Motivated by stochastic systems in which observed evidence and conditional dependencies between states of the network change over time, and certain quantities of interest (marginal distributions, likelihood estimates etc.) must be updated, we study the problem of adaptive inference in tree-structured Bayesian networks. We describe an algorithm for adaptive inference that handles a broad range of changes to the network and is able to maintain marginal distributions, MAP estimates, and data likelihoods in all expected logarithmic time. We give an implementation of our algorithm and provide experiments that show that the algorithm can yield up to two orders of magnitude speedups on answering queries and responding to dynamic changes over the sum-product algorithm.

We demonstrate that log-linear grammars with latent variables can be practically trained using discriminative methods. Central to efficient discriminative training is a hierarchical pruning procedure which allows feature expectations to be efficiently approximated in a gradient-based procedure.

In bioinformatics it is often desirable to combine data from various measurement sources and thus structured feature vectors are to be analyzed that possess different intrinsic blocking characteristics (e.g., different patterns of missing values, observation noise levels, effective intrinsic dimensionalities). We propose a new machine learning tool, heterogeneous component analysis (HCA), for feature extraction in order to better understand the factors that underlie such complex structured heterogeneous data. HCA is a linear block-wise sparse Bayesian PCA based not only on a probabilistic model with block-wise residual variance terms but also on a Bayesian treatment of a block-wise sparse factor-loading matrix. We study various algorithms that implement our HCA concept extracting sparse heterogeneous structure by obtaining common components for the blocks and specific components within each block. Simulations on toy and bioinformatics data underline the usefulness of the proposed structured matrix factorization concept.

We investigate the problem of learning a widely-used latent-variable model - the Latent Dirichlet Allocation (LDA) or "topic" model - using distributed computation, where each of

We present an efficient generalization of the sparse pseudo-input Gaussian process (SPGP) model developed by Snelson and Ghahramani [1], applying it to binary classification problems.

Speech dereverberation remains an open problem after more than three decades of research. The most challenging step in speech dereverberation is blind channel identification (BCI). Although many BCI approaches have been developed, their performance is still far from satisfactory for practical applications. The main difficulty in BCI lies in finding an appropriate acoustic model, which not only can effectively resolve solution degeneracies due to the lack of knowledge of the source, but also robustly models real acoustic environments. This paper proposes a sparse acoustic room impulse response (RIR) model for BCI, that is, an acoustic RIR can be modeled by a sparse FIR filter.

The learning of probabilistic models with many hidden variables and nondecomposable dependencies is an important and challenging problem. In contrast to traditional approaches based on approximate inference in a single intractable model, our approach is to train a set of tractable submodels by encouraging them to agree on the hidden variables. This allows us to capture non-decomposable aspects of the data while still maintaining tractability. We propose an objective function for our approach, derive EMstyle algorithms for parameter estimation, and demonstrate their effectiveness on three challenging real-world learning tasks.

Learning in real-world domains often requires to deal with continuous state and action spaces. Although many solutions have been proposed to apply Reinforcement Learning algorithms to continuous state problems, the same techniques can be hardly extended to continuous action spaces, where, besides the computation of a good approximation of the value function, a fast method for the identification of the highest-valued action is needed. In this paper, we propose a novel actor-critic approach in which the policy of the actor is estimated through sequential Monte Carlo methods. The importance sampling step is performed on the basis of the values learned by the critic, while the resampling step modifies the actor's policy. The proposed approach has been empirically compared to other learning algorithms into several domains; in this paper, we report results obtained in a control problem consisting of steering a boat across a river.

Clustering is often formulated as the maximum likelihood estimation of a mixture model that explains the data. The EM algorithm widely used to solve the resulting optimization problem is inherently a gradient-descent method and is sensitive to initialization. The resulting solution is a local optimum in the neighborhood of the initial guess. This sensitivity to initialization presents a significant challenge in clustering large data sets into many clusters. In this paper, we present a different approach to approximate mixture fitting for clustering. We introduce an exemplar-based likelihood function that approximates the exact likelihood. This formulation leads to a convex minimization problem and an efficient algorithm with guaranteed convergence to the globally optimal solution. The resulting clustering can be thought of as a probabilistic mapping of the data points to the set of exemplars that minimizes the average distance and the information-theoretic cost of mapping.

In many structured prediction problems, the highest-scoring labeling is hard to compute exactly, leading to the use of approximate inference methods. However, when inference is used in a learning algorithm, a good approximation of the score may not be sufficient. We show in particular that learning can fail even with an approximate inference method with rigorous approximation guarantees. There are two reasons for this. First, approximate methods can effectively reduce the expressivity of an underlying model by making it impossible to choose parameters that reliably give good predictions. Second, approximations can respond to parameter changes in such a way that standard learning algorithms are misled. In contrast, we give two positive results in the form of learning bounds for the use of LPrelaxed inference in structured perceptron and empirical risk minimization settings. We argue that without understanding combinations of inference and learning, such as these, that are appropriately compatible, learning performance under approximate inference cannot be guaranteed.