Daniel Sheldon

Gustavo Perez, Subhransu Maji, Daniel Sheldon

Many modern applications use computer vision to detect and count objects in massive image collections. However, when the detection task is very difficult or in the presence of domain shifts, the counts may be inaccurate even with significant investments in training data and model development. We propose DISCount -- a detector-based importance sampling framework for counting in large image collections that integrates an imperfect detector with human-in-the-loop screening to produce unbiased estimates of counts. We propose techniques for solving counting problems over multiple spatial or temporal regions using a small number of screened samples and estimate confidence intervals. This enables end-users to stop screening when estimates are sufficiently accurate, which is often the goal in a scientific study. On the technical side we develop variance reduction techniques based on control variates and prove the (conditional) unbiasedness of the estimators. DISCount leads to a 9-12x reduction in the labeling costs over naive screening for tasks we consider, such as counting birds in radar imagery or estimating damaged buildings in satellite imagery, and also surpasses alternative covariate-based screening approaches in efficiency.

Javier Burroni, Justin Domke, Daniel Sheldon

We present a novel approach for black-box VI that bypasses the difficulties of stochastic gradient ascent, including the task of selecting step-sizes. Our approach involves using a sequence of sample average approximation (SAA) problems. SAA approximates the solution of stochastic optimization problems by transforming them into deterministic ones. We use quasi-Newton methods and line search to solve each deterministic optimization problem and present a heuristic policy to automate hyperparameter selection. Our experiments show that our method simplifies the VI problem and achieves faster performance than existing methods.

Jinlin Lai, Javier Burroni, Hui Guan et al.

Hamiltonian Monte Carlo (HMC) is a powerful algorithm to sample latent variables from Bayesian models. The advent of probabilistic programming languages (PPLs) frees users from writing inference algorithms and lets users focus on modeling. However, many models are difficult for HMC to solve directly, and often require tricks like model reparameterization. We are motivated by the fact that many of those models could be simplified by marginalization. We propose to use automatic marginalization as part of the sampling process using HMC in a graphical model extracted from a PPL, which substantially improves sampling from real-world hierarchical models.

Cecilia Ferrando, Miguel Fuentes, Brett Mullins et al.

We propose PACE-GGM, a data-adaptive differentially private method for covariance estimation that concentrates its privacy budget on the most informative entries of the empirical covariance matrix, rather than perturbing all entries. This applies in the natural setting where the modeler supplies separate bounds for each variable, so that individual entries can be measured with less noise than the full matrix. In each round, our method selects a poorly approximated entry, measures it using the Gaussian mechanism, and then reconstructs a full covariance matrix using a maximum-entropy reconstruction objective, leading to a Gaussian graphical model structure. Experiments on diverse real-world datasets demonstrate consistent improvements in estimation error with respect to the Gaussian mechanism and other baselines, particularly in high-dimensional and low-to-moderate privacy regimes.

Javier Burroni, Kenta Takatsu, Justin Domke et al.

We propose the use of U-statistics to reduce variance for gradient estimation in importance-weighted variational inference. The key observation is that, given a base gradient estimator that requires $m > 1$ samples and a total of $n > m$ samples to be used for estimation, lower variance is achieved by averaging the base estimator on overlapping batches of size $m$ than disjoint batches, as currently done. We use classical U-statistic theory to analyze the variance reduction, and propose novel approximations with theoretical guarantees to ensure computational efficiency. We find empirically that U-statistic variance reduction can lead to modest to significant improvements in inference performance on a range of models, with little computational cost.

Max Hamilton, Daniel Sheldon, Subhransu Maji

Two-point correlation functions (2PCF) are widely used to characterize how points cluster in space. In this work, we study the problem of measuring the 2PCF over a large set of points, restricted to a subset satisfying a property of interest. An example comes from astronomy, where scientists measure the 2PCF of star clusters, which make up only a tiny subset of possible sources within a galaxy. This task typically requires careful labeling of sources to construct catalogs, which is time-consuming. We present a human-in-the-loop framework for efficient estimation of 2PCF of target sources. By leveraging a pre-trained classifier to guide sampling, our approach adaptively selects the most informative points for human annotation. After each annotation, it produces unbiased estimates of pair counts across multiple distance bins simultaneously. Compared to simple Monte Carlo approaches, our method achieves substantially lower variance while significantly reducing annotation effort. We introduce a novel unbiased estimator, sampling strategy, and confidence interval construction that together enable scalable and statistically grounded measurement of two-point correlations in astronomy datasets.

