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2,500
Ensembles of Random Sphere Cover Classifiers
cs.LG
We propose and evaluate alternative ensemble schemes for a new instance based learning classifier, the Randomised Sphere Cover (RSC) classifier. RSC fuses instances into spheres, then bases classification on distance to spheres rather than distance to instances. The randomised nature of RSC makes it ideal for use in en...
computer science
2,501
Tight Regret Bounds for Stochastic Combinatorial Semi-Bandits
cs.LG
A stochastic combinatorial semi-bandit is an online learning problem where at each step a learning agent chooses a subset of ground items subject to constraints, and then observes stochastic weights of these items and receives their sum as a payoff. In this paper, we close the problem of computationally and sample effi...
computer science
2,502
On the Computational Efficiency of Training Neural Networks
cs.LG
It is well-known that neural networks are computationally hard to train. On the other hand, in practice, modern day neural networks are trained efficiently using SGD and a variety of tricks that include different activation functions (e.g. ReLU), over-specification (i.e., train networks which are larger than needed), a...
computer science
2,503
Trend Filtering on Graphs
stat.ML
We introduce a family of adaptive estimators on graphs, based on penalizing the $\ell_1$ norm of discrete graph differences. This generalizes the idea of trend filtering [Kim et al. (2009), Tibshirani (2014)], used for univariate nonparametric regression, to graphs. Analogous to the univariate case, graph trend filteri...
computer science
2,504
Diversifying Sparsity Using Variational Determinantal Point Processes
cs.LG
We propose a novel diverse feature selection method based on determinantal point processes (DPPs). Our model enables one to flexibly define diversity based on the covariance of features (similar to orthogonal matching pursuit) or alternatively based on side information. We introduce our approach in the context of Bayes...
computer science
2,505
Pattern Decomposition with Complex Combinatorial Constraints: Application to Materials Discovery
cs.AI
Identifying important components or factors in large amounts of noisy data is a key problem in machine learning and data mining. Motivated by a pattern decomposition problem in materials discovery, aimed at discovering new materials for renewable energy, e.g. for fuel and solar cells, we introduce CombiFD, a framework ...
computer science
2,506
Hierarchical Mixture-of-Experts Model for Large-Scale Gaussian Process Regression
stat.ML
We propose a practical and scalable Gaussian process model for large-scale nonlinear probabilistic regression. Our mixture-of-experts model is conceptually simple and hierarchically recombines computations for an overall approximation of a full Gaussian process. Closed-form and distributed computations allow for effici...
computer science
2,507
Example Selection For Dictionary Learning
cs.LG
In unsupervised learning, an unbiased uniform sampling strategy is typically used, in order that the learned features faithfully encode the statistical structure of the training data. In this work, we explore whether active example selection strategies - algorithms that select which examples to use, based on the curren...
computer science
2,508
Value Iteration with Options and State Aggregation
cs.AI
This paper presents a way of solving Markov Decision Processes that combines state abstraction and temporal abstraction. Specifically, we combine state aggregation with the options framework and demonstrate that they work well together and indeed it is only after one combines the two that the full benefit of each is re...
computer science
2,509
Structure Learning in Bayesian Networks of Moderate Size by Efficient Sampling
cs.AI
We study the Bayesian model averaging approach to learning Bayesian network structures (DAGs) from data. We develop new algorithms including the first algorithm that is able to efficiently sample DAGs according to the exact structure posterior. The DAG samples can then be used to construct estimators for the posterior ...
computer science
2,510
An efficient algorithm for contextual bandits with knapsacks, and an extension to concave objectives
cs.LG
We consider a contextual version of multi-armed bandit problem with global knapsack constraints. In each round, the outcome of pulling an arm is a scalar reward and a resource consumption vector, both dependent on the context, and the global knapsack constraints require the total consumption for each resource to be bel...
computer science
2,511
On the Prior Sensitivity of Thompson Sampling
cs.LG
The empirically successful Thompson Sampling algorithm for stochastic bandits has drawn much interest in understanding its theoretical properties. One important benefit of the algorithm is that it allows domain knowledge to be conveniently encoded as a prior distribution to balance exploration and exploitation more eff...
