22 research outputs found
Distributed Bayesian Learning with Stochastic Natural-gradient Expectation Propagation and the Posterior Server
This paper makes two contributions to Bayesian machine learning algorithms.
Firstly, we propose stochastic natural gradient expectation propagation (SNEP),
a novel alternative to expectation propagation (EP), a popular variational
inference algorithm. SNEP is a black box variational algorithm, in that it does
not require any simplifying assumptions on the distribution of interest, beyond
the existence of some Monte Carlo sampler for estimating the moments of the EP
tilted distributions. Further, as opposed to EP which has no guarantee of
convergence, SNEP can be shown to be convergent, even when using Monte Carlo
moment estimates. Secondly, we propose a novel architecture for distributed
Bayesian learning which we call the posterior server. The posterior server
allows scalable and robust Bayesian learning in cases where a data set is
stored in a distributed manner across a cluster, with each compute node
containing a disjoint subset of data. An independent Monte Carlo sampler is run
on each compute node, with direct access only to the local data subset, but
which targets an approximation to the global posterior distribution given all
data across the whole cluster. This is achieved by using a distributed
asynchronous implementation of SNEP to pass messages across the cluster. We
demonstrate SNEP and the posterior server on distributed Bayesian learning of
logistic regression and neural networks.
Keywords: Distributed Learning, Large Scale Learning, Deep Learning, Bayesian
Learn- ing, Variational Inference, Expectation Propagation, Stochastic
Approximation, Natural Gradient, Markov chain Monte Carlo, Parameter Server,
Posterior Server.Comment: 37 pages, 7 figure
Sylvester Normalizing Flows for Variational Inference
Variational inference relies on flexible approximate posterior distributions.
Normalizing flows provide a general recipe to construct flexible variational
posteriors. We introduce Sylvester normalizing flows, which can be seen as a
generalization of planar flows. Sylvester normalizing flows remove the
well-known single-unit bottleneck from planar flows, making a single
transformation much more flexible. We compare the performance of Sylvester
normalizing flows against planar flows and inverse autoregressive flows and
demonstrate that they compare favorably on several datasets.Comment: Published at UAI 2018, 12 pages, 3 figures, code at:
https://github.com/riannevdberg/sylvester-flow
Neural probabilistic motor primitives for humanoid control
We focus on the problem of learning a single motor module that can flexibly
express a range of behaviors for the control of high-dimensional physically
simulated humanoids. To do this, we propose a motor architecture that has the
general structure of an inverse model with a latent-variable bottleneck. We
show that it is possible to train this model entirely offline to compress
thousands of expert policies and learn a motor primitive embedding space. The
trained neural probabilistic motor primitive system can perform one-shot
imitation of whole-body humanoid behaviors, robustly mimicking unseen
trajectories. Additionally, we demonstrate that it is also straightforward to
train controllers to reuse the learned motor primitive space to solve tasks,
and the resulting movements are relatively naturalistic. To support the
training of our model, we compare two approaches for offline policy cloning,
including an experience efficient method which we call linear feedback policy
cloning. We encourage readers to view a supplementary video (
https://youtu.be/CaDEf-QcKwA ) summarizing our results.Comment: Accepted as a conference paper at ICLR 201