Message-Passing Algorithms for Quadratic Minimization

Gaussian belief propagation (GaBP) is an iterative algorithm for computing the mean of a multivariate Gaussian distribution, or equivalently, the minimum of a multivariate positive definite quadratic function. Sufficient conditions, such as walk-summability, that guarantee the convergence and correctness of GaBP are known, but GaBP may fail to converge to the correct solution given an arbitrary positive definite quadratic function. As was observed in previous work, the GaBP algorithm fails to converge if the computation trees produced by the algorithm are not positive definite. In this work, we will show that the failure modes of the GaBP algorithm can be understood via graph covers, and we prove that a parameterized generalization of the min-sum algorithm can be used to ensure that the computation trees remain positive definite whenever the input matrix is positive definite. We demonstrate that the resulting algorithm is closely related to other iterative schemes for quadratic minimization such as the Gauss-Seidel and Jacobi algorithms. Finally, we observe, empirically, that there always exists a choice of parameters such that the above generalization of the GaBP algorithm converges

Inverse Ising inference with correlated samples

Correlations between two variables of a high-dimensional system can be indicative of an underlying interaction, but can also result from indirect effects. Inverse Ising inference is a method to distinguish one from the other. Essentially, the parameters of the least constrained statistical model are learned from the observed correlations such that direct interactions can be separated from indirect correlations. Among many other applications, this approach has been helpful for protein structure prediction, because residues which interact in the 3D structure often show correlated substitutions in a multiple sequence alignment. In this context, samples used for inference are not independent but share an evolutionary history on a phylogenetic tree. Here, we discuss the effects of correlations between samples on global inference. Such correlations could arise due to phylogeny but also via other slow dynamical processes. We present a simple analytical model to address the resulting inference biases, and develop an exact method accounting for background correlations in alignment data by combining phylogenetic modeling with an adaptive cluster expansion algorithm. We find that popular reweighting schemes are only marginally effective at removing phylogenetic bias, suggest a rescaling strategy that yields better results, and provide evidence that our conclusions carry over to the frequently used mean-field approach to the inverse Ising problem.Comment: 18 pages, 6 figures; accepted at New J Phy

Local-Aggregate Modeling for Big-Data via Distributed Optimization: Applications to Neuroimaging

Technological advances have led to a proliferation of structured big data that have matrix-valued covariates. We are specifically motivated to build predictive models for multi-subject neuroimaging data based on each subject's brain imaging scans. This is an ultra-high-dimensional problem that consists of a matrix of covariates (brain locations by time points) for each subject; few methods currently exist to fit supervised models directly to this tensor data. We propose a novel modeling and algorithmic strategy to apply generalized linear models (GLMs) to this massive tensor data in which one set of variables is associated with locations. Our method begins by fitting GLMs to each location separately, and then builds an ensemble by blending information across locations through regularization with what we term an aggregating penalty. Our so called, Local-Aggregate Model, can be fit in a completely distributed manner over the locations using an Alternating Direction Method of Multipliers (ADMM) strategy, and thus greatly reduces the computational burden. Furthermore, we propose to select the appropriate model through a novel sequence of faster algorithmic solutions that is similar to regularization paths. We will demonstrate both the computational and predictive modeling advantages of our methods via simulations and an EEG classification problem.Comment: 41 pages, 5 figures and 3 table

Learning Collective Behavior in Multi-relational Networks

With the rapid expansion of the Internet and WWW, the problem of analyzing social media data has received an increasing amount of attention in the past decade. The boom in social media platforms offers many possibilities to study human collective behavior and interactions on an unprecedented scale. In the past, much work has been done on the problem of learning from networked data with homogeneous topologies, where instances are explicitly or implicitly inter-connected by a single type of relationship. In contrast to traditional content-only classification methods, relational learning succeeds in improving classification performance by leveraging the correlation of the labels between linked instances. However, networked data extracted from social media, web pages, and bibliographic databases can contain entities of multiple classes and linked by various causal reasons, hence treating all links in a homogeneous way can limit the performance of relational classifiers. Learning the collective behavior and interactions in heterogeneous networks becomes much more complex. The contribution of this dissertation include 1) two classification frameworks for identifying human collective behavior in multi-relational social networks; 2) unsupervised and supervised learning models for relationship prediction in multi-relational collaborative networks. Our methods improve the performance of homogeneous predictive models by differentiating heterogeneous relations and capturing the prominent interaction patterns underlying the network structure. The work has been evaluated in various real-world social networks. We believe that this study will be useful for analyzing human collective behavior and interactions specifically in the scenario when the heterogeneous relationships in the network arise from various causal reasons

Information Theory in Molecular Evolution: From Models to Structures and Dynamics

This Special Issue collects novel contributions from scientists in the interdisciplinary field of biomolecular evolution. Works listed here use information theoretical concepts as a core but are tightly integrated with the study of molecular processes. Applications include the analysis of phylogenetic signals to elucidate biomolecular structure and function, the study and quantification of structural dynamics and allostery, as well as models of molecular interaction specificity inspired by evolutionary cues

Nonparametric enrichment in computational and biological representations of distributions

This thesis proposes nonparametric techniques to enhance unsupervised learning methods in computational or biological contexts. Representations of intractable distributions and their relevant statistics are enhanced by nonparametric components trained to handle challenging estimation problems. The first part introduces a generic algorithm for learning generative latent variable models. In contrast to traditional variational learning, no representation for the intractable posterior distributions are computed, making it agnostic to the model structure and the support of latent variables. Kernel ridge regression is used to consistently estimate the gradient for learning. In many unsupervised tasks, this approach outperforms advanced alternatives based on the expectation-maximisation algorithm and variational approximate inference. In the second part, I train a model of data known as the kernel exponential family density. The kernel, used to describe smooth functions, is augmented by a parametric component trained using an efficient meta-learning procedure; meta-learning prevents overfitting as would occur using conventional routines. After training, the contours of the kernel become adaptive to the local geometry of the underlying density. Compared to maximum-likelihood learning, our method better captures the shape of the density, which is the desired quantity in many downstream applications. The final part sees how nonparametric ideas contribute to understanding uncertainty computation in the brain. First, I show that neural networks can learn to represent uncertainty using the distributed distributional code (DDC), a representation similar to the nonparametric kernel mean embedding. I then derive several DDC-based message-passing algorithms, including computations of filtering and real-time smoothing. The latter is a common neural computation embodied in many postdictive phenomena of perception in multiple modalities. The main idea behind these algorithms is least-squares regression, where the training data are simulated from an internal model. The internal model can be concurrently updated to follow the statistics in sensory stimuli, enabling adaptive inference