computer science
2,512
A hybrid algorithm for Bayesian network structure learning with application to multi-label learning
stat.ML
We present a novel hybrid algorithm for Bayesian network structure learning, called H2PC. It first reconstructs the skeleton of a Bayesian network and then performs a Bayesian-scoring greedy hill-climbing search to orient the edges. The algorithm is based on divide-and-conquer constraint-based subroutines to learn the ...
computer science
2,513
Skopus: Mining top-k sequential patterns under leverage
cs.AI
This paper presents a framework for exact discovery of the top-k sequential patterns under Leverage. It combines (1) a novel definition of the expected support for a sequential pattern - a concept on which most interestingness measures directly rely - with (2) SkOPUS: a new branch-and-bound algorithm for the exact disc...
computer science
2,514
Exact and approximate inference in graphical models: variable elimination and beyond
stat.ML
Probabilistic graphical models offer a powerful framework to account for the dependence structure between variables, which is represented as a graph. However, the dependence between variables may render inference tasks intractable. In this paper we review techniques exploiting the graph structure for exact inference, b...
computer science
2,515
Fast Cross-Validation for Incremental Learning
stat.ML
Cross-validation (CV) is one of the main tools for performance estimation and parameter tuning in machine learning. The general recipe for computing CV estimate is to run a learning algorithm separately for each CV fold, a computationally expensive process. In this paper, we propose a new approach to reduce the computa...
computer science
2,516
An Empirical Evaluation of True Online TD(λ)
cs.AI
The true online TD({\lambda}) algorithm has recently been proposed (van Seijen and Sutton, 2014) as a universal replacement for the popular TD({\lambda}) algorithm, in temporal-difference learning and reinforcement learning. True online TD({\lambda}) has better theoretical properties than conventional TD({\lambda}), an...
computer science
2,517
FRULER: Fuzzy Rule Learning through Evolution for Regression
cs.LG
In regression problems, the use of TSK fuzzy systems is widely extended due to the precision of the obtained models. Moreover, the use of simple linear TSK models is a good choice in many real problems due to the easy understanding of the relationship between the output and input variables. In this paper we present FRU...
computer science
2,518
A Gauss-Newton Method for Markov Decision Processes
cs.AI
Approximate Newton methods are a standard optimization tool which aim to maintain the benefits of Newton's method, such as a fast rate of convergence, whilst alleviating its drawbacks, such as computationally expensive calculation or estimation of the inverse Hessian. In this work we investigate approximate Newton meth...
computer science
2,519
Clustering With Side Information: From a Probabilistic Model to a Deterministic Algorithm
stat.ML
In this paper, we propose a model-based clustering method (TVClust) that robustly incorporates noisy side information as soft-constraints and aims to seek a consensus between side information and the observed data. Our method is based on a nonparametric Bayesian hierarchical model that combines the probabilistic model ...
computer science
2,520
Semi-described and semi-supervised learning with Gaussian processes
stat.ML
Propagating input uncertainty through non-linear Gaussian process (GP) mappings is intractable. This hinders the task of training GPs using uncertain and partially observed inputs. In this paper we refer to this task as "semi-described learning". We then introduce a GP framework that solves both, the semi-described and...
computer science
2,521
Quantization based Fast Inner Product Search
cs.AI
We propose a quantization based approach for fast approximate Maximum Inner Product Search (MIPS). Each database vector is quantized in multiple subspaces via a set of codebooks, learned directly by minimizing the inner product quantization error. Then, the inner product of a query to a database vector is approximated ...
computer science
2,522
Optimization of anemia treatment in hemodialysis patients via reinforcement learning
stat.ML
Objective: Anemia is a frequent comorbidity in hemodialysis patients that can be successfully treated by administering erythropoiesis-stimulating agents (ESAs). ESAs dosing is currently based on clinical protocols that often do not account for the high inter- and intra-individual variability in the patient's response. ...
computer science
2,523
Variational Information Maximisation for Intrinsically Motivated Reinforcement Learning
stat.ML
The mutual information is a core statistical quantity that has applications in all areas of machine learning, whether this is in training of density models over multiple data modalities, in maximising the efficiency of noisy transmission channels, or when learning behaviour policies for exploration by artificial agents...
