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 Bayesian Inference


Spatial distance dependent Chinese restaurant processes for image segmentation

Neural Information Processing Systems

The distance dependent Chinese restaurant process (ddCRP) was recently introduced to accommodate random partitions of non-exchangeable data [1]. The dd-CRP clusters data in a biased way: each data point is more likely to be clustered with other data that are near it in an external sense. This paper examines the dd-CRP in a spatial setting with the goal of natural image segmentation. We explore the biases of the spatial ddCRP model and propose a novel hierarchical extension better suited for producing "human-like" segmentations. We then study the sensitivity of the models to various distance and appearance hyperparameters, and provide the first rigorous comparison of nonparametric Bayesian models in the image segmentation domain. On unsupervised image segmentation, we demonstrate that similar performance to existing nonparametric Bayesian models is possible with substantially simpler models and algorithms.


MAP Inference for Bayesian Inverse Reinforcement Learning

Neural Information Processing Systems

The difficulty in inverse reinforcement learning (IRL) arises in choosing the best reward function since there are typically an infinite number of reward functions that yield the given behaviour data as optimal. Using a Bayesian framework, we address this challenge by using the maximum a posteriori (MAP) estimation for the reward function, and show that most of the previous IRL algorithms can be modeled into our framework. We also present a gradient method for the MAP estimation based on the (sub)differentiability of the posterior distribution. We show the effectiveness of our approach by comparing the performance of the proposed method to those of the previous algorithms.


Complexity of Inference in Latent Dirichlet Allocation

Neural Information Processing Systems

We consider the computational complexity of probabilistic inference in Latent Dirichlet Allocation (LDA). First, we study the problem of finding the maximum a posteriori (MAP) assignment of topics to words, where the document's topic distribution is integrated out. We show that, when the e ective number of topics per document is small, exact inference takes polynomial time. In contrast, we show that, when a document has a large number of topics, finding the MAP assignment of topics to words in LDA is NP-hard. Next, we consider the problem of finding the MAP topic distribution for a document, where the topic-word assignments are integrated out. We show that this problem is also NP-hard. Finally, we briefly discuss the problem of sampling from the posterior, showing that this is NP-hard in one restricted setting, but leaving open the general question.


Bayesian Partitioning of Large-Scale Distance Data

Neural Information Processing Systems

A Bayesian approach to partitioning distance matrices is presented. It is inspired by the Translation-invariant Wishart-Dirichlet process (TIWD) in [1] and shares a number of advantageous properties like the fully probabilistic nature of the inference model, automatic selection of the number of clusters and applicability in semi-supervised settings. In addition, our method (which we call fastTIWD) overcomes the main shortcoming of the original TIWD, namely its high computational costs.


Neural Reconstruction with Approximate Message Passing (NeuRAMP)

Neural Information Processing Systems

Many functional descriptions of spiking neurons assume a cascade structure where inputs are passed through an initial linear filtering stage that produces a lowdimensional signal that drives subsequent nonlinear stages. This paper presents a novel and systematic parameter estimation procedure for such models and applies the method to two neural estimation problems: (i) compressed-sensing based neural mapping from multi-neuron excitation, and (ii) estimation of neural receptive fields in sensory neurons. The proposed estimation algorithm models the neurons via a graphical model and then estimates the parameters in the model using a recently-developed generalized approximate message passing (GAMP) method. The GAMP method is based on Gaussian approximations of loopy belief propagation. In the neural connectivity problem, the GAMP-based method is shown to be computational efficient, provides a more exact modeling of the sparsity, can incorporate nonlinearities in the output and significantly outperforms previous compressed-sensing methods. For the receptive field estimation, the GAMP method can also exploit inherent structured sparsity in the linear weights. The method is validated on estimation of linear nonlinear Poisson (LNP) cascade models for receptive fields of salamander retinal ganglion cells.


Hessian-Free Laplace in Bayesian Deep Learning

arXiv.org Machine Learning

The Laplace approximation (LA) of the Bayesian posterior is a Gaussian distribution centered at the maximum a posteriori estimate. Its appeal in Bayesian deep learning stems from the ability to quantify uncertainty post-hoc (i.e., after standard network parameter optimization), the ease of sampling from the approximate posterior, and the analytic form of model evidence. However, an important computational bottleneck of LA is the necessary step of calculating and inverting the Hessian matrix of the log posterior. The Hessian may be approximated in a variety of ways, with quality varying with a number of factors including the network, dataset, and inference task. In this paper, we propose an alternative framework that sidesteps Hessian calculation and inversion. The Hessian-free Laplace (HFL) approximation uses curvature of both the log posterior and network prediction to estimate its variance. Only two point estimates are needed: the standard maximum a posteriori parameter and the optimal parameter under a loss regularized by the network prediction. We show that, under standard assumptions of LA in Bayesian deep learning, HFL targets the same variance as LA, and can be efficiently amortized in a pre-trained network. Experiments demonstrate comparable performance to that of exact and approximate Hessians, with excellent coverage for in-between uncertainty.


Testing a Bayesian Measure of Representativeness Using a Large Image Database

Neural Information Processing Systems

How do people determine which elements of a set are most representative of that set? We extend an existing Bayesian measure of representativeness, which indicates the representativeness of a sample from a distribution, to define a measure of the representativeness of an item to a set. We show that this measure is formally related to a machine learning method known as Bayesian Sets. Building on this connection, we derive an analytic expression for the representativeness of objects described by a sparse vector of binary features. We then apply this measure to a large database of images, using it to determine which images are the most representative members of different sets. Comparing the resulting predictions to human judgments of representativeness provides a test of this measure with naturalistic stimuli, and illustrates how databases that are more commonly used in computer vision and machine learning can be used to evaluate psychological theories.


28fc2782ea7ef51c1104ccf7b9bea13d-Paper.pdf

Neural Information Processing Systems

In this paper, we derive a method to refine a Bayes network diagnostic model by exploiting constraints implied by expert decisions on test ordering. At each step, the expert executes an evidence gathering test, which suggests the test's relative diagnostic value. We demonstrate that consistency with an expert's test selection leads to non-convex constraints on the model parameters. We incorporate these constraints by augmenting the network with nodes that represent the constraint likelihoods. Gibbs sampling, stochastic hill climbing and greedy search algorithms are proposed to find a MAP estimate that takes into account test ordering constraints and any data available. We demonstrate our approach on diagnostic sessions from a manufacturing scenario.


Regularized Laplacian Estimation and Fast Eigenvector Approximation Michael W. Mahoney Information, Operations, and Management Sciences Department of Mathematics NYU Stern School of Business

Neural Information Processing Systems

Recently, Mahoney and Orecchia demonstrated that popular diffusion-based procedures to compute a quick approximation to the first nontrivial eigenvector of a data graph Laplacian exactly solve certain regularized Semi-Definite Programs (SDPs). In this paper, we extend that result by providing a statistical interpretation of their approximation procedure.


Active learning of neural response functions with Gaussian processes

Neural Information Processing Systems

A sizeable literature has focused on the problem of estimating a low-dimensional feature space for a neuron's stimulus sensitivity. However, comparatively little work has addressed the problem of estimating the nonlinear function from feature space to spike rate. Here, we use a Gaussian process (GP) prior over the infinitedimensional space of nonlinear functions to obtain Bayesian estimates of the "nonlinearity" in the linear-nonlinear-Poisson (LNP) encoding model. This approach offers increased flexibility, robustness, and computational tractability compared to traditional methods (e.g., parametric forms, histograms, cubic splines). We then develop a framework for optimal experimental design under the GP-Poisson model using uncertainty sampling.