Bayesian Inference
A Bayesian Approach to Concept Drift
To cope with concept drift, we placed a probability distribution over the location of the most-recent drift point. We used Bayesian model comparison to update this distribution from the predictions of models trained on blocks of consecutive observations and pruned potential drift points with low probability. We compare our approach to a non-probabilistic method for drift and a probabilistic method for change-point detection. In our experiments, our approach generally yielded improved accuracy and/or speed over these other methods.
A Bayesian Framework for Figure-Ground Interpretation
Figure/ground assignment, in which the visual image is divided into nearer (figural) and farther (ground) surfaces, is an essential step in visual processing, but its underlying computational mechanisms are poorly understood. Figural assignment (often referred to as border ownership) can vary along a contour, suggesting a spatially distributed process whereby local and global cues are combined to yield local estimates of border ownership. In this paper we model figure/ground estimation in a Bayesian belief network, attempting to capture the propagation of border ownership across the image as local cues (contour curvature and T-junctions) interact with more global cues to yield a figure/ground assignment. Our network includes as a nonlocal factor skeletal (medial axis) structure, under the hypothesis that medial structure draws'' border ownership so that borders are owned by their interiors. We also briefly present a psychophysical experiment in which we measured local border ownership along a contour at various distances from an inducing cue (a T-junction).
PAC-Bayesian Model Selection for Reinforcement Learning
This paper introduces the first set of PAC-Bayesian bounds for the batch reinforcement learning problem in finite state spaces. These bounds hold regardless of the correctness of the prior distribution. We demonstrate how such bounds can be used for model-selection in control problems where prior information is available either on the dynamics of the environment, or on the value of actions. Our empirical results confirm that PAC-Bayesian model-selection is able to leverage prior distributions when they are informative and, unlike standard Bayesian RL approaches, ignores them when they are misleading.
Large Margin Learning of Upstream Scene Understanding Models
Upstream supervised topic models have been widely used for complicated scene understanding. However, existing maximum likelihood estimation (MLE) schemes can make the prediction model learning independent of latent topic discovery and result in an imbalanced prediction rule for scene classification. This paper presents a joint max-margin and max-likelihood learning method for upstream scene understanding models, in which latent topic discovery and prediction model estimation are closely coupled and well-balanced. The optimization problem is efficiently solved with a variational EM procedure, which iteratively solves an online loss-augmented SVM. We demonstrate the advantages of the large-margin approach on both an 8-category sports dataset and the 67-class MIT indoor scene dataset for scene categorization.
Copula Bayesian Networks
We present the Copula Bayesian Network model for representing multivariate continuous distributions. Our approach builds on a novel copula-based parameterization of a conditional density that, joined with a graph that encodes independencies, offers great flexibility in modeling high-dimensional densities, while maintaining control over the form of the univariate marginals. We demonstrate the advantage of our framework for generalization over standard Bayesian networks as well as tree structured copula models for varied real-life domains that are of substantially higher dimension than those typically considered in the copula literature.
Comparative Analysis of Viterbi Training and Maximum Likelihood Estimation for HMMs
We present an asymptotic analysis of Viterbi Training (VT) and contrast it with a more conventional Maximum Likelihood (ML) approach to parameter estimation in Hidden Markov Models. While ML estimator works by (locally) maximizing the likelihood of the observed data, VT seeks to maximize the probability of the most likely hidden state sequence. We develop an analytical framework based on a generating function formalism and illustrate it on an exactly solvable model of HMM with one unambiguous symbol. For this particular model the ML objective function is continuously degenerate. VT objective, in contrast, is shown to have only finite degeneracy.
Unifying Non-Maximum Likelihood Learning Objectives with Minimum KL Contraction
When used to learn high dimensional parametric probabilistic models, the clas- sical maximum likelihood (ML) learning often suffers from computational in- tractability, which motivates the active developments of non-ML learning meth- ods. Yet, because of their divergent motivations and forms, the objective func- tions of many non-ML learning methods are seemingly unrelated, and there lacks a unified framework to understand them. In this work, based on an information geometric view of parametric learning, we introduce a general non-ML learning principle termed as minimum KL contraction, where we seek optimal parameters that minimizes the contraction of the KL divergence between the two distributions after they are transformed with a KL contraction operator. We then show that the objective functions of several important or recently developed non-ML learn- ing methods, including contrastive divergence [12], noise-contrastive estimation [11], partial likelihood [7], non-local contrastive objectives [31], score match- ing [14], pseudo-likelihood [3], maximum conditional likelihood [17], maximum mutual information [2], maximum marginal likelihood [9], and conditional and marginal composite likelihood [24], can be unified under the minimum KL con- traction framework with different choices of the KL contraction operators.
Infinite Latent SVM for Classification and Multi-task Learning
Unlike existing nonparametric Bayesian models, which rely solely on specially conceived priors to incorporate domain knowledge for discovering improved latent representations, we study nonparametric Bayesian inference with regularization on the desired posterior distributions. While priors can indirectly affect posterior distributions through Bayes' theorem, imposing posterior regularization is arguably more direct and in some cases can be much easier. We particularly focus on developing infinite latent support vector machines (iLSVM) and multi-task infinite latent support vector machines (MT-iLSVM), which explore the large-margin idea in combination with a nonparametric Bayesian model for discovering predictive latent features for classification and multi-task learning, respectively. We present efficient inference methods and report empirical studies on several benchmark datasets. Our results appear to demonstrate the merits inherited from both large-margin learning and Bayesian nonparametrics.
Bayesian Spike-Triggered Covariance Analysis
Neurons typically respond to a restricted number of stimulus features within the high-dimensional space of natural stimuli. Here we describe an explicit model-based interpretation of traditional estimators for a neuron's multi-dimensional feature space, which allows for several important generalizations and extensions. First, we show that traditional estimators based on the spike-triggered average (STA) and spike-triggered covariance (STC) can be formalized in terms of the "expected log-likelihood" of a Linear-Nonlinear-Poisson (LNP) model with Gaussian stimuli. This model-based formulation allows us to define maximum-likelihood and Bayesian estimators that are statistically consistent and efficient in a wider variety of settings, such as with naturalistic (non-Gaussian) stimuli. It also allows us to employ Bayesian methods for regularization, smoothing, sparsification, and model comparison, and provides Bayesian confidence intervals on model parameters.
Kernel Bayes' Rule
A nonparametric kernel-based method for realizing Bayes' rule is proposed, based on kernel representations of probabilities in reproducing kernel Hilbert spaces. The prior and conditional probabilities are expressed as empirical kernel mean and covariance operators, respectively, and the kernel mean of the posterior distribution is computed in the form of a weighted sample. The kernel Bayes' rule can be applied to a wide variety of Bayesian inference problems: we demonstrate Bayesian computation without likelihood, and filtering with a nonparametric state-space model. A consistency rate for the posterior estimate is established.