computer science
2,524
Client Profiling for an Anti-Money Laundering System
cs.LG
We present a data mining approach for profiling bank clients in order to support the process of detection of anti-money laundering operations. We first present the overall system architecture, and then focus on the relevant component for this paper. We detail the experiments performed on real world data from a financia...
computer science
2,525
Context-Aware Bandits
cs.LG
We propose an efficient Context-Aware clustering of Bandits (CAB) algorithm, which can capture collaborative effects. CAB can be easily deployed in a real-world recommendation system, where multi-armed bandits have been shown to perform well in particular with respect to the cold-start problem. CAB utilizes a context-a...
computer science
2,526
Holographic Embeddings of Knowledge Graphs
cs.AI
Learning embeddings of entities and relations is an efficient and versatile method to perform machine learning on relational data such as knowledge graphs. In this work, we propose holographic embeddings (HolE) to learn compositional vector space representations of entire knowledge graphs. The proposed method is relate...
computer science
2,527
The Human Kernel
cs.LG
Bayesian nonparametric models, such as Gaussian processes, provide a compelling framework for automatic statistical modelling: these models have a high degree of flexibility, and automatically calibrated complexity. However, automating human expertise remains elusive; for example, Gaussian processes with standard kerne...
computer science
2,528
Sample Complexity of Episodic Fixed-Horizon Reinforcement Learning
stat.ML
Recently, there has been significant progress in understanding reinforcement learning in discounted infinite-horizon Markov decision processes (MDPs) by deriving tight sample complexity bounds. However, in many real-world applications, an interactive learning agent operates for a fixed or bounded period of time, for ex...
computer science
2,529
Train and Test Tightness of LP Relaxations in Structured Prediction
stat.ML
Structured prediction is used in areas such as computer vision and natural language processing to predict structured outputs such as segmentations or parse trees. In these settings, prediction is performed by MAP inference or, equivalently, by solving an integer linear program. Because of the complex scoring functions ...
computer science
2,530
Deep Kernel Learning
cs.LG
We introduce scalable deep kernels, which combine the structural properties of deep learning architectures with the non-parametric flexibility of kernel methods. Specifically, we transform the inputs of a spectral mixture base kernel with a deep architecture, using local kernel interpolation, inducing points, and struc...
computer science
2,531
Dynamic Sum Product Networks for Tractable Inference on Sequence Data (Extended Version)
cs.LG
Sum-Product Networks (SPN) have recently emerged as a new class of tractable probabilistic graphical models. Unlike Bayesian networks and Markov networks where inference may be exponential in the size of the network, inference in SPNs is in time linear in the size of the network. Since SPNs represent distributions over...
computer science
2,532
Bayesian Optimization with Dimension Scheduling: Application to Biological Systems
stat.ML
Bayesian Optimization (BO) is a data-efficient method for global black-box optimization of an expensive-to-evaluate fitness function. BO typically assumes that computation cost of BO is cheap, but experiments are time consuming or costly. In practice, this allows us to optimize ten or fewer critical parameters in up to...
computer science
2,533
Near-Optimal Active Learning of Multi-Output Gaussian Processes
stat.ML
This paper addresses the problem of active learning of a multi-output Gaussian process (MOGP) model representing multiple types of coexisting correlated environmental phenomena. In contrast to existing works, our active learning problem involves selecting not just the most informative sampling locations to be observed ...
computer science
2,534
Noisy Submodular Maximization via Adaptive Sampling with Applications to Crowdsourced Image Collection Summarization
cs.AI
We address the problem of maximizing an unknown submodular function that can only be accessed via noisy evaluations. Our work is motivated by the task of summarizing content, e.g., image collections, by leveraging users' feedback in form of clicks or ratings. For summarization tasks with the goal of maximizing coverage...
computer science
2,535
Unifying Decision Trees Split Criteria Using Tsallis Entropy
stat.ML
The construction of efficient and effective decision trees remains a key topic in machine learning because of their simplicity and flexibility. A lot of heuristic algorithms have been proposed to construct near-optimal decision trees. ID3, C4.5 and CART are classical decision tree algorithms and the split criteria they...
computer science
2,536
A Novel Regularized Principal Graph Learning Framework on Explicit Graph Representation
cs.AI
Many scientific datasets are of high dimension, and the analysis usually requires visual manipulation by retaining the most important structures of data. Principal curve is a widely used approach for this purpose. However, many existing methods work only for data with structures that are not self-intersected, which is ...
