Uncertainty
Active embedding search via noisy paired comparisons
Canal, Gregory H., Massimino, Andrew K., Davenport, Mark A., Rozell, Christopher J.
Suppose that we wish to estimate a user's preference vector $w$ from paired comparisons of the form "does user $w$ prefer item $p$ or item $q$?," where both the user and items are embedded in a low-dimensional Euclidean space with distances that reflect user and item similarities. Such observations arise in numerous settings, including psychometrics and psychology experiments, search tasks, advertising, and recommender systems. In such tasks, queries can be extremely costly and subject to varying levels of response noise; thus, we aim to actively choose pairs that are most informative given the results of previous comparisons. We provide new theoretical insights into the benefits and challenges of greedy information maximization in this setting, and develop two novel strategies that maximize lower bounds on information gain and are simpler to analyze and compute respectively. We use simulated responses from a real-world dataset to validate our strategies through their similar performance to greedy information maximization, and their superior preference estimation over state-of-the-art selection methods as well as random queries.
Sparse Gaussian Process Modulated Hawkes Process
Zhang, Rui, Walder, Christian, Rizoiu, Marian-Andrei
The Hawkes process has been widely applied to modeling self-exciting events, including neuron spikes, earthquakes and tweets. To avoid designing parametric kernel functions and to be able to quantify the prediction confidence, non-parametric Bayesian Hawkes processes have been proposed. However the inference of such models suffers from unscalability or slow convergence. In this paper, we first propose a new non-parametric Bayesian Hawkes process whose triggering kernel is modeled as a squared sparse Gaussian process. Second, we present the variational inference scheme for the model optimization, which has the advantage of linear time complexity by leveraging the stationarity of the triggering kernel. Third, we contribute a tighter lower bound than the evidence lower bound of the marginal likelihood for the model selection. Finally, we exploit synthetic data and large-scale social media data to validate the efficiency of our method and the practical utility of our approximate marginal likelihood. We show that our approach outperforms state-of-the-art non-parametric Bayesian and non-Bayesian methods.
Decentralized Bayesian Learning over Graphs
Lalitha, Anusha, Wang, Xinghan, Kilinc, Osman, Lu, Yongxi, Javidi, Tara, Koushanfar, Farinaz
We propose a decentralized learning algorithm over a general social network. The algorithm leaves the training data distributed on the mobile devices while utilizing a peer to peer model aggregation method. The proposed algorithm allows agents with local data to learn a shared model explaining the global training data in a decentralized fashion. The proposed algorithm can be viewed as a Bayesian and peer-to-peer variant of federated learning in which each agent keeps a "posterior probability distribution" over a global model parameters. The agent update its "posterior" based on 1) the local training data and 2) the asynchronous communication and model aggregation with their 1-hop neighbors. This Bayesian formulation allows for a systematic treatment of model aggregation over any arbitrary connected graph. Furthermore, it provides strong analytic guarantees on converge in the realizable case as well as a closed form characterization of the rate of convergence. We also show that our methodology can be combined with efficient Bayesian inference techniques to train Bayesian neural networks in a decentralized manner. By empirical studies we show that our theoretical analysis can guide the design of network/social interactions and data partitioning to achieve convergence.
Bayesian Tensorized Neural Networks with Automatic Rank Selection
Tensor decomposition is an effective approach to compress over-parameterized neural networks and to enable their deployment on resource-constrained hardware platforms. However, directly applying tensor compression in the training process is a challenging task due to the difficulty of choosing a proper tensor rank. In order to achieve this goal, this paper proposes a Bayesian tensorized neural network. Our Bayesian method performs automatic model compression via an adaptive tensor rank determination. We also present approaches for posterior density calculation and maximum a posteriori (MAP) estimation for the end-to-end training of our tensorized neural network. We provide experimental validation on a fully connected neural network, a CNN and a residual neural network where our work produces $7.4\times$ to $137\times$ more compact neural networks directly from the training.
Triple-to-Text: Converting RDF Triples into High-Quality Natural Languages via Optimizing an Inverse KL Divergence
Zhu, Yaoming, Wan, Juncheng, Zhou, Zhiming, Chen, Liheng, Qiu, Lin, Zhang, Weinan, Jiang, Xin, Yu, Yong
Knowledge base is one of the main forms to represent information in a structured way. A knowledge base typically consists of Resource Description Frameworks (RDF) triples which describe the entities and their relations. Generating natural language description of the knowledge base is an important task in NLP, which has been formulated as a conditional language generation task and tackled using the sequence-to-sequence framework. Current works mostly train the language models by maximum likelihood estimation, which tends to generate lousy sentences. In this paper, we argue that such a problem of maximum likelihood estimation is intrinsic, which is generally irrevocable via changing network structures. Accordingly, we propose a novel Triple-to-Text (T2T) framework, which approximately optimizes the inverse Kullback-Leibler (KL) divergence between the distributions of the real and generated sentences. Due to the nature that inverse KL imposes large penalty on fake-looking samples, the proposed method can significantly reduce the probability of generating low-quality sentences. Our experiments on three real-world datasets demonstrate that T2T can generate higher-quality sentences and outperform baseline models in several evaluation metrics.
