Neural Information Processing Systems http://nips.cc/

Incentive mechanisms for crowdsourcing are designed to incentivize financially self-interested workers to generate and report high-quality labels. Existing mechanisms are often developed as one-shot static solutions, assuming a certain level of knowledge about worker models (expertise levels, costs for exerting efforts, etc.). In this paper, we propose a novel inference aided reinforcement mechanism that acquires data sequentially and requires no such prior assumptions. Specifically, we first design a Gibbs sampling augmented Bayesian inference algorithm to estimate workers' labeling strategies from the collected labels at each step. Then we propose a reinforcement incentive learning (RIL) method, building on top of the above estimates, to uncover how workers respond to different payments. RIL dynamically determines the payment without accessing any ground-truth labels. We theoretically prove that RIL is able to incentivize rational workers to provide high-quality labels both at each step and in the long run. Empirical results show that our mechanism performs consistently well under both rational and non-fully rational (adaptive learning) worker models. Besides, the payments offered by RIL are more robust and have lower variances compared to existing one-shot mechanisms.

Bayesian learning is built on an assumption that the model space contains a true reflection of the data generating mechanism. This assumption is problematic, particularly in complex data environments. Here we present a Bayesian nonparametric approach to learning that makes use of statistical models, but does not assume that the model is true. Our approach has provably better properties than using a parametric model and admits a Monte Carlo sampling scheme that can afford massive scalability on modern computer architectures. The model-based aspect of learning is particularly attractive for regularizing nonparametric inference when the sample size is small, and also for correcting approximate approaches such as variational Bayes (VB). We demonstrate the approach on a number of examples including VB classifiers and Bayesian random forests.

We present the very first robust Bayesian Online Changepoint Detection algorithm through General Bayesian Inference (GBI) with $\beta$-divergences. The resulting inference procedure is doubly robust for both the predictive and the changepoint (CP) posterior, with linear time and constant space complexity. We provide a construction for exponential models and demonstrate it on the Bayesian Linear Regression model. In so doing, we make two additional contributions: Firstly, we make GBI scalable using Structural Variational approximations that are exact as $\beta \to 0$. Secondly, we give a principled way of choosing the divergence parameter $\beta$ by minimizing expected predictive loss on-line.

Approximate Bayesian computation (ABC) is an important methodology for Bayesian inference when the likelihood function is intractable. Sampling-based ABC algorithms such as rejection-and K2-ABC are inefficient when the parameters have high dimensions, while the regression-based algorithms such as K-and DR-ABC are hard to scale. In this paper, we introduce an optimization-based ABC framework that addresses these deficiencies. Leveraging a generative model for posterior and joint distribution matching, we show that ABC can be framed as saddle point problems, whose objectives can be accessed directly with samples. We present the predictive ABC algorithm (P-ABC), and provide a probabilistically approximately correct (PAC) bound that guarantees its learning consistency. Numerical experiment shows that P-ABC outperforms both K2-and DR-ABC significantly.

Causal discovery from empirical data is a fundamental problem in many scientific domains. Observational data allows for identifiability only up to Markov equivalence class. In this paper we first propose a polynomial time algorithm for learning the exact correctly-oriented structure of the transitive reduction of any causal Bayesian network with high probability, by using interventional path queries. Each path query takes as input an origin node and a target node, and answers whether there is a directed path from the origin to the target. This is done by intervening on the origin node and observing samples from the target node. We theoretically show the logarithmic sample complexity for the size of interventional data per path query, for continuous and discrete networks. We then show how to learn the transitive edges using also logarithmic sample complexity (albeit in time exponential in the maximum number of parents for discrete networks), which allows us to learn the full network. We further extend our work by reducing the number of interventional path queries for learning rooted trees. We also provide an analysis of imperfect interventions.