computer science
2,537
The Max $K$-Armed Bandit: PAC Lower Bounds and Efficient Algorithms
stat.ML
We consider the Max $K$-Armed Bandit problem, where a learning agent is faced with several stochastic arms, each a source of i.i.d. rewards of unknown distribution. At each time step the agent chooses an arm, and observes the reward of the obtained sample. Each sample is considered here as a separate item with the rewa...
computer science
2,538
On Clustering Time Series Using Euclidean Distance and Pearson Correlation
cs.LG
For time series comparisons, it has often been observed that z-score normalized Euclidean distances far outperform the unnormalized variant. In this paper we show that a z-score normalized, squared Euclidean Distance is, in fact, equal to a distance based on Pearson Correlation. This has profound impact on many distanc...
computer science
2,539
Engineering Safety in Machine Learning
stat.ML
Machine learning algorithms are increasingly influencing our decisions and interacting with us in all parts of our daily lives. Therefore, just like for power plants, highways, and myriad other engineered sociotechnical systems, we must consider the safety of systems involving machine learning. In this paper, we first ...
computer science
2,540
Greedy Deep Dictionary Learning
cs.LG
In this work we propose a new deep learning tool called deep dictionary learning. Multi-level dictionaries are learnt in a greedy fashion, one layer at a time. This requires solving a simple (shallow) dictionary learning problem, the solution to this is well known. We apply the proposed technique on some benchmark deep...
computer science
2,541
Adaptive Skills, Adaptive Partitions (ASAP)
cs.LG
We introduce the Adaptive Skills, Adaptive Partitions (ASAP) framework that (1) learns skills (i.e., temporally extended actions or options) as well as (2) where to apply them. We believe that both (1) and (2) are necessary for a truly general skill learning framework, which is a key building block needed to scale up t...
computer science
2,542
A Minimalistic Approach to Sum-Product Network Learning for Real Applications
cs.AI
Sum-Product Networks (SPNs) are a class of expressive yet tractable hierarchical graphical models. LearnSPN is a structure learning algorithm for SPNs that uses hierarchical co-clustering to simultaneously identifying similar entities and similar features. The original LearnSPN algorithm assumes that all the variables ...
computer science
2,543
Deep Exploration via Bootstrapped DQN
cs.LG
Efficient exploration in complex environments remains a major challenge for reinforcement learning. We propose bootstrapped DQN, a simple algorithm that explores in a computationally and statistically efficient manner through use of randomized value functions. Unlike dithering strategies such as epsilon-greedy explorat...
computer science
2,544
"Why Should I Trust You?": Explaining the Predictions of Any Classifier
cs.LG
Despite widespread adoption, machine learning models remain mostly black boxes. Understanding the reasons behind predictions is, however, quite important in assessing trust, which is fundamental if one plans to take action based on a prediction, or when choosing whether to deploy a new model. Such understanding also pr...
computer science
2,545
A Subsequence Interleaving Model for Sequential Pattern Mining
stat.ML
Recent sequential pattern mining methods have used the minimum description length (MDL) principle to define an encoding scheme which describes an algorithm for mining the most compressing patterns in a database. We present a novel subsequence interleaving model based on a probabilistic model of the sequence database, w...
computer science
2,546
Auxiliary Deep Generative Models
stat.ML
Deep generative models parameterized by neural networks have recently achieved state-of-the-art performance in unsupervised and semi-supervised learning. We extend deep generative models with auxiliary variables which improves the variational approximation. The auxiliary variables leave the generative model unchanged b...
computer science
2,547
Probably Approximately Correct Greedy Maximization
cs.AI
Submodular function maximization finds application in a variety of real-world decision-making problems. However, most existing methods, based on greedy maximization, assume it is computationally feasible to evaluate F, the function being maximized. Unfortunately, in many realistic settings F is too expensive to evaluat...
computer science
2,548
Thompson Sampling is Asymptotically Optimal in General Environments
cs.LG
We discuss a variant of Thompson sampling for nonparametric reinforcement learning in a countable classes of general stochastic environments. These environments can be non-Markov, non-ergodic, and partially observable. We show that Thompson sampling learns the environment class in the sense that (1) asymptotically its ...
