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

Efficient smile detection by Extreme Learning Machine

Smile detection is a specialized task in facial expression analysis with applications such as photo selection, user experience analysis, and patient monitoring. As one of the most important and informative expressions, smile conveys the underlying emotion status such as joy, happiness, and satisfaction. In this paper, an efficient smile detection approach is proposed based on Extreme Learning Machine (ELM). The faces are first detected and a holistic flow-based face registration is applied which does not need any manual labeling or key point detection. Then ELM is used to train the classifier. The proposed smile detector is tested with different feature descriptors on publicly available databases including real-world face images. The comparisons against benchmark classifiers including Support Vector Machine (SVM) and Linear Discriminant Analysis (LDA) suggest that the proposed ELM based smile detector in general performs better and is very efficient. Compared to state-of-the-art smile detector, the proposed method achieves competitive results without preprocessing and manual registration

Phase-field boundary conditions for the voxel finite cell method: surface-free stress analysis of CT-based bone structures

The voxel finite cell method employs unfitted finite element meshes and voxel quadrature rules to seamlessly transfer CT data into patient-specific bone discretizations. The method, however, still requires the explicit parametrization of boundary surfaces to impose traction and displacement boundary conditions, which constitutes a potential roadblock to automation. We explore a phase-field based formulation for imposing traction and displacement constraints in a diffuse sense. Its essential component is a diffuse geometry model generated from metastable phase-field solutions of the Allen-Cahn problem that assumes the imaging data as initial condition. Phase-field approximations of the boundary and its gradient are then employed to transfer all boundary terms in the variational formulation into volumetric terms. We show that in the context of the voxel finite cell method, diffuse boundary conditions achieve the same accuracy as boundary conditions defined over explicit sharp surfaces, if the inherent length scales, i.e., the interface width of the phase-field, the voxel spacing and the mesh size, are properly related. We demonstrate the flexibility of the new method by analyzing stresses in a human femur and a vertebral body

Autoregressive Kernels For Time Series

We propose in this work a new family of kernels for variable-length time series. Our work builds upon the vector autoregressive (VAR) model for multivariate stochastic processes: given a multivariate time series x, we consider the likelihood function p_{\theta}(x) of different parameters \theta in the VAR model as features to describe x. To compare two time series x and x', we form the product of their features p_{\theta}(x) p_{\theta}(x') which is integrated out w.r.t \theta using a matrix normal-inverse Wishart prior. Among other properties, this kernel can be easily computed when the dimension d of the time series is much larger than the lengths of the considered time series x and x'. It can also be generalized to time series taking values in arbitrary state spaces, as long as the state space itself is endowed with a kernel \kappa. In that case, the kernel between x and x' is a a function of the Gram matrices produced by \kappa on observations and subsequences of observations enumerated in x and x'. We describe a computationally efficient implementation of this generalization that uses low-rank matrix factorization techniques. These kernels are compared to other known kernels using a set of benchmark classification tasks carried out with support vector machines