We study the problem of learning from aggregate observations where supervision signals are given to sets of instances instead of individual instances, while the goal is still to predict labels of unseen individuals. A well-known example is multiple instance learning (MIL). In this paper, we extend MIL beyond binary classification to other problems such as multiclass classification and regression. We present a probabilistic framework that is applicable to a variety of aggregate observations, e.g., pairwise similarity for classification and mean/difference/rank observation for regression. We propose a simple yet effective method based on the maximum likelihood principle, which can be simply implemented for various differentiable models such as deep neural networks and gradient boosting machines. Experiments on three novel problem settings -- classification via triplet comparison and regression via mean/rank observation indicate the effectiveness of the proposed method.

A vital aspect of human intelligence is the ability to compose increasingly complex concepts out of simpler ideas, enabling both rapid learning and adaptation of knowledge. In this paper we show that energy-based models can exhibit this ability by directly combining probability distributions. Samples from the combined distribution correspond to compositions of concepts. For example, given a distribution for smiling faces, and another for male faces, we can combine them to generate smiling male faces. This allows us to generate natural images that simultaneously satisfy conjunctions, disjunctions, and negations of concepts. We evaluate compositional generation abilities of our model on the CelebA dataset of natural faces and synthetic 3D scene images. We also demonstrate other unique advantages of our model, such as the ability to continually learn and incorporate new concepts, or infer compositions of concept properties underlying an image.

We consider the situation where the observed sample contains some observations whose class of origin is known (that is, they are classified with respect to the g underlying classes of interest), and where the remaining observations in the sample are unclassified (that is, their class labels are unknown). For class-conditional distributions taken to be known up to a vector of unknown parameters, the aim is to estimate the Bayes' rule of allocation for the allocation of subsequent unclassified observations. Estimation on the basis of both the classified and unclassified data can be undertaken in a straightforward manner by fitting a g-component mixture model by maximum likelihood (ML) via the EM algorithm in the situation where the observed data can be assumed to be an observed random sample from the adopted mixture distribution. This assumption applies if the missing-data mechanism is ignorable in the terminology pioneered by Rubin (1976). An initial likelihood approach was to use the so-called classification ML approach whereby the missing labels are taken to be parameters to be estimated along with the parameters of the class-conditional distributions. However, as it can lead to inconsistent estimates, the focus of attention switched to the mixture ML approach after the appearance of the EM algorithm (Dempster et al., 1977). Particular attention is given here to the asymptotic relative efficiency (ARE) of the Bayes' rule estimated from a partially classified sample. Lastly, we consider briefly some recent results in situations where the missing label pattern is non-ignorable for the purposes of ML estimation for the mixture model.

The process of discovery in the physical, biological and medical sciences can be painstakingly slow. Most experiments fail, and the time from initiation of research until a new advance reaches commercial production can span 20 years. This tutorial is aimed to provide experimental scientists with a foundation in the science of making decisions. Using numerical examples drawn from the experiences of the authors, the article describes the fundamental elements of any experimental learning problem. It emphasizes the important role of belief models, which include not only the best estimate of relationships provided by prior research, previous experiments and scientific expertise, but also the uncertainty in these relationships. We introduce the concept of a learning policy, and review the major categories of policies. We then introduce a policy, known as the knowledge gradient, that maximizes the value of information from each experiment. We bring out the importance of reducing uncertainty, and illustrate this process for different belief models.

Pairwise comparison data arise in many domains with subjective assessment experiments, for example in image and video quality assessment. In these experiments observers are asked to express a preference between two conditions. However, many pairwise comparison protocols require a large number of comparisons to infer accurate scores, which may be unfeasible when each comparison is time-consuming (e.g. videos) or expensive (e.g. medical imaging). This motivates the use of an active sampling algorithm that chooses only the most informative pairs for comparison. In this paper we propose ASAP, an active sampling algorithm based on approximate message passing and expected information gain maximization. Unlike most existing methods, which rely on partial updates of the posterior distribution, we are able to perform full updates and therefore much improve the accuracy of the inferred scores. The algorithm relies on three techniques for reducing computational cost: inference based on approximate message passing, selective evaluations of the information gain, and selecting pairs in a batch that forms a minimum spanning tree of the inverse of information gain. We demonstrate, with real and synthetic data, that ASAP offers the highest accuracy of inferred scores compared to the existing methods. We also provide an open-source GPU implementation of ASAP for large-scale experiments.