computer science
2,549
Easy Monotonic Policy Iteration
cs.LG
A key problem in reinforcement learning for control with general function approximators (such as deep neural networks and other nonlinear functions) is that, for many algorithms employed in practice, updates to the policy or $Q$-function may fail to improve performance---or worse, actually cause the policy performance ...
computer science
2,550
Automatic Differentiation Variational Inference
stat.ML
Probabilistic modeling is iterative. A scientist posits a simple model, fits it to her data, refines it according to her analysis, and repeats. However, fitting complex models to large data is a bottleneck in this process. Deriving algorithms for new models can be both mathematically and computationally challenging, wh...
computer science
2,551
Active Algorithms For Preference Learning Problems with Multiple Populations
stat.ML
In this paper we model the problem of learning preferences of a population as an active learning problem. We propose an algorithm can adaptively choose pairs of items to show to users coming from a heterogeneous population, and use the obtained reward to decide which pair of items to show next. We provide computational...
computer science
2,552
Exploratory Gradient Boosting for Reinforcement Learning in Complex Domains
cs.AI
High-dimensional observations and complex real-world dynamics present major challenges in reinforcement learning for both function approximation and exploration. We address both of these challenges with two complementary techniques: First, we develop a gradient-boosting style, non-parametric function approximator for l...
computer science
2,553
Learning Network of Multivariate Hawkes Processes: A Time Series Approach
cs.LG
Learning the influence structure of multiple time series data is of great interest to many disciplines. This paper studies the problem of recovering the causal structure in network of multivariate linear Hawkes processes. In such processes, the occurrence of an event in one process affects the probability of occurrence...
computer science
2,554
One-Shot Generalization in Deep Generative Models
stat.ML
Humans have an impressive ability to reason about new concepts and experiences from just a single example. In particular, humans have an ability for one-shot generalization: an ability to encounter a new concept, understand its structure, and then be able to generate compelling alternative variations of the concept. We...
computer science
2,555
Debugging Machine Learning Tasks
cs.LG
Unlike traditional programs (such as operating systems or word processors) which have large amounts of code, machine learning tasks use programs with relatively small amounts of code (written in machine learning libraries), but voluminous amounts of data. Just like developers of traditional programs debug errors in the...
computer science
2,556
Towards Practical Bayesian Parameter and State Estimation
cs.AI
Joint state and parameter estimation is a core problem for dynamic Bayesian networks. Although modern probabilistic inference toolkits make it relatively easy to specify large and practically relevant probabilistic models, the silver bullet---an efficient and general online inference algorithm for such problems---remai...
computer science
2,557
Graph Clustering Bandits for Recommendation
stat.ML
We investigate an efficient context-dependent clustering technique for recommender systems based on exploration-exploitation strategies through multi-armed bandits over multiple users. Our algorithm dynamically groups users based on their observed behavioral similarity during a sequence of logged activities. In doing s...
computer science
2,558
A note on adjusting $R^2$ for using with cross-validation
cs.LG
We show how to adjust the coefficient of determination ($R^2$) when used for measuring predictive accuracy via leave-one-out cross-validation.
computer science
2,559
Energy Disaggregation for Real-Time Building Flexibility Detection
stat.ML
Energy is a limited resource which has to be managed wisely, taking into account both supply-demand matching and capacity constraints in the distribution grid. One aspect of the smart energy management at the building level is given by the problem of real-time detection of flexible demand available. In this paper we pr...
computer science
2,560
A constrained L1 minimization approach for estimating multiple Sparse Gaussian or Nonparanormal Graphical Models
cs.LG
Identifying context-specific entity networks from aggregated data is an important task, arising often in bioinformatics and neuroimaging. Computationally, this task can be formulated as jointly estimating multiple different, but related, sparse Undirected Graphical Models (UGM) from aggregated samples across several co...
computer science
2,561
Learning Representations for Counterfactual Inference
stat.ML
Observational studies are rising in importance due to the widespread accumulation of data in fields such as healthcare, education, employment and ecology. We consider the task of answering counterfactual questions such as, "Would this patient have lower blood sugar had she received a different medication?". We propose ...