Justin Kay, Grant Van Horn, Subhransu Maji et al. · mit

The widespread availability of off-the-shelf machine learning models poses a challenge: which model, of the many available candidates, should be chosen for a given data analysis task? This question of model selection is traditionally answered by collecting and annotating a validation dataset -- a costly and time-intensive process. We propose a method for active model selection, using predictions from candidate models to prioritize the labeling of test data points that efficiently differentiate the best candidate. Our method, CODA, performs consensus-driven active model selection by modeling relationships between classifiers, categories, and data points within a probabilistic framework. The framework uses the consensus and disagreement between models in the candidate pool to guide the label acquisition process, and Bayesian inference to update beliefs about which model is best as more information is collected. We validate our approach by curating a collection of 26 benchmark tasks capturing a range of model selection scenarios. CODA outperforms existing methods for active model selection significantly, reducing the annotation effort required to discover the best model by upwards of 70% compared to the previous state-of-the-art. Code and data are available at https://github.com/justinkay/coda.

Miguel Fuentes, Brett Mullins, Ryan McKenna et al.

Mechanisms for generating differentially private synthetic data based on marginals and graphical models have been successful in a wide range of settings. However, one limitation of these methods is their inability to incorporate public data. Initializing a data generating model by pre-training on public data has shown to improve the quality of synthetic data, but this technique is not applicable when model structure is not determined a priori. We develop the mechanism jam-pgm, which expands the adaptive measurements framework to jointly select between measuring public data and private data. This technique allows for public data to be included in a graphical-model-based mechanism. We show that jam-pgm is able to outperform both publicly assisted and non publicly assisted synthetic data generation mechanisms even when the public data distribution is biased.

Gustavo Perez, Daniel Sheldon, Grant Van Horn et al.

Computer vision-based re-identification (Re-ID) systems are increasingly being deployed for estimating population size in large image collections. However, the estimated size can be significantly inaccurate when the task is challenging or when deployed on data from new distributions. We propose a human-in-the-loop approach for estimating population size driven by a pairwise similarity derived from an off-the-shelf Re-ID system. Our approach, based on nested importance sampling, selects pairs of images for human vetting driven by the pairwise similarity, and produces asymptotically unbiased population size estimates with associated confidence intervals. We perform experiments on various animal Re-ID datasets and demonstrate that our method outperforms strong baselines and active clustering approaches. In many cases, we are able to reduce the error rates of the estimated size from around 80% using CV alone to less than 20% by vetting a fraction (often less than 0.002%) of the total pairs. The cost of vetting reduces with the increase in accuracy and provides a practical approach for population size estimation within a desired tolerance when deploying Re-ID systems.

Cecilia Ferrando, Daniel Sheldon

Sufficient statistic perturbation (SSP) is a widely used method for differentially private linear regression. SSP adopts a data-independent approach where privacy noise from a simple distribution is added to sufficient statistics. However, sufficient statistics can often be expressed as linear queries and better approximated by data-dependent mechanisms. In this paper we introduce data-dependent SSP for linear regression based on post-processing privately released marginals, and find that it outperforms state-of-the-art data-independent SSP. We extend this result to logistic regression by developing an approximate objective that can be expressed in terms of sufficient statistics, resulting in a novel and highly competitive SSP approach for logistic regression. We also make a connection to synthetic data for machine learning: for models with sufficient statistics, training on synthetic data corresponds to data-dependent SSP, with the overall utility determined by how well the mechanism answers these linear queries.

Max Hamilton, Jinlin Lai, Wenlong Zhao et al.

