Trong Nghia Hoang

Trong Nghia Hoang, Anoop Deoras, Tong Zhao et al.

This paper studies the item-to-item recommendation problem in recommender systems from a new perspective of metric learning via implicit feedback. We develop and investigate a personalizable deep metric model that captures both the internal contents of items and how they were interacted with by users. There are two key challenges in learning such model. First, there is no explicit similarity annotation, which deviates from the assumption of most metric learning methods. Second, these approaches ignore the fact that items are often represented by multiple sources of meta data and different users use different combinations of these sources to form their own notion of similarity. To address these challenges, we develop a new metric representation embedded as kernel parameters of a probabilistic model. This helps express the correlation between items that a user has interacted with, which can be used to predict user interaction with new items. Our approach hinges on the intuition that similar items induce similar interactions from the same user, thus fitting a metric-parameterized model to predict an implicit feedback signal could indirectly guide it towards finding the most suitable metric for each user. To this end, we also analyze how and when the proposed method is effective from a theoretical lens. Its empirical effectiveness is also demonstrated on several real-world datasets.

Tengfei Ma, Trong Nghia Hoang, Jie Chen · ibm-research

Learning an effective global model on private and decentralized datasets has become an increasingly important challenge of machine learning when applied in practice. Existing distributed learning paradigms, such as Federated Learning, enable this via model aggregation which enforces a strong form of modeling homogeneity and synchronicity across clients. This is however not suitable to many practical scenarios. For example, in distributed sensing, heterogeneous sensors reading data from different views of the same phenomenon would need to use different models for different data modalities. Local learning therefore happens in isolation but inference requires merging the local models to achieve consensus. To enable consensus among local models, we propose a feature fusion approach that extracts local representations from local models and incorporates them into a global representation that improves the prediction performance. Achieving this requires addressing two non-trivial problems. First, we need to learn an alignment between similar feature components which are arbitrarily arranged across clients to enable representation aggregation. Second, we need to learn a consensus graph that captures the high-order interactions between local feature spaces and how to combine them to achieve a better prediction. This paper presents solutions to these problems and demonstrates them in real-world applications on time series data such as power grids and traffic networks.

Linbo Liu, Youngsuk Park, Trong Nghia Hoang et al.

This work studies the threats of adversarial attack on multivariate probabilistic forecasting models and viable defense mechanisms. Our studies discover a new attack pattern that negatively impact the forecasting of a target time series via making strategic, sparse (imperceptible) modifications to the past observations of a small number of other time series. To mitigate the impact of such attack, we have developed two defense strategies. First, we extend a previously developed randomized smoothing technique in classification to multivariate forecasting scenarios. Second, we develop an adversarial training algorithm that learns to create adversarial examples and at the same time optimizes the forecasting model to improve its robustness against such adversarial simulation. Extensive experiments on real-world datasets confirm that our attack schemes are powerful and our defense algorithms are more effective compared with baseline defense mechanisms.

Ziwei Fan, Hao Ding, Anoop Deoras et al.

Item-to-Item (I2I) recommendation is an important function in most recommendation systems, which generates replacement or complement suggestions for a particular item based on its semantic similarities to other cataloged items. Given that subsets of items in a recommendation system might be co-interacted with by the same set of customers, graph-based models, such as graph neural networks (GNNs), provide a natural framework to combine, ingest and extract valuable insights from such high-order relational interactions between cataloged items, as well as their metadata features, as has been shown in many recent studies. However, learning GNNs effectively for I2I requires ingesting a large amount of relational data, which might not always be available, especially in new, emerging market segments. To mitigate this data bottleneck, we postulate that recommendation patterns learned from existing mature market segments (with private data) could be adapted to build effective warm-start models for emerging ones. To achieve this, we propose and investigate a personalized federated modeling framework based on GNNs to summarize, assemble and adapt recommendation patterns across market segments with heterogeneous customer behaviors into effective local models. Our key contribution is a personalized graph adaptation model that bridges the gap between recent literature on federated GNNs and (non-graph) personalized federated learning, which either does not optimize for the adaptability of the federated model or is restricted to local models with homogeneous parameterization, excluding GNNs with heterogeneous local graphs.

