Probabilistic k-nearest neighbour (PKNN) classification has been introduced to improve the performance of original k-nearest neighbour (KNN) classification algorithm by explicitly modelling uncertainty in the classification of each feature vector. However, an issue common to both KNN and PKNN is to select the optimal number of neighbours, $k$. The contribution of this paper is to incorporate the uncertainty in $k$ into the decision making, and in so doing use Bayesian model averaging to provide improved classification. Indeed the problem of assessing the uncertainty in $k$ can be viewed as one of statistical model selection which is one of the most important technical issues in the statistics and machine learning domain. In this paper, a new functional approximation algorithm is proposed to reconstruct the density of the model (order) without relying on time consuming Monte Carlo simulations. In addition, this algorithm avoids cross validation by adopting Bayesian framework. The performance of this algorithm yielded very good performance on several real experimental datasets.

March 22, 2018 Abstract We propose a new algorithm to do posterior sampling of Kingman's coalescent, based upon the Particle Markov Chain Monte Carlo methodology. Specifically, the algorithm is an instantiation of the Particle Gibbs Sampling method, which alternately samples coalescent times conditioned on coalescent tree structures, and tree structures conditioned on coalescent times via the conditional Sequential Monte Carlo procedure. We implement our algorithm as a C package, and demonstrate its utility via a parameter estimation task in population genetics on both single-and multiple-locus data. The experiment results show that the proposed algorithm performs comparable to or better than several well-developed methods. 1 Introduction Data shows hierarchical structure in many domains. For example, computer vision problems often involve hierarchical representation of images [Lee et al., 2009]. In text mining, documents can be modeled as hierarchical generative processes [Blei et al., 2003, Teh et al., 2006]. Algorithms that can effectively deal with hierarchical structure play an important role in uncovering the intrinsic structures of data.

We introduce 'mixed LICORS', an algorithm for learning nonlinear, high-dimensional dynamics from spatio-temporal data, suitable for both prediction and simulation. Mixed LICORS extends the recent LICORS algorithm (Goerg and Shalizi, 2012) from hard clustering of predictive distributions to a non-parametric, EM-like soft clustering. This retains the asymptotic predictive optimality of LICORS, but, as we show in simulations, greatly improves out-of-sample forecasts with limited data. The new method is implemented in the publicly-available R package "LICORS" (http://cran.r-project.org/web/packages/LICORS/).

One of the big challenges in the development of probabilistic relational (or probabilistic logical) modeling and learning frameworks is the design of inference techniques that operate on the level of the abstract model representation language, rather than on the level of ground, propositional instances of the model. Numerous approaches for such "lifted inference" techniques have been proposed. While it has been demonstrated that these techniques will lead to significantly more efficient inference on some specific models, there are only very recent and still quite restricted results that show the feasibility of lifted inference on certain syntactically defined classes of models. Lower complexity bounds that imply some limitations for the feasibility of lifted inference on more expressive model classes were established early on in (Jaeger 2000). However, it is not immediate that these results also apply to the type of modeling languages that currently receive the most attention, i.e., weighted, quantifier-free formulas. In this paper we extend these earlier results, and show that under the assumption that NETIME =/= ETIME, there is no polynomial lifted inference algorithm for knowledge bases of weighted, quantifier- and function-free formulas. Further strengthening earlier results, this is also shown to hold for approximate inference, and for knowledge bases not containing the equality predicate.

We introduce a new method for training deep Boltzmann machines jointly. Prior methods of training DBMs require an initial learning pass that trains the model greedily, one layer at a time, or do not perform well on classification tasks. In our approach, we train all layers of the DBM simultaneously, using a novel training procedure called multi-prediction training. The resulting model can either be interpreted as a single generative model trained to maximize a variational approximation to the generalized pseudolikelihood, or as a family of recurrent networks that share parameters and may be approximately averaged together using a novel technique we call the multi-inference trick. We show that our approach performs competitively for classification and outperforms previous methods in terms of accuracy of approximate inference and classification with missing inputs.

