Accelerating ABC methods using Gaussian processes Machine Learning

Approximate Bayesian computation (ABC) methods are used to approximate posterior distributions using simulation rather than likelihood calculations. We introduce Gaussian process (GP) accelerated ABC, which we show can significantly reduce the number of simulations required. As computational resource is usually the main determinant of accuracy in ABC, GP-accelerated methods can thus enable more accurate inference in some models. GP models of the unknown log-likelihood function are used to exploit continuity and smoothness, reducing the required computation. We use a sequence of models that increase in accuracy, using intermediate models to rule out regions of the parameter space as implausible. The methods will not be suitable for all problems, but when they can be used, can result in significant computational savings. For the Ricker model, we are able to achieve accurate approximations to the posterior distribution using a factor of 100 fewer simulator evaluations than comparable Monte Carlo approaches, and for a population genetics model we are able to approximate the exact posterior for the first time.

A Supervised Goal Directed Algorithm in Economical Choice Behaviour: An Actor-Critic Approach Artificial Intelligence

This paper aims to find an algorithmic structure that affords to predict and explain economical choice behaviour particularly under uncertainty(random policies) by manipulating the prevalent Actor-Critic learning method to comply with the requirements we have been entrusted ever since the field of neuroeconomics dawned on us. Whilst skimming some basics of neuroeconomics that seem relevant to our discussion, we will try to outline some of the important works which have so far been done to simulate choice making processes. Concerning neurological findings that suggest the existence of two specific functions that are executed through Basal Ganglia all the way up to sub- cortical areas, namely 'rewards' and 'beliefs', we will offer a modified version of actor/critic algorithm to shed a light on the relation between these functions and most importantly resolve what is referred to as a challenge for actor-critic algorithms, that is, the lack of inheritance or hierarchy which avoids the system being evolved in continuous time tasks whence the convergence might not be emerged.

Semi-Supervised Nonlinear Distance Metric Learning via Forests of Max-Margin Cluster Hierarchies Machine Learning

Metric learning is a key problem for many data mining and machine learning applications, and has long been dominated by Mahalanobis methods. Recent advances in nonlinear metric learning have demonstrated the potential power of non-Mahalanobis distance functions, particularly tree-based functions. We propose a novel nonlinear metric learning method that uses an iterative, hierarchical variant of semi-supervised max-margin clustering to construct a forest of cluster hierarchies, where each individual hierarchy can be interpreted as a weak metric over the data. By introducing randomness during hierarchy training and combining the output of many of the resulting semi-random weak hierarchy metrics, we can obtain a powerful and robust nonlinear metric model. This method has two primary contributions: first, it is semi-supervised, incorporating information from both constrained and unconstrained points. Second, we take a relaxed approach to constraint satisfaction, allowing the method to satisfy different subsets of the constraints at different levels of the hierarchy rather than attempting to simultaneously satisfy all of them. This leads to a more robust learning algorithm. We compare our method to a number of state-of-the-art benchmarks on $k$-nearest neighbor classification, large-scale image retrieval and semi-supervised clustering problems, and find that our algorithm yields results comparable or superior to the state-of-the-art, and is significantly more robust to noise.

Swapping Variables for High-Dimensional Sparse Regression with Correlated Measurements Machine Learning

We consider the high-dimensional sparse linear regression problem of accurately estimating a sparse vector using a small number of linear measurements that are contaminated by noise. It is well known that the standard cadre of computationally tractable sparse regression algorithms---such as the Lasso, Orthogonal Matching Pursuit (OMP), and their extensions---perform poorly when the measurement matrix contains highly correlated columns. To address this shortcoming, we develop a simple greedy algorithm, called SWAP, that iteratively swaps variables until convergence. SWAP is surprisingly effective in handling measurement matrices with high correlations. In fact, we prove that SWAP outputs the true support, the locations of the non-zero entries in the sparse vector, under a relatively mild condition on the measurement matrix. Furthermore, we show that SWAP can be used to boost the performance of any sparse regression algorithm. We empirically demonstrate the advantages of SWAP by comparing it with several state-of-the-art sparse regression algorithms.

A Survey on Dynamic Job Scheduling in Grid Environment Based on Heuristic Algorithms Artificial Intelligence

Computational Grids are a new trend in distributed computing systems. They allow the sharing of geographically distributed resources in an efficient way, extending the boundaries of what we perceive as distributed computing. Various sciences can benefit from the use of grids to solve CPU-intensive problems, creating potential benefits to the entire society. Job scheduling is an integrated part of parallel and distributed computing. It allows selecting correct match of resource for a particular job and thus increases the job throughput and utilization of resources. Job should be scheduled in an automatic way to make the system more reliable, accessible and less sensitive to subsystem failures. This paper provides a survey on various heuristic algorithms, used for scheduling in grid.