AI has the potential to transform scientific discovery by analyzing vast datasets with little human effort. However, current workflows often do not provide the accuracy or statistical guarantees that are needed. We introduce active measurement, a human-in-the-loop AI framework for scientific measurement. An AI model is used to predict measurements for individual units, which are then sampled for human labeling using importance sampling. With each new set of human labels, the AI model is improved and an unbiased Monte Carlo estimate of the total measurement is refined. Active measurement can provide precise estimates even with an imperfect AI model, and requires little human effort when the AI model is very accurate. We derive novel estimators, weighting schemes, and confidence intervals, and show that active measurement reduces estimation error compared to alternatives in several measurement tasks.

Jinlin Lai, Justin Domke, Daniel Sheldon

Bayesian reasoning in linear mixed-effects models (LMMs) is challenging and often requires advanced sampling techniques like Markov chain Monte Carlo (MCMC). A common approach is to write the model in a probabilistic programming language and then sample via Hamiltonian Monte Carlo (HMC). However, there are many ways a user can transform a model that make inference more or less efficient. In particular, marginalizing some variables can greatly improve inference but is difficult for users to do manually. We develop an algorithm to easily marginalize random effects in LMMs. A naive approach introduces cubic time operations within an inference algorithm like HMC, but we reduce the running time to linear using fast linear algebra techniques. We show that marginalization is always beneficial when applicable and highlight improvements in various models, especially ones from cognitive sciences.

Mohit Yadav, Daniel Sheldon, Cameron Musco

Structured kernel interpolation (SKI) accelerates Gaussian process (GP) inference by interpolating the kernel covariance function using a dense grid of inducing points, whose corresponding kernel matrix is highly structured and thus amenable to fast linear algebra. Unfortunately, SKI scales poorly in the dimension of the input points, since the dense grid size grows exponentially with the dimension. To mitigate this issue, we propose the use of sparse grids within the SKI framework. These grids enable accurate interpolation, but with a number of points growing more slowly with dimension. We contribute a novel nearly linear time matrix-vector multiplication algorithm for the sparse grid kernel matrix. Next, we describe how sparse grids can be combined with an efficient interpolation scheme based on simplices. With these changes, we demonstrate that SKI can be scaled to higher dimensions while maintaining accuracy.

Jinlin Lai, Justin Domke, Daniel Sheldon

Variational inference for state space models (SSMs) is known to be hard in general. Recent works focus on deriving variational objectives for SSMs from unbiased sequential Monte Carlo estimators. We reveal that the marginal particle filter is obtained from sequential Monte Carlo by applying Rao-Blackwellization operations, which sacrifices the trajectory information for reduced variance and differentiability. We propose the variational marginal particle filter (VMPF), which is a differentiable and reparameterizable variational filtering objective for SSMs based on an unbiased estimator. We find that VMPF with biased gradients gives tighter bounds than previous objectives, and the unbiased reparameterization gradients are sometimes beneficial.

Ryan McKenna, Siddhant Pradhan, Daniel Sheldon et al.

Many differentially private algorithms for answering database queries involve a step that reconstructs a discrete data distribution from noisy measurements. This provides consistent query answers and reduces error, but often requires space that grows exponentially with dimension. Private-PGM is a recent approach that uses graphical models to represent the data distribution, with complexity proportional to that of exact marginal inference in a graphical model with structure determined by the co-occurrence of variables in the noisy measurements. Private-PGM is highly scalable for sparse measurements, but may fail to run in high dimensions with dense measurements. We overcome the main scalability limitation of Private-PGM through a principled approach that relaxes consistency constraints in the estimation objective. Our new approach works with many existing private query answering algorithms and improves scalability or accuracy with no privacy cost.

Ryan McKenna, Gerome Miklau, Daniel Sheldon

We propose a general approach for differentially private synthetic data generation, that consists of three steps: (1) select a collection of low-dimensional marginals, (2) measure those marginals with a noise addition mechanism, and (3) generate synthetic data that preserves the measured marginals well. Central to this approach is Private-PGM, a post-processing method that is used to estimate a high-dimensional data distribution from noisy measurements of its marginals. We present two mechanisms, NIST-MST and MST, that are instances of this general approach. NIST-MST was the winning mechanism in the 2018 NIST differential privacy synthetic data competition, and MST is a new mechanism that can work in more general settings, while still performing comparably to NIST-MST. We believe our general approach should be of broad interest, and can be adopted in future mechanisms for synthetic data generation.

