W e derive streamlined mean field variational Bayes algorithms for fitting linear mixed models with crossed random effects. In the most general situation, where the dimensions of the crossed groups are arbitrarily large, streamlining is hindered by lack of sparseness in the underlying least squares system. Because of this fact we also consider a hierarchy of relaxations of the mean field product restriction. The least stringent product restriction delivers a high degree of inferential accuracy . However, this accuracy must be mitigated against its higher storage and computing demands. Faster sparse storage and computing alternatives are also provided, but come with the price of diminished inferential accuracy . This article provides full algorithmic details of three variational inference strategies, presents detailed empirical results on their pros and cons and, thus, guides the users on their choice of variational inference approach depending on the problem size and computing resources. Keywords: Mean field variational Bayes; item response theory; Rasch analysis; scalable statistical methodology; sparse least squares systems.

Probability is a field of mathematics that is universally agreed to be the bedrock for machine learning. Although probability is a large field with many esoteric theories and findings, the nuts and bolts, tools and notations taken from the field are required for machine learning practitioners. With a solid foundation of what probability is, it is possible to focus on just the good or relevant parts. In this crash course, you will discover how you can get started and confidently understand and implement probabilistic methods used in machine learning with Python in seven days. This is a big and important post. You might want to bookmark it. Probability for Machine Learning (7-Day Mini-Course) Photo by Percita, some rights reserved.

This book was designed around major ideas and methods that are directly relevant to machine learning algorithms. There are a lot of things you could learn about probability, from theory to abstract concepts to APIs. My goal is to take you straight to developing an intuition for the elements you must understand with laser-focused tutorials. I designed the tutorials to focus on how to get things done with probability. They give you the tools to both rapidly understand and apply each technique or operation. Each tutorial is designed to take you less than one hour to read through and complete, excluding the extensions and further reading. You can choose to work through the lessons one per day, one per week, or at your own pace. I think momentum is critically important, and this book is intended to be read and used, not to sit idle. I would recommend picking a schedule and sticking to it.

We introduce the Mutual Information Machine (MIM), a novel formulation of representation learning, using a joint distribution over the observations and latent state in an encoder/decoder framework. Our key principles are symmetry and mutual information, where symmetry encourages the encoder and decoder to learn different factorizations of the same underlying distribution, and mutual information, to encourage the learning of useful representations for downstream tasks. Our starting point is the symmetric Jensen-Shannon divergence between the encoding and decoding joint distributions, plus a mutual information encouraging regularizer. We show that this can be bounded by a tractable cross entropy loss function between the true model and a parameterized approximation, and relate this to the maximum likelihood framework. We also relate MIM to variational autoencoders (VAEs) and demonstrate that MIM is capable of learning symmetric factorizations, with high mutual information that avoids posterior collapse.

To understand how rich dynamics emerge in neural populations, we require models which exhibit a wide range of dynamics while remaining interpretable in terms of connectivity and single-neuron dynamics. However, it has been challenging to fit such mechanistic spiking networks at the single neuron scale to empirical population data. To close this gap, we propose to fit such data at a meso scale, using a mechanistic but low-dimensional and hence statistically tractable model. The mesoscopic representation is obtained by approximating a population of neurons as multiple homogeneous `pools' of neurons, and modelling the dynamics of the aggregate population activity within each pool. We derive the likelihood of both single-neuron and connectivity parameters given this activity, which can then be used to either optimize parameters by gradient ascent on the log-likelihood, or to perform Bayesian inference using Markov Chain Monte Carlo (MCMC) sampling. We illustrate this approach using a model of generalized integrate-and-fire neurons for which mesoscopic dynamics have been previously derived, and show that both single-neuron and connectivity parameters can be recovered from simulated data. In particular, our inference method extracts posterior correlations between model parameters, which define parameter subsets able to reproduce the data. We compute the Bayesian posterior for combinations of parameters using MCMC sampling and investigate how the approximations inherent to a mesoscopic population model impact the accuracy of the inferred single-neuron parameters.

Spiking neural networks (SNNs) are distributed trainable systems whose computing elements, or neurons, are characterized by internal analog dynamics and by digital and sparse synaptic communications. The sparsity of the synaptic spiking inputs and the corresponding event-driven nature of neural processing can be leveraged by energy-efficient hardware implementations, which can offer significant energy reductions as compared to conventional artificial neural networks (ANNs). The design of training algorithms lags behind the hardware implementations. Most existing training algorithms for SNNs have been designed either for biological plausibility or through conversion from pretrained ANNs via rate encoding. This article provides an introduction to SNNs by focusing on a probabilistic signal processing methodology that enables the direct derivation of learning rules by leveraging the unique time-encoding capabilities of SNNs. We adopt discrete-time probabilistic models for networked spiking neurons and derive supervised and unsupervised learning rules from first principles via variational inference. Examples and open research problems are also provided.

By exploiting mini-batch stochastic gradient optimisation, variational inference has had great success in scaling up approximate Bayesian inference to big data. To date, however, this strategy has only been applicable to models of independent data. Here we extend mini-batch variational methods to state space models of time series data. To do so we introduce a novel generative model as our variational approximation, a local inverse autoregressive flow. This allows a subsequence to be sampled without sampling the entire distribution. Hence we can perform training iterations using short portions of the time series at low computational cost. We illustrate our method on AR(1), Lotka-Volterra and FitzHugh-Nagumo models, achieving accurate parameter estimation in a short time.

In this paper, we address a fundamental research question of significant practical interest: Can certain theoretical characteristics of CNN architectures indicate a priori (i.e., without training) which models with highly different number of parameters and layers achieve a similar generalization performance? To answer this question, we model CNNs from a network science perspective and introduce a new, theoretically-grounded, architecture-level metric called NN-Mass. We also integrate, for the first time, the PAC-Bayes theory of generalization with small-world networks to discover new synergies among our proposed NN-Mass metric, architecture characteristics, and model generalization. With experiments on real datasets such as CIFAR-10/100, we provide extensive empirical evidence for our theoretical findings. Finally, we exploit these new insights for model compression and achieve up to 3x fewer parameters and FLOPS, while losing minimal accuracy (e.g., 96.82% vs. 97%) over large CNNs on the CIFAR-10 dataset.

-- Naturalistic driving trajectories are crucial for the performance of autonomous driving algorithms. However, most of the data is collected in safe scenarios leading to the duplication of trajectories which are easy to be handled by currently developed algorithms. When considering safety, testing algorithms in near-miss scenarios that rarely show up in off-the-shelf datasets is a vital part of the evaluation. As a remedy, we propose a near-miss data synthesizing framework based on V ariational Bayesian methods and term it as Conditional Multiple Trajectory Synthesizer (CMTS). We leverage a generative model conditioned on road maps to bridge safe and collision driving data by representing their distribution in the latent space. By sampling from the near-miss distribution, we can synthesize safety-critical data crucial for understanding traffic scenarios but not shown in neither the original dataset nor the collision dataset. Our experimental results demonstrate that the augmented dataset covers more kinds of driving scenarios, especially the near-miss ones, which help improve the trajectory prediction accuracy and the capability of dealing with risky driving scenarios. Data acquisition vehicles are running on roads and different autonomous driving research institutes have already released their datasets containing millions of data [1] [2].