Related papers: Delta-AI: Local objectives for amortized inference…
This paper deals with estimating model parameters in graphical models. We reformulate it as an information geometric optimization problem and introduce a natural gradient descent strategy that incorporates additional meta parameters. We…
We propose a novel model-based reinforcement learning algorithm -- Dynamics Learning and predictive control with Parameterized Actions (DLPA) -- for Parameterized Action Markov Decision Processes (PAMDPs). The agent learns a…
We consider a distributed estimation method in a setting with heterogeneous streams of correlated data distributed across nodes in a network. In the considered approach, linear models are estimated locally (i.e., with only local data)…
While synthetic tabular data generation using Deep Generative Models (DGMs) offers a compelling solution to data scarcity and privacy concerns, their effectiveness relies on the availability of substantial training data, often lacking in…
We propose a new stochastic optimization framework for empirical risk minimization problems such as those that arise in machine learning. The traditional approaches, such as (mini-batch) stochastic gradient descent (SGD), utilize an…
We present a distributed anytime algorithm for performing MAP inference in graphical models. The problem is formulated as a linear programming relaxation over the edges of a graph. The resulting program has a constraint structure that…
Deep reinforcement learning includes a broad family of algorithms that parameterise an internal representation, such as a value function or policy, by a deep neural network. Each algorithm optimises its parameters with respect to an…
Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…
The goal of this paper is to study a distributed version of the gradient temporal-difference (GTD) learning algorithm for a class of multi-agent Markov decision processes (MDPs). The temporal-difference (TD) learning is a reinforcement…
We address the problem of Bayesian reinforcement learning using efficient model-based online planning. We propose an optimism-free Bayes-adaptive algorithm to induce deeper and sparser exploration with a theoretical bound on its performance…
Many problems encountered in science and engineering can be formulated as estimating a low-rank object (e.g., matrices and tensors) from incomplete, and possibly corrupted, linear measurements. Through the lens of matrix and tensor…
This paper deals with an optimization problem over a network of agents, where the cost function is the sum of the individual objectives of the agents and the constraint set is the intersection of local constraints. Most existing methods…
This paper introduces sparse dynamic chain graph models for network inference in high dimensional non-Gaussian time series data. The proposed method parametrized by a precision matrix that encodes the intra time-slice conditional…
We introduce a novel approach for estimating Latent Dirichlet Allocation (LDA) parameters from collapsed Gibbs samples (CGS), by leveraging the full conditional distributions over the latent variable assignments to efficiently average over…
Our goal is to evaluate the accuracy of a black-box classification model, not as a single aggregate on a given test data distribution, but as a surface over a large number of combinations of attributes characterizing multiple test data…
Sparse graph recovery methods work well where the data follows their assumptions but often they are not designed for doing downstream probabilistic queries. This limits their adoption to only identifying connections among the input…
We propose graph-dependent implicit regularisation strategies for distributed stochastic subgradient descent (Distributed SGD) for convex problems in multi-agent learning. Under the standard assumptions of convexity, Lipschitz continuity,…
This paper studies the distributed optimization problem with possibly nonidentical local constraints, where its global objective function is composed of $N$ convex functions. The aim is to solve the considered optimization problem in a…
Estimation of Gaussian graphical models is important in natural science when modeling the statistical relationships between variables in the form of a graph. The sparsity and clustering structure of the concentration matrix is enforced to…
Probabilistic graphical modeling (PGM) provides a framework for formulating an interpretable generative process of data and expressing uncertainty about unknowns, but it lacks flexibility. Deep learning (DL) is an alternative framework for…