Sequential Monte Carlo (SMC) is an inference algorithm for state space models that approximates the posterior by sampling from a sequence of target distributions. The target distributions are often chosen to be the filtering distributions, but these ignore information from future observations, leading to practical and theoretical limitations in inference and model learning. We introduce SIXO, a method that instead learns targets that approximate the smoothing distributions, incorporating information from all observations. The key idea is to use density ratio estimation to fit functions that warp the filtering distributions into the smoothing distributions. We then use SMC with these learned targets to define a variational objective for model and proposal learning. SIXO yields provably tighter log marginal lower bounds and offers significantly more accurate posterior inferences and parameter estimates in a variety of domains.

We develop a computational procedure to estimate the covariance hyperparameters for semiparametric Gaussian process regression models with additive noise. Namely, the presented method can be used to efficiently estimate the variance of the correlated error, and the variance of the noise based on maximizing a marginal likelihood function. Our method involves suitably reducing the dimensionality of the hyperparameter space to simplify the estimation procedure to a univariate root-finding problem. Moreover, we derive bounds and asymptotes of the marginal likelihood function and its derivatives, which are useful to narrowing the initial range of the hyperparameter search. Using numerical examples, we demonstrate the computational advantages and robustness of the presented approach compared to traditional parameter optimization.

We propose discrete Langevin proposal (DLP), a simple and scalable gradient-based proposal for sampling complex high-dimensional discrete distributions. In contrast to Gibbs sampling-based methods, DLP is able to update all coordinates in parallel in a single step and the magnitude of changes is controlled by a stepsize. This allows a cheap and efficient exploration in the space of high-dimensional and strongly correlated variables. We prove the efficiency of DLP by showing that the asymptotic bias of its stationary distribution is zero for log-quadratic distributions, and is small for distributions that are close to being log-quadratic. With DLP, we develop several variants of sampling algorithms, including unadjusted, Metropolis-adjusted, stochastic and preconditioned versions. DLP outperforms many popular alternatives on a wide variety of tasks, including Ising models, restricted Boltzmann machines, deep energy-based models, binary neural networks and language generation.

In this paper, we introduce a probabilistic model for learning nonnegative matrix factorization (NMF) that is commonly used for predicting missing values and finding hidden patterns in the data, in which the matrix factors are latent variables associated with each data dimension. The nonnegativity constraint for the latent factors is handled by choosing priors with support on the nonnegative subspace. Bayesian inference procedure based on Gibbs sampling is employed. We evaluate the model on several real-world datasets including MovieLens 100K and MovieLens 1M with different sizes and dimensions and show that the proposed Bayesian NMF GRRN model leads to better predictions and avoids overfitting compared to existing Bayesian NMF approaches.

We consider the problem of deciding how best to target and prioritize existing vaccines that may offer protection against new variants of an infectious disease. Sequential experiments are a promising approach; however, challenges due to delayed feedback and the overall ebb and flow of disease prevalence make available methods inapplicable for this task. We present a method, partial likelihood Thompson sampling, that can handle these challenges. Our method involves running Thompson sampling with belief updates determined by partial likelihood each time we observe an event. To test our approach, we ran a semi-synthetic experiment based on 200 days of COVID-19 infection data in the US.

Making predictions robust is an important challenge. A separate challenge in federated learning (FL) is to reduce the number of communication rounds, particularly since doing so reduces performance in heterogeneous data settings. To tackle both issues, we take a Bayesian perspective on the problem of learning a global model. We show how the global predictive posterior can be approximated using client predictive posteriors. This is unlike other works which aggregate the local model space posteriors into the global model space posterior, and are susceptible to high approximation errors due to the posterior's high dimensional multimodal nature. In contrast, our method performs the aggregation on the predictive posteriors, which are typically easier to approximate owing to the low-dimensionality of the output space. We present an algorithm based on this idea, which performs MCMC sampling at each client to obtain an estimate of the local posterior, and then aggregates these in one round to obtain a global ensemble model. Through empirical evaluation on several classification and regression tasks, we show that despite using one round of communication, the method is competitive with other FL techniques, and outperforms them on heterogeneous settings. The code is publicly available at https://github.com/hasanmohsin/FedPredSpace_1Round.