Alireza Ghods, Trong Nghia Hoang, Diane Cook

Data summarization is the process of generating interpretable and representative subsets from a dataset. Existing time series summarization approaches often search for recurring subsequences using a set of manually devised similarity functions to summarize the data. However, such approaches are fraught with limitations stemming from an exhaustive search coupled with a heuristic definition of series similarity. Such approaches affect the diversity and comprehensiveness of the generated data summaries. To mitigate these limitations, we introduce an approach to time series summarization, called Time-to-Pattern (T2P), which aims to find a set of diverse patterns that together encode the most salient information, following the notion of minimum description length. T2P is implemented as a deep generative model that learns informative embeddings of the discrete time series on a latent space specifically designed to be interpretable. Our synthetic and real-world experiments reveal that T2P discovers informative patterns, even in noisy and complex settings. Furthermore, our results also showcase the improved performance of T2P over previous work in pattern diversity and processing scalability, which conclusively demonstrate the algorithm's effectiveness for time series summarization.

Thu Hang Phung, Duong M. Nguyen, Thanh Trung Huynh et al.

This paper introduces a generalized federated prompt-tuning framework for practical scenarios where local datasets are multi-modal and exhibit different distributional patterns of missing features at the input level. The proposed framework bridges the gap between federated learning and multi-modal prompt-tuning which have traditionally focused on either uni-modal or centralized data. A key challenge in this setting arises from the lack of semantic alignment between prompt instructions that encode similar distributional patterns of missing data across different clients. To address this, our framework introduces specialized client-tuning and server-aggregation designs that simultaneously optimize, align, and aggregate prompt-tuning instructions across clients and data modalities. This allows prompt instructions to complement one another and be combined effectively. Extensive evaluations on diverse multimodal benchmark datasets demonstrate that our work consistently outperforms state-of-the-art (SOTA) baselines.

Manh Cuong Dao, Phi Le Nguyen, Thao Nguyen Truong et al.

Offline optimization has recently emerged as an increasingly popular approach to mitigate the prohibitively expensive cost of online experimentation. The key idea is to learn a surrogate of the black-box function that underlines the target experiment using a static (offline) dataset of its previous input-output queries. Such an approach is, however, fraught with an out-of-distribution issue where the learned surrogate becomes inaccurate outside the offline data regimes. To mitigate this, existing offline optimizers have proposed numerous conditioning techniques to prevent the learned surrogate from being too erratic. Nonetheless, such conditioning strategies are often specific to particular surrogate or search models, which might not generalize to a different model choice. This motivates us to develop a model-agnostic approach instead, which incorporates a notion of model sharpness into the training loss of the surrogate as a regularizer. Our approach is supported by a new theoretical analysis demonstrating that reducing surrogate sharpness on the offline dataset provably reduces its generalized sharpness on unseen data. Our analysis extends existing theories from bounding generalized prediction loss (on unseen data) with loss sharpness to bounding the worst-case generalized surrogate sharpness with its empirical estimate on training data, providing a new perspective on sharpness regularization. Our extensive experimentation on a diverse range of optimization tasks also shows that reducing surrogate sharpness often leads to significant improvement, marking (up to) a noticeable 9.6% performance boost. Our code is publicly available at https://github.com/cuong-dm/IGNITE

Nang Hung Nguyen, Phi Le Nguyen, Thao Nguyen Truong et al.

This paper introduces a new framework for recovering causal graphs from observational data, leveraging the observation that the distribution of an effect, conditioned on its causes, remains invariant to changes in the prior distribution of those causes. This insight enables a direct test for potential causal relationships by checking the variance of their corresponding effect-cause conditional distributions across multiple downsampled subsets of the data. These subsets are selected to reflect different prior cause distributions, while preserving the effect-cause conditional relationships. Using this invariance test and exploiting an (empirical) sparsity of most causal graphs, we develop an algorithm that efficiently uncovers causal relationships with quadratic complexity in the number of observational variables, reducing the processing time by up to 25x compared to state-of-the-art methods. Our empirical experiments on a varied benchmark of large-scale datasets show superior or equivalent performance compared to existing works, while achieving enhanced scalability.

Manh Cuong Dao, The Hung Tran, Phi Le Nguyen et al.

