Bayesian Inference
Theory-Based Causal Inference
Tenenbaum, Joshua B., Griffiths, Thomas L.
People routinely make sophisticated causal inferences unconsciously, effortlessly, and from very little data - often from just one or a few observations. We argue that these inferences can be explained as Bayesian computations over a hypothesis space of causal graphical models, shaped by strong top-down prior knowledge in the form of intuitive theories.
Data-Dependent Bounds for Bayesian Mixture Methods
We consider Bayesian mixture approaches, where a predictor is constructed by forming a weighted average of hypotheses from some space of functions. While such procedures are known to lead to optimal predictors in several cases, where sufficiently accurate prior information is available, it has not been clear how they perform when some of the prior assumptions are violated. In this paper we establish data-dependent bounds for such procedures, extending previous randomized approaches such as the Gibbs algorithm to a fully Bayesian setting. The finite-sample guarantees established in this work enable the utilization of Bayesian mixture approaches in agnostic settings, where the usual assumptions of the Bayesian paradigm fail to hold. Moreover, the bounds derived can be directly applied to non-Bayesian mixture approaches such as Bagging and Boosting.
Exact MAP Estimates by (Hyper)tree Agreement
Wainwright, Martin J., Jaakkola, Tommi S., Willsky, Alan S.
We describe a method for computing provably exact maximum a posteriori (MAP) estimates for a subclass of problems on graphs with cycles. The basic idea is to represent the original problem on the graph with cycles as a convex combination of tree-structured problems. A convexity argument then guarantees that the optimal value of the original problem (i.e., the log probability of the MAP assignment) is upper bounded by the combined optimal values of the tree problems. We prove that this upper bound is met with equality if and only if the tree problems share an optimal configuration in common. An important implication is that any such shared configuration must also be the MAP configuration for the original problem. Next we develop a tree-reweighted max-product algorithm for attempting to find convex combinations of tree-structured problems that share a common optimum. We give necessary and sufficient conditions for a fixed point to yield the exact MAP estimate. An attractive feature of our analysis is that it generalizes naturally to convex combinations of hypertree-structured distributions.
Handling Missing Data with Variational Bayesian Learning of ICA
Chan, Kwokleung, Lee, Te-Won, Sejnowski, Terrence J.
Missing data is common in real-world datasets and is a problem for many estimation techniques. We have developed a variational Bayesian method to perform Independent Component Analysis (ICA) on high-dimensional data containing missing entries. Missing data are handled naturally in the Bayesian framework by integrating the generative density model. Modeling the distributions of the independent sources with mixture of Gaussians allows sources to be estimated with different kurtosis and skewness. The variational Bayesian method automatically determines the dimensionality of the data and yields an accurate density model for the observed data without overfitting problems. This allows direct probability estimation of missing values in the high dimensional space and avoids dimension reduction preprocessing which is not feasible with missing data.
Learning with Multiple Labels
In this paper, we study a special kind of learning problem in which each training instance is given a set of (or distribution over) candidate class labels and only one of the candidate labels is the correct one. Such a problem can occur, e.g., in an information retrieval setting where a set of words is associated with an image, or if classes labels are organized hierarchically. We propose a novel discriminative approach for handling the ambiguity of class labels in the training examples. The experiments with the proposed approach over five different UCI datasets show that our approach is able to find the correct label among the set of candidate labels and actually achieve performance close to the case when each training instance is given a single correct label. In contrast, naIve methods degrade rapidly as more ambiguity is introduced into the labels. 1 Introduction Supervised and unsupervised learning problems have been extensively studied in the machine learning literature. In supervised classification each training instance is associated with a single class label, while in unsupervised classification (i.e.
Data-Dependent Bounds for Bayesian Mixture Methods
We consider Bayesian mixture approaches, where a predictor is constructed by forming a weighted average of hypotheses from some space of functions. While such procedures are known to lead to optimal predictors in several cases, where sufficiently accurate prior information is available, it has not been clear how they perform when some of the prior assumptions are violated. In this paper we establish data-dependent bounds for such procedures, extending previous randomized approaches such as the Gibbs algorithm to a fully Bayesian setting. The finite-sample guarantees established in this work enable the utilization of Bayesian mixture approaches in agnostic settings, where the usual assumptions of the Bayesian paradigm fail to hold. Moreover, the bounds derived can be directly applied to non-Bayesian mixture approaches such as Bagging and Boosting.
Independent Components Analysis through Product Density Estimation
Hastie, Trevor, Tibshirani, Rob
We present a simple direct approach for solving the ICA problem, using density estimation and maximum likelihood. Given a candidate orthogonalframe, we model each of the coordinates using a semi-parametric density estimate based on cubic splines. Since our estimates have two continuous derivatives, we can easily run a second ordersearch for the frame parameters. Our method performs very favorably when compared to state-of-the-art techniques. 1 Introduction Independent component analysis (ICA) is a popular enhancement over principal component analysis (PCA) and factor analysis. IRP which is assumed to arise from a linear mixing of a latent random source vector S E IRP, (1) X AS; the components Sj, j 1, ...,p of S are assumed to be independently distributed.
A Hierarchical Bayesian Markovian Model for Motifs in Biopolymer Sequences
Xing, Eric P., Jordan, Michael I., Karp, Richard M., Russell, Stuart J.
We propose a dynamic Bayesian model for motifs in biopolymer sequences whichcaptures rich biological prior knowledge and positional dependencies in motif structure in a principled way. Our model posits that the position-specific multinomial parameters for monomer distribution aredistributed as a latent Dirichlet-mixture random variable, and the position-specific Dirichlet component is determined by a hidden Markov process. Model parameters can be fit on training motifs using a variational EMalgorithm within an empirical Bayesian framework. Variational inference is also used for detecting hidden motifs. Our model improves overprevious models that ignore biological priors and positional dependence. It has much higher sensitivity to motifs during detection and a notable ability to distinguish genuine motifs from false recurring patterns.
A Model for Learning Variance Components of Natural Images
Karklin, Yan, Lewicki, Michael S.
We present a hierarchical Bayesian model for learning efficient codes of higher-order structure in natural images. The model, a nonlinear generalization ofindependent component analysis, replaces the standard assumption of independence for the joint distribution of coefficients with a distribution that is adapted to the variance structure of the coefficients of an efficient image basis. This offers a novel description of higherorder imagestructure and provides a way to learn coarse-coded, sparsedistributed representationsof abstract image properties such as object location, scale, and texture.