27,898 research outputs found
A Factor Graph Approach to Automated Design of Bayesian Signal Processing Algorithms
The benefits of automating design cycles for Bayesian inference-based
algorithms are becoming increasingly recognized by the machine learning
community. As a result, interest in probabilistic programming frameworks has
much increased over the past few years. This paper explores a specific
probabilistic programming paradigm, namely message passing in Forney-style
factor graphs (FFGs), in the context of automated design of efficient Bayesian
signal processing algorithms. To this end, we developed "ForneyLab"
(https://github.com/biaslab/ForneyLab.jl) as a Julia toolbox for message
passing-based inference in FFGs. We show by example how ForneyLab enables
automatic derivation of Bayesian signal processing algorithms, including
algorithms for parameter estimation and model comparison. Crucially, due to the
modular makeup of the FFG framework, both the model specification and inference
methods are readily extensible in ForneyLab. In order to test this framework,
we compared variational message passing as implemented by ForneyLab with
automatic differentiation variational inference (ADVI) and Monte Carlo methods
as implemented by state-of-the-art tools "Edward" and "Stan". In terms of
performance, extensibility and stability issues, ForneyLab appears to enjoy an
edge relative to its competitors for automated inference in state-space models.Comment: Accepted for publication in the International Journal of Approximate
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Developing a labelled object-relational constraint database architecture for the projection operator
Current relational databases have been developed in order to improve the handling of
stored data, however, there are some types of information that have to be analysed for
which no suitable tools are available. These new types of data can be represented and treated
as constraints, allowing a set of data to be represented through equations, inequations
and Boolean combinations of both. To this end, constraint databases were defined and
some prototypes were developed. Since there are aspects that can be improved, we propose
a new architecture called labelled object-relational constraint database (LORCDB). This provides
more expressiveness, since the database is adapted in order to support more types of
data, instead of the data having to be adapted to the database. In this paper, the projection
operator of SQL is extended so that it works with linear and polynomial constraints and
variables of constraints. In order to optimize query evaluation efficiency, some strategies
and algorithms have been used to obtain an efficient query plan.
Most work on constraint databases uses spatiotemporal data as case studies. However,
this paper proposes model-based diagnosis since it is a highly potential research area,
and model-based diagnosis permits more complicated queries than spatiotemporal examples.
Our architecture permits the queries over constraints to be defined over different sets
of variables by using symbolic substitution and elimination of variables.Ministerio de Ciencia y Tecnología DPI2006-15476-C02-0
Probabilistic Graphical Models on Multi-Core CPUs using Java 8
In this paper, we discuss software design issues related to the development
of parallel computational intelligence algorithms on multi-core CPUs, using the
new Java 8 functional programming features. In particular, we focus on
probabilistic graphical models (PGMs) and present the parallelisation of a
collection of algorithms that deal with inference and learning of PGMs from
data. Namely, maximum likelihood estimation, importance sampling, and greedy
search for solving combinatorial optimisation problems. Through these concrete
examples, we tackle the problem of defining efficient data structures for PGMs
and parallel processing of same-size batches of data sets using Java 8
features. We also provide straightforward techniques to code parallel
algorithms that seamlessly exploit multi-core processors. The experimental
analysis, carried out using our open source AMIDST (Analysis of MassIve Data
STreams) Java toolbox, shows the merits of the proposed solutions.Comment: Pre-print version of the paper presented in the special issue on
Computational Intelligence Software at IEEE Computational Intelligence
Magazine journa
Engineering Resilient Collective Adaptive Systems by Self-Stabilisation
Collective adaptive systems are an emerging class of networked computational
systems, particularly suited in application domains such as smart cities,
complex sensor networks, and the Internet of Things. These systems tend to
feature large scale, heterogeneity of communication model (including
opportunistic peer-to-peer wireless interaction), and require inherent
self-adaptiveness properties to address unforeseen changes in operating
conditions. In this context, it is extremely difficult (if not seemingly
intractable) to engineer reusable pieces of distributed behaviour so as to make
them provably correct and smoothly composable.
Building on the field calculus, a computational model (and associated
toolchain) capturing the notion of aggregate network-level computation, we
address this problem with an engineering methodology coupling formal theory and
computer simulation. On the one hand, functional properties are addressed by
identifying the largest-to-date field calculus fragment generating
self-stabilising behaviour, guaranteed to eventually attain a correct and
stable final state despite any transient perturbation in state or topology, and
including highly reusable building blocks for information spreading,
aggregation, and time evolution. On the other hand, dynamical properties are
addressed by simulation, empirically evaluating the different performances that
can be obtained by switching between implementations of building blocks with
provably equivalent functional properties. Overall, our methodology sheds light
on how to identify core building blocks of collective behaviour, and how to
select implementations that improve system performance while leaving overall
system function and resiliency properties unchanged.Comment: To appear on ACM Transactions on Modeling and Computer Simulatio
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