This paper studies the black-box optimization task which aims to find the maxima of a black-box function using a static set of its observed input-output pairs. This is often achieved via learning and optimizing a surrogate function with that offline data. Alternatively, it can also be framed as an inverse modeling task that maps a desired performance to potential input candidates that achieve it. Both approaches are constrained by the limited amount of offline data. To mitigate this limitation, we introduce a new perspective that casts offline optimization as a distributional translation task. This is formulated as learning a probabilistic bridge transforming an implicit distribution of low-value inputs (i.e., offline data) into another distribution of high-value inputs (i.e., solution candidates). Such probabilistic bridge can be learned using low- and high-value inputs sampled from synthetic functions that resemble the target function. These synthetic functions are constructed as the mean posterior of multiple Gaussian processes fitted with different parameterizations on the offline data, alleviating the data bottleneck. The proposed approach is evaluated on an extensive benchmark comprising most recent methods, demonstrating significant improvement and establishing a new state-of-the-art performance. Our code is publicly available at https://github.com/cuong-dm/ROOT.

Krishu K Thapa, Supriya Savalkar, Bhupinderjeet Singh et al.

Various complex water management decisions are made in snow-dominant watersheds with the knowledge of Snow-Water Equivalent (SWE) -- a key measure widely used to estimate the water content of a snowpack. However, forecasting SWE is challenging because SWE is influenced by various factors including topography and an array of environmental conditions, and has therefore been observed to be spatio-temporally variable. Classical approaches to SWE forecasting have not adequately utilized these spatial/temporal correlations, nor do they provide uncertainty estimates -- which can be of significant value to the decision maker. In this paper, we present ForeSWE, a new probabilistic spatio-temporal forecasting model that integrates deep learning and classical probabilistic techniques. The resulting model features a combination of an attention mechanism to integrate spatiotemporal features and interactions, alongside a Gaussian process module that provides principled quantification of prediction uncertainty. We evaluate the model on data from 512 Snow Telemetry (SNOTEL) stations in the Western US. The results show significant improvements in both forecasting accuracy and prediction interval compared to existing approaches. The results also serve to highlight the efficacy in uncertainty estimates between different approaches. Collectively, these findings have provided a platform for deployment and feedback by the water management community.

Yassine Chemingui, Aryan Deshwal, Trong Nghia Hoang et al.

Offline optimization is an emerging problem in many experimental engineering domains including protein, drug or aircraft design, where online experimentation to collect evaluation data is too expensive or dangerous. To avoid that, one has to optimize an unknown function given only its offline evaluation at a fixed set of inputs. A naive solution to this problem is to learn a surrogate model of the unknown function and optimize this surrogate instead. However, such a naive optimizer is prone to erroneous overestimation of the surrogate (possibly due to over-fitting on a biased sample of function evaluation) on inputs outside the offline dataset. Prior approaches addressing this challenge have primarily focused on learning robust surrogate models. However, their search strategies are derived from the surrogate model rather than the actual offline data. To fill this important gap, we introduce a new learning-to-search perspective for offline optimization by reformulating it as an offline reinforcement learning problem. Our proposed policy-guided gradient search approach explicitly learns the best policy for a given surrogate model created from the offline data. Our empirical results on multiple benchmarks demonstrate that the learned optimization policy can be combined with existing offline surrogates to significantly improve the optimization performance.

Pei-Yau Weng, Minh Hoang, Lam M. Nguyen et al.

Fine-tuning pre-trained models is a popular approach in machine learning for solving complex tasks with moderate data. However, fine-tuning the entire pre-trained model is ineffective in federated data scenarios where local data distributions are diversely skewed. To address this, we explore integrating federated learning with a more effective prompt-tuning method, optimizing for a small set of input prefixes to reprogram the pre-trained model's behavior. Our approach transforms federated learning into a distributed set modeling task, aggregating diverse sets of prompts to globally fine-tune the pre-trained model. We benchmark various baselines based on direct adaptations of existing federated model aggregation techniques and introduce a new probabilistic prompt aggregation method that substantially outperforms these baselines. Our reported results on a variety of computer vision datasets confirm that the proposed method is most effective to combat extreme data heterogeneity in federated learning.

Rachael Hwee Ling Sim, Yehong Zhang, Trong Nghia Hoang et al.

