Multi-view based shape descriptors have achieved impressive performance for 3D shape retrieval. The core of view-based methods is to interpret 3D structures through 2D observations. However, most existing methods pay more attention to discriminative models and none of them necessarily incorporate the 3D properties of the objects. To resolve this problem, we propose an encoder-decoder recurrent feature aggregation network (ERFA-Net) to emphasize the 3D properties of 3D shapes in multi-view features aggregation. In our network, a view sequence of the shape is trained to encode a discriminative shape embedding and estimate unseen rendered views of any viewpoints. This generation task gives an effective supervision which makes the network exploit 3D properties of shapes through various 2D images. During feature aggregation, a discriminative feature representation across multiple views is effectively exploited based on LSTM network. The proposed 3D representation has following advantages against other state-of-the-art: 1) it performs robust discrimination under the existence of noise such as view missing and occlusion, because of the improvement brought by 3D properties. 2) it has strong generative capabilities, which is useful for various 3D shape tasks. We evaluate ERFA-Net on two popular 3D shape datasets, ModelNet and ShapeNetCore55, and ERFA-Net outperforms the state-of-the-art methods significantly. Extensive experiments show the effectiveness and robustness of the proposed 3D representation.

Black box variational inference (BBVI) with reparameterization gradients triggered the exploration of divergence measures other than the Kullback-Leibler (KL) divergence, such as alpha divergences. In this paper, we view BBVI with generalized divergences as a form of estimating the marginal likelihood via biased importance sampling. The choice of divergence determines a bias-variance trade-off between the tightness of a bound on the marginal likelihood (low bias) and the variance of its gradient estimators. Drawing on variational perturbation theory of statistical physics, we use these insights to construct a family of new variational bounds. Enumerated by an odd integer order $K$, this family captures the standard KL bound for $K=1$, and converges to the exact marginal likelihood as $K\to\infty$. Compared to alpha-divergences, our reparameterization gradients have a lower variance. We show in experiments on Gaussian Processes and Variational Autoencoders that the new bounds are more mass covering, and that the resulting posterior covariances are closer to the true posterior and lead to higher likelihoods on held-out data.

Black box variational inference (BBVI) with reparameterization gradients triggered the exploration of divergence measures other than the Kullback-Leibler (KL) divergence, such as alpha divergences. In this paper, we view BBVI with generalized divergences as a form of estimating the marginal likelihood via biased importance sampling. The choice of divergence determines a bias-variance trade-off between the tightness of a bound on the marginal likelihood (low bias) and the variance of its gradient estimators. Drawing on variational perturbation theory of statistical physics, we use these insights to construct a family of new variational bounds. Enumerated by an odd integer order $K$, this family captures the standard KL bound for $K=1$, and converges to the exact marginal likelihood as $K\to\infty$. Compared to alpha-divergences, our reparameterization gradients have a lower variance. We show in experiments on Gaussian Processes and Variational Autoencoders that the new bounds are more mass covering, and that the resulting posterior covariances are closer to the true posterior and lead to higher likelihoods on held-out data.

Applying machine learning in the health care domain has shown promising results in recent years. Interpretable outputs from learning algorithms are desirable for decision making by health care personnel. In this work, we explore the possibility of utilizing causal relationships to refine diagnostic prediction. We focus on the task of diagnostic prediction using discomfort drawings, and explore two ways to employ causal identification to improve the diagnostic results. Firstly, we use causal identification to infer the causal relationships among diagnostic labels which, by itself, provides interpretable results to aid the decision making and training of health care personnel. Secondly, we suggest a post-processing approach where the inferred causal relationships are used to refine the prediction accuracy of a multi-view probabilistic model. Experimental results show firstly that causal identification is capable of detecting the causal relationships among diagnostic labels correctly, and secondly that there is potential for improving pain diagnostics prediction accuracy using the causal relationships.

Many modern unsupervised or semi-supervised machine learning algorithms rely on Bayesian probabilistic models. These models are usually intractable and thus require approximate inference. Variational inference (VI) lets us approximate a high-dimensional Bayesian posterior with a simpler variational distribution by solving an optimization problem. This approach has been successfully used in various models and large-scale applications. In this review, we give an overview of recent trends in variational inference. We first introduce standard mean field variational inference, then review recent advances focusing on the following aspects: (a) scalable VI, which includes stochastic approximations, (b) generic VI, which extends the applicability of VI to a large class of otherwise intractable models, such as non-conjugate models, (c) accurate VI, which includes variational models beyond the mean field approximation or with atypical divergences, and (d) amortized VI, which implements the inference over local latent variables with inference networks. Finally, we provide a summary of promising future research directions.