Online Learning Made Simple - Anytime, Anywhere Simpliv
Artificial Intelligence has come a long way from being the stuff of science fiction movies and books to becoming an integral part of our daily lives. Today, AI is one of the fastest growing global industries. Investments and experiments in AI have been taking place all around the world. Given its unimaginably wide range of uses; AI is a field of expertise that is set to grow in a very huge way over the coming years. AI professionals are among the highest paid in the field of IT. Ans: Artificial Intelligence is a part of computer science that aims to create machine that are intelligent and seek to work and react the way humans do. Q2)What to you understand by an artificial intelligence Neural Network?
Fast Convergence of Belief Propagation to Global Optima: Beyond Correlation Decay
Belief propagation is a fundamental message-passing algorithm for probabilistic reasoning and inference in graphical models. While it is known to be exact on trees, in most applications belief propagation is run on graphs with cycles. Understanding the behavior of "loopy" belief propagation has been a major challenge for researchers in machine learning, and positive convergence results for BP are known under strong assumptions which imply the underlying graphical model exhibits decay of correlations. We show that under a natural initialization, BP converges quickly to the global optimum of the Bethe free energy for Ising models on arbitrary graphs, as long as the Ising model is \emph{ferromagnetic} (i.e. neighbors prefer to be aligned). This holds even though such models can exhibit long range correlations and may have multiple suboptimal BP fixed points. We also show an analogous result for iterating the (naive) mean-field equations; perhaps surprisingly, both results are dimension-free in the sense that a constant number of iterations already provides a good estimate to the Bethe/mean-field free energy.
Accelerating Langevin Sampling with Birth-death
Lu, Yulong, Lu, Jianfeng, Nolen, James
A fundamental problem in Bayesian inference and statistical machine learning is to efficiently sample from multimodal distributions. Due to metastability, multimodal distributions are difficult to sample using standard Markov chain Monte Carlo methods. We propose a new sampling algorithm based on a birth-death mechanism to accelerate the mixing of Langevin diffusion. Our algorithm is motivated by its mean field partial differential equation (PDE), which is a Fokker-Planck equation supplemented by a nonlocal birth-death term. This PDE can be viewed as a gradient flow of the Kullback-Leibler divergence with respect to the Wasserstein-Fisher-Rao metric. We prove that under some assumptions the asymptotic convergence rate of the nonlocal PDE is independent of the potential barrier, in contrast to the exponential dependence in the case of the Langevin diffusion. We illustrate the efficiency of the birth-death accelerated Langevin method through several analytical examples and numerical experiments.
Sequential Gaussian Processes for Online Learning of Nonstationary Functions
Zhang, Michael Minyi, Dumitrascu, Bianca, Williamson, Sinead A., Engelhardt, Barbara E.
Many machine learning problems can be framed in the context of estimating functions, and often these are time-dependent functions that are estimated in real-time as observations arrive. Gaussian processes (GPs) are an attractive choice for modeling real-valued nonlinear functions due to their flexibility and uncertainty quantification. However, the typical GP regression model suffers from several drawbacks: i) Conventional GP inference scales $O(N^{3})$ with respect to the number of observations; ii) updating a GP model sequentially is not trivial; and iii) covariance kernels often enforce stationarity constraints on the function, while GPs with non-stationary covariance kernels are often intractable to use in practice. To overcome these issues, we propose an online sequential Monte Carlo algorithm to fit mixtures of GPs that capture non-stationary behavior while allowing for fast, distributed inference. By formulating hyperparameter optimization as a multi-armed bandit problem, we accelerate mixing for real time inference. Our approach empirically improves performance over state-of-the-art methods for online GP estimation in the context of prediction for simulated non-stationary data and hospital time series data.
Deep Fuzzy Systems
ABSTRACT-An investigation of deep fuzzy systems is presented in this paper. A deep fuzzy system is represented by recursive fuzzy systems from an input terminal to output terminal. Recursive fuzzy systems are sequences of fuzzy grade memberships obtained using fuzzy transmition functions and recursive calls to fuzzy systems. A recursive fuzzy system which calls a fuzzy system times includes fuzzy chains to evaluate the final grade membership of this recursive system. A connection matrix which includes recursive calls are used to represent recursive fuzzy systems.