Stochastic gradient Markov chain Monte Carlo (SGMCMC) has become a popular method for scalable Bayesian inference. These methods are based on sampling a discrete-time approximation to a continuous time process, such as the Langevin diffusion. When applied to distributions defined on a constrained space the time-discretization error can dominate when we are near the boundary of the space. We demonstrate that because of this, current SGMCMC methods for the simplex struggle with sparse simplex spaces; when many of the components are close to zero. Unfortunately, many popular large-scale Bayesian models, such as network or topic models, require inference on sparse simplex spaces. To avoid the biases caused by this discretization error, we propose the stochastic Cox-Ingersoll-Ross process (SCIR), which removes all discretization error and we prove that samples from the SCIR process are asymptotically unbiased. We discuss how this idea can be extended to target other constrained spaces. Use of the SCIR process within a SGMCMC algorithm is shown to give substantially better performance for a topic model and a Dirichlet process mixture model than existing SGMCMC approaches.

Expectation Maximization (EM) is among the most popular algorithms for maximum likelihood estimation, but it is generally only guaranteed to find its stationary points of the log-likelihood objective. The goal of this article is to present theoretical and empirical evidence that over-parameterization can help EM avoid spurious local optima in the log-likelihood. We consider the problem of estimating the mean vectors of a Gaussian mixture model in a scenario where the mixing weights are known. Our study shows that the global behavior of EM, when one uses an over-parameterized model in which the mixing weights are treated as unknown, is better than that when one uses the (correct) model with the mixing weights fixed to the known values. For symmetric Gaussians mixtures with two components, we prove that introducing the (statistically redundant) weight parameters enables EM to find the global maximizer of the log-likelihood starting from almost any initial mean parameters, whereas EM without this over-parameterization may very often fail. For other Gaussian mixtures, we provide empirical evidence that shows similar behavior. Our results corroborate the value of over-parameterization in solving non-convex optimization problems, previously observed in other domains.

Understanding how humans and animals learn about statistical regularities in stable and volatile environments, and utilize these regularities to make predictions and decisions, is an important problem in neuroscience and psychology. Using a Bayesian modeling framework, specifically the Dynamic Belief Model (DBM), it has previously been shown that humans tend to make the {\it default} assumption that environmental statistics undergo abrupt, unsignaled changes, even when environmental statistics are actually stable. Because exact Bayesian inference in this setting, an example of switching state space models, is computationally intense, a number of approximately Bayesian and heuristic algorithms have been proposed to account for learning/prediction in the brain. Here, we examine a neurally plausible algorithm, a special case of leaky integration dynamics we denote as EXP (for exponential filtering), that is significantly simpler than all previously suggested algorithms except for the delta-learning rule, and which far outperforms the delta rule in approximating Bayesian prediction performance. We derive the theoretical relationship between DBM and EXP, and show that EXP gains computational efficiency by foregoing the representation of inferential uncertainty (as does the delta rule), but that it nevertheless achieves near-Bayesian performance due to its ability to incorporate a persistent prior influence unique to DBM and absent from the other algorithms. Furthermore, we show that EXP is comparable to DBM but better than all other models in reproducing human behavior in a visual search task, suggesting that human learning and prediction also incorporates an element of persistent prior. More broadly, our work demonstrates that when observations are information-poor, detecting changes or modulating the learning rate is both {\it difficult} and (thus) {\it unnecessary} for making Bayes-optimal predictions.

Social goods, such as healthcare, smart city, and information networks, often produce ordered event data in continuous time. The generative processes of these event data can be very complex, requiring flexible models to capture their dynamics. Temporal point processes offer an elegant framework for modeling event data without discretizing the time. However, the existing maximum-likelihood-estimation (MLE) learning paradigm requires hand-crafting the intensity function beforehand and cannot directly monitor the goodness-of-fit of the estimated model in the process of training. To alleviate the risk of model-misspecification in MLE, we propose to generate samples from the generative model and monitor the quality of the samples in the process of training until the samples and the real data are indistinguishable. We take inspiration from reinforcement learning (RL) and treat the generation of each event as the action taken by a stochastic policy. We parameterize the policy as a flexible recurrent neural network and gradually improve the policy to mimic the observed event distribution. Since the reward function is unknown in this setting, we uncover an analytic and nonparametric form of the reward function using an inverse reinforcement learning formulation. This new RL framework allows us to derive an efficient policy gradient algorithm for learning flexible point process models, and we show that it performs well in both synthetic and real data.