from experience.
Probabilistic Matrix Factorization
Mnih, Andriy, Salakhutdinov, Russ R.
Many existing approaches to collaborative filtering can neither handle very large datasets nor easily deal with users who have very few ratings. In this paper we present the Probabilistic Matrix Factorization (PMF) model which scales linearly with the number of observations and, more importantly, performs well on the large, sparse, and very imbalanced Netflix dataset. We further extend the PMF model to include an adaptive prior on the model parameters and show how the model capacity can be controlled automatically. Finally, we introduce a constrained version of the PMF model that is based on the assumption that users who have rated similar sets of movies are likely to have similar preferences. The resulting model is able to generalize considerably better for users with very few ratings. When the predictions of multiple PMF models are linearly combined with the predictions of Restricted Boltzmann Machines models, we achieve an error rate of 0.8861, that is nearly 7% better than the score of Netflix's own system.
Neural characterization in partially observed populations of spiking neurons
Pillow, Jonathan W., Latham, Peter E.
Point process encoding models provide powerful statistical methods for understanding the responses of neurons to sensory stimuli. Although these models have been successfully applied to neurons in the early sensory pathway, they have fared less well capturing the response properties of neurons in deeper brain areas, owing in part to the fact that they do not take into account multiple stages of processing. Here we introduce a new twist on the point-process modeling approach: we include unobserved as well as observed spiking neurons in a joint encoding model. The resulting model exhibits richer dynamics and more highly nonlinear response properties, making it more powerful and more flexible for fitting neural data. More importantly, it allows us to estimate connectivity patterns among neurons (both observed and unobserved), and may provide insight into how networks process sensory input. We formulate the estimation procedure using variational EM and the wake-sleep algorithm, and illustrate the model's performance using a simulated example network consisting of two coupled neurons.