Effective implementations of sampling-based probabilistic inference often require manually constructed, model-specific proposals. Inspired by recent progresses in meta-learning for training learning agents that can generalize to unseen environments, we propose a meta-learning approach to building effective and generalizable MCMC proposals. We parametrize the proposal as a neural network to provide fast approximations to block Gibbs conditionals. The learned neural proposals generalize to occurrences of common structural motifs across different models, allowing for the construction of a library of learned inference primitives that can accelerate inference on unseen models with no model-specific training required. We explore several applications including open-universe Gaussian mixture models, in which our learned proposals outperform a hand-tuned sampler, and a real-world named entity recognition task, in which our sampler yields higher final F1 scores than classical single-site Gibbs sampling.

Deep latent variable models (DLVMs) combine the approximation abilities of deep neural networks and the statistical foundations of generative models. Variational methods are commonly used for inference; however, the exact likelihood of these models has been largely overlooked. The purpose of this work is to study the general properties of this quantity and to show how they can be leveraged in practice. We focus on important inferential problems that rely on the likelihood: estimation and missing data imputation. First, we investigate maximum likelihood estimation for DLVMs: in particular, we show that most unconstrained models used for continuous data have an unbounded likelihood function. This problematic behaviour is demonstrated to be a source of mode collapse. We also show how to ensure the existence of maximum likelihood estimates, and draw useful connections with nonparametric mixture models. Finally, we describe an algorithm for missing data imputation using the exact conditional likelihood of a DLVM. On several data sets, our algorithm consistently and significantly outperforms the usual imputation scheme used for DLVMs.

When observing task demonstrations, human apprentices are able to identify whether a given task is executed correctly long before they gain expertise in actually performing that task. Prior research into learning from demonstrations (LfD) has failed to capture this notion of the acceptability of an execution; meanwhile, temporal logics provide a flexible language for expressing task specifications. Inspired by this, we present Bayesian specification inference, a probabilistic model for inferring task specification as a temporal logic formula. We incorporate methods from probabilistic programming to define our priors, along with a domain-independent likelihood function to enable sampling-based inference. We demonstrate the efficacy of our model for inferring true specifications with over 90% similarity between the inferred specification and the ground truth, both within a synthetic domain and a real-world table setting task.

We consider the problem of estimating the differences between two causal directed acyclic graph (DAG) models with a shared topological order given i.i.d. samples from each model. This is of interest for example in genomics, where changes in the structure or edge weights of the underlying causal graphs reflect alterations in the gene regulatory networks. We here provide the first provably consistent method for directly estimating the differences in a pair of causal DAGs without separately learning two possibly large and dense DAG models and computing their difference. Our two-step algorithm first uses invariance tests between regression coefficients of the two data sets to estimate the skeleton of the difference graph and then orients some of the edges using invariance tests between regression residual variances. We demonstrate the properties of our method through a simulation study and apply it to the analysis of gene expression data from ovarian cancer and during T-cell activation.

We introduce the Kronecker factored online Laplace approximation for overcoming catastrophic forgetting in neural networks. The method is grounded in a Bayesian online learning framework, where we recursively approximate the posterior after every task with a Gaussian, leading to a quadratic penalty on changes to the weights. The Laplace approximation requires calculating the Hessian around a mode, which is typically intractable for modern architectures. In order to make our method scalable, we leverage recent block-diagonal Kronecker factored approximations to the curvature. Our algorithm achieves over 90% test accuracy across a sequence of 50 instantiations of the permuted MNIST dataset, substantially outperforming related methods for overcoming catastrophic forgetting.

Recent advances in recording technologies have allowed neuroscientists to record simultaneous spiking activity from hundreds to thousands of neurons in multiple brain regions. Such large-scale recordings pose a major challenge to existing statistical methods for neural data analysis. Here we develop highly scalable approximate inference methods for Poisson generalized linear models (GLMs) that require only a single pass over the data. Our approach relies on a recently proposed method for obtaining approximate sufficient statistics for GLMs using polynomial approximations [Huggins et al., 2017], which we adapt to the Poisson GLM setting. We focus on inference using quadratic approximations to nonlinear terms in the Poisson GLM log-likelihood with Gaussian priors, for which we derive closed-form solutions to the approximate maximum likelihood and MAP estimates, posterior distribution, and marginal likelihood. We introduce an adaptive procedure to select the polynomial approximation interval and show that the resulting method allows for efficient and accurate inference and regularization of high-dimensional parameters. We use the quadratic estimator to fit a fully-coupled Poisson GLM to spike train data recorded from 831 neurons across five regions of the mouse brain for a duration of 41 minutes, binned at 1 ms resolution. Across all neurons, this model is fit to over 2 billion spike count bins and identifies fine-timescale statistical dependencies between neurons within and across cortical and subcortical areas.

In this paper we present a hybrid active sampling strategy for pairwise preference aggregation, which aims at recovering the underlying rating of the test candidates from sparse and noisy pairwise labelling. Our method employs Bayesian optimization frameworkand Bradley-Terry model to construct the utility function, then to obtain the Expected Information Gain (EIG) of each pair. For computational efficiency, Gaussian-Hermite quadrature is used for estimation of EIG. In this work, a hybrid active sampling strategy is proposed, either using Global Maximum (GM) EIG sampling or Minimum Spanning Tree (MST) sampling in each trial, which is determined by the test budget. The proposed method has been validated on both simulated and real-world datasets, where it shows higher preference aggregation ability than the state-of-the-art methods.

We present an approach for simultaneously separating and localizing multiple sound sources using recorded microphone data. Inspired by topic models, our approach is based on a probabilistic model of inter-microphone phase differences, and poses separation and localization as a Bayesian inference problem. We assume sound activity is locally smooth across time, frequency, and location, and use the known position of the microphones to obtain a consistent separation. We compare the performance of our method against existing algorithms on simulated anechoic voice data and find that it obtains high performance across a variety of input conditions.

Gaussian Processes (GPs) are a generic modelling tool for supervised learning. While they have been successfully applied on large datasets, their use in safety-critical applications is hindered by the lack of good performance guarantees. To this end, we propose a method to learn GPs and their sparse approximations by directly optimizing a PAC-Bayesian bound on their generalization performance, instead of maximizing the marginal likelihood. Besides its theoretical appeal, we find in our evaluation that our learning method is robust and yields significantly better generalization guarantees than other common GP approaches on several regression benchmark datasets.

Combining Bayesian nonparametrics and a forward model selection strategy, we construct parsimonious Bayesian deep networks (PBDNs) that infer capacity-regularized network architectures from the data and require neither cross-validation nor fine-tuning when training the model. One of the two essential components of a PBDN is the development of a special infinite-wide single-hidden-layer neural network, whose number of active hidden units can be inferred from the data. The other one is the construction of a greedy layer-wise learning algorithm that uses a forward model selection criterion to determine when to stop adding another hidden layer. We develop both Gibbs sampling and stochastic gradient descent based maximum a posteriori inference for PBDNs, providing state-of-the-art classification accuracy and interpretable data subtypes near the decision boundaries, while maintaining low computational complexity for out-of-sample prediction.