Structural Agnostic Modeling: Adversarial Learning of Causal Graphs

A new causal discovery method, Structural Agnostic Modeling (SAM), is presented in this paper. Leveraging both conditional independencies and distributional asymmetries in the data, SAM aims at recovering full causal models from continuous observational data along a multivariate non-parametric setting. The approach is based on a game between $d$ players estimating each variable distribution conditionally to the others as a neural net, and an adversary aimed at discriminating the overall joint conditional distribution, and that of the original data. An original learning criterion combining distribution estimation, sparsity and acyclicity constraints is used to enforce the end-to-end optimization of the graph structure and parameters through stochastic gradient descent. Besides the theoretical analysis of the approach in the large sample limit, SAM is extensively experimentally validated on synthetic and real data

Factored Bandits

We introduce the factored bandits model, which is a framework for learning with limited (bandit) feedback, where actions can be decomposed into a Cartesian product of atomic actions. Factored bandits incorporate rank-1 bandits as a special case, but significantly relax the assumptions on the form of the reward function. We provide an anytime algorithm for stochastic factored bandits and up to constants matching upper and lower regret bounds for the problem. Furthermore, we show that with a slight modification the proposed algorithm can be applied to utility based dueling bandits. We obtain an improvement in the additive terms of the regret bound compared to state of the art algorithms (the additive terms are dominating up to time horizons which are exponential in the number of arms)

DoPAMINE: Double-sided Masked CNN for Pixel Adaptive Multiplicative Noise Despeckling

We propose DoPAMINE, a new neural network based multiplicative noise despeckling algorithm. Our algorithm is inspired by Neural AIDE (N-AIDE), which is a recently proposed neural adaptive image denoiser. While the original N-AIDE was designed for the additive noise case, we show that the same framework, i.e., adaptively learning a network for pixel-wise affine denoisers by minimizing an unbiased estimate of MSE, can be applied to the multiplicative noise case as well. Moreover, we derive a double-sided masked CNN architecture which can control the variance of the activation values in each layer and converge fast to high denoising performance during supervised training. In the experimental results, we show our DoPAMINE possesses high adaptivity via fine-tuning the network parameters based on the given noisy image and achieves significantly better despeckling results compared to SAR-DRN, a state-of-the-art CNN-based algorithm.Comment: AAAI 2019 Camera Ready Versio

A Stable Multi-Scale Kernel for Topological Machine Learning

Topological data analysis offers a rich source of valuable information to study vision problems. Yet, so far we lack a theoretically sound connection to popular kernel-based learning techniques, such as kernel SVMs or kernel PCA. In this work, we establish such a connection by designing a multi-scale kernel for persistence diagrams, a stable summary representation of topological features in data. We show that this kernel is positive definite and prove its stability with respect to the 1-Wasserstein distance. Experiments on two benchmark datasets for 3D shape classification/retrieval and texture recognition show considerable performance gains of the proposed method compared to an alternative approach that is based on the recently introduced persistence landscapes