Automatic Differentiation Variational Inference

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, which makes it difficult to efficiently cycle through the steps. To this end, we develop automatic differentiation variational inference (ADVI). Using our method, the scientist only provides a probabilistic model and a dataset, nothing else. ADVI automatically derives an efficient variational inference algorithm, freeing the scientist to refine and explore many models. ADVI supports a broad class of models-no conjugacy assumptions are required. We study ADVI across ten different models and apply it to a dataset with millions of observations. ADVI is integrated into Stan, a probabilistic programming system; it is available for immediate use

Deep Learning based Recommender System: A Survey and New Perspectives

With the ever-growing volume of online information, recommender systems have been an effective strategy to overcome such information overload. The utility of recommender systems cannot be overstated, given its widespread adoption in many web applications, along with its potential impact to ameliorate many problems related to over-choice. In recent years, deep learning has garnered considerable interest in many research fields such as computer vision and natural language processing, owing not only to stellar performance but also the attractive property of learning feature representations from scratch. The influence of deep learning is also pervasive, recently demonstrating its effectiveness when applied to information retrieval and recommender systems research. Evidently, the field of deep learning in recommender system is flourishing. This article aims to provide a comprehensive review of recent research efforts on deep learning based recommender systems. More concretely, we provide and devise a taxonomy of deep learning based recommendation models, along with providing a comprehensive summary of the state-of-the-art. Finally, we expand on current trends and provide new perspectives pertaining to this new exciting development of the field.Comment: The paper has been accepted by ACM Computing Surveys. https://doi.acm.org/10.1145/328502

Learning Sequential Latent Variable Models from Multimodal Time Series Data

Sequential modelling of high-dimensional data is an important problem that appears in many domains including model-based reinforcement learning and dynamics identification for control. Latent variable models applied to sequential data (i.e., latent dynamics models) have been shown to be a particularly effective probabilistic approach to solve this problem, especially when dealing with images. However, in many application areas (e.g., robotics), information from multiple sensing modalities is available -- existing latent dynamics methods have not yet been extended to effectively make use of such multimodal sequential data. Multimodal sensor streams can be correlated in a useful manner and often contain complementary information across modalities. In this work, we present a self-supervised generative modelling framework to jointly learn a probabilistic latent state representation of multimodal data and the respective dynamics. Using synthetic and real-world datasets from a multimodal robotic planar pushing task, we demonstrate that our approach leads to significant improvements in prediction and representation quality. Furthermore, we compare to the common learning baseline of concatenating each modality in the latent space and show that our principled probabilistic formulation performs better. Finally, despite being fully self-supervised, we demonstrate that our method is nearly as effective as an existing supervised approach that relies on ground truth labels.Comment: In: Petrovic, I., Menegatti, E., Markovi\'c, I. (eds) Intelligent Autonomous Systems 17. IAS 2022. Lecture Notes in Networks and Systems, vol 577. Springer, Cha

Multi-view Learning as a Nonparametric Nonlinear Inter-Battery Factor Analysis

Factor analysis aims to determine latent factors, or traits, which summarize a given data set. Inter-battery factor analysis extends this notion to multiple views of the data. In this paper we show how a nonlinear, nonparametric version of these models can be recovered through the Gaussian process latent variable model. This gives us a flexible formalism for multi-view learning where the latent variables can be used both for exploratory purposes and for learning representations that enable efficient inference for ambiguous estimation tasks. Learning is performed in a Bayesian manner through the formulation of a variational compression scheme which gives a rigorous lower bound on the log likelihood. Our Bayesian framework provides strong regularization during training, allowing the structure of the latent space to be determined efficiently and automatically. We demonstrate this by producing the first (to our knowledge) published results of learning from dozens of views, even when data is scarce. We further show experimental results on several different types of multi-view data sets and for different kinds of tasks, including exploratory data analysis, generation, ambiguity modelling through latent priors and classification.Comment: 49 pages including appendi

Statistical Machine Learning Methods for High-dimensional Neural Population Data Analysis

Advances in techniques have been producing increasingly complex neural recordings, posing significant challenges for data analysis. This thesis discusses novel statistical methods for analyzing high-dimensional neural data. Part one discusses two extensions of state space models tailored to neural data analysis. First, we propose using a flexible count data distribution family in the observation model to faithfully capture over-dispersion and under-dispersion of the neural observations. Second, we incorporate nonlinear observation models into state space models to improve the flexibility of the model and get a more concise representation of the data. For both extensions, novel variational inference techniques are developed for model fitting, and simulated and real experiments show the advantages of our extensions. Part two discusses a fast region of interest (ROI) detection method for large-scale calcium imaging data based on structured matrix factorization. Part three discusses a method for sampling from a maximum entropy distribution with complicated constraints, which is useful for hypothesis testing for neural data analysis and many other applications related to maximum entropy formulation. We conclude the thesis with discussions and future works