Collaborative machine learning involves training models on data from multiple parties but must incentivize their participation. Existing data valuation methods fairly value and reward each party based on shared data or model parameters but neglect the privacy risks involved. To address this, we introduce differential privacy (DP) as an incentive. Each party can select its required DP guarantee and perturb its sufficient statistic (SS) accordingly. The mediator values the perturbed SS by the Bayesian surprise it elicits about the model parameters. As our valuation function enforces a privacy-valuation trade-off, parties are deterred from selecting excessive DP guarantees that reduce the utility of the grand coalition's model. Finally, the mediator rewards each party with different posterior samples of the model parameters. Such rewards still satisfy existing incentives like fairness but additionally preserve DP and a high similarity to the grand coalition's posterior. We empirically demonstrate the effectiveness and practicality of our approach on synthetic and real-world datasets.

Manh Cuong Dao, Phi Le Nguyen, Thao Nguyen Truong et al.

Offline optimization is an important task in numerous material engineering domains where online experimentation to collect data is too expensive and needs to be replaced by an in silico maximization of a surrogate of the black-box function. Although such a surrogate can be learned from offline data, its prediction might not be reliable outside the offline data regime, which happens when the surrogate has narrow prediction margin and is (therefore) sensitive to small perturbations of its parameterization. This raises the following questions: (1) how to regulate the sensitivity of a surrogate model; and (2) whether conditioning an offline optimizer with such less sensitive surrogate will lead to better optimization performance. To address these questions, we develop an optimizable sensitivity measurement for the surrogate model, which then inspires a sensitivity-informed regularizer that is applicable to a wide range of offline optimizers. This development is both orthogonal and synergistic to prior research on offline optimization, which is demonstrated in our extensive experiment benchmark.

Thanh Vinh Vo, Pengfei Wei, Trong Nghia Hoang et al.

Data scarcity is a tremendous challenge in causal effect estimation. In this paper, we propose to exploit additional data sources to facilitate estimating causal effects in the target population. Specifically, we leverage additional source datasets which share similar causal mechanisms with the target observations to help infer causal effects of the target population. We propose three levels of knowledge transfer, through modelling the outcomes, treatments, and confounders. To achieve consistent positive transfer, we introduce learnable parametric transfer factors to adaptively control the transfer strength, and thus achieving a fair and balanced knowledge transfer between the sources and the target. The proposed method can infer causal effects in the target population without prior knowledge of data discrepancy between the additional data sources and the target. Experiments on both synthetic and real-world datasets show the effectiveness of the proposed method as compared with recent baselines.

Thanh Vinh Vo, Trong Nghia Hoang, Young Lee et al.

Many modern applications collect data that comes in federated spirit, with data kept locally and undisclosed. Till date, most insight into the causal inference requires data to be stored in a central repository. We present a novel framework for causal inference with federated data sources. We assess and integrate local causal effects from different private data sources without centralizing them. Then, the treatment effects on subjects from observational data using a non-parametric reformulation of the classical potential outcomes framework is estimated. We model the potential outcomes as a random function distributed by Gaussian processes, whose defining parameters can be efficiently learned from multiple data sources, respecting privacy constraints. We demonstrate the promise and efficiency of the proposed approach through a set of simulated and real-world benchmark examples.

Quang Minh Hoang, Trong Nghia Hoang, Hai Pham et al.

We introduce a new scalable approximation for Gaussian processes with provable guarantees which hold simultaneously over its entire parameter space. Our approximation is obtained from an improved sample complexity analysis for sparse spectrum Gaussian processes (SSGPs). In particular, our analysis shows that under a certain data disentangling condition, an SSGP's prediction and model evidence (for training) can well-approximate those of a full GP with low sample complexity. We also develop a new auto-encoding algorithm that finds a latent space to disentangle latent input coordinates into well-separated clusters, which is amenable to our sample complexity analysis. We validate our proposed method on several benchmarks with promising results supporting our theoretical analysis.

Nathan Hunt, Nathan Fulton, Sara Magliacane et al.

Deploying deep reinforcement learning in safety-critical settings requires developing algorithms that obey hard constraints during exploration. This paper contributes a first approach toward enforcing formal safety constraints on end-to-end policies with visual inputs. Our approach draws on recent advances in object detection and automated reasoning for hybrid dynamical systems. The approach is evaluated on a novel benchmark that emphasizes the challenge of safely exploring in the presence of hard constraints. Our benchmark draws from several proposed problem sets for safe learning and includes problems that emphasize challenges such as reward signals that are not aligned with safety constraints. On each of these benchmark problems, our algorithm completely avoids unsafe behavior while remaining competitive at optimizing for as much reward as is safe. We also prove that our method of enforcing the safety constraints preserves all safe policies from the original environment.