Shiv Shankar, Daniel Sheldon

Field observations form the basis of many scientific studies, especially in ecological and social sciences. Despite efforts to conduct such surveys in a standardized way, observations can be prone to systematic measurement errors. The removal of systematic variability introduced by the observation process, if possible, can greatly increase the value of this data. Existing non-parametric techniques for correcting such errors assume linear additive noise models. This leads to biased estimates when applied to generalized linear models (GLM). We present an approach based on residual functions to address this limitation. We then demonstrate its effectiveness on synthetic data and show it reduces systematic detection variability in moth surveys.

Cheng Gu, Erik Learned-Miller, Daniel Sheldon et al.

Event cameras, inspired by biological vision systems, provide a natural and data efficient representation of visual information. Visual information is acquired in the form of events that are triggered by local brightness changes. Each pixel location of the camera's sensor records events asynchronously and independently with very high temporal resolution. However, because most brightness changes are triggered by relative motion of the camera and the scene, the events recorded at a single sensor location seldom correspond to the same world point. To extract meaningful information from event cameras, it is helpful to register events that were triggered by the same underlying world point. In this work we propose a new model of event data that captures its natural spatio-temporal structure. We start by developing a model for aligned event data. That is, we develop a model for the data as though it has been perfectly registered already. In particular, we model the aligned data as a spatio-temporal Poisson point process. Based on this model, we develop a maximum likelihood approach to registering events that are not yet aligned. That is, we find transformations of the observed events that make them as likely as possible under our model. In particular we extract the camera rotation that leads to the best event alignment. We show new state of the art accuracy for rotational velocity estimation on the DAVIS 240C dataset. In addition, our method is also faster and has lower computational complexity than several competing methods.

Mohit Yadav, Daniel Sheldon, Cameron Musco

A key challenge in scaling Gaussian Process (GP) regression to massive datasets is that exact inference requires computation with a dense n x n kernel matrix, where n is the number of data points. Significant work focuses on approximating the kernel matrix via interpolation using a smaller set of m inducing points. Structured kernel interpolation (SKI) is among the most scalable methods: by placing inducing points on a dense grid and using structured matrix algebra, SKI achieves per-iteration time of O(n + m log m) for approximate inference. This linear scaling in n enables inference for very large data sets; however the cost is per-iteration, which remains a limitation for extremely large n. We show that the SKI per-iteration time can be reduced to O(m log m) after a single O(n) time precomputation step by reframing SKI as solving a natural Bayesian linear regression problem with a fixed set of m compact basis functions. With per-iteration complexity independent of the dataset size n for a fixed grid, our method scales to truly massive data sets. We demonstrate speedups in practice for a wide range of m and n and apply the method to GP inference on a three-dimensional weather radar dataset with over 100 million points.

Shiv Shankar, Daniel Sheldon, Tao Sun et al.

Many ecological studies and conservation policies are based on field observations of species, which can be affected by systematic variability introduced by the observation process. A recently introduced causal modeling technique called 'half-sibling regression' can detect and correct for systematic errors in measurements of multiple independent random variables. However, it will remove intrinsic variability if the variables are dependent, and therefore does not apply to many situations, including modeling of species counts that are controlled by common causes. We present a technique called 'three-quarter sibling regression' to partially overcome this limitation. It can filter the effect of systematic noise when the latent variables have observed common causes. We provide theoretical justification of this approach, demonstrate its effectiveness on synthetic data, and show that it reduces systematic detection variability due to moon brightness in moth surveys.

