The stochastic approximation method is behind the solution to many important, actively-studied problems in machine learning. Despite its far-reaching application, there is almost no work on applying stochastic approximation to learning problems with constraints. The reason for this, we hypothesize, is that no robust, widely-applicable stochastic approximation method exists for handling such problems. We propose that interior-point methods are a natural solution. We establish the stability of a stochastic interior-point approximation method both analytically and empirically, and demonstrate its utility by deriving an on-line learning algorithm that also performs feature selection via L1 regularization.

Identification and comparison of nonlinear dynamical systems using noisy and sparse experimental data is a vital task in many fields, however current methods are computationally expensive and prone to error due in part to the nonlinear nature of the likelihood surfaces induced. We present an accelerated sampling procedure which enables Bayesian inference of parameters in nonlinear ordinary and delay differential equations via the novel use of Gaussian processes (GP). Our method involves GP regression over time-series data, and the resulting derivative and time delay estimates make parameter inference possible without solving the dynamical system explicitly, resulting in dramatic savings of computational time. We demonstrate the speed and statistical accuracy of our approach using examples of both ordinary and delay differential equations, and provide a comprehensive comparison with current state of the art methods. Papers published at the Neural Information Processing Systems Conference.

Over recent years Dirichlet processes and the associated Chinese restaurant process (CRP) have found many applications in clustering while the Indian buffet process (IBP) is increasingly used to describe latent feature models. In the clustering case, we associate to each data point a latent allocation variable. These latent variables can share the same value and this induces a partition of the data set. The CRP is a prior distribution on such partitions. In latent feature models, we associate to each data point a potentially infinite number of binary latent variables indicating the possession of some features and the IBP is a prior distribution on the associated infinite binary matrix.

We describe a new algorithmic framework for inference in probabilistic models, and apply it to inference for latent Dirichlet allocation. Our framework adopts the methodology of variational inference, but unlike existing variational methods such as mean field and expectation propagation it is not restricted to tractable classes of approximating distributions. Our approach can also be viewed as a sequential Monte Carlo (SMC) method, but unlike existing SMC methods there is no need to design the artificial sequence of distributions. Notably, our framework offers a principled means to exchange the variance of an importance sampling estimate for the bias incurred through variational approximation. Experiments on a challenging inference problem in population genetics demonstrate improvements in stability and accuracy over existing methods, and at a comparable cost.

We study convex stochastic optimization problems where a noisy objective function value is observed after a decision is made. There are many stochastic optimization problems whose behavior depends on an exogenous state variable which affects the shape of the objective function. Currently, there is no general purpose algorithm to solve this class of problems. We use nonparametric density estimation for the joint distribution of state-outcome pairs to create weights for previous observations. Those similar to the current state are used to create a convex, deterministic approximation of the objective function.

Research in animal learning and behavioral neuroscience has distinguished between two forms of action control: a habit-based form, which relies on stored action values, and a goal-directed form, which forecasts and compares action outcomes based on a model of the environment. While habit-based control has been the subject of extensive computational research, the computational principles underlying goal-directed control in animals have so far received less attention. In the present paper, we advance a computational framework for goal-directed control in animals and humans. We take three empirically motivated points as founding premises: (1) Neurons in dorsolateral prefrontal cortex represent action policies, (2) Neurons in orbitofrontal cortex represent rewards, and (3) Neural computation, across domains, can be appropriately understood as performing structured probabilistic inference. On a purely computational level, the resulting account relates closely to previous work using Bayesian inference to solve Markov decision problems, but extends this work by introducing a new algorithm, which provably converges on optimal plans.

We present a novel method for inducing synchronous context free grammars (SCFGs) from a corpus of parallel string pairs. SCFGs can model equivalence between strings in terms of substitutions, insertions and deletions, and the reordering of sub-strings. We develop a non-parametric Bayesian model and apply it to a machine translation task, using priors to replace the various heuristics commonly used in this field. Using a variational Bayes training procedure, we learn the latent structure of translation equivalence through the induction of synchronous grammar categories for phrasal translations, showing improvements in translation performance over previously proposed maximum likelihood models. Papers published at the Neural Information Processing Systems Conference.

Almost all successful machine learning algorithms and cognitive models require powerful representations capturing the features that are relevant to a particular problem. We draw on recent work in nonparametric Bayesian statistics to define a rational model of human feature learning that forms a featural representation from raw sensory data without pre-specifying the number of features. By comparing how the human perceptual system and our rational model use distributional and category information to infer feature representations, we seek to identify some of the forces that govern the process by which people separate and combine sensory primitives to form features. Papers published at the Neural Information Processing Systems Conference.

We present a sequence of unsupervised, nonparametric Bayesian models for clustering complex linguistic objects. In this approach, we consider a potentially infinite number of features and categorical outcomes. We evaluate these models for the task of within- and cross-document event coreference on two corpora. All the models we investigated show significant improvements when compared against an existing baseline for this task. Papers published at the Neural Information Processing Systems Conference.

Optimal coding provides a guiding principle for understanding the representation of sensory variables in neural populations. Here we consider the influence of a prior probability distribution over sensory variables on the optimal allocation of cells and spikes in a neural population. We model the spikes of each cell as samples from an independent Poisson process with rate governed by an associated tuning curve. For this response model, we approximate the Fisher information in terms of the density and amplitude of the tuning curves, under the assumption that tuning width varies inversely with cell density. We consider a family of objective functions based on the expected value, over the sensory prior, of a functional of the Fisher information.