We study a mini-batch diversification scheme for stochastic gradient descent (SGD). While classical SGD relies on uniformly sampling data points to form a mini-batch, we propose a non-uniform sampling scheme based on the Determinantal Point Process (DPP). The DPP relies on a similarity measure between data points and gives low probabilities to mini-batches which contain redundant data, and higher probabilities to mini-batches with more diverse data. This simultaneously balances the data and leads to stochastic gradients with lower variance. We term this approach Diversified Mini-Batch SGD (DM-SGD). We show that regular SGD and a biased version of stratified sampling emerge as special cases. Furthermore, DM-SGD generalizes stratified sampling to cases where no discrete features exist to bin the data into groups. We show experimentally that our method results more interpretable and diverse features in unsupervised setups, and in better classification accuracies in supervised setups.

For big data analysis, high computational cost for Bayesian methods often limits their applications in practice. In recent years, there have been many attempts to improve computational efficiency of Bayesian inference. Here we propose an efficient and scalable computational technique for a state-of-the-art Markov Chain Monte Carlo (MCMC) methods, namely, Hamiltonian Monte Carlo (HMC). The key idea is to explore and exploit the structure and regularity in parameter space for the underlying probabilistic model to construct an effective approximation of its geometric properties. To this end, we build a surrogate function to approximate the target distribution using properly chosen random bases and an efficient optimization process. The resulting method provides a flexible, scalable, and efficient sampling algorithm, which converges to the correct target distribution. We show that by choosing the basis functions and optimization process differently, our method can be related to other approaches for the construction of surrogate functions such as generalized additive models or Gaussian process models. Experiments based on simulated and real data show that our approach leads to substantially more efficient sampling algorithms compared to existing state-of-the art methods.

Traditionally, the field of computational Bayesian statistics has been divided into two main subfields: variational methods and Markov chain Monte Carlo (MCMC). In recent years, however, several methods have been proposed based on combining variational Bayesian inference and MCMC simulation in order to improve their overall accuracy and computational efficiency. This marriage of fast evaluation and flexible approximation provides a promising means of designing scalable Bayesian inference methods. In this paper, we explore the possibility of incorporating variational approximation into a state-of-the-art MCMC method, Hamiltonian Monte Carlo (HMC), to reduce the required gradient computation in the simulation of Hamiltonian flow, which is the bottleneck for many applications of HMC in big data problems. To this end, we use a {\it free-form} approximation induced by a fast and flexible surrogate function based on single-hidden layer feedforward neural networks. The surrogate provides sufficiently accurate approximation while allowing for fast exploration of parameter space, resulting in an efficient approximate inference algorithm. We demonstrate the advantages of our method on both synthetic and real data problems.

There are multiple sides to every story, and while statistical topic models have been highly successful at topically summarizing the stories in corpora of text documents, they do not explicitly address the issue of learning the different sides, the viewpoints, expressed in the documents. In this paper, we show how these viewpoints can be learned completely unsupervised and represented in a human interpretable form. We use a novel approach of applying CorrLDA2 for this purpose, which learns topic-viewpoint relations that can be used to form groups of topics, where each group represents a viewpoint. A corpus of documents about the Israeli-Palestinian conflict is then used to demonstrate how a Palestinian and an Israeli viewpoint can be learned. By leveraging the magnitudes and signs of the feature weights of a linear SVM, we introduce a principled method to evaluate associations between topics and viewpoints. With this, we demonstrate, both quantitatively and qualitatively, that the learned topic groups are contextually coherent, and form consistently correct topic-viewpoint associations.

In many real world applications, labeled data are usually expensive to get, while there may be a large amount of unlabeled data. To reduce the labeling cost, active learning attempts to discover the most informative data points for labeling. Recently, Optimal Experimental Design (OED) techniques have attracted an increasing amount of attention. OED is concerned with the design of experiments that minimizes variances of a parameterized model. Typical design criteria include D-, A-, and E-optimality. However, all these criteria are based on an ordinary linear regression model which aims to minimize the empirical error whereas the geometrical structure of the data space is not well respected. In this paper, we propose a novel optimal experimental design approach for active learning, called Laplacian G-Optimal Design (LapGOD), which considers both discriminating and geometrical structures. By using Laplacian Regularized Least Squares which incorporates manifold regularization into linear regression, our proposed algorithm selects those data points that minimizes the maximum variance of the predicted values on the data manifold. We also extend our algorithm to nonlinear case by using kernel trick. The experimental results on various image databases have shown that our proposed LapGOD active learning algorithm can significantly enhance the classification accuracy if the selected data points are used as training data.