computer science
2,562
Online Optimization Methods for the Quantification Problem
stat.ML
The estimation of class prevalence, i.e., the fraction of a population that belongs to a certain class, is a very useful tool in data analytics and learning, and finds applications in many domains such as sentiment analysis, epidemiology, etc. For example, in sentiment analysis, the objective is often not to estimate w...
computer science
2,563
Generalized Linear Models for Aggregated Data
stat.ML
Databases in domains such as healthcare are routinely released to the public in aggregated form. Unfortunately, naive modeling with aggregated data may significantly diminish the accuracy of inferences at the individual level. This paper addresses the scenario where features are provided at the individual level, but th...
computer science
2,564
Off-policy evaluation for slate recommendation
cs.LG
This paper studies the evaluation of policies that recommend an ordered set of items (e.g., a ranking) based on some context---a common scenario in web search, ads, and recommendation. We build on techniques from combinatorial bandits to introduce a new practical estimator that uses logged data to estimate a policy's p...
computer science
2,565
Learning Convolutional Neural Networks for Graphs
cs.LG
Numerous important problems can be framed as learning from graph data. We propose a framework for learning convolutional neural networks for arbitrary graphs. These graphs may be undirected, directed, and with both discrete and continuous node and edge attributes. Analogous to image-based convolutional networks that op...
computer science
2,566
Variational hybridization and transformation for large inaccurate noisy-or networks
cs.LG
Variational inference provides approximations to the computationally intractable posterior distribution in Bayesian networks. A prominent medical application of noisy-or Bayesian network is to infer potential diseases given observed symptoms. Previous studies focus on approximating a handful of complicated pathological...
computer science
2,567
Adversarial Delays in Online Strongly-Convex Optimization
cs.LG
We consider the problem of strongly-convex online optimization in presence of adversarial delays; in a T-iteration online game, the feedback of the player's query at time t is arbitrarily delayed by an adversary for d_t rounds and delivered before the game ends, at iteration t+d_t-1. Specifically for \algo{online-gradi...
computer science
2,568
Fast Bayesian Optimization of Machine Learning Hyperparameters on Large Datasets
cs.LG
Bayesian optimization has become a successful tool for hyperparameter optimization of machine learning algorithms, such as support vector machines or deep neural networks. Despite its success, for large datasets, training and validating a single configuration often takes hours, days, or even weeks, which limits the ach...
computer science
2,569
Alternating Optimisation and Quadrature for Robust Control
cs.LG
Bayesian optimisation has been successfully applied to a variety of reinforcement learning problems. However, the traditional approach for learning optimal policies in simulators does not utilise the opportunity to improve learning by adjusting certain environment variables: state features that are unobservable and ran...
computer science
2,570
Data Programming: Creating Large Training Sets, Quickly
stat.ML
Large labeled training sets are the critical building blocks of supervised learning methods and are key enablers of deep learning techniques. For some applications, creating labeled training sets is the most time-consuming and expensive part of applying machine learning. We therefore propose a paradigm for the programm...
computer science
2,571
Toward a general, scaleable framework for Bayesian teaching with applications to topic models
cs.LG
Machines, not humans, are the world's dominant knowledge accumulators but humans remain the dominant decision makers. Interpreting and disseminating the knowledge accumulated by machines requires expertise, time, and is prone to failure. The problem of how best to convey accumulated knowledge from computers to humans i...
computer science
2,572
Kronecker Determinantal Point Processes
cs.LG
Determinantal Point Processes (DPPs) are probabilistic models over all subsets a ground set of $N$ items. They have recently gained prominence in several applications that rely on "diverse" subsets. However, their applicability to large problems is still limited due to the $\mathcal O(N^3)$ complexity of core tasks suc...
computer science
2,573
Quantifying the probable approximation error of probabilistic inference programs
cs.AI
This paper introduces a new technique for quantifying the approximation error of a broad class of probabilistic inference programs, including ones based on both variational and Monte Carlo approaches. The key idea is to derive a subjective bound on the symmetrized KL divergence between the distribution achieved by an a...
computer science
2,574
Learning to Optimize
cs.LG
Algorithm design is a laborious process and often requires many iterations of ideation and validation. In this paper, we explore automating algorithm design and present a method to learn an optimization algorithm, which we believe to be the first method that can automatically discover a better algorithm. We approach th...