This paper proposes a novel method to identify unexpected structures in 2D floor plans using the concept of Bayesian Surprise. Taking into account that a person's expectation is an important aspect of the perception of space, we exploit the theory of Bayesian Surprise to robustly model expectation and thus surprise in the context of building structures. We use Isovist Analysis, which is a popular space syntax technique, to turn qualitative object attributes into quantitative environmental information. Since isovists are location-specific patterns of visibility, a sequence of isovists describes the spatial perception during a movement along multiple points in space. We then use Bayesian Surprise in a feature space consisting of these isovist readings. To demonstrate the suitability of our approach, we take "snapshots" of an agent's local environment to provide a short list of images that characterize a traversed trajectory through a 2D indoor environment. Those fingerprints represent surprising regions of a tour, characterize the traversed map and enable indoor LBS to focus more on important regions. Given this idea, we propose to use "surprise" as a new dimension of context in indoor location-based services (LBS). Agents of LBS, such as mobile robots or non-player characters in computer games, may use the context surprise to focus more on important regions of a map for a better use or understanding of the floor plan.

Variational inference methods have been shown to lead to significant improvements in the computational efficiency of approximate Bayesian inference in mixed multinomial logit models when compared to standard Markov-chain Monte Carlo (MCMC) methods without compromising accuracy. However, despite their demonstrated efficiency gains, existing methods still suffer from important limitations that prevent them to scale to very large datasets, while providing the flexibility to allow for rich prior distributions and to capture complex posterior distributions. In this paper, we propose an Amortized Variational Inference approach that leverages stochastic backpropagation, automatic differentiation and GPU-accelerated computation, for effectively scaling Bayesian inference in Mixed Multinomial Logit models to very large datasets. Moreover, we show how normalizing flows can be used to increase the flexibility of the variational posterior approximations. Through an extensive simulation study, we empirically show that the proposed approach is able to achieve computational speedups of multiple orders of magnitude over traditional MSLE and MCMC approaches for large datasets without compromising estimation accuracy.

Factor models are routinely used for dimensionality reduction in modeling of correlated, high-dimensional data. We are particularly motivated by neuroscience applications collecting high-dimensional `predictors' corresponding to brain activity in different regions along with behavioral outcomes. Joint factor models for the predictors and outcomes are natural, but maximum likelihood estimates of these models can struggle in practice when there is model misspecification. We propose an alternative inference strategy based on supervised autoencoders; rather than placing a probability distribution on the latent factors, we define them as an unknown function of the high-dimensional predictors. This mapping function, along with the loadings, can be optimized to explain variance in brain activity while simultaneously being predictive of behavior. In practice, the mapping function can range in complexity from linear to more complex forms, such as splines or neural networks, with the usual tradeoff between bias and variance. This approach yields distinct solutions from a maximum likelihood inference strategy, as we demonstrate by deriving analytic solutions for a linear Gaussian factor model. Using synthetic data, we show that this function-based approach is robust against multiple types of misspecification. We then apply this technique to a neuroscience application resulting in substantial gains in predicting behavioral tasks from electrophysiological measurements in multiple factor models.

Generative adversarial networks (GANs) have attracted intense interest in the field of generative models. However, few investigations focusing either on the theoretical analysis or on algorithm design for the approximation ability of the generator of GANs have been reported. This paper will first theoretically analyze GANs' approximation property. Similar to the universal approximation property of the full connected neural networks with one hidden layer, we prove that the generator with the input latent variable in GANs can universally approximate the potential data distribution given the increasing hidden neurons. Furthermore, we propose an approach named stochastic data generation (SDG) to enhance GANs' approximation ability. Our approach is based on the simple idea of imposing randomness through data generation in GANs by a prior distribution on the conditional probability between the layers. Our approach can be easily implemented by using the reparameterization trick. The experimental results on synthetic dataset verify the improved approximation ability obtained by this SDG approach. In the practical dataset, the NSGAN/WGANGP with SDG can also outperform traditional GANs with little change in the model architectures.

Speaker embeddings (x-vectors) extracted from very short segments of speech have recently been shown to give competitive performance in speaker diarization. We generalize this recipe by extracting from each speech segment, in parallel with the x-vector, also a diagonal precision matrix, thus providing a path for the propagation of information about the quality of the speech segment into a PLDA scoring backend. These precisions quantify the uncertainty about what the values of the embeddings might have been if they had been extracted from high quality speech segments. The proposed probabilistic embeddings (x-vectors with precisions) are interfaced with the PLDA model by treating the x-vectors as hidden variables and marginalizing them out. We apply the proposed probabilistic embeddings as input to an agglomerative hierarchical clustering (AHC) algorithm to do diarization in the DIHARD'19 evaluation set. We compute the full PLDA likelihood 'by the book' for each clustering hypothesis that is considered by AHC. We do joint discriminative training of the PLDA parameters and of the probabilistic x-vector extractor. We demonstrate accuracy gains relative to a baseline AHC algorithm, applied to traditional xvectors (without uncertainty), and which uses averaging of binary log-likelihood-ratios, rather than by-the-book scoring.