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We introduce a novel training principle for probabilistic models that is an alternative to maximum likelihood. The proposed Generative Stochastic Networks (GSN) framework is based on learning the transition operator of a Markov chain whose…

Machine Learning · Computer Science 2015-03-29 Guillaume Alain , Yoshua Bengio , Li Yao , Jason Yosinski , Eric Thibodeau-Laufer , Saizheng Zhang , Pascal Vincent

Generative Stochastic Networks (GSNs) have been recently introduced as an alternative to traditional probabilistic modeling: instead of parametrizing the data distribution directly, one parametrizes a transition operator for a Markov chain…

Machine Learning · Computer Science 2014-09-04 Sherjil Ozair , Li Yao , Yoshua Bengio

We propose a deep generative Markov State Model (DeepGenMSM) learning framework for inference of metastable dynamical systems and prediction of trajectories. After unsupervised training on time series data, the model contains (i) a…

Machine Learning · Statistics 2019-01-14 Hao Wu , Andreas Mardt , Luca Pasquali , Frank Noe

Predicting protein secondary structure is a fundamental problem in protein structure prediction. Here we present a new supervised generative stochastic network (GSN) based method to predict local secondary structure with deep hierarchical…

Quantitative Methods · Quantitative Biology 2014-03-07 Jian Zhou , Olga G. Troyanskaya

Gaussian state space models have been used for decades as generative models of sequential data. They admit an intuitive probabilistic interpretation, have a simple functional form, and enjoy widespread adoption. We introduce a unified…

Machine Learning · Statistics 2016-12-06 Rahul G. Krishnan , Uri Shalit , David Sontag

This thesis investigates unsupervised time series representation learning for sequence prediction problems, i.e. generating nice-looking input samples given a previous history, for high dimensional input sequences by decoupling the static…

Machine Learning · Computer Science 2018-04-19 Markus Beissinger

We marry ideas from deep neural networks and approximate Bayesian inference to derive a generalised class of deep, directed generative models, endowed with a new algorithm for scalable inference and learning. Our algorithm introduces a…

Machine Learning · Statistics 2014-06-02 Danilo Jimenez Rezende , Shakir Mohamed , Daan Wierstra

Learning, taking into account full distribution of the data, referred to as generative, is not feasible with deep neural networks (DNNs) because they model only the conditional distribution of the outputs given the inputs. Current solutions…

Machine Learning · Computer Science 2017-09-26 Boris Flach , Alexander Shekhovtsov , Ondrej Fikar

Graph neural networks (GNNs) model nonlinear representations in graph data with applications in distributed agent coordination, control, and planning among others. Current GNN architectures assume ideal scenarios and ignore link…

Signal Processing · Electrical Eng. & Systems 2021-09-01 Zhan Gao , Elvin Isufi , Alejandro Ribeiro

We present a deep learning model for data-driven simulations of random dynamical systems without a distributional assumption. The deep learning model consists of a recurrent neural network, which aims to learn the time marching structure,…

Machine Learning · Computer Science 2022-04-12 Kyongmin Yeo , Zan Li , Wesley M. Gifford

Neural Autoregressive Distribution Estimators (NADEs) have recently been shown as successful alternatives for modeling high dimensional multimodal distributions. One issue associated with NADEs is that they rely on a particular order of…

Machine Learning · Statistics 2014-09-03 Li Yao , Sherjil Ozair , Kyunghyun Cho , Yoshua Bengio

In many real-world problems, there is a limited set of training data, but an abundance of unlabeled data. We propose a new method, Generative Posterior Networks (GPNs), that uses unlabeled data to estimate epistemic uncertainty in…

Machine Learning · Computer Science 2024-01-01 Melrose Roderick , Felix Berkenkamp , Fatemeh Sheikholeslami , Zico Kolter

Probabilistic Boolean Networks (PBNs) have been previously proposed so as to gain insights into complex dy- namical systems. However, identification of large networks and of the underlying discrete Markov Chain which describes their…

Machine Learning · Computer Science 2018-01-24 Ifigeneia Apostolopoulou , Diana Marculescu

Generative state estimators based on probabilistic filters and smoothers are one of the most popular classes of state estimators for robots and autonomous vehicles. However, generative models have limited capacity to handle rich sensory…

Machine Learning · Computer Science 2017-10-03 Tuomas Haarnoja , Anurag Ajay , Sergey Levine , Pieter Abbeel

Deep Gaussian processes (DGPs) are multi-layer hierarchical generalisations of Gaussian processes (GPs) and are formally equivalent to neural networks with multiple, infinitely wide hidden layers. DGPs are probabilistic and non-parametric…

Probabilistic inference in high-dimensional state-space models is computationally challenging. For many spatiotemporal systems, however, prior knowledge about the dependency structure of state variables is available. We leverage this…

Machine Learning · Computer Science 2024-08-09 Fiona Lippert , Bart Kranstauber , E. Emiel van Loon , Patrick Forré

Gaussian Process Networks (GPNs) are a class of directed graphical models which employ Gaussian processes as priors for the conditional expectation of each variable given its parents in the network. The model allows the description of…

Machine Learning · Statistics 2024-02-20 Enrico Giudice , Jack Kuipers , Giusi Moffa

Complex high dimensional stochastic dynamic systems arise in many applications in the natural sciences and especially biology. However, while these systems are difficult to describe analytically, "snapshot" measurements that sample the…

Machine Learning · Computer Science 2019-12-03 Scott Gigante , David van Dijk , Kevin Moon , Alexander Strzalkowski , Guy Wolf , Smita Krishnaswamy

Stochastic Gradient Descent with a constant learning rate (constant SGD) simulates a Markov chain with a stationary distribution. With this perspective, we derive several new results. (1) We show that constant SGD can be used as an…

Machine Learning · Statistics 2018-01-23 Stephan Mandt , Matthew D. Hoffman , David M. Blei

State-of-the-art training algorithms for deep learning models are based on stochastic gradient descent (SGD). Recently, many variations have been explored: perturbing parameters for better accuracy (such as in Extragradient), limiting SGD…

Machine Learning · Computer Science 2022-03-23 Amirkeivan Mohtashami , Martin Jaggi , Sebastian U. Stich
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