computer science
2,575
Active Long Term Memory Networks
cs.LG
Continual Learning in artificial neural networks suffers from interference and forgetting when different tasks are learned sequentially. This paper introduces the Active Long Term Memory Networks (A-LTM), a model of sequential multi-task deep learning that is able to maintain previously learned association between sens...
computer science
2,576
Safe and Efficient Off-Policy Reinforcement Learning
cs.LG
In this work, we take a fresh look at some old and new algorithms for off-policy, return-based reinforcement learning. Expressing these in a common form, we derive a novel algorithm, Retrace($\lambda$), with three desired properties: (1) it has low variance; (2) it safely uses samples collected from any behaviour polic...
computer science
2,577
Scan Order in Gibbs Sampling: Models in Which it Matters and Bounds on How Much
cs.LG
Gibbs sampling is a Markov Chain Monte Carlo sampling technique that iteratively samples variables from their conditional distributions. There are two common scan orders for the variables: random scan and systematic scan. Due to the benefits of locality in hardware, systematic scan is commonly used, even though most st...
computer science
2,578
Robust Probabilistic Modeling with Bayesian Data Reweighting
stat.ML
Probabilistic models analyze data by relying on a set of assumptions. Data that exhibit deviations from these assumptions can undermine inference and prediction quality. Robust models offer protection against mismatch between a model's assumptions and reality. We propose a way to systematically detect and mitigate mism...
computer science
2,579
Estimating individual treatment effect: generalization bounds and algorithms
stat.ML
There is intense interest in applying machine learning to problems of causal inference in fields such as healthcare, economics and education. In particular, individual-level causal inference has important applications such as precision medicine. We give a new theoretical analysis and family of algorithms for predicting...
computer science
2,580
The Parallel Knowledge Gradient Method for Batch Bayesian Optimization
stat.ML
In many applications of black-box optimization, one can evaluate multiple points simultaneously, e.g. when evaluating the performances of several different neural network architectures in a parallel computing environment. In this paper, we develop a novel batch Bayesian optimization algorithm --- the parallel knowledge...
computer science
2,581
Unsupervised Risk Estimation Using Only Conditional Independence Structure
cs.LG
We show how to estimate a model's test error from unlabeled data, on distributions very different from the training distribution, while assuming only that certain conditional independencies are preserved between train and test. We do not need to assume that the optimal predictor is the same between train and test, or t...
computer science
2,582
On the Expressive Power of Deep Neural Networks
stat.ML
We propose a new approach to the problem of neural network expressivity, which seeks to characterize how structural properties of a neural network family affect the functions it is able to compute. Our approach is based on an interrelated set of measures of expressivity, unified by the novel notion of trajectory length...
computer science
2,583
An Efficient Large-scale Semi-supervised Multi-label Classifier Capable of Handling Missing labels
cs.LG
Multi-label classification has received considerable interest in recent years. Multi-label classifiers have to address many problems including: handling large-scale datasets with many instances and a large set of labels, compensating missing label assignments in the training set, considering correlations between labels...
computer science
2,584
Complex Embeddings for Simple Link Prediction
cs.AI
In statistical relational learning, the link prediction problem is key to automatically understand the structure of large knowledge bases. As in previous studies, we propose to solve this problem through latent factorization. However, here we make use of complex valued embeddings. The composition of complex embeddings ...
computer science
2,585
A Learning Algorithm for Relational Logistic Regression: Preliminary Results
cs.AI
Relational logistic regression (RLR) is a representation of conditional probability in terms of weighted formulae for modelling multi-relational data. In this paper, we develop a learning algorithm for RLR models. Learning an RLR model from data consists of two steps: 1- learning the set of formulae to be used in the m...
computer science
2,586
A Local Density-Based Approach for Local Outlier Detection
cs.AI
This paper presents a simple but effective density-based outlier detection approach with the local kernel density estimation (KDE). A Relative Density-based Outlier Score (RDOS) is introduced to measure the local outlierness of objects, in which the density distribution at the location of an object is estimated with a ...
computer science
2,587
Non-linear Label Ranking for Large-scale Prediction of Long-Term User Interests
cs.AI
We consider the problem of personalization of online services from the viewpoint of ad targeting, where we seek to find the best ad categories to be shown to each user, resulting in improved user experience and increased advertisers' revenue. We propose to address this problem as a task of ranking the ad categories dep...
