Generalized Linear Bandits (GLBs), a natural extension of the stochastic linear bandits, has been popular and successful in recent years.

A new model, named as deep dynamic poisson factorization model, is proposed in this paper for analyzing sequential count vectors. The model based on the Poisson Factor Analysis method captures dependence among time steps by neural networks, representing the implicit distributions. Local complicated relationship is obtained from local implicit distribution, and deep latent structure is exploited to get the long-time dependence. Variational inference on latent variables and gradient descent based on the loss functions derived from variational distribution is performed in our inference. Synthetic datasets and real-world datasets are applied to the proposed model and our results show good predicting and fitting performance with interpretable latent structure.

This article introduces an energy-based model that is adversarial regarding data: it minimizes the energy for a given data distribution (the positive samples) while maximizing the energy for another given data distribution (the negative or unlabeled samples). The model is especially instantiated with autoencoders where the energy, represented by the reconstruction error, provides a general distance measure for unknown data. The resulting neural network thus learns to reconstruct data from the first distribution while crushing data from the second distribution. This solution can handle different problems such as Positive and Unlabeled (PU) learning or covariate shift, especially with imbalanced data. Using autoencoders allows handling a large variety of data, such as images, text or even dialogues. Our experiments show the flexibility of the proposed approach in dealing with different types of data in different settings: images with CIFAR-10 and CIFAR-100 (not-in-training setting), text with Amazon reviews (PU learning) and dialogues with Facebook bAbI (next response classification and dialogue completion).

There are two major types of uncertainty one can model.

Efficiently aggregating data from different sources is a challenging problem, particularly when samples from each source are distributed differently. These differences can be inherent to the inference task or present for other reasons: sensors in a sensor network may be placed far apart, affecting their individual measurements. Conversely, it is computationally advantageous to split Bayesian inference tasks across subsets of data, but data need not be identically distributed across subsets. One principled way to fuse probability distributions is via the lens of optimal transport: the Wasserstein barycenter is a single distribution that summarizes a collection of input measures while respecting their geometry. However, computing the barycenter scales poorly and requires discretization of all input distributions and the barycenter itself.

The collection and analysis of telemetry data from user's devices is routinely performed by many software companies. Telemetry collection leads to improved user experience but poses significant risks to users' privacy. Locally differentially private (LDP) algorithms have recently emerged as the main tool that allows data collectors to estimate various population statistics, while preserving privacy. The guarantees provided by such algorithms are typically very strong for a single round of telemetry collection, but degrade rapidly when telemetry is collected regularly. In particular, existing LDP algorithms are not suitable for repeated collection of counter data such as daily app usage statistics. In this paper, we develop new LDP mechanisms geared towards repeated collection of counter data, with formal privacy guarantees even after being executed for an arbitrarily long period of time. For two basic analytical tasks, mean estimation and histogram estimation, our LDP mechanisms for repeated data collection provide estimates with comparable or even the same accuracy as existing single-round LDP collection mechanisms. We conduct empirical evaluation on real-world counter datasets to verify our theoretical results. Our mechanisms have been deployed by Microsoft to collect telemetry across millions of devices.

Equipping machine learning models with ethical and legal constraints is a serious issue; without this, the future of machine learning is at risk. This paper takes a step forward in this direction and focuses on ensuring machine learning models deliver fair decisions. In legal scholarships, the notion of fairness itself is evolving and multi-faceted. We set an overarching goal to develop a unified machine learning framework that is able to handle any definitions of fairness, their combinations, and also new definitions that might be stipulated in the future. To achieve our goal, we recycle two well-established machine learning techniques, privileged learning and distribution matching, and harmonize them for satisfying multi-faceted fairness definitions.

In this paper, we study the problem of maximizing continuous submodular functions that naturally arise in many learning applications such as those involving utility functions in active learning and sensing, matrix approximations and network inference. Despite the apparent lack of convexity in such functions, we prove that stochastic projected gradient methods can provide strong approximation guarantees for maximizing continuous submodular functions with convex constraints. More specifically, we prove that for monotone continuous DR-submodular functions, all fixed points of projected gradient ascent provide a factor $1/2$ approximation to the global maxima. We also study stochastic gradient methods and show that after $\mathcal{O}(1/\epsilon^2)$ iterations these methods reach solutions which achieve in expectation objective values exceeding $(\frac{\text{OPT}}{2}-\epsilon)$. An immediate application of our results is to maximize submodular functions that are defined stochastically, i.e. the submodular function is defined as an expectation over a family of submodular functions with an unknown distribution. We will show how stochastic gradient methods are naturally well-suited for this setting, leading to a factor $1/2$ approximation when the function is monotone. In particular, it allows us to approximately maximize discrete, monotone submodular optimization problems via projected gradient ascent on a continuous relaxation, directly connecting the discrete and continuous domains. Finally, experiments on real data demonstrate that our projected gradient methods consistently achieve the best utility compared to other continuous baselines while remaining competitive in terms of computational effort.

A hallmark of human intelligence is the ability to ask rich, creative, and revealing questions. Here we introduce a cognitive model capable of constructing human-like questions. Our approach treats questions as formal programs that, when executed on the state of the world, output an answer. The model specifies a probability distribution over a complex, compositional space of programs, favoring concise programs that help the agent learn in the current context. We evaluate our approach by modeling the types of open-ended questions generated by humans who were attempting to learn about an ambiguous situation in a game. We find that our model predicts what questions people will ask, and can creatively produce novel questions that were not present in the training set. In addition, we compare a number of model variants, finding that both question informativeness and complexity are important for producing human-like questions.

Existing Markov Chain Monte Carlo (MCMC) methods are either based on general-purpose and domain-agnostic schemes, which can lead to slow convergence, or require hand-crafting of problem-specific proposals by an expert. We propose A-NICE-MC, a novel method to train flexible parametric Markov chain kernels to produce samples with desired properties. First, we propose an efficient likelihood-free adversarial training method to train a Markov chain and mimic a given data distribution. Then, we leverage flexible volume preserving flows to obtain parametric kernels for MCMC. Using a bootstrap approach, we show how to train efficient Markov Chains to sample from a prescribed posterior distribution by iteratively improving the quality of both the model and the samples. A-NICE-MC provides the first framework to automatically design efficient domain-specific MCMC proposals. Empirical results demonstrate that A-NICE-MC combines the strong guarantees of MCMC with the expressiveness of deep neural networks, and is able to significantly outperform competing methods such as Hamiltonian Monte Carlo.