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On the Geometry of Separation in Finite Gaussian Mixtures

arXiv.org Machine Learning

We study an open problem of understanding the effects of the minimum component separation on the convergence rates of parameter estimation in finite Gaussian mixtures. We address this by developing a unified geometric framework based on novel Hellinger lower bounds that directly relate discrepancies between mixture densities directly to Wasserstein distances between their underlying mixing measures, with explicit dependence on both the minimum separation and the minimum weight. Our approach combines carefully designed interpolation polynomials with confluent divided difference techniques to construct specialized moment-extraction test functions. When the number of components is known, these bounds uncover a localization phenomenon: the separation complexity is driven strictly by the spatial configuration of mixture components, namely, whether they are concentrated in a single cluster, partitioned into multiple clusters separated by a macroscopic gap, or arranged without any structural constraints. On the other hand, when the number of components becomes unknown and is over-specified, the separation complexity is slightly reduced, while the minimum mixture weight disappears entirely from the convergence rates due to a transition from first-order to second-order Wasserstein geometry. As a consequence, we obtain separation-dependent convergence rates that continuously interpolate between point-wise and uniform estimation regimes, thereby settling the fundamental limits of parameter recovery in finite Gaussian mixtures.


Percentile Criterion Optimization in Offline Reinforcement Learning

Neural Information Processing Systems

In reinforcement learning, robust policies for high-stakes decision-making problems with limited data are usually computed by optimizing the percentile criterion. The percentile criterion is approximately solved by constructing an ambiguity set that contains the true model with high probability and optimizing the policy for the worst model in the set. Since the percentile criterion is non-convex, constructing ambiguity sets is often challenging. Existing work uses Bayesian credible regions as ambiguity sets, but they are often unnecessarily large and result in learning overly conservative policies. To overcome these shortcomings, we propose a novel Valueat-Risk based dynamic programming algorithm to optimize the percentile criterion without explicitly constructing any ambiguity sets. Our theoretical and empirical results show that our algorithm implicitly constructs much smaller ambiguity sets and learns less conservative robust policies.


Predicted Variables in Programming

arXiv.org Machine Learning

We present Predicted Variables (PVars), an approach to making machine learning (ML) a first class citizen in programming languages. There is a growing divide in approaches to building systems: using human experts (e.g. programming) on the one hand, and using behavior learned from data (e.g. ML) on the other hand. PVars aim to make ML in programming as easy as `if' statements and with that hybridize ML with programming. We leverage the existing concept of variables and create a new type, a predicted variable. PVars are akin to native variables with one important distinction: PVars determine their value using ML when evaluated. We describe PVars and their interface, how they can be used in programming, and demonstrate the feasibility of our approach on three algorithmic problems: binary search, Quicksort, and caches. We show experimentally that PVars are able to improve over the commonly used heuristics and lead to a better performance than the original algorithms. As opposed to previous work applying ML to algorithmic problems, PVars have the advantage that they can be used within the existing frameworks and do not require the existing domain knowledge to be replaced. PVars allow for a seamless integration of ML into existing systems and algorithms. Our PVars implementation currently relies on standard Reinforcement Learning (RL) methods. To learn faster, PVars use the heuristic function, which they are replacing, as an initial function. We show that PVars quickly pick up the behavior of the initial function and then improve performance beyond that without ever performing substantially worse -- allowing for a safe deployment in critical applications.


Neural Network Implementation Approaches for the Connection Machine

Neural Information Processing Systems

Two approaches are described which allow parallel computation of a model's nonlinear functions, parallel modification of a model's weights, and parallel propagation of a model's activation and error. Each approach also allows a model's interconnect structure to be physically dynamic. A Hopfield model is implemented with each approach at six sizes over the same number of CM processors to provide a performance comparison. INTRODUCflON Simulations of neural network models on digital computers perform various computations by applying linear or nonlinear functions, defined in a program, to weighted sums of integer or real numbers retrieved and stored by array reference. The numerical values are model dependent parameters like time averaged spiking frequency (activation), synaptic efficacy (weight), the error in error back propagation models, and computational temperature in thermodynamic models. The interconnect structure of a particular model is implied by indexing relationships between arrays defined in a program. On the Connection Machine (CM), these relationships are expressed in hardware processors interconnected by a 16-dimensional hypercube communication network. Mappings are constructed to defme higher dimensional interconnectivity between processors on top of the fundamental geometry of the communication network.


Neural Network Implementation Approaches for the Connection Machine

Neural Information Processing Systems

Two approaches are described which allow parallel computation of a model's nonlinear functions, parallel modification of a model's weights, and parallel propagation of a model's activation and error. Each approach also allows a model's interconnect structure to be physically dynamic. A Hopfield model is implemented with each approach at six sizes over the same number of CM processors to provide a performance comparison. INTRODUCflON Simulations of neural network models on digital computers perform various computations by applying linear or nonlinear functions, defined in a program, to weighted sums of integer or real numbers retrieved and stored by array reference. The numerical values are model dependent parameters like time averaged spiking frequency (activation), synaptic efficacy (weight), the error in error back propagation models, and computational temperature in thermodynamic models. The interconnect structure of a particular model is implied by indexing relationships between arrays defined in a program. On the Connection Machine (CM), these relationships are expressed in hardware processors interconnected by a 16-dimensional hypercube communication network. Mappings are constructed to defme higher dimensional interconnectivity between processors on top of the fundamental geometry of the communication network.


Neural Network Implementation Approaches for the Connection Machine

Neural Information Processing Systems

Two approaches are described which allow parallel computation of a model's nonlinear functions, parallel modification of a model's weights, and parallel propagation of a model's activation and error. Each approach also allows a model's interconnect structure to be physically dynamic. A Hopfield model is implemented with each approach at six sizes over the same number of CM processors to provide a performance comparison. INTRODUCflON Simulations of neural network models on digital computers perform various computations by applying linear or nonlinear functions, defined in a program, to weighted sums of integer or real numbers retrieved and stored by array reference. The numerical values are model dependent parameters like time averaged spiking frequency (activation), synaptic efficacy (weight), the error in error back propagation models, and computational temperature in thermodynamic models. The interconnect structure of a particular model is implied by indexing relationships between arrays defined in a program. On the Connection Machine (CM), these relationships are expressed in hardware processors interconnected by a 16-dimensional hypercube communication network. Mappings are constructed to defme higher dimensional interconnectivity between processors on top of the fundamental geometry of the communication network.