Uncertainty
Probabilistic Curve Learning: Coulomb Repulsion and the Electrostatic Gaussian Process
Learning of low dimensional structure in multidimensional data is a canonical problem in machine learning. One common approach is to suppose that the observed data are close to a lower-dimensional smooth manifold. There are a rich variety of manifold learning methods available, which allow mapping of data points to the manifold. However, there is a clear lack of probabilistic methods that allow learning of the manifold along with the generative distribution of the observed data. The best attempt is the Gaussian process latent variable model (GP-L VM), but identifiability issues lead to poor performance. We solve these issues by proposing a novel Coulomb repulsive process (Corp) for locations of points on the manifold, inspired by physical models of electrostatic interactions among particles. Combining this process with a GP prior for the mapping function yields a novel electrostatic GP (electroGP) process. Focusing on the simple case of a one-dimensional manifold, we develop efficient inference algorithms, and illustrate substantially improved performance in a variety of experiments including filling in missing frames in video.
Optimal Testing for Properties of Distributions
Jayadev Acharya, Constantinos Daskalakis, Gautam C. Kamath
Given samples from an unknown discrete distribution p, is it possible to distinguish whether p belongs to some class of distributions C versus p being far from every distribution in C? This fundamental question has received tremendous attention in statistics, focusing primarily on asymptotic analysis, as well as in information theory and theoretical computer science, where the emphasis has been on small sample size and computational complexity. Nevertheless, even for basic properties of discrete distributions such as monotonicity, independence, log-concavity, unimodality, and monotone-hazard rate, the optimal sample complexity is unknown. We provide a general approach via which we obtain sample-optimal and computationally efficient testers for all these distribution families.
0dc23b6a0e4abc39904388dd3ffadcd1-AuthorFeedback.pdf
We thank the reviewers for the excellent feedback that helped us improve the manuscript. Distribution Estimation by J. Wen et al.) and MBS is composable with better estimators. A VI/API objectives, but still requires concentrability without additional work. Sure MBS is composable with it. No! We use the "imperfect-imitation" experiment setting from Appendix E.2 may have caused confusion - that separate experiment Trends are the same as those reported in the paper.
Ensembling geophysical models with Bayesian Neural Networks
Ensembles of geophysical models improve prediction accuracy and express uncertainties. We develop a novel data-driven ensembling strategy for combining geophysical models using Bayesian Neural Networks, which infers spatiotem-porally varying model weights and bias, while accounting for heteroscedastic uncertainties in the observations. This produces more accurate and uncertainty-aware predictions without sacrificing interpretability.
use [Narasimhan et al. '15 ] for Narasimhan Het al., Learnability of influence in networks, NeurIPS'2015. 2 - Reviewer 3: About the setting of online linear threshold model
We thank the reviewers for the valuable comments and discussions. Please find our clarifications below. IC model [11,43,45], which also learns unknown edge probability parameters. It is interesting that the reviewer brought up the frequentist versus Bayesian view on OIM-LT. LT model and our work is a frequentist approach for the online setting.
Sampling from Probabilistic Submodular Models
Alkis Gotovos, Hamed Hassani, Andreas Krause
Submodular and supermodular functions have found wide applicability in machine learning, capturing notions such as diversity and regularity, respectively. These notions have deep consequences for optimization, and the problem of (approximately) optimizing submodular functions has received much attention. However, beyond optimization, these notions allow specifying expressive probabilistic models that can be used to quantify predictive uncertainty via marginal inference. Prominent, well-studied special cases include Ising models and determinan-tal point processes, but the general class of log-submodular and log-supermodular models is much richer and little studied. In this paper, we investigate the use of Markov chain Monte Carlo sampling to perform approximate inference in general log-submodular and log-supermodular models. In particular, we consider a simple Gibbs sampling procedure, and establish two sufficient conditions, the first guaranteeing polynomial-time, and the second fast ( O ( n log n)) mixing. We also evaluate the efficiency of the Gibbs sampler on three examples of such models, and compare against a recently proposed variational approach.