Cao Xiao, Trong Nghia Hoang, Shenda Hong et al.

There is a growing interest in applying deep learning (DL) to healthcare, driven by the availability of data with multiple feature channels in rich-data environments (e.g., intensive care units). However, in many other practical situations, we can only access data with much fewer feature channels in a poor-data environments (e.g., at home), which often results in predictive models with poor performance. How can we boost the performance of models learned from such poor-data environment by leveraging knowledge extracted from existing models trained using rich data in a related environment? To address this question, we develop a knowledge infusion framework named CHEER that can succinctly summarize such rich model into transferable representations, which can be incorporated into the poor model to improve its performance. The infused model is analyzed theoretically and evaluated empirically on several datasets. Our empirical results showed that CHEER outperformed baselines by 5.60% to 46.80% in terms of the macro-F1 score on multiple physiological datasets.

Kexin Huang, Cao Xiao, Trong Nghia Hoang et al.

Adverse drug-drug interactions (DDIs) remain a leading cause of morbidity and mortality. Identifying potential DDIs during the drug design process is critical for patients and society. Although several computational models have been proposed for DDI prediction, there are still limitations: (1) specialized design of drug representation for DDI predictions is lacking; (2) predictions are based on limited labelled data and do not generalize well to unseen drugs or DDIs; and (3) models are characterized by a large number of parameters, thus are hard to interpret. In this work, we develop a ChemicAl SubstrucTurE Representation (CASTER) framework that predicts DDIs given chemical structures of drugs.CASTER aims to mitigate these limitations via (1) a sequential pattern mining module rooted in the DDI mechanism to efficiently characterize functional sub-structures of drugs; (2) an auto-encoding module that leverages both labelled and unlabelled chemical structure data to improve predictive accuracy and generalizability; and (3) a dictionary learning module that explains the prediction via a small set of coefficients which measure the relevance of each input sub-structures to the DDI outcome. We evaluated CASTER on two real-world DDI datasets and showed that it performed better than state-of-the-art baselines and provided interpretable predictions.

Mikhail Yurochkin, Mayank Agarwal, Soumya Ghosh et al.

We consider the problem of aggregating models learned from sequestered, possibly heterogeneous datasets. Exploiting tools from Bayesian nonparametrics, we develop a general meta-modeling framework that learns shared global latent structures by identifying correspondences among local model parameterizations. Our proposed framework is model-independent and is applicable to a wide range of model types. After verifying our approach on simulated data, we demonstrate its utility in aggregating Gaussian topic models, hierarchical Dirichlet process based hidden Markov models, and sparse Gaussian processes with applications spanning text summarization, motion capture analysis, and temperature forecasting.

Mikhail Yurochkin, Mayank Agarwal, Soumya Ghosh et al.

In federated learning problems, data is scattered across different servers and exchanging or pooling it is often impractical or prohibited. We develop a Bayesian nonparametric framework for federated learning with neural networks. Each data server is assumed to provide local neural network weights, which are modeled through our framework. We then develop an inference approach that allows us to synthesize a more expressive global network without additional supervision, data pooling and with as few as a single communication round. We then demonstrate the efficacy of our approach on federated learning problems simulated from two popular image classification datasets.

Shenda Hong, Cao Xiao, Trong Nghia Hoang et al.

In many situations, we need to build and deploy separate models in related environments with different data qualities. For example, an environment with strong observation equipments (e.g., intensive care units) often provides high-quality multi-modal data, which are acquired from multiple sensory devices and have rich-feature representations. On the other hand, an environment with poor observation equipment (e.g., at home) only provides low-quality, uni-modal data with poor-feature representations. To deploy a competitive model in a poor-data environment without requiring direct access to multi-modal data acquired from a rich-data environment, this paper develops and presents a knowledge distillation (KD) method (RDPD) to enhance a predictive model trained on poor data using knowledge distilled from a high-complexity model trained on rich, private data. We evaluated RDPD on three real-world datasets and shown that its distilled model consistently outperformed all baselines across all datasets, especially achieving the greatest performance improvement over a model trained only on low-quality data by 24.56% on PR-AUC and 12.21% on ROC-AUC, and over that of a state-of-the-art KD model by 5.91% on PR-AUC and 4.44% on ROC-AUC.

Trong Nghia Hoang, Quang Minh Hoang, Kian Hsiang Low et al.