Tensor decompositions have proven to be effective in analyzing the structure of multidimensional data. However, most of these methods require a key parameter: the number of desired components. In the case of the CANDECOMP/PARAFAC decomposition (CPD), this value is known as the canonical rank and greatly affects the quality of the results. Existing methods use heuristics or Bayesian methods to estimate this value by repeatedly calculating the CPD, making them extremely computationally expensive. In this work, we propose FRAPPE and Self-FRAPPE: a cheaply supervised and a self-supervised method to estimate the canonical rank of a tensor without ever having to compute the CPD. We call FRAPPE cheaply supervised because it uses a fully synthetic training set without requiring real-world examples. We evaluate these methods on synthetic tensors, real tensors of known rank, and the weight tensor of a convolutional neural network. We show that FRAPPE and Self-FRAPPE offer large improvements in both effectiveness and speed, with a respective $15\%$ and $10\%$ improvement in MAPE and an $4000\times$ and $13\times$ improvement in evaluation speed over the best-performing baseline.

Multi-task Gaussian process (MTGP) is a well-known non-parametric Bayesian model for learning correlated tasks effectively by transferring knowledge across tasks. But current MTGPs are usually limited to the multi-task scenario defined in the same input domain, leaving no space for tackling the heterogeneous case, i.e., the features of input domains vary over tasks. To this end, this paper presents a novel heterogeneous stochastic variational linear model of coregionalization (HSVLMC) model for simultaneously learning the tasks with varied input domains. Particularly, we develop the stochastic variational framework with Bayesian calibration that (i) takes into account the effect of dimensionality reduction raised by domain mappings in order to achieve effective input alignment; and (ii) employs a residual modeling strategy to leverage the inductive bias brought by prior domain mappings for better model inference. Finally, the superiority of the proposed model against existing LMC models has been extensively verified on diverse heterogeneous multi-task cases and a practical multi-fidelity steam turbine exhaust problem.

The photoelectric factor (PEF) is an important well logging tool to distinguish between different types of reservoir rocks because PEF measurement is sensitive to elements with high atomic number. Furthermore, the ratio of rock minerals could be determined by combining PEF log with other well logs. However, PEF log could be missing in some cases such as in old well logs and wells drilled with barite-based mud. Therefore, developing models for estimating missing PEF log is essential in those circumstances. In this work, we developed various machine learning models to predict PEF values using the following well logs as inputs: bulk density (RHOB), neutron porosity (NPHI), gamma ray (GR), compressional and shear velocity. The predictions of PEF values using adaptive-network-fuzzy inference system (ANFIS) and artificial neural network (ANN) models have errors of about 16% and 14% average absolute percentage error (AAPE) in the testing dataset, respectively. Thus, a different approach was proposed that is based on the concept of automated machine learning. It works by automatically searching for the optimal model type and optimizes its hyperparameters for the dataset under investigation. This approach selected a Gaussian process regression (GPR) model for accurate estimation of PEF values. The developed GPR model decreases the AAPE of the predicted PEF values in the testing dataset to about 10% AAPE. This error could be further decreased to about 2% by modeling the potential noise in the measurements using the GPR model.

Temperature and humidity are two of the rudimentary factors that must be controlled during egg incubation. Improper temperature and humidity levels during the incubation period often result in unwanted conditions. This paper proposes the design of an efficient Mamdani fuzzy interference system instead of the widely used Takagi-Sugeno system in this field for controlling the temperature and humidity levels of an egg incubator. Though the optimum incubation temperature and humidity levels used here are that of chicken egg, the proposed methodology is applicable to other avian species as well. Theinput functions have been used here as per estimated values forsafe hatching using Mamdani whereas defuzzification method, COA, has been applied for output. From the model output,a stabilized heat from temperature level and fan speed to control the humidity level of an egg incubator can be obtained. This maximizes the hatching rate of healthy chicks under any conditions in the field.