Ryan McKenna, Daniel Sheldon

We consider the problem of differentially private selection. Given a finite set of candidate items and a quality score for each item, our goal is to design a differentially private mechanism that returns an item with a score that is as high as possible. The most commonly used mechanism for this task is the exponential mechanism. In this work, we propose a new mechanism for this task based on a careful analysis of the privacy constraints. The expected score of our mechanism is always at least as large as the exponential mechanism, and can offer improvements up to a factor of two. Our mechanism is simple to implement and runs in linear time.

Edmond Cunningham, Renos Zabounidis, Abhinav Agrawal et al.

Real-world data with underlying structure, such as pictures of faces, are hypothesized to lie on a low-dimensional manifold. This manifold hypothesis has motivated state-of-the-art generative algorithms that learn low-dimensional data representations. Unfortunately, a popular generative model, normalizing flows, cannot take advantage of this. Normalizing flows are based on successive variable transformations that are, by design, incapable of learning lower-dimensional representations. In this paper we introduce noisy injective flows (NIF), a generalization of normalizing flows that can go across dimensions. NIF explicitly map the latent space to a learnable manifold in a high-dimensional data space using injective transformations. We further employ an additive noise model to account for deviations from the manifold and identify a stochastic inverse of the generative process. Empirically, we demonstrate that a simple application of our method to existing flow architectures can significantly improve sample quality and yield separable data embeddings.

Abhinav Agrawal, Daniel Sheldon, Justin Domke

Recent research has seen several advances relevant to black-box VI, but the current state of automatic posterior inference is unclear. One such advance is the use of normalizing flows to define flexible posterior densities for deep latent variable models. Another direction is the integration of Monte-Carlo methods to serve two purposes; first, to obtain tighter variational objectives for optimization, and second, to define enriched variational families through sampling. However, both flows and variational Monte-Carlo methods remain relatively unexplored for black-box VI. Moreover, on a pragmatic front, there are several optimization considerations like step-size scheme, parameter initialization, and choice of gradient estimators, for which there are no clear guidance in the existing literature. In this paper, we postulate that black-box VI is best addressed through a careful combination of numerous algorithmic components. We evaluate components relating to optimization, flows, and Monte-Carlo methods on a benchmark of 30 models from the Stan model library. The combination of these algorithmic components significantly advances the state-of-the-art "out of the box" variational inference.

Cecilia Ferrando, Shufan Wang, Daniel Sheldon

The goal of this paper is to develop a practical and general-purpose approach to construct confidence intervals for differentially private parametric estimation. We find that the parametric bootstrap is a simple and effective solution. It cleanly reasons about variability of both the data sample and the randomized privacy mechanism and applies "out of the box" to a wide class of private estimation routines. It can also help correct bias caused by clipping data to limit sensitivity. We prove that the parametric bootstrap gives consistent confidence intervals in two broadly relevant settings, including a novel adaptation to linear regression that avoids accessing the covariate data multiple times. We demonstrate its effectiveness for a variety of estimators, and find that it provides confidence intervals with good coverage even at modest sample sizes and performs better than alternative approaches.

Zezhou Cheng, Saadia Gabriel, Pankaj Bhambhani et al.

The US weather radar archive holds detailed information about biological phenomena in the atmosphere over the last 20 years. Communally roosting birds congregate in large numbers at nighttime roosting locations, and their morning exodus from the roost is often visible as a distinctive pattern in radar images. This paper describes a machine learning system to detect and track roost signatures in weather radar data. A significant challenge is that labels were collected opportunistically from previous research studies and there are systematic differences in labeling style. We contribute a latent variable model and EM algorithm to learn a detection model together with models of labeling styles for individual annotators. By properly accounting for these variations we learn a significantly more accurate detector. The resulting system detects previously unknown roosting locations and provides comprehensive spatio-temporal data about roosts across the US. This data will provide biologists important information about the poorly understood phenomena of broad-scale habitat use and movements of communally roosting birds during the non-breeding season.

