This paper considers a challenging problem of identifying a causal graphical model under the presence of latent variables. While various identifiability conditions have been proposed in the literature, they often require multiple pure children per latent variable or restrictions on the latent causal graph. Furthermore, it is common for all observed variables to exhibit the same modality. Consequently, the existing identifiability conditions are often too stringent for complex real-world data. We consider a general nonparametric measurement model with arbitrary observed variable types and binary latent variables, and propose a double triangular graphical condition that guarantees identifiability of the entire causal graphical model. The proposed condition significantly relaxes the popular pure children condition. We also establish necessary conditions for identifiability and provide valuable insights into fundamental limits of identifiability. Simulation studies verify that latent structures satisfying our conditions can be accurately estimated from data.

Deep kernel processes are a recently introduced class of deep Bayesian models that have the flexibility of neural networks, but work entirely with Gram matrices. They operate by alternately sampling a Gram matrix from a distribution over positive semi-definite matrices, and applying a deterministic transformation. When the distribution is chosen to be Wishart, the model is called a deep Wishart process (DWP). This particular model is of interest because its prior is equivalent to a deep Gaussian process (DGP) prior, but at the same time it is invariant to rotational symmetries, leading to a simpler posterior distribution. Practical inference in the DWP was made possible in recent work ("A variational approximate posterior for the deep Wishart process" Ober and Aitchison 2021a) where the authors used a generalisation of the Bartlett decomposition of the Wishart distribution as the variational approximate posterior. However, predictive performance in that paper was less impressive than one might expect, with the DWP only beating a DGP on a few of the UCI datasets used for comparison. In this paper, we show that further generalising their distribution to allow linear combinations of rows and columns in the Bartlett decomposition results in better predictive performance, while incurring negligible additional computation cost.

Differential drive robots that can be modeled as a kinematic unicycle are a standard mobile base platform for many service and logistics robots. Safe and smooth autonomous motion around obstacles is a crucial skill for unicycle robots to perform diverse tasks in complex environments. A classical control approach for unicycle control is feedback linearization using a headway point at a fixed headway distance in front of the unicycle. The unicycle headway control brings the headway point to a desired goal location by embedding a linear headway reference dynamics, which often results in an undesired offset for the actual unicycle position. In this paper, we introduce a new unicycle headway control approach with an adaptive headway distance that overcomes this limitation, i.e., when the headway point reaches the goal the unicycle position is also at the goal. By systematically analyzing the closed-loop unicycle motion under the adaptive headway controller, we design analytical feedback motion prediction methods that bound the closed-loop unicycle position trajectory and so can be effectively used for safety assessment and safe unicycle motion design around obstacles. We present an application of adaptive headway motion control and motion prediction for safe unicycle path following around obstacles in numerical simulations.

Gaussian process (GP) priors are non-parametric generative models with appealing modelling properties for Bayesian inference: they can model non-linear relationships through noisy observations, have closed-form expressions for training and inference, and are governed by interpretable hyperparameters. However, GP models rely on Gaussianity, an assumption that does not hold in several real-world scenarios, e.g., when observations are bounded or have extreme-value dependencies, a natural phenomenon in physics, finance and social sciences. Although beyond-Gaussian stochastic processes have caught the attention of the GP community, a principled definition and rigorous treatment is still lacking. In this regard, we propose a methodology to construct stochastic processes, which include GPs, warped GPs, Student-t processes and several others under a single unified approach. We also provide formulas and algorithms for training and inference of the proposed models in the regression problem. Our approach is inspired by layers-based models, where each proposed layer changes a specific property over the generated stochastic process. That, in turn, allows us to push-forward a standard Gaussian white noise prior towards other more expressive stochastic processes, for which marginals and copulas need not be Gaussian, while retaining the appealing properties of GPs. We validate the proposed model through experiments with real-world data.

In this tutorial, you will learn how to use Cyclical Learning Rates (CLR) and Keras to train your own neural networks. Using Cyclical Learning Rates you can dramatically reduce the number of experiments required to tune and find an optimal learning rate for your model. Last week we discussed the concept of learning rate schedules and how we can decay and decrease our learning rate over time according to a set function (i.e., linear, polynomial, or step decrease). Cyclical Learning Rates take a different approach. In practice, using Cyclical Learning Rates leads to faster convergence and with fewer experiments/hyperparameter updates.

We propose a new way of constructing invertible neural networks by combining simple building blocks with a novel set of composition rules. This leads to a rich set of invertible architectures, including those similar to ResNets. Inversion is achieved with a locally convergent iterative procedure that is parallelizable and very fast in practice. Additionally, the determinant of the Jacobian can be computed analytically and efficiently, enabling their generative use as flow models. To demonstrate their flexibility, we show that our invertible neural networks are competitive with ResNets on MNIST and CIFAR-10 classification. When trained as generative models, our invertible networks achieve new state-of-the-art likelihoods on MNIST, CIFAR-10 and ImageNet 32 32, with bits per dimension of 0.98, 3.32 and 4.06 respectively.

The creation and performance of music has inspired AI researchers since the very early times of artificial intelligence [8, 13, 10], and there is today a rich literature of computational approaches to music [11], including AI systems for music composition [3] and improvisation [2]. As pointed out by Thom [15], however, these systems rarely focus on the spontanous interaction between the human and the artificial musicians. We claim that such interaction demands a combination of reactivity and anticipation, that is, the ability to act now based on a predictive model of the companion player [12]. This paper reports our initial steps in the generation of collaborative human-machine music performance, as a special case of the more general problem of anticipation and creative processes in mixed human-robot, or anthrobotic systems [4]. We consider a simple case study of a duo consisting of a human pianist accompained by an off-the-shelf virtual drummer, and we design an AI system to control the key perfomance parameters of the virtual drummer (patterns, intensity, complexity, fills, and so on) as a function of what the human pianist is playing. The AI system is knowledge-based: it relies on an internal model represented by means of fuzzy logic.

Finding the structure of a graphical model has been received much attention in many fields. Recently, it is reported that the non-Gaussianity of data enables us to identify the structure of a directed acyclic graph without any prior knowledge on the structure. In this paper, we propose a novel non-Gaussianity based algorithm for more general type of models; chain graphs. The algorithm finds an ordering of the disjoint subsets of variables by iteratively evaluating the independence between the variable subset and the residuals when the remaining variables are regressed on those. However, its computational cost grows exponentially according to the number of variables. Therefore, we further discuss an efficient approximate approach for applying the algorithm to large sized graphs. We illustrate the algorithm with artificial and real-world datasets.

In this paper we present a novel approach to learn directed acyclic graphs (DAG) and factor models within the same framework while also allowing for model comparison between them. For this purpose, we exploit the connection between factor models and DAGs to propose Bayesian hierarchies based on spike and slab priors to promote sparsity, heavy-tailed priors to ensure identifiability and predictive densities to perform the model comparison. We require identifiability to be able to produce variable orderings leading to valid DAGs and sparsity to learn the structures. The effectiveness of our approach is demonstrated through extensive experiments on artificial and biological data showing that our approach outperform a number of state of the art methods.