This work introduces macro-action discovery using value-of-information (VoI) for robust and efficient planning in partially observable Markov decision processes (POMDPs). POMDPs are a powerful framework for planning under uncertainty. Previous approaches have used high-level macro-actions within POMDP policies to reduce planning complexity. However, macro-action design is often heuristic and rarely comes with performance guarantees. Here, we present a method for extracting belief-dependent, variable-length macro-actions directly from a low-level POMDP model. We construct macro-actions by chaining sequences of open-loop actions together when the task-specific value of information (VoI) --- the change in expected task performance caused by observations in the current planning iteration --- is low.

A fundamental goal of systems neuroscience is to understand the relationship between neural activity and behavior. Behavior has traditionally been characterized by low-dimensional, task-related variables such as movement speed or response times. More recently, there has been a growing interest in automated analysis of high-dimensional video data collected during experiments. Here we introduce a probabilistic framework for the analysis of behavioral video and neural activity. This framework provides tools for compression, segmentation, generation, and decoding of behavioral videos.

Hidden semi-Markov Models (HSMM's) - while broadly in use - are restricted to a discrete and uniform time grid. They are thus not well suited to explain often irregularly spaced discrete event data from continuous-time phenomena. We show that non-sampling-based latent state inference used in HSMM's can be generalized to latent Continuous-Time semi-Markov Chains (CTSMC's). We formulate integro-differential forward and backward equations adjusted to the observation likelihood and introduce an exact integral equation for the Bayesian posterior marginals and a scalable Viterbi-type algorithm for posterior path estimates. The presented equations can be efficiently solved using well-known numerical methods.

The coronavirus disease 2019 (COVID-19) global pandemic has led many countries to impose unprecedented lockdown measures in order to slow down the outbreak. Questions on whether governments have acted promptly enough, and whether lockdown measures can be lifted soon have since been central in public discourse. Data-driven models that predict COVID-19 fatalities under different lockdown policy scenarios are essential for addressing these questions, and for informing governments on future policy directions. To this end, this paper develops a Bayesian model for predicting the effects of COVID-19 containment policies in a global context -- we treat each country as a distinct data point, and exploit variations of policies across countries to learn country-specific policy effects. Our model utilizes a two-layer Gaussian process (GP) prior -- the lower layer uses a compartmental SEIR (Susceptible, Exposed, Infected, Recovered) model as a prior mean function with "country-and-policy-specific" parameters that capture fatality curves under different "counterfactual" policies within each country, whereas the upper layer is shared across all countries, and learns lower-layer SEIR parameters as a function of country features and policy indicators.

We consider the problem of online reinforcement learning when several state representations (mapping histories to a discrete state space) are available to the learning agent. At least one of these representations is assumed to induce a Markov decision process (MDP), and the performance of the agent is measured in terms of cumulative regret against the optimal policy giving the highest average reward in this MDP representation. We propose an algorithm (UCB-MS) with O(sqrt(T)) regret in any communicating Markov decision process. The regret bound shows that UCB-MS automatically adapts to the Markov model. This improves over the currently known best results in the literature that gave regret bounds of order O(T (2/3)).

A core problem in cognitive science and machine learning is to understand how humans derive semantic representations from perceptual objects, such as color from an apple, pleasantness from a musical chord, or seriousness from a face. Markov Chain Monte Carlo with People (MCMCP) is a prominent method for studying such representations, in which participants are presented with binary choice trials constructed such that the decisions follow a Markov Chain Monte Carlo acceptance rule. However, while MCMCP has strong asymptotic properties, its binary choice paradigm generates relatively little information per trial, and its local proposal function makes it slow to explore the parameter space and find the modes of the distribution. Here we therefore generalize MCMCP to a continuous-sampling paradigm, where in each iteration the participant uses a slider to continuously manipulate a single stimulus dimension to optimize a given criterion such as'pleasantness'. We formulate both methods from a utility-theory perspective, and show that the new method can be interpreted as'Gibbs Sampling with People' (GSP).

We develop BatchBALD, a tractable approximation to the mutual information between a batch of points and model parameters, which we use as an acquisition function to select multiple informative points jointly for the task of deep Bayesian active learning. BatchBALD is a greedy linear-time 1 - icefrac{1}{e} -approximate algorithm amenable to dynamic programming and efficient caching. We compare BatchBALD to the commonly used approach for batch data acquisition and find that the current approach acquires similar and redundant points, sometimes performing worse than randomly acquiring data. We finish by showing that, using BatchBALD to consider dependencies within an acquisition batch, we achieve new state of the art performance on standard benchmarks, providing substantial data efficiency improvements in batch acquisition.

Latent variable models are ubiquitous in the exploratory analysis of neural population recordings, where they allow researchers to summarize the activity of large populations of neurons in lower dimensional'latent' spaces. Existing methods can generally be categorized into (i) Bayesian methods that facilitate flexible incorporation of prior knowledge and uncertainty estimation, but which typically do not scale to large datasets; and (ii) highly parameterized methods without explicit priors that scale better but often struggle in the low-data regime. Here, we bridge this gap by developing a fully Bayesian yet scalable version of Gaussian process factor analysis (bGPFA), which models neural data as arising from a set of inferred latent processes with a prior that encourages smoothness over time. Additionally, bGPFA uses automatic relevance determination to infer the dimensionality of neural activity directly from the training data during optimization. To enable the analysis of continuous recordings without trial structure, we introduce a novel variational inference strategy that scales near-linearly in time and also allows for non-Gaussian noise models appropriate for electrophysiological recordings.

In this paper, we model the dependencies among the items that are recommended to a user in a collaborative-filtering problem via a Gaussian Markov Random Field (MRF). We build upon Besag's auto-normal parameterization and pseudo-likelihood, which not only enables computationally efficient learning, but also connects the areas of MRFs and sparse inverse covariance estimation with autoencoders and neighborhood models, two successful approaches in collaborative filtering. We propose a novel approximation for learning sparse MRFs, where the trade-off between recommendation-accuracy and training-time can be controlled. At only a small fraction of the training-time compared to various baselines, including deep nonlinear models, the proposed approach achieved competitive ranking-accuracy on all three well-known data-sets used in our experiments, and notably a 20% gain in accuracy on the data-set with the largest number of items.

Reinforcement learning algorithms are widely used in domains where it is desirable to provide a personalized service. In these domains it is common that user data contains sensitive information that needs to be protected from third parties. Motivated by this, we study privacy in the context of finite-horizon Markov Decision Processes (MDPs) by requiring information to be obfuscated on the user side. We formulate this notion of privacy for RL by leveraging the local differential privacy (LDP) framework. We establish a lower bound for regret minimization in finite-horizon MDPs with LDP guarantees which shows that guaranteeing privacy has a multiplicative effect on the regret.