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 Uncertainty


Unsupervised Learning by Program Synthesis

Neural Information Processing Systems

We introduce an unsupervised learning algorithm that combines probabilistic modeling with solver-based techniques for program synthesis. We apply our techniques toboth a visual learning domain and a language learning problem, showing that our algorithm can learn many visual concepts from only a few examples and that it can recover some English inflectional morphology. Taken together, these results give both a new approach to unsupervised learning of symbolic compositional structures,and a technique for applying program synthesis tools to noisy data.


Gradient-free Hamiltonian Monte Carlo with Efficient Kernel Exponential Families

Neural Information Processing Systems

We propose Kernel Hamiltonian Monte Carlo (KMC), a gradient-free adaptive MCMC algorithm based on Hamiltonian Monte Carlo (HMC). On target densities where classical HMC is not an option due to intractable gradients, KMC adaptively learns the target's gradient structure by fitting an exponential family model in a Reproducing Kernel Hilbert Space. Computational costs are reduced by two novel efficient approximations to this gradient. While being asymptotically exact, KMC mimics HMC in terms of sampling efficiency, and offers substantial mixing improvements over state-of-the-art gradient free samplers. We support our claims with experimental studies on both toy and real-world applications, including Approximate Bayesian Computation and exact-approximate MCMC.


Bounding the Cost of Search-Based Lifted Inference

Neural Information Processing Systems

Recently, there has been growing interest in systematic search-based and importance sampling-based lifted inference algorithms for statistical relational models (SRMs). These lifted algorithms achieve significant complexity reductions over their propositional counterparts by using lifting rules that leverage symmetries in the relational representation. One drawback of these algorithms is that they use an inference-blind representation of the search space, which makes it difficult to efficiently pre-compute tight upper bounds on the exact cost of inference without running the algorithm to completion. In this paper, we present a principled approach to address this problem. We introduce a lifted analogue of the propositional And/Or search space framework, which we call a lifted And/Or schematic. Given a schematic-based representation of an SRM, we show how to efficiently compute a tight upper bound on the time and space cost of exact inference from a current assignment and the remaining schematic. We show how our bounding method can be used within a lifted importance sampling algorithm, in order to perform effective Rao-Blackwellisation, and demonstrate experimentally that the Rao-Blackwellised version of the algorithm yields more accurate estimates on several real-world datasets.


Parallel Recursive Best-First AND/OR Search for Exact MAP Inference in Graphical Models

Neural Information Processing Systems

The paper presents and evaluates the power of parallel search for exact MAP inference in graphical models. We introduce a new parallel shared-memory recursive best-first AND/OR search algorithm, called SPRBFAOO, that explores the search space in a best-first manner while operating with restricted memory. Our experiments show that SPRBFAOO is often superior to the current state-of-the-art sequential AND/OR search approaches, leading to considerable speed-ups (up to 7-fold with 12 threads), especially on hard problem instances.


Maximum Likelihood Learning With Arbitrary Treewidth via Fast-Mixing Parameter Sets

Neural Information Processing Systems

Inference is typically intractable in high-treewidth undirected graphical models, making maximum likelihood learning a challenge. One way to overcome this is to restrict parameters to a tractable set, most typically the set of tree-structured parameters. This paper explores an alternative notion of a tractable set, namely a set of โ€œfast-mixing parametersโ€ where Markov chain Monte Carlo (MCMC) inference can be guaranteed to quickly converge to the stationary distribution. While it is common in practice to approximate the likelihood gradient using samples obtained from MCMC, such procedures lack theoretical guarantees. This paper proves that for any exponential family with bounded sufficient statistics, (not just graphical models) when parameters are constrained to a fast-mixing set, gradient descent with gradients approximated by sampling will approximate the maximum likelihood solution inside the set with high-probability. When unregularized, to find a solution epsilon-accurate in log-likelihood requires a total amount of effort cubic in 1/epsilon, disregarding logarithmic factors. When ridge-regularized, strong convexity allows a solution epsilon-accurate in parameter distance with an effort quadratic in 1/epsilon. Both of these provide of a fully-polynomial time randomized approximation scheme.


