Christian R. Shelton

AI
h-index30
13papers
482citations
Novelty49%
AI Score39

13 Papers

5.9MLMar 7, 2023Code
Variational Inference for Neyman-Scott Processes

Chengkuan Hong, Christian R. Shelton

Neyman-Scott processes (NSPs) have been applied across a range of fields to model points or temporal events with a hierarchy of clusters. Markov chain Monte Carlo (MCMC) is typically used for posterior sampling in the model. However, MCMC's mixing time can cause the resulting inference to be slow, and thereby slow down model learning and prediction. We develop the first variational inference (VI) algorithm for NSPs, and give two examples of suitable variational posterior point process distributions. Our method minimizes the inclusive Kullback-Leibler (KL) divergence for VI to obtain the variational parameters. We generate samples from the approximate posterior point processes much faster than MCMC, as we can directly estimate the approximate posterior point processes without any MCMC steps or gradient descent. We include synthetic and real-world data experiments that demonstrate our VI algorithm achieves better prediction performance than MCMC when computational time is limited.

8.4CVSep 23, 2025
iFinder: Structured Zero-Shot Vision-Based LLM Grounding for Dash-Cam Video Reasoning

Manyi Yao, Bingbing Zhuang, Sparsh Garg et al.

Grounding large language models (LLMs) in domain-specific tasks like post-hoc dash-cam driving video analysis is challenging due to their general-purpose training and lack of structured inductive biases. As vision is often the sole modality available for such analysis (i.e., no LiDAR, GPS, etc.), existing video-based vision-language models (V-VLMs) struggle with spatial reasoning, causal inference, and explainability of events in the input video. To this end, we introduce iFinder, a structured semantic grounding framework that decouples perception from reasoning by translating dash-cam videos into a hierarchical, interpretable data structure for LLMs. iFinder operates as a modular, training-free pipeline that employs pretrained vision models to extract critical cues -- object pose, lane positions, and object trajectories -- which are hierarchically organized into frame- and video-level structures. Combined with a three-block prompting strategy, it enables step-wise, grounded reasoning for the LLM to refine a peer V-VLM's outputs and provide accurate reasoning. Evaluations on four public dash-cam video benchmarks show that iFinder's proposed grounding with domain-specific cues, especially object orientation and global context, significantly outperforms end-to-end V-VLMs on four zero-shot driving benchmarks, with up to 39% gains in accident reasoning accuracy. By grounding LLMs with driving domain-specific representations, iFinder offers a zero-shot, interpretable, and reliable alternative to end-to-end V-VLMs for post-hoc driving video understanding.

3.7CVApr 23, 2024
Efficient Transformer Encoders for Mask2Former-style models

Manyi Yao, Abhishek Aich, Yumin Suh et al.

Vision transformer based models bring significant improvements for image segmentation tasks. Although these architectures offer powerful capabilities irrespective of specific segmentation tasks, their use of computational resources can be taxing on deployed devices. One way to overcome this challenge is by adapting the computation level to the specific needs of the input image rather than the current one-size-fits-all approach. To this end, we introduce ECO-M2F or EffiCient TransfOrmer Encoders for Mask2Former-style models. Noting that the encoder module of M2F-style models incur high resource-intensive computations, ECO-M2F provides a strategy to self-select the number of hidden layers in the encoder, conditioned on the input image. To enable this self-selection ability for providing a balance between performance and computational efficiency, we present a three step recipe. The first step is to train the parent architecture to enable early exiting from the encoder. The second step is to create an derived dataset of the ideal number of encoder layers required for each training example. The third step is to use the aforementioned derived dataset to train a gating network that predicts the number of encoder layers to be used, conditioned on the input image. Additionally, to change the computational-accuracy tradeoff, only steps two and three need to be repeated which significantly reduces retraining time. Experiments on the public datasets show that the proposed approach reduces expected encoder computational cost while maintaining performance, adapts to various user compute resources, is flexible in architecture configurations, and can be extended beyond the segmentation task to object detection.

