Compared to the classic latent factor models [14], latent feature models have two main benefits: (1) interpretablity: the binary codes directly reveal whether certain features exist in the data, thus provide more interpretable latent profiles [25]; (2) scalability: compared with real-valued codes, binary codes require fewer bits to store, thereby cutting down the memory footprint, making it easier to deploy into memory constrained environments such as mobile devices. Tensor latent feature models generalize traditional matrix latent feature models to represent high-order correlation structures in the data. For example, in spatiotemporal recommender systems, the observations are user activities over different locations and time. We want to learn the latent features and codes that correspond to user, space and time simultaneously without assuming conditional independence of these three dimensions. In this case, we can first represent such data as a high-order tensor and assign binary codes encoding presence or absence of rows for individual modes of the tensor. These codes can then help us answer the "when" and "where" questions regarding the learned user preferences. Besides the non-convex formulation of the maximum likelihood estimation (MLE) objective, learning latent feature models is further complicated by the combinatorial nature of the codes.

Nowadays, crowd sensing becomes increasingly more popular due to the ubiquitous usage of mobile devices. However, the quality of such human-generated sensory data varies significantly among different users. To better utilize sensory data, the problem of truth discovery, whose goal is to estimate user quality and infer reliable aggregated results through quality-aware data aggregation, has emerged as a hot topic. Although the existing truth discovery approaches can provide reliable aggregated results, they fail to protect the private information of individual users. Moreover, crowd sensing systems typically involve a large number of participants, making encryption or secure multi-party computation based solutions difficult to deploy. To address these challenges, in this paper, we propose an efficient privacy-preserving truth discovery mechanism with theoretical guarantees of both utility and privacy. The key idea of the proposed mechanism is to perturb data from each user independently and then conduct weighted aggregation among users' perturbed data. The proposed approach is able to assign user weights based on information quality, and thus the aggregated results will not deviate much from the true results even when large noise is added. We adapt local differential privacy definition to this privacy-preserving task and demonstrate the proposed mechanism can satisfy local differential privacy while preserving high aggregation accuracy. We formally quantify utility and privacy trade-off and further verify the claim by experiments on both synthetic data and a real-world crowd sensing system.

Bayesian neural networks (BNNs) hold great promise as a flexible and principled solution to deal with uncertainty when learning from finite data. Among approaches to realize probabilistic inference in deep neural networks, variational Bayes (VB) is theoretically grounded, generally applicable, and computationally efficient. With wide recognition of potential advantages, why is it that variational Bayes has seen very limited practical use for BNNs in real applications? We argue that variational inference in neural networks is fragile: successful implementations require careful initialization and tuning of prior variances, as well as controlling the variance of Monte Carlo gradient estimates. We fix VB and turn it into a robust inference tool for Bayesian neural networks. We achieve this with two innovations: first, we introduce a novel deterministic method to approximate moments in neural networks, eliminating gradient variance; second, we introduce a hierarchical prior for parameters and a novel empirical Bayes procedure for automatically selecting prior variances. Combining these two innovations, the resulting method is highly efficient and robust. On the application of heteroscedastic regression we demonstrate strong predictive performance over alternative approaches.

The pattern theory of Grenander is a mathematical framework where the patterns are represented by probability models on random variables of algebraic structures. In this paper, we review three families of probability models, namely, the discriminative models, the descriptive models, and the generative models. A discriminative model is in the form of a classifier. It specifies the conditional probability of the class label given the input signal. The descriptive model specifies the probability distribution of the signal, based on an energy function defined on the signal. A generative model assumes that the signal is generated by some latent variables via a transformation. We shall review these models within a common framework and explore their connections. We shall also review the recent developments that take advantage of the high approximation capacities of deep neural networks.