Bidirectional Recurrent Neural Networks as Generative Models

Neural Information Processing Systems

Bidirectional recurrent neural networks (RNN) are trained to predict both in the positive and negative time directions simultaneously. They have not been used commonly in unsupervised tasks, because a probabilistic interpretation of the model has been difficult. Recently, two different frameworks, GSN and NADE, provide a connection between reconstruction and probabilistic modeling, which makes the interpretation possible. As far as we know, neither GSN or NADE have been studied in the context of time series before.As an example of an unsupervised task, we study the problem of filling in gaps in high-dimensional time series with complex dynamics. Although unidirectional RNNs have recently been trained successfully to model such time series, inference in the negative time direction is non-trivial. We propose two probabilistic interpretations of bidirectional RNNs that can be used to reconstruct missing gaps efficiently. Our experiments on text data show that both proposed methods are much more accurate than unidirectional reconstructions, although a bit less accurate than a computationally complex bidirectional Bayesian inference on the unidirectional RNN. We also provide results on music data for which the Bayesian inference is computationally infeasible, demonstrating the scalability of the proposed methods.


Statistical Model Criticism using Kernel Two Sample Tests

Neural Information Processing Systems

We propose an exploratory approach to statistical model criticism using maximum mean discrepancy (MMD) two sample tests. Typical approaches to model criticism require a practitioner to select a statistic by which to measure discrepancies between data and a statistical model. MMD two sample tests are instead constructed as an analytic maximisation over a large space of possible statistics and therefore automatically select the statistic which most shows any discrepancy. We demonstrate on synthetic data that the selected statistic, called the witness function, can be used to identify where a statistical model most misrepresents the data it was trained on. We then apply the procedure to real data where the models being assessed are restricted Boltzmann machines, deep belief networks and Gaussian process regression and demonstrate the ways in which these models fail to capture the properties of the data they are trained on.


Empirical Localization of Homogeneous Divergences on Discrete Sample Spaces

Neural Information Processing Systems

In this paper, we propose a novel parameter estimator for probabilistic models on discrete space. The proposed estimator is derived from minimization of homogeneous divergenceand can be constructed without calculation of the normalization constant, which is frequently infeasible for models in the discrete space. We investigate statisticalproperties of the proposed estimator such as consistency and asymptotic normality, and reveal a relationship with the information geometry. Some experiments show that the proposed estimator attains comparable performance tothe maximum likelihood estimator with drastically lower computational cost.


Tractable Bayesian Network Structure Learning with Bounded Vertex Cover Number

Neural Information Processing Systems

Both learning and inference tasks on Bayesian networks are NP-hard in general. Bounded tree-width Bayesian networks have recently received a lot of attention as a way to circumvent this complexity issue; however, while inference on bounded tree-width networks is tractable, the learning problem remains NP-hard even for tree-width~2. In this paper, we propose bounded vertex cover number Bayesian networks as an alternative to bounded tree-width networks. In particular, we show that both inference and learning can be done in polynomial time for any fixed vertex cover number bound $k$, in contrast to the general and bounded tree-width cases; on the other hand, we also show that learning problem is W[1]-hard in parameter $k$. Furthermore, we give an alternative way to learn bounded vertex cover number Bayesian networks using integer linear programming (ILP), and show this is feasible in practice.


M-Best-Diverse Labelings for Submodular Energies and Beyond

Neural Information Processing Systems

We consider the problem of finding M best diverse solutions of energy minimization problems for graphical models. Contrary to the sequential method of Batra et al., which greedily finds one solution after another, we infer all $M$ solutions jointly. It was shown recently that such jointly inferred labelings not only have smaller total energy but also qualitatively outperform the sequentially obtained ones. The only obstacle for using this new technique is the complexity of the corresponding inference problem, since it is considerably slower algorithm than the method of Batra et al. In this work we show that the joint inference of $M$ best diverse solutions can be formulated as a submodular energy minimization if the original MAP-inference problem is submodular, hence fast inference techniques can be used. In addition to the theoretical results we provide practical algorithms that outperform the current state-of-the art and can be used in both submodular and non-submodular case.