A popular approach for large scale data annotation tasks is crowdsourcing, wherein each data point is labeled by multiple noisy annotators. We consider the problem of inferring ground truth from noisy ordinal labels obtained from multiple annotators of varying and unknown expertise levels. Annotation models for ordinal data have been proposed mostly as extensions of their binary/categorical counterparts and have received little attention in the crowdsourcing literature. We propose a new model for crowdsourced ordinal data that accounts for instance difficulty as well as annotator expertise, and derive a variational Bayesian inference algorithm for parameter estimation. We analyze the ordinal extensions of several state-of-the-art annotator models for binary/categorical labels and evaluate the performance of all the models on two real world datasets containing ordinal query-URL relevance scores, collected through Amazon's Mechanical Turk. Our results indicate that the proposed model performs better or as well as existing state-of-the-art methods and is more resistant to'spammy' annotators (i.e., annotators who assign labels randomly without actually looking at the instance) than popular baselines such as mean, median, and majority vote which do not account for annotator expertise. Part of the work was done while at Yandex Labs.

We present a system for recognising human activity given a symbolic representation of video content. The input of our system is a set of time-stamped short-term activities (STA) detected on video frames. The output is a set of recognised long-term activities (LTA), which are pre-defined temporal combinations of STA. The constraints on the STA that, if satisfied, lead to the recognition of a LTA, have been expressed using a dialect of the Event Calculus. In order to handle the uncertainty that naturally occurs in human activity recognition, we adapted this dialect to a state-of-the-art probabilistic logic programming framework. We present a detailed evaluation and comparison of the crisp and probabilistic approaches through experimentation on a benchmark dataset of human surveillance videos.

Probabilistic logic programs are logic programs in which some of the facts are annotated with probabilities. This paper investigates how classical inference and learning tasks known from the graphical model community can be tackled for probabilistic logic programs. Several such tasks such as computing the marginals given evidence and learning from (partial) interpretations have not really been addressed for probabilistic logic programs before. The first contribution of this paper is a suite of efficient algorithms for various inference tasks. It is based on a conversion of the program and the queries and evidence to a weighted Boolean formula. This allows us to reduce the inference tasks to well-studied tasks such as weighted model counting, which can be solved using state-of-the-art methods known from the graphical model and knowledge compilation literature. The second contribution is an algorithm for parameter estimation in the learning from interpretations setting. The algorithm employs Expectation Maximization, and is built on top of the developed inference algorithms. The proposed approach is experimentally evaluated. The results show that the inference algorithms improve upon the state-of-the-art in probabilistic logic programming and that it is indeed possible to learn the parameters of a probabilistic logic program from interpretations.

We develop stochastic variational inference, a scalable algorithm for approximating posterior distributions. We develop this technique for a large class of probabilistic models and we demonstrate it with two probabilistic topic models, latent Dirichlet allocation and the hierarchical Dirichlet process topic model. Using stochastic variational inference, we analyze several large collections of documents: 300K articles from Nature, 1.8M articles from The New York Times, and 3.8M articles from Wikipedia. Stochastic inference can easily handle data sets of this size and outperforms traditional variational inference, which can only handle a smaller subset. (We also show that the Bayesian nonparametric topic model outperforms its parametric counterpart.) Stochastic variational inference lets us apply complex Bayesian models to massive data sets.

Many real world network problems often concern multivariate nodal attributes such as image, textual, and multi-view feature vectors on nodes, rather than simple univariate nodal attributes. The existing graph estimation methods built on Gaussian graphical models and covariance selection algorithms can not handle such data, neither can the theories developed around such methods be directly applied. In this paper, we propose a new principled framework for estimating graphs from multi-attribute data. Instead of estimating the partial correlation as in current literature, our method estimates the partial canonical correlations that naturally accommodate complex nodal features. Computationally, we provide an efficient algorithm which utilizes the multi-attribute structure. Theoretically, we provide sufficient conditions which guarantee consistent graph recovery. Extensive simulation studies demonstrate performance of our method under various conditions. Furthermore, we provide illustrative applications to uncovering gene regulatory networks from gene and protein profiles, and uncovering brain connectivity graph from functional magnetic resonance imaging data.