Kernel methods offer the flexibility to learn complex relationships in modern, large data sets while enjoying strong theoretical guarantees on quality. Unfortunately, these methods typically require cubic running time in the data set size, a prohibitive cost in the large-data setting. Random feature maps (RFMs) and the Nystrom method both consider low-rank approximations to the kernel matrix as a potential solution. But, in order to achieve desirable theoretical guarantees, the former may require a prohibitively large number of features J+, and the latter may be prohibitively expensive for high-dimensional problems. We propose to combine the simplicity and generality of RFMs with a data-dependent feature selection scheme to achieve desirable theoretical approximation properties of Nystrom with just O(log J+) features. Our key insight is to begin with a large set of random features, then reduce them to a small number of weighted features in a data-dependent, computationally efficient way, while preserving the statistical guarantees of using the original large set of features. We demonstrate the efficacy of our method with theory and experiments--including on a data set with over 50 million observations. In particular, we show that our method achieves small kernel matrix approximation error and better test set accuracy with provably fewer random features than state- of-the-art methods.

Dropout regularization of deep neural networks has been a mysterious yet effective tool to prevent overfitting. Explanations for its success range from the prevention of "co-adapted" weights to it being a form of cheap Bayesian inference. We propose a novel framework for understanding multiplicative noise in neural networks, considering continuous distributions as well as Bernoulli (i.e. dropout). We show that multiplicative noise induces structured shrinkage priors on a network's weights. We derive the equivalence through reparametrization properties of scale mixtures and not via any approximation. Given the equivalence, we then show that dropout's usual Monte Carlo training objective approximates marginal MAP estimation. We analyze this MAP objective under strong shrinkage, showing the expanded parametrization (i.e. likelihood noise) is more stable than a hierarchical representation. Lastly, we derive analogous priors for ResNets, RNNs, and CNNs and reveal their equivalent implementation as noise.

We formulate stochastic gradient descent (SGD) as a Bayesian filtering problem. Inference in the Bayesian setting naturally gives rise to BRMSprop and BAdam: Bayesian variants of RMSprop and Adam. Remarkably, the Bayesian approach recovers many features of state-of-the-art adaptive SGD methods, including amoungst others root-mean-square normalization, Nesterov acceleration and AdamW. As such, the Bayesian approach provides one explanation for the empirical effectiveness of state-of-the-art adaptive SGD algorithms. Empirically comparing BRMSprop and BAdam with naive RMSprop and Adam on MNIST, we find that Bayesian methods have the potential to considerably reduce test loss and classification error.

Connection between the theory of aggregation functions and formal concept analysis is discussed and studied, thus filling a gap in the literature by building a bridge between these two theories, one of them living in the world of data fusion, the second one in the area of data mining. We show how Galois connections can be used to describe an important class of aggregation functions preserving suprema, and, by duality, to describe aggregation functions preserving infima. Our discovered method gives an elegant and complete description of these classes. Also possible applications of our results within certain biclustering fuzzy FCA-based methods are discussed.

Meta-learning, or learning to learn, is the science of systematically observing how different machine learning approaches perform on a wide range of learning tasks, and then learning from this experience, or meta-data, to learn new tasks much faster than otherwise possible. Not only does this dramatically speed up and improve the design of machine learning pipelines or neural architectures, it also allows us to replace hand-engineered algorithms with novel approaches learned in a data-driven way. In this chapter, we provide an overview of the state of the art in this fascinating and continuously evolving field.

We formulate probabilistic numerical approximations to solutions of ordinary differential equations (ODEs) as problems in Gaussian process (GP) regression with non-linear measurement functions. This is achieved by defining the measurement sequence to consists of the observations of the difference between the derivative of the GP and the vector field evaluated at the GP---which are all identically zero at the solution of the ODE. When the GP has a state-space representation, the problem can be reduced to a Bayesian state estimation problem and all widely-used approximations to the Bayesian filtering and smoothing problems become applicable. Furthermore, all previous GP-based ODE solvers, which were formulated in terms of generating synthetic measurements of the vector field, come out as specific approximations. We derive novel solvers, both Gaussian and non-Gaussian, from the Bayesian state estimation problem posed in this paper and compare them with other probabilistic solvers in illustrative experiments.