7.4MLNov 6, 2021Code
Deep Neyman-Scott Processes

Chengkuan Hong, Christian R. Shelton

A Neyman-Scott process is a special case of a Cox process. The latent and observable stochastic processes are both Poisson processes. We consider a deep Neyman-Scott process in this paper, for which the building components of a network are all Poisson processes. We develop an efficient posterior sampling via Markov chain Monte Carlo and use it for likelihood-based inference. Our method opens up room for the inference in sophisticated hierarchical point processes. We show in the experiments that more hidden Poisson processes brings better performance for likelihood fitting and events types prediction. We also compare our method with state-of-the-art models for temporal real-world datasets and demonstrate competitive abilities for both data fitting and prediction, using far fewer parameters.

1.9MLOct 27, 2021
Convolutional Deep Exponential Families

Chengkuan Hong, Christian R. Shelton

We describe convolutional deep exponential families (CDEFs) in this paper. CDEFs are built based on deep exponential families, deep probabilistic models that capture the hierarchical dependence between latent variables. CDEFs greatly reduce the number of free parameters by tying the weights of DEFs. Our experiments show that CDEFs are able to uncover time correlations with a small amount of data.

2.7LGDec 20, 2019
Features or Shape? Tackling the False Dichotomy of Time Series Classification

Sara Alaee, Alireza Abdoli, Christian Shelton et al.

Time series classification is an important task in its own right, and it is often a precursor to further downstream analytics. To date, virtually all works in the literature have used either shape-based classification using a distance measure or feature-based classification after finding some suitable features for the domain. It seems to be underappreciated that in many datasets it is the case that some classes are best discriminated with features, while others are best discriminated with shape. Thus, making the shape vs. feature choice will condemn us to poor results, at least for some classes. In this work, we propose a new model for classifying time series that allows the use of both shape and feature-based measures, when warranted. Our algorithm automatically decides which approach is best for which class, and at query time chooses which classifier to trust the most. We evaluate our idea on real world datasets and demonstrate that our ideas produce statistically significant improvement in classification accuracy.

21.0AIJan 10, 2013
Policy Improvement for POMDPs Using Normalized Importance Sampling

Christian R. Shelton

We present a new method for estimating the expected return of a POMDP from experience. The method does not assume any knowledge of the POMDP and allows the experience to be gathered from an arbitrary sequence of policies. The return is estimated for any new policy of the POMDP. We motivate the estimator from function-approximation and importance sampling points-of-view and derive its theoretical properties. Although the estimator is biased, it has low variance and the bias is often irrelevant when the estimator is used for pair-wise comparisons. We conclude by extending the estimator to policies with memory and compare its performance in a greedy search algorithm to REINFORCE algorithms showing an order of magnitude reduction in the number of trials required.

17.6LGOct 19, 2012
Learning Continuous Time Bayesian Networks

Uri Nodelman, Christian R. Shelton, Daphne Koller

Continuous time Bayesian networks (CTBNs) describe structured stochastic processes with finitely many states that evolve over continuous time. A CTBN is a directed (possibly cyclic) dependency graph over a set of variables, each of which represents a finite state continuous time Markov process whose transition model is a function of its parents. We address the problem of learning parameters and structure of a CTBN from fully observed data. We define a conjugate prior for CTBNs, and show how it can be used both for Bayesian parameter estimation and as the basis of a Bayesian score for structure learning. Because acyclicity is not a constraint in CTBNs, we can show that the structure learning problem is significantly easier, both in theory and in practice, than structure learning for dynamic Bayesian networks (DBNs). Furthermore, as CTBNs can tailor the parameters and dependency structure to the different time granularities of the evolution of different variables, they can provide a better fit to continuous-time processes than DBNs with a fixed time granularity.

