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gp2Scale: A Class of Compactly-Supported Non-Stationary Kernels and Distributed Computing for Exact Gaussian Processes on 10 Million Data Points

Noack, Marcus M., Risser, Mark D., Luo, Hengrui, Tekriwal, Vardaan, Pandolfi, Ronald J.

arXiv.org Artificial Intelligence

Despite a large corpus of recent work on scaling up Gaussian processes, a stubborn trade-off between computational speed, prediction and uncertainty quantification accuracy, and customizability persists. This is because the vast majority of existing methodologies exploit various levels of approximations that lower accuracy and limit the flexibility of kernel and noise-model designs -- an unacceptable drawback at a time when expressive non-stationary kernels are on the rise in many fields. Here, we propose a methodology we term \emph{gp2Scale} that scales exact Gaussian processes to more than 10 million data points without relying on inducing points, kernel interpolation, or neighborhood-based approximations, and instead leveraging the existing capabilities of a GP: its kernel design. Highly flexible, compactly supported, and non-stationary kernels lead to the identification of naturally occurring sparse structure in the covariance matrix, which is then exploited for the calculations of the linear system solution and the log-determinant for training. We demonstrate our method's functionality on several real-world datasets and compare it with state-of-the-art approximation algorithms. Although we show superior approximation performance in many cases, the method's real power lies in its agnosticism toward arbitrary GP customizations -- core kernel design, noise, and mean functions -- and the type of input space, making it optimally suited for modern Gaussian process applications.


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Neural Information Processing Systems

First provide a summary of the paper, and then address the following criteria: Quality, clarity, originality and significance. This paper presents two very natural methods for searching for Bayesian networks of treewidth <= k. The exact method uses a MILP to search jointly over (Bayesian network, elimination order, chordal graph induced by elimination on the moralized network). The approximate method repeatedly samples a random k-tree and then uses dynamic programming or sampling to find the best network whose moralization is a subgraph of the k-tree (any network of treewidth <= k can be obtained in this way). The paper is clear and the methods seem like textbook material.



Advances in Learning Bayesian Networks of Bounded Treewidth

Neural Information Processing Systems

This work presents novel algorithms for learning Bayesian networks of bounded treewidth. Both exact and approximate methods are developed. The exact method combines mixed integer linear programming formulations for structure learning and treewidth computation. The approximate method consists in sampling k-trees (maximal graphs of treewidth k), and subsequently selecting, exactly or approximately, the best structure whose moral graph is a subgraph of that k-tree. The approaches are empirically compared to each other and to state-of-the-art methods on a collection of public data sets with up to 100 variables.


Advances in Learning Bayesian Networks of Bounded Treewidth

Neural Information Processing Systems

This work presents novel algorithms for learning Bayesian networks of bounded treewidth. Both exact and approximate methods are developed. The exact method combines mixed integer linear programming formulations for structure learning and treewidth computation. The approximate method consists in sampling k-trees (maximal graphs of treewidth k), and subsequently selecting, exactly or approximately, the best structure whose moral graph is a subgraph of that k-tree. The approaches are empirically compared to each other and to state-of-the-art methods on a collection of public data sets with up to 100 variables.


Connectivity Preserving Decentralized UAV Swarm Navigation in Obstacle-laden Environments without Explicit Communication

Palani, Thiviyathinesvaran, Fukushima, Hiroaki, Izuhara, Shunsuke

arXiv.org Artificial Intelligence

This paper presents a novel control method for a group of UAVs in obstacle-laden environments while preserving sensing network connectivity without data transmission between the UAVs. By leveraging constraints rooted in control barrier functions (CBFs), the proposed method aims to overcome the limitations, such as oscillatory behaviors and frequent constraint violations, of the existing method based on artificial potential fields (APFs). More specifically, the proposed method first determines desired control inputs by considering CBF-based constraints rather than repulsive APFs. The desired inputs are then minimally modified by solving a numerical optimization problem with soft constraints. In addition to the optimization-based method, we present an approximate method without numerical optimization. The effectiveness of the proposed methods is evaluated by extensive simulations to compare the performance of the CBF-based methods with an APF-based approach. Experimental results using real quadrotors are also presented.