Distributed machine learning (ML) is a modern computation paradigm that divides its workload into independent tasks that can be simultaneously achieved by multiple machines (i.e., agents) for better scalability. However, a typical distributed system is usually implemented with a central server that collects data statistics from multiple independent machines operating on different subsets of data to build a global analytic model. This centralized communication architecture however exposes a single choke point for operational failure and places severe bottlenecks on the server's communication and computation capacities as it has to process a growing volume of communication from a crowd of learning agents. To mitigate these bottlenecks, this paper introduces a novel Collective Online Learning Gaussian Process framework for massive distributed systems that allows each agent to build its local model, which can be exchanged and combined efficiently with others via peer-to-peer communication to converge on a global model of higher quality. Finally, our empirical results consistently demonstrate the efficiency of our framework on both synthetic and real-world datasets.

Trong Nghia Hoang, Quang Minh Hoang, Ruofei Ouyang et al.

This paper presents a novel decentralized high-dimensional Bayesian optimization (DEC-HBO) algorithm that, in contrast to existing HBO algorithms, can exploit the interdependent effects of various input components on the output of the unknown objective function f for boosting the BO performance and still preserve scalability in the number of input dimensions without requiring prior knowledge or the existence of a low (effective) dimension of the input space. To realize this, we propose a sparse yet rich factor graph representation of f to be exploited for designing an acquisition function that can be similarly represented by a sparse factor graph and hence be efficiently optimized in a decentralized manner using distributed message passing. Despite richly characterizing the interdependent effects of the input components on the output of f with a factor graph, DEC-HBO can still guarantee no-regret performance asymptotically. Empirical evaluation on synthetic and real-world experiments (e.g., sparse Gaussian process model with 1811 hyperparameters) shows that DEC-HBO outperforms the state-of-the-art HBO algorithms.

Haibin Yu, Trong Nghia Hoang, Kian Hsiang Low et al.

This paper presents a novel variational inference framework for deriving a family of Bayesian sparse Gaussian process regression (SGPR) models whose approximations are variationally optimal with respect to the full-rank GPR model enriched with various corresponding correlation structures of the observation noises. Our variational Bayesian SGPR (VBSGPR) models jointly treat both the distributions of the inducing variables and hyperparameters as variational parameters, which enables the decomposability of the variational lower bound that in turn can be exploited for stochastic optimization. Such a stochastic optimization involves iteratively following the stochastic gradient of the variational lower bound to improve its estimates of the optimal variational distributions of the inducing variables and hyperparameters (and hence the predictive distribution) of our VBSGPR models and is guaranteed to achieve asymptotic convergence to them. We show that the stochastic gradient is an unbiased estimator of the exact gradient and can be computed in constant time per iteration, hence achieving scalability to big data. We empirically evaluate the performance of our proposed framework on two real-world, massive datasets.

Trong Nghia Hoang, Yuchen Xiao, Kavinayan Sivakumar et al.

A key challenge in multi-robot and multi-agent systems is generating solutions that are robust to other self-interested or even adversarial parties who actively try to prevent the agents from achieving their goals. The practicality of existing works addressing this challenge is limited to only small-scale synchronous decision-making scenarios or a single agent planning its best response against a single adversary with fixed, procedurally characterized strategies. In contrast this paper considers a more realistic class of problems where a team of asynchronous agents with limited observation and communication capabilities need to compete against multiple strategic adversaries with changing strategies. This problem necessitates agents that can coordinate to detect changes in adversary strategies and plan the best response accordingly. Our approach first optimizes a set of stratagems that represent these best responses. These optimized stratagems are then integrated into a unified policy that can detect and respond when the adversaries change their strategies. The near-optimality of the proposed framework is established theoretically as well as demonstrated empirically in simulation and hardware.

Quang Minh Hoang, Trong Nghia Hoang, Kian Hsiang Low

While much research effort has been dedicated to scaling up sparse Gaussian process (GP) models based on inducing variables for big data, little attention is afforded to the other less explored class of low-rank GP approximations that exploit the sparse spectral representation of a GP kernel. This paper presents such an effort to advance the state of the art of sparse spectrum GP models to achieve competitive predictive performance for massive datasets. Our generalized framework of stochastic variational Bayesian sparse spectrum GP (sVBSSGP) models addresses their shortcomings by adopting a Bayesian treatment of the spectral frequencies to avoid overfitting, modeling these frequencies jointly in its variational distribution to enable their interaction a posteriori, and exploiting local data for boosting the predictive performance. However, such structural improvements result in a variational lower bound that is intractable to be optimized. To resolve this, we exploit a variational parameterization trick to make it amenable to stochastic optimization. Interestingly, the resulting stochastic gradient has a linearly decomposable structure that can be exploited to refine our stochastic optimization method to incur constant time per iteration while preserving its property of being an unbiased estimator of the exact gradient of the variational lower bound. Empirical evaluation on real-world datasets shows that sVBSSGP outperforms state-of-the-art stochastic implementations of sparse GP models.

