Uncertainty
A Bayesian model for sparse graphs with flexible degree distribution and overlapping community structure
Lee, Juho, James, Lancelot F., Choi, Seungjin, Caron, Franรงois
We consider a non-projective class of inhomogeneous random graph models with interpretable parameters and a number of interesting asymptotic properties. Using the results of Bollob\'as et al. [2007], we show that i) the class of models is sparse and ii) depending on the choice of the parameters, the model is either scale-free, with power-law exponent greater than 2, or with an asymptotic degree distribution which is power-law with exponential cut-off. We propose an extension of the model that can accommodate an overlapping community structure. Scalable posterior inference can be performed due to the specific choice of the link probability. We present experiments on five different real-world networks with up to 100,000 nodes and edges, showing that the model can provide a good fit to the degree distribution and recovers well the latent community structure.
Comparison of Reinforcement Learning algorithms applied to the Cart Pole problem
Nagendra, Savinay, Podila, Nikhil, Ugarakhod, Rashmi, George, Koshy
Designing optimal controllers continues to be challenging as systems are becoming complex and are inherently nonlinear. The principal advantage of reinforcement learning (RL) is its ability to learn from the interaction with the environment and provide optimal control strategy. In this paper, RL is explored in the context of control of the benchmark cartpole dynamical system with no prior knowledge of the dynamics. RL algorithms such as temporal-difference, policy gradient actor-critic, and value function approximation are compared in this context with the standard LQR solution. Further, we propose a novel approach to integrate RL and swing-up controllers.
Sinkhorn AutoEncoders
Patrini, Giorgio, Carioni, Marcello, Forrรฉ, Patrick, Bhargav, Samarth, Welling, Max, Berg, Rianne van den, Genewein, Tim, Nielsen, Frank
Optimal Transport offers an alternative to maximum likelihood for learning generative autoencoding models. We show how this principle dictates the minimization of the Wasserstein distance between the encoder aggregated posterior and the prior, plus a reconstruction error. We prove that in the non-parametric limit the autoencoder generates the data distribution if and only if the two distributions match exactly, and that the optimum can be obtained by deterministic autoencoders. We then introduce the Sinkhorn AutoEncoder (SAE), which casts the problem into Optimal Transport on the latent space. The resulting Wasserstein distance is minimized by backpropagating through the Sinkhorn algorithm. SAE models the aggregated posterior as an implicit distribution and therefore does not need a reparameterization trick for gradients estimation. Moreover, it requires virtually no adaptation to different prior distributions. We demonstrate its flexibility by considering models with hyperspherical and Dirichlet priors, as well as a simple case of probabilistic programming. SAE matches or outperforms other autoencoding models in visual quality and FID scores.
Optimal Completion Distillation for Sequence Learning
Sabour, Sara, Chan, William, Norouzi, Mohammad
We present Optimal Completion Distillation (OCD), a training procedure for optimizing sequence to sequence models based on edit distance. OCD is efficient, has no hyper-parameters of its own, and does not require pretraining or joint optimization with conditional log-likelihood. Given a partial sequence generated by the model, we first identify the set of optimal suffixes that minimize the total edit distance, using an efficient dynamic programming algorithm. Then, for each position of the generated sequence, we use a target distribution that puts equal probability on the first token of all the optimal suffixes. OCD achieves the state-of-the-art performance on end-to-end speech recognition, on both Wall Street Journal and Librispeech datasets, achieving $9.3\%$ WER and $4.5\%$ WER respectively.
Automated learning with a probabilistic programming language: Birch
Murray, Lawrence M., Schรถn, Thomas B.
This work offers a broad perspective on probabilistic modeling and inference in light of recent advances in probabilistic programming, in which models are formally expressed in Turing-complete programming languages. We consider a typical workflow and how probabilistic programming languages can help to automate this workflow, especially in the matching of models with inference methods. We focus on two properties of a model that are critical in this matching: its structure---the conditional dependencies between random variables---and its form---the precise mathematical definition of those dependencies. While the structure and form of a probabilistic model are often fixed a priori, it is a curiosity of probabilistic programming that they need not be, and may instead vary according to random choices made during program execution. We introduce a formal description of models expressed as programs, and discuss some of the ways in which probabilistic programming languages can reveal the structure and form of these, in order to tailor inference methods. We demonstrate the ideas with a new probabilistic programming language called Birch, with a multiple object tracking example.