19.1AIJul 4, 2012
Expectation Maximization and Complex Duration Distributions for Continuous Time Bayesian Networks

Uri Nodelman, Christian R. Shelton, Daphne Koller

Continuous time Bayesian networks (CTBNs) describe structured stochastic processes with finitely many states that evolve over continuous time. A CTBN is a directed (possibly cyclic) dependency graph over a set of variables, each of which represents a finite state continuous time Markov process whose transition model is a function of its parents. We address the problem of learning the parameters and structure of a CTBN from partially observed data. We show how to apply expectation maximization (EM) and structural expectation maximization (SEM) to CTBNs. The availability of the EM algorithm allows us to extend the representation of CTBNs to allow a much richer class of transition durations distributions, known as phase distributions. This class is a highly expressive semi-parametric representation, which can approximate any duration distribution arbitrarily closely. This extension to the CTBN framework addresses one of the main limitations of both CTBNs and DBNs - the restriction to exponentially / geometrically distributed duration. We present experimental results on a real data set of people's life spans, showing that our algorithm learns reasonable models - structure and parameters - from partially observed data, and, with the use of phase distributions, achieves better performance than DBNs.

16.4AIJul 4, 2012
Expectation Propagation for Continuous Time Bayesian Networks

Uri Nodelman, Daphne Koller, Christian R. Shelton

Continuous time Bayesian networks (CTBNs) describe structured stochastic processes with finitely many states that evolve over continuous time. A CTBN is a directed (possibly cyclic) dependency graph over a set of variables, each of which represents a finite state continuous time Markov process whose transition model is a function of its parents. As shown previously, exact inference in CTBNs is intractable. We address the problem of approximate inference, allowing for general queries conditioned on evidence over continuous time intervals and at discrete time points. We show how CTBNs can be parameterized within the exponential family, and use that insight to develop a message passing scheme in cluster graphs and allows us to apply expectation propagation to CTBNs. The clusters in our cluster graph do not contain distributions over the cluster variables at individual time points, but distributions over trajectories of the variables throughout a duration. Thus, unlike discrete time temporal models such as dynamic Bayesian networks, we can adapt the time granularity at which we reason for different variables and in different conditions.

1.2GRJun 27, 2012
Visualization of Collaborative Data

Guobiao Mei, Christian R. Shelton

Collaborative data consist of ratings relating two distinct sets of objects: users and items. Much of the work with such data focuses on filtering: predicting unknown ratings for pairs of users and items. In this paper we focus on the problem of visualizing the information. Given all of the ratings, our task is to embed all of the users and items as points in the same Euclidean space. We would like to place users near items that they have rated (or would rate) high, and far away from those they would give a low rating. We pose this problem as a real-valued non-linear Bayesian network and employ Markov chain Monte Carlo and expectation maximization to find an embedding. We present a metric by which to judge the quality of a visualization and compare our results to local linear embedding and Eigentaste on three real-world datasets.

8.0SIMay 9, 2012
Learning Continuous-Time Social Network Dynamics

Yu Fan, Christian R. Shelton

We demonstrate that a number of sociology models for social network dynamics can be viewed as continuous time Bayesian networks (CTBNs). A sampling-based approximate inference method for CTBNs can be used as the basis of an expectation-maximization procedure that achieves better accuracy in estimating the parameters of the model than the standard method of moments algorithmfromthe sociology literature. We extend the existing social network models to allow for indirect and asynchronous observations of the links. A Markov chain Monte Carlo sampling algorithm for this new model permits estimation and inference. We provide results on both a synthetic network (for verification) and real social network data.

2.3SYFeb 14, 2012
Factored Filtering of Continuous-Time Systems

E. Busra Celikkaya, Christian R. Shelton, William Lam

We consider filtering for a continuous-time, or asynchronous, stochastic system where the full distribution over states is too large to be stored or calculated. We assume that the rate matrix of the system can be compactly represented and that the belief distribution is to be approximated as a product of marginals. The essential computation is the matrix exponential. We look at two different methods for its computation: ODE integration and uniformization of the Taylor expansion. For both we consider approximations in which only a factored belief state is maintained. For factored uniformization we demonstrate that the KL-divergence of the filtering is bounded. Our experimental results confirm our factored uniformization performs better than previously suggested uniformization methods and the mean field algorithm.