Yehong Zhang, Trong Nghia Hoang, Kian Hsiang Low et al.

This paper addresses the problem of active learning of a multi-output Gaussian process (MOGP) model representing multiple types of coexisting correlated environmental phenomena. In contrast to existing works, our active learning problem involves selecting not just the most informative sampling locations to be observed but also the types of measurements at each selected location for minimizing the predictive uncertainty (i.e., posterior joint entropy) of a target phenomenon of interest given a sampling budget. Unfortunately, such an entropy criterion scales poorly in the numbers of candidate sampling locations and selected observations when optimized. To resolve this issue, we first exploit a structure common to sparse MOGP models for deriving a novel active learning criterion. Then, we exploit a relaxed form of submodularity property of our new criterion for devising a polynomial-time approximation algorithm that guarantees a constant-factor approximation of that achieved by the optimal set of selected observations. Empirical evaluation on real-world datasets shows that our proposed approach outperforms existing algorithms for active learning of MOGP and single-output GP models.

Trong Nghia Hoang, Kian Hsiang Low

A key challenge in non-cooperative multi-agent systems is that of developing efficient planning algorithms for intelligent agents to interact and perform effectively among boundedly rational, self-interested agents (e.g., humans). The practicality of existing works addressing this challenge is being undermined due to either the restrictive assumptions of the other agents' behavior, the failure in accounting for their rationality, or the prohibitively expensive cost of modeling and predicting their intentions. To boost the practicality of research in this field, we investigate how intention prediction can be efficiently exploited and made practical in planning, thereby leading to efficient intention-aware planning frameworks capable of predicting the intentions of other agents and acting optimally with respect to their predicted intentions. We show that the performance losses incurred by the resulting planning policies are linearly bounded by the error of intention prediction. Empirical evaluations through a series of stochastic games demonstrate that our policies can achieve better and more robust performance than the state-of-the-art algorithms.

Trong Nghia Hoang, Kian Hsiang Low

Recent advances in Bayesian reinforcement learning (BRL) have shown that Bayes-optimality is theoretically achievable by modeling the environment's latent dynamics using Flat-Dirichlet-Multinomial (FDM) prior. In self-interested multi-agent environments, the transition dynamics are mainly controlled by the other agent's stochastic behavior for which FDM's independence and modeling assumptions do not hold. As a result, FDM does not allow the other agent's behavior to be generalized across different states nor specified using prior domain knowledge. To overcome these practical limitations of FDM, we propose a generalization of BRL to integrate the general class of parametric models and model priors, thus allowing practitioners' domain knowledge to be exploited to produce a fine-grained and compact representation of the other agent's behavior. Empirical evaluation shows that our approach outperforms existing multi-agent reinforcement learning algorithms.

Prabhu Natarajan, Trong Nghia Hoang, Kian Hsiang Low et al.

A central problem of surveillance is to monitor multiple targets moving in a large-scale, obstacle-ridden environment with occlusions. This paper presents a novel principled Partially Observable Markov Decision Process-based approach to coordinating and controlling a network of active cameras for tracking and observing multiple mobile targets at high resolution in such surveillance environments. Our proposed approach is capable of (a) maintaining a belief over the targets' states (i.e., locations, directions, and velocities) to track them, even when they may not be observed directly by the cameras at all times, (b) coordinating the cameras' actions to simultaneously improve the belief over the targets' states and maximize the expected number of targets observed with a guaranteed resolution, and (c) exploiting the inherent structure of our surveillance problem to improve its scalability (i.e., linear time) in the number of targets to be observed. Quantitative comparisons with state-of-the-art multi-camera coordination and control techniques show that our approach can achieve higher surveillance quality in real time. The practical feasibility of our approach is also demonstrated using real AXIS 214 PTZ cameras