Uncertainty
Reinforcement Learning in Continuous Action Spaces through Sequential Monte Carlo Methods
Lazaric, Alessandro, Restelli, Marcello, Bonarini, Andrea
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.
Efficient Bayesian Inference for Dynamically Changing Graphs
Sumer, Ozgur, Acar, Umut, Ihler, Alexander T., Mettu, Ramgopal R.
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.
Bayesian Inference for Spiking Neuron Models with a Sparsity Prior
Gerwinn, Sebastian, Bethge, Matthias, Macke, Jakob H., Seeger, Matthias
Generalized linear models are the most commonly used tools to describe the stimulus selectivity of sensory neurons. Here we present a Bayesian treatment of such models. Using the expectation propagation algorithm, we are able to approximate the full posterior distribution over all weights. In addition, we use a Laplacian prior to favor sparse solutions. Therefore, stimulus features that do not critically influence neural activity will be assigned zero weights and thus be effectively excluded by the model.
Agreement-Based Learning
Liang, Percy S., Klein, Dan, Jordan, Michael I.
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.
Efficient Inference for Distributions on Permutations
Huang, Jonathan, Guestrin, Carlos, Guibas, Leonidas J.
Permutations are ubiquitous in many real world problems, such as voting, rankings and data association. Representing uncertainty over permutations is challenging, since there are n! possibilities, and typical compact representations such as graphical models cannot efficiently capture the mutual exclusivity constraints associated with permutations. In this paper, we use the "low-frequency" terms of a Fourier decomposition to represent such distributions compactly.
Convex Clustering with Exemplar-Based Models
Lashkari, Danial, Golland, Polina
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 approachto 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 canbe 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.
A probabilistic model for generating realistic lip movements from speech
Englebienne, Gwenn, Cootes, Tim, Rattray, Magnus
The present work aims to model the correspondence between facial motion and speech. The face and sound are modelled separately, with phonemes being the link between both. We propose a sequential model and evaluate its suitability for the generation of the facial animation from a sequence of phonemes, which we obtain from speech. We evaluate the results both by computing the error between generated sequences and real video, as well as with a rigorous double-blind test with human subjects. Experiments show that our model compares favourably to other existing methods and that the sequences generated are comparable to real video sequences.