29 research outputs found
Active Learning based on Data Uncertainty and Model Sensitivity
Robots can rapidly acquire new skills from demonstrations. However, during
generalisation of skills or transitioning across fundamentally different
skills, it is unclear whether the robot has the necessary knowledge to perform
the task. Failing to detect missing information often leads to abrupt movements
or to collisions with the environment. Active learning can quantify the
uncertainty of performing the task and, in general, locate regions of missing
information. We introduce a novel algorithm for active learning and demonstrate
its utility for generating smooth trajectories. Our approach is based on deep
generative models and metric learning in latent spaces. It relies on the
Jacobian of the likelihood to detect non-smooth transitions in the latent
space, i.e., transitions that lead to abrupt changes in the movement of the
robot. When non-smooth transitions are detected, our algorithm asks for an
additional demonstration from that specific region. The newly acquired
knowledge modifies the data manifold and allows for learning a latent
representation for generating smooth movements. We demonstrate the efficacy of
our approach on generalising elementary skills, transitioning across different
skills, and implicitly avoiding collisions with the environment. For our
experiments, we use a simulated pendulum where we observe its motion from
images and a 7-DoF anthropomorphic arm.Comment: Published on 2018 IEEE/RSJ International Conference on Intelligent
Robots and Syste
Variational Sequential Monte Carlo
Many recent advances in large scale probabilistic inference rely on
variational methods. The success of variational approaches depends on (i)
formulating a flexible parametric family of distributions, and (ii) optimizing
the parameters to find the member of this family that most closely approximates
the exact posterior. In this paper we present a new approximating family of
distributions, the variational sequential Monte Carlo (VSMC) family, and show
how to optimize it in variational inference. VSMC melds variational inference
(VI) and sequential Monte Carlo (SMC), providing practitioners with flexible,
accurate, and powerful Bayesian inference. The VSMC family is a variational
family that can approximate the posterior arbitrarily well, while still
allowing for efficient optimization of its parameters. We demonstrate its
utility on state space models, stochastic volatility models for financial data,
and deep Markov models of brain neural circuits
Density Deconvolution with Normalizing Flows
Density deconvolution is the task of estimating a probability density
function given only noise-corrupted samples. We can fit a Gaussian mixture
model to the underlying density by maximum likelihood if the noise is normally
distributed, but would like to exploit the superior density estimation
performance of normalizing flows and allow for arbitrary noise distributions.
Since both adjustments lead to an intractable likelihood, we resort to
amortized variational inference. We demonstrate some problems involved in this
approach, however, experiments on real data demonstrate that flows can already
out-perform Gaussian mixtures for density deconvolution.Comment: Appearing at the second workshop on Invertible Neural Networks,
Normalizing Flows, and Explicit Likelihood Models (ICML 2020), Virtual
Conference. 8 pages, 6 figures, 5 table
Leveraging the Exact Likelihood of Deep Latent Variable Models
Deep latent variable models (DLVMs) combine the approximation abilities of
deep neural networks and the statistical foundations of generative models.
Variational methods are commonly used for inference; however, the exact
likelihood of these models has been largely overlooked. The purpose of this
work is to study the general properties of this quantity and to show how they
can be leveraged in practice. We focus on important inferential problems that
rely on the likelihood: estimation and missing data imputation. First, we
investigate maximum likelihood estimation for DLVMs: in particular, we show
that most unconstrained models used for continuous data have an unbounded
likelihood function. This problematic behaviour is demonstrated to be a source
of mode collapse. We also show how to ensure the existence of maximum
likelihood estimates, and draw useful connections with nonparametric mixture
models. Finally, we describe an algorithm for missing data imputation using the
exact conditional likelihood of a deep latent variable model. On several data
sets, our algorithm consistently and significantly outperforms the usual
imputation scheme used for DLVMs