Machine Learning and Constraint Programming for Efficient Healthcare Scheduling

Said, Aymen Ben, Mouhoub, Malek

arXiv.org Artificial Intelligence

Solving combinatorial optimization problems involve satisfying a set of hard constraints while optimizing some objectives. In this context, exact or approximate methods can be used. While exact methods guarantee the optimal solution, they often come with an exponential running time as opposed to approximate methods that trade the solutions quality for a better running time. In this context, we tackle the Nurse Scheduling Problem (NSP). The NSP consist in assigning nurses to daily shifts within a planning horizon such that workload constraints are satisfied while hospitals costs and nurses preferences are optimized. To solve the NSP, we propose implicit and explicit approaches. In the implicit solving approach, we rely on Machine Learning methods using historical data to learn and generate new solutions through the constraints and objectives that may be embedded in the learned patterns. To quantify the quality of using our implicit approach in capturing the embedded constraints and objectives, we rely on the Frobenius Norm, a quality measure used to compute the average error between the generated solutions and historical data. To compensate for the uncertainty related to the implicit approach given that the constraints and objectives may not be concretely visible in the produced solutions, we propose an alternative explicit approach where we first model the NSP using the Constraint Satisfaction Problem (CSP) framework. Then we develop Stochastic Local Search methods and a new Branch and Bound algorithm enhanced with constraint propagation techniques and variables/values ordering heuristics. Since our implicit approach may not guarantee the feasibility or optimality of the generated solution, we propose a data-driven approach to passively learn the NSP as a constraint network. The learned constraint network, formulated as a CSP, will then be solved using the methods we listed earlier.


Representation Learning for Frequent Subgraph Mining

Ying, Rex, Fu, Tianyu, Wang, Andrew, You, Jiaxuan, Wang, Yu, Leskovec, Jure

arXiv.org Artificial Intelligence

Identifying frequent subgraphs, also called network motifs, is crucial in analyzing and predicting properties of real-world networks. However, finding large commonly-occurring motifs remains a challenging problem not only due to its NP-hard subroutine of subgraph counting, but also the exponential growth of the number of possible subgraphs patterns. Here we present Subgraph Pattern Miner (SPMiner), a novel neural approach for approximately finding frequent subgraphs in a large target graph. SPMiner combines graph neural networks, order embedding space, and an efficient search strategy to identify network subgraph patterns that appear most frequently in the target graph. SPMiner first decomposes the target graph into many overlapping subgraphs and then encodes each subgraph into an order embedding space. SPMiner then uses a monotonic walk in the order embedding space to identify frequent motifs. Compared to existing approaches and possible neural alternatives, SPMiner is more accurate, faster, and more scalable. For 5- and 6-node motifs, we show that SPMiner can almost perfectly identify the most frequent motifs while being 100x faster than exact enumeration methods. In addition, SPMiner can also reliably identify frequent 10-node motifs, which is well beyond the size limit of exact enumeration approaches. And last, we show that SPMiner can find large up to 20 node motifs with 10-100x higher frequency than those found by current approximate methods.


Expectation propagation for the smoothing distribution in dynamic probit

Anceschi, Niccolò, Fasano, Augusto, Rebaudo, Giovanni

arXiv.org Machine Learning

The smoothing distribution of dynamic probit models with Gaussian state dynamics was recently proved to belong to the unified skew-normal family. Although this is computationally tractable in small-to-moderate settings, it may become computationally impractical in higher dimensions. In this work, adapting a recent more general class of expectation propagation (EP) algorithms, we derive an efficient EP routine to perform inference for such a distribution. We show that the proposed approximation leads to accuracy gains over available approximate algorithms in a financial illustration.