Related papers: Learning Maximum-A-Posteriori Perturbation Models …
The maximum a-posteriori (MAP) perturbation framework has emerged as a useful approach for inference and learning in high dimensional complex models. By maximizing a randomly perturbed potential function, MAP perturbations generate unbiased…
We consider the structured-output prediction problem through probabilistic approaches and generalize the "perturb-and-MAP" framework to more challenging weighted Hamming losses, which are crucial in applications. While in principle our…
This paper presents a new approach, called perturb-max, for high-dimensional statistical inference that is based on applying random perturbations followed by optimization. This framework injects randomness to maximum a-posteriori (MAP)…
Precision matrix estimation is a fundamental topic in multivariate statistics and modern machine learning. This paper proposes an adversarially perturbed precision matrix estimation framework, motivated by recent developments in adversarial…
A new approach to maximum likelihood learning of discrete graphical models and RBM in particular is introduced. Our method, Perturb and Descend (PD) is inspired by two ideas (I) perturb and MAP method for sampling (II) learning by…
Under a standard assumption in complexity theory (NP not in P/poly), we demonstrate a gap between the minimax prediction risk for sparse linear regression that can be achieved by polynomial-time algorithms, and that achieved by optimal…
In this paper we relate the partition function to the max-statistics of random variables. In particular, we provide a novel framework for approximating and bounding the partition function using MAP inference on randomly perturbed models. As…
Sparse structure learning in high-dimensional Gaussian graphical models is an important problem in multivariate statistical signal processing; since the sparsity pattern naturally encodes the conditional independence relationship among…
In this paper we describe how MAP inference can be used to sample efficiently from Gibbs distributions. Specifically, we provide means for drawing either approximate or unbiased samples from Gibbs' distributions by introducing low…
Direct loss minimization is a popular approach for learning predictors over structured label spaces. This approach is computationally appealing as it replaces integration with optimization and allows to propagate gradients in a deep net…
Explaining predictions based on multivariate time series data carries the additional difficulty of handling not only multiple features, but also time dependencies. It matters not only what happened, but also when, and the same feature could…
Perturb-and-MAP offers an elegant approach to approximately sample from a energy-based model (EBM) by computing the maximum-a-posteriori (MAP) configuration of a perturbed version of the model. Sampling in turn enables learning. However,…
The major challenge in designing a discriminative learning algorithm for predicting structured data is to address the computational issues arising from the exponential size of the output space. Existing algorithms make different assumptions…
This paper presents a new parameter estimation algorithm for the adaptive control of a class of time-varying plants. The main feature of this algorithm is a matrix of time-varying learning rates, which enables parameter estimation error…
Margin-based structured prediction commonly uses a maximum loss over all possible structured outputs \cite{Altun03,Collins04b,Taskar03}. In natural language processing, recent work \cite{Zhang14,Zhang15} has proposed the use of the maximum…
We present a compartmentalized approach to finding the maximum a-posteriori (MAP) estimate of a latent time series that obeys a dynamic stochastic model and is observed through noisy measurements. We specifically consider modern signal…
We study the learnability of linear separators in $\Re^d$ in the presence of bounded (a.k.a Massart) noise. This is a realistic generalization of the random classification noise model, where the adversary can flip each example $x$ with…
This paper is concerned with model predictive control (MPC) of discrete-time linear systems subject to bounded additive disturbance and mixed constraints on the state and input, whereas the true disturbance set is unknown. Unlike most…
The present study proposes incorporating non-parametric knowledge into the diffusion least-mean-squares algorithm in the framework of a maximum a posteriori (MAP) estimation. The proposed algorithm leads to a robust estimation of an unknown…
A fundamental problem in modern supervised learning is computing reliable conditional prediction intervals in high-dimensional settings: existing methods often rely on restrictive modelling assumptions, do not scale as predictor dimension…