Scaling Nonparametric Bayesian Inference via Subsample-Annealing Machine Learning

We describe an adaptation of the simulated annealing algorithm to nonparametric clustering and related probabilistic models. This new algorithm learns nonparametric latent structure over a growing and constantly churning subsample of training data, where the portion of data subsampled can be interpreted as the inverse temperature beta(t) in an annealing schedule. Gibbs sampling at high temperature (i.e., with a very small subsample) can more quickly explore sketches of the final latent state by (a) making longer jumps around latent space (as in block Gibbs) and (b) lowering energy barriers (as in simulated annealing). We prove subsample annealing speeds up mixing time N^2 -> N in a simple clustering model and exp(N) -> N in another class of models, where N is data size. Empirically subsample-annealing outperforms naive Gibbs sampling in accuracy-per-wallclock time, and can scale to larger datasets and deeper hierarchical models. We demonstrate improved inference on million-row subsamples of US Census data and network log data and a 307-row hospital rating dataset, using a Pitman-Yor generalization of the Cross Categorization model.

Information Aggregation in Exponential Family Markets Machine Learning

We consider the design of prediction market mechanisms known as automated market makers. We show that we can design these mechanisms via the mold of \emph{exponential family distributions}, a popular and well-studied probability distribution template used in statistics. We give a full development of this relationship and explore a range of benefits. We draw connections between the information aggregation of market prices and the belief aggregation of learning agents that rely on exponential family distributions. We develop a very natural analysis of the market behavior as well as the price equilibrium under the assumption that the traders exhibit risk aversion according to exponential utility. We also consider similar aspects under alternative models, such as when traders are budget constrained.

Important Molecular Descriptors Selection Using Self Tuned Reweighted Sampling Method for Prediction of Antituberculosis Activity Machine Learning

In this paper, a new descriptor selection method for selecting an optimal combination of important descriptors of sulfonamide derivatives data, named self tuned reweighted sampling (STRS), is developed. descriptors are defined as the descriptors with large absolute coefficients in a multivariate linear regression model such as partial least squares(PLS). In this study, the absolute values of regression coefficients of PLS model are used as an index for evaluating the importance of each descriptor Then, based on the importance level of each descriptor, STRS sequentially selects N subsets of descriptors from N Monte Carlo (MC) sampling runs in an iterative and competitive manner. In each sampling run, a fixed ratio (e.g. 80%) of samples is first randomly selected to establish a regresson model. Next, based on the regression coefficients, a two-step procedure including rapidly decreasing function (RDF) based enforced descriptor selection and self tuned sampling (STS) based competitive descriptor selection is adopted to select the important descriptorss. After running the loops, a number of subsets of descriptors are obtained and root mean squared error of cross validation (RMSECV) of PLS models established with subsets of descriptors is computed. The subset of descriptors with the lowest RMSECV is considered as the optimal descriptor subset. The performance of the proposed algorithm is evaluated by sulfanomide derivative dataset. The results reveal an good characteristic of STRS that it can usually locate an optimal combination of some important descriptors which are interpretable to the biologically of interest. Additionally, our study shows that better prediction is obtained by STRS when compared to full descriptor set PLS modeling, Monte Carlo uninformative variable elimination (MC-UVE).

Le Cam meets LeCun: Deficiency and Generic Feature Learning Machine Learning

"Deep Learning" methods attempt to learn generic features in an unsupervised fashion from a large unlabelled data set. These generic features should perform as well as the best hand crafted features for any learning problem that makes use of this data. We provide a definition of generic features, characterize when it is possible to learn them and provide methods closely related to the autoencoder and deep belief network of deep learning. In order to do so we use the notion of deficiency and illustrate its value in studying certain general learning problems.

An Algorithm for Training Polynomial Networks Artificial Intelligence

We consider deep neural networks, in which the output of each node is a quadratic function of its inputs. Similar to other deep architectures, these networks can compactly represent any function on a finite training set. The main goal of this paper is the derivation of an efficient layer-by-layer algorithm for training such networks, which we denote as the \emph{Basis Learner}. The algorithm is a universal learner in the sense that the training error is guaranteed to decrease at every iteration, and can eventually reach zero under mild conditions. We present practical implementations of this algorithm, as well as preliminary experimental results. We also compare our deep architecture to other shallow architectures for learning polynomials, in particular kernel learning.