An Extended Empirical Saddlepoint Approximation for Intractable Likelihoods

The challenges posed by complex stochastic models used in computational ecology, biology and genetics have stimulated the development of approximate approaches to statistical inference. Here we focus on Synthetic Likelihood (SL), a procedure that reduces the observed and simulated data to a set of summary statistics, and quantifies the discrepancy between them through a synthetic likelihood function. SL requires little tuning, but it relies on the approximate normality of the summary statistics. We relax this assumption by proposing a novel, more flexible, density estimator: the Extended Empirical Saddlepoint approximation. In addition to proving the consistency of SL, under either the new or the Gaussian density estimator, we illustrate the method using two examples. One of these is a complex individual-based forest model for which SL offers one of the few practical possibilities for statistical inference. The examples show that the new density estimator is able to capture large departures from normality, while being scalable to high dimensions, and this in turn leads to more accurate parameter estimates, relative to the Gaussian alternative. The new density estimator is implemented by the esaddle R package, which can be found on the Comprehensive R Archive Network (CRAN)

Hacking Smart Machines with Smarter Ones: How to Extract Meaningful Data from Machine Learning Classifiers

Machine Learning (ML) algorithms are used to train computers to perform a variety of complex tasks and improve with experience. Computers learn how to recognize patterns, make unintended decisions, or react to a dynamic environment. Certain trained machines may be more effective than others because they are based on more suitable ML algorithms or because they were trained through superior training sets. Although ML algorithms are known and publicly released, training sets may not be reasonably ascertainable and, indeed, may be guarded as trade secrets. While much research has been performed about the privacy of the elements of training sets, in this paper we focus our attention on ML classifiers and on the statistical information that can be unconsciously or maliciously revealed from them. We show that it is possible to infer unexpected but useful information from ML classifiers. In particular, we build a novel meta-classifier and train it to hack other classifiers, obtaining meaningful information about their training sets. This kind of information leakage can be exploited, for example, by a vendor to build more effective classifiers or to simply acquire trade secrets from a competitor's apparatus, potentially violating its intellectual property rights

Planning in partially-observable switching-mode continuous domains

Continuous-state POMDPs provide a natural representation for a variety of tasks, including many in robotics. However, most existing parametric continuous-state POMDP approaches are limited by their reliance on a single linear model to represent the world dynamics. We introduce a new switching-state dynamics model that can represent multi-modal state-dependent dynamics. We present the Switching Mode POMDP (SM-POMDP) planning algorithm for solving continuous-state POMDPs using this dynamics model. We also consider several procedures to approximate the value function as a mixture of a bounded number of Gaussians. Unlike the majority of prior work on approximate continuous-state POMDP planners, we provide a formal analysis of our SM-POMDP algorithm, providing bounds, where possible, on the quality of the resulting solution. We also analyze the computational complexity of SM-POMDP. Empirical results on an unmanned aerial vehicle collisions avoidance simulation, and a robot navigation simulation where the robot has faulty actuators, demonstrate the benefit of SM-POMDP over a prior parametric approach.National Science Foundation (U.S.). Division of Information and Intelligent Systems (Grant 0546467