Garrett Bernstein, Daniel Sheldon

Linear regression is an important tool across many fields that work with sensitive human-sourced data. Significant prior work has focused on producing differentially private point estimates, which provide a privacy guarantee to individuals while still allowing modelers to draw insights from data by estimating regression coefficients. We investigate the problem of Bayesian linear regression, with the goal of computing posterior distributions that correctly quantify uncertainty given privately released statistics. We show that a naive approach that ignores the noise injected by the privacy mechanism does a poor job in realistic data settings. We then develop noise-aware methods that perform inference over the privacy mechanism and produce correct posteriors across a wide range of scenarios.

Justin Domke, Daniel Sheldon

Recent work in variational inference (VI) uses ideas from Monte Carlo estimation to tighten the lower bounds on the log-likelihood that are used as objectives. However, there is no systematic understanding of how optimizing different objectives relates to approximating the posterior distribution. Developing such a connection is important if the ideas are to be applied to inference-i.e., applications that require an approximate posterior and not just an approximation of the log-likelihood. Given a VI objective defined by a Monte Carlo estimator of the likelihood, we use a "divide and couple" procedure to identify augmented proposal and target distributions. The divergence between these is equal to the gap between the VI objective and the log-likelihood. Thus, after maximizing the VI objective, the augmented variational distribution may be used to approximate the posterior distribution.

Zezhou Cheng, Matheus Gadelha, Subhransu Maji et al.

The deep image prior was recently introduced as a prior for natural images. It represents images as the output of a convolutional network with random inputs. For "inference", gradient descent is performed to adjust network parameters to make the output match observations. This approach yields good performance on a range of image reconstruction tasks. We show that the deep image prior is asymptotically equivalent to a stationary Gaussian process prior in the limit as the number of channels in each layer of the network goes to infinity, and derive the corresponding kernel. This informs a Bayesian approach to inference. We show that by conducting posterior inference using stochastic gradient Langevin we avoid the need for early stopping, which is a drawback of the current approach, and improve results for denoising and impainting tasks. We illustrate these intuitions on a number of 1D and 2D signal reconstruction tasks.

Ryan McKenna, Daniel Sheldon, Gerome Miklau

Many privacy mechanisms reveal high-level information about a data distribution through noisy measurements. It is common to use this information to estimate the answers to new queries. In this work, we provide an approach to solve this estimation problem efficiently using graphical models, which is particularly effective when the distribution is high-dimensional but the measurements are over low-dimensional marginals. We show that our approach is far more efficient than existing estimation techniques from the privacy literature and that it can improve the accuracy and scalability of many state-of-the-art mechanisms.

Garrett Bernstein, Daniel Sheldon

The study of private inference has been sparked by growing concern regarding the analysis of data when it stems from sensitive sources. We present the first method for private Bayesian inference in exponential families that properly accounts for noise introduced by the privacy mechanism. It is efficient because it works only with sufficient statistics and not individual data. Unlike other methods, it gives properly calibrated posterior beliefs in the non-asymptotic data regime.

Justin Domke, Daniel Sheldon

Recent work used importance sampling ideas for better variational bounds on likelihoods. We clarify the applicability of these ideas to pure probabilistic inference, by showing the resulting Importance Weighted Variational Inference (IWVI) technique is an instance of augmented variational inference, thus identifying the looseness in previous work. Experiments confirm IWVI's practicality for probabilistic inference. As a second contribution, we investigate inference with elliptical distributions, which improves accuracy in low dimensions, and convergence in high dimensions.

Daniel Sheldon, Kevin Winner, Debora Sujono

We develop nested automatic differentiation (AD) algorithms for exact inference and learning in integer latent variable models. Recently, Winner, Sujono, and Sheldon showed how to reduce marginalization in a class of integer latent variable models to evaluating a probability generating function which contains many levels of nested high-order derivatives. We contribute faster and more stable AD algorithms for this challenging problem and a novel algorithm to compute exact gradients for learning. These contributions lead to significantly faster and more accurate learning algorithms, and are the first AD algorithms whose running time is polynomial in the number of levels of nesting.

Garrett Bernstein, Ryan McKenna, Tao Sun et al.