computer science
2,588
Missing Data Estimation in High-Dimensional Datasets: A Swarm Intelligence-Deep Neural Network Approach
cs.AI
In this paper, we examine the problem of missing data in high-dimensional datasets by taking into consideration the Missing Completely at Random and Missing at Random mechanisms, as well as theArbitrary missing pattern. Additionally, this paper employs a methodology based on Deep Learning and Swarm Intelligence algorit...
computer science
2,589
Why is Posterior Sampling Better than Optimism for Reinforcement Learning?
stat.ML
Computational results demonstrate that posterior sampling for reinforcement learning (PSRL) dramatically outperforms algorithms driven by optimism, such as UCRL2. We provide insight into the extent of this performance boost and the phenomenon that drives it. We leverage this insight to establish an $\tilde{O}(H\sqrt{SA...
computer science
2,590
A Greedy Approach to Adapting the Trace Parameter for Temporal Difference Learning
cs.AI
One of the main obstacles to broad application of reinforcement learning methods is the parameter sensitivity of our core learning algorithms. In many large-scale applications, online computation and function approximation represent key strategies in scaling up reinforcement learning algorithms. In this setting, we hav...
computer science
2,591
How to Allocate Resources For Features Acquisition?
cs.AI
We study classification problems where features are corrupted by noise and where the magnitude of the noise in each feature is influenced by the resources allocated to its acquisition. This is the case, for example, when multiple sensors share a common resource (power, bandwidth, attention, etc.). We develop a method f...
computer science
2,592
Towards Representation Learning with Tractable Probabilistic Models
cs.LG
Probabilistic models learned as density estimators can be exploited in representation learning beside being toolboxes used to answer inference queries only. However, how to extract useful representations highly depends on the particular model involved. We argue that tractable inference, i.e. inference that can be compu...
computer science
2,593
On Context-Dependent Clustering of Bandits
cs.LG
We investigate a novel cluster-of-bandit algorithm CAB for collaborative recommendation tasks that implements the underlying feedback sharing mechanism by estimating the neighborhood of users in a context-dependent manner. CAB makes sharp departures from the state of the art by incorporating collaborative effects into ...
computer science
2,594
A Shallow High-Order Parametric Approach to Data Visualization and Compression
cs.AI
Explicit high-order feature interactions efficiently capture essential structural knowledge about the data of interest and have been used for constructing generative models. We present a supervised discriminative High-Order Parametric Embedding (HOPE) approach to data visualization and compression. Compared to deep emb...
computer science
2,595
Probabilistic Data Analysis with Probabilistic Programming
cs.AI
Probabilistic techniques are central to data analysis, but different approaches can be difficult to apply, combine, and compare. This paper introduces composable generative population models (CGPMs), a computational abstraction that extends directed graphical models and can be used to describe and compose a broad class...
computer science
2,596
Probabilistic Knowledge Graph Construction: Compositional and Incremental Approaches
stat.ML
Knowledge graph construction consists of two tasks: extracting information from external resources (knowledge population) and inferring missing information through a statistical analysis on the extracted information (knowledge completion). In many cases, insufficient external resources in the knowledge population hinde...
computer science
2,597
Multi-View Fuzzy Clustering with Minimax Optimization for Effective Clustering of Data from Multiple Sources
cs.AI
Multi-view data clustering refers to categorizing a data set by making good use of related information from multiple representations of the data. It becomes important nowadays because more and more data can be collected in a variety of ways, in different settings and from different sources, so each data set can be repr...
computer science
2,598
Neural Coarse-Graining: Extracting slowly-varying latent degrees of freedom with neural networks
cs.AI
We present a loss function for neural networks that encompasses an idea of trivial versus non-trivial predictions, such that the network jointly determines its own prediction goals and learns to satisfy them. This permits the network to choose sub-sets of a problem which are most amenable to its abilities to focus on s...
computer science
2,599
Q-Learning with Basic Emotions
cs.LG
Q-learning is a simple and powerful tool in solving dynamic problems where environments are unknown. It uses a balance of exploration and exploitation to find an optimal solution to the problem. In this paper, we propose using four basic emotions: joy, sadness, fear, and anger to influence a Qlearning agent. Simulation...
computer science