Hierarchical community detection by recursive bi-partitioning
Li, Tianxi, Bhattacharyya, Sharmodeep, Sarkar, Purnamrita, Bickel, Peter J., Levina, Elizaveta
The problem of community detection in networks is usually formulated as finding a single partition of the network into some "correct" number of communities. We argue that it is more interpretable and in some regimes more accurate to construct a hierarchical tree of communities instead. This can be done with a simple top-down recursive bi-partitioning algorithm, starting with a single community and separating the nodes into two communities by spectral clustering repeatedly, until a stopping rule suggests there are no further communities. Such an algorithm is model-free, extremely fast, and requires no tuning other than selecting a stopping rule. We show that there are regimes where it outperforms $K$-way spectral clustering, and propose a natural model for analyzing the algorithm's theoretical performance, the binary tree stochastic block model. Under this model, we prove that the algorithm correctly recovers the entire community tree under relatively mild assumptions. We also apply the algorithm to a dataset of statistics papers to construct a hierarchical tree of statistical research communities.
Super-Resolution via Conditional Implicit Maximum Likelihood Estimation
Li, Ke, Peng, Shichong, Malik, Jitendra
Single-image super-resolution (SISR) is a canonical problem with diverse applications. Leading methods like SRGAN (Ledig et al., 2017) produce images that contain various artifacts, such as high-frequency noise, hallucinated colours and shape distortions, which adversely affect the realism of the result. In this paper, we propose an alternative approach based on an extension of the method of Implicit Maximum Likelihood Estimation (IMLE) (Li & Malik, 2018). We demonstrate greater effectiveness at noise reduction and preservation of the original colours and shapes, yielding more realistic super-resolved images. The problem of single-image super-resolution (SISR) aims to output a plausible high-resolution image that is consistent with a given low-resolution image. The key challenge arises from the fact that the problem is ill-posed - given the same low-resolution image, there are many different highresolution images that would be the same as the low-resolution image upon downsampling.
Sketching for Latent Dirichlet-Categorical Models
Tassarotti, Joseph, Tristan, Jean-Baptiste, Wick, Michael
Recent work has explored transforming data sets into smaller, approximate summaries in order to scale Bayesian inference. We examine a related problem in which the parameters of a Bayesian model are very large and expensive to store in memory, and propose more compact representations of parameter values that can be used during inference. We focus on a class of graphical models that we refer to as latent Dirichlet-Categorical models, and show how a combination of two sketching algorithms known as count-min sketch and approximate counters provide an efficient representation for them. We show that this sketch combination -- which, despite having been used before in NLP applications, has not been previously analyzed -- enjoys desirable properties. We prove that for this class of models, when the sketches are used during Markov Chain Monte Carlo inference, the equilibrium of sketched MCMC converges to that of the exact chain as sketch parameters are tuned to reduce the error rate.
Inference Over Programs That Make Predictions
Thisabstract extends on the previous work [21, 22] on program induction[16] using probabilistic programming. It describes possible further steps to extend that work, such that, ultimately, automatic probabilistic program synthesis can generalise over any reasonable set of inputs and outputs, in particular in regard to text, image and video data.
Thompson Sampling for Cascading Bandits
Cheung, Wang Chi, Tan, Vincent Y. F., Zhong, Zixin
We design and analyze TS-Cascade, a Thompson sampling algorithm for the cascading bandit problem. In TS-Cascade, Bayesian estimates of the click probability are constructed using a univariate Gaussian; this leads to a more efficient exploration procedure vis-\`a-vis existing UCB-based approaches. We also incorporate the empirical variance of each item's click probability into the Bayesian updates. These two novel features allow us to prove an expected regret bound of the form $\tilde{O}(\sqrt{KLT})$ where $L$ and $K$ are the number of ground items and the number of items in the chosen list respectively and $T\ge L$ is the number of Thompson sampling update steps. This matches the state-of-the-art regret bounds for UCB-based algorithms. More importantly, it is the first theoretical guarantee on a Thompson sampling algorithm for any stochastic combinatorial bandit problem model with partial feedback. Empirical experiments demonstrate superiority of TS-Cascade compared to existing UCB-based procedures in terms of the expected cumulative regret and the time complexity.