We investigate the problem of learning discrete, undirected graphical models in a differentially private way. We show that the approach of releasing noisy sufficient statistics using the Laplace mechanism achieves a good trade-off between privacy, utility, and practicality. A naive learning algorithm that uses the noisy sufficient statistics "as is" outperforms general-purpose differentially private learning algorithms. However, it has three limitations: it ignores knowledge about the data generating process, rests on uncertain theoretical foundations, and exhibits certain pathologies. We develop a more principled approach that applies the formalism of collective graphical models to perform inference over the true sufficient statistics within an expectation-maximization framework. We show that this learns better models than competing approaches on both synthetic data and on real human mobility data used as a case study.

Xiaojian Wu, Akshat Kumar, Daniel Sheldon et al.

Stochastic network design is a general framework for optimizing network connectivity. It has several applications in computational sustainability including spatial conservation planning, pre-disaster network preparation, and river network optimization. A common assumption in previous work has been made that network parameters (e.g., probability of species colonization) are precisely known, which is unrealistic in real- world settings. We therefore address the robust river network design problem where the goal is to optimize river connectivity for fish movement by removing barriers. We assume that fish passability probabilities are known only imprecisely, but are within some interval bounds. We then develop a planning approach that computes the policies with either high robust ratio or low regret. Empirically, our approach scales well to large river networks. We also provide insights into the solutions generated by our robust approach, which has significantly higher robust ratio than the baseline solution with mean parameter estimates.

Garrett Bernstein, Daniel Sheldon

We address the problem of estimating the parameters of a time-homogeneous Markov chain given only noisy, aggregate data. This arises when a population of individuals behave independently according to a Markov chain, but individual sample paths cannot be observed due to limitations of the observation process or the need to protect privacy. Instead, only population-level counts of the number of individuals in each state at each time step are available. When these counts are exact, a conditional least squares (CLS) estimator is known to be consistent and asymptotically normal. We initiate the study of method of moments estimators for this problem to handle the more realistic case when observations are additionally corrupted by noise. We show that CLS can be interpreted as a simple "plug-in" method of moments estimator. However, when observations are noisy, it is not consistent because it fails to account for additional variance introduced by the noise. We develop a new, simpler method of moments estimator that bypasses this problem and is consistent under noisy observations.

Luke Vilnis, David Belanger, Daniel Sheldon et al.

Many inference problems in structured prediction are naturally solved by augmenting a tractable dependency structure with complex, non-local auxiliary objectives. This includes the mean field family of variational inference algorithms, soft- or hard-constrained inference using Lagrangian relaxation or linear programming, collective graphical models, and forms of semi-supervised learning such as posterior regularization. We present a method to discriminatively learn broad families of inference objectives, capturing powerful non-local statistics of the latent variables, while maintaining tractable and provably fast inference using non-Euclidean projected gradient descent with a distance-generating function given by the Bethe entropy. We demonstrate the performance and flexibility of our method by (1) extracting structured citations from research papers by learning soft global constraints, (2) achieving state-of-the-art results on a widely-used handwriting recognition task using a novel learned non-convex inference procedure, and (3) providing a fast and highly scalable algorithm for the challenging problem of inference in a collective graphical model applied to bird migration.

Li-Ping Liu, Daniel Sheldon, Thomas G. Dietterich

The Collective Graphical Model (CGM) models a population of independent and identically distributed individuals when only collective statistics (i.e., counts of individuals) are observed. Exact inference in CGMs is intractable, and previous work has explored Markov Chain Monte Carlo (MCMC) and MAP approximations for learning and inference. This paper studies Gaussian approximations to the CGM. As the population grows large, we show that the CGM distribution converges to a multivariate Gaussian distribution (GCGM) that maintains the conditional independence properties of the original CGM. If the observations are exact marginals of the CGM or marginals that are corrupted by Gaussian noise, inference in the GCGM approximation can be computed efficiently in closed form. If the observations follow a different noise model (e.g., Poisson), then expectation propagation provides efficient and accurate approximate inference. The accuracy and speed of GCGM inference is compared to the MCMC and MAP methods on a simulated bird migration problem. The GCGM matches or exceeds the accuracy of the MAP method while being significantly faster.