Yutian Chen

LG
h-index21
29papers
1,832citations
Novelty51%
AI Score44

29 Papers

28.2NENov 21, 2022Code
Discovering Evolution Strategies via Meta-Black-Box Optimization

Robert Tjarko Lange, Tom Schaul, Yutian Chen et al.

Optimizing functions without access to gradients is the remit of black-box methods such as evolution strategies. While highly general, their learning dynamics are often times heuristic and inflexible - exactly the limitations that meta-learning can address. Hence, we propose to discover effective update rules for evolution strategies via meta-learning. Concretely, our approach employs a search strategy parametrized by a self-attention-based architecture, which guarantees the update rule is invariant to the ordering of the candidate solutions. We show that meta-evolving this system on a small set of representative low-dimensional analytic optimization problems is sufficient to discover new evolution strategies capable of generalizing to unseen optimization problems, population sizes and optimization horizons. Furthermore, the same learned evolution strategy can outperform established neuroevolution baselines on supervised and continuous control tasks. As additional contributions, we ablate the individual neural network components of our method; reverse engineer the learned strategy into an explicit heuristic form, which remains highly competitive; and show that it is possible to self-referentially train an evolution strategy from scratch, with the learned update rule used to drive the outer meta-learning loop.

25.7NEApr 8, 2023Code
Discovering Attention-Based Genetic Algorithms via Meta-Black-Box Optimization

Robert Tjarko Lange, Tom Schaul, Yutian Chen et al.

Genetic algorithms constitute a family of black-box optimization algorithms, which take inspiration from the principles of biological evolution. While they provide a general-purpose tool for optimization, their particular instantiations can be heuristic and motivated by loose biological intuition. In this work we explore a fundamentally different approach: Given a sufficiently flexible parametrization of the genetic operators, we discover entirely new genetic algorithms in a data-driven fashion. More specifically, we parametrize selection and mutation rate adaptation as cross- and self-attention modules and use Meta-Black-Box-Optimization to evolve their parameters on a set of diverse optimization tasks. The resulting Learned Genetic Algorithm outperforms state-of-the-art adaptive baseline genetic algorithms and generalizes far beyond its meta-training settings. The learned algorithm can be applied to previously unseen optimization problems, search dimensions & evaluation budgets. We conduct extensive analysis of the discovered operators and provide ablation experiments, which highlight the benefits of flexible module parametrization and the ability to transfer (`plug-in') the learned operators to conventional genetic algorithms.

5.8LGOct 10, 2022
Multi-step Planning for Automated Hyperparameter Optimization with OptFormer

Lucio M. Dery, Abram L. Friesen, Nando De Freitas et al.

As machine learning permeates more industries and models become more expensive and time consuming to train, the need for efficient automated hyperparameter optimization (HPO) has never been more pressing. Multi-step planning based approaches to hyperparameter optimization promise improved efficiency over myopic alternatives by more effectively balancing out exploration and exploitation. However, the potential of these approaches has not been fully realized due to their technical complexity and computational intensity. In this work, we leverage recent advances in Transformer-based, natural-language-interfaced hyperparameter optimization to circumvent these barriers. We build on top of the recently proposed OptFormer which casts both hyperparameter suggestion and target function approximation as autoregressive generation thus making planning via rollouts simple and efficient. We conduct extensive exploration of different strategies for performing multi-step planning on top of the OptFormer model to highlight its potential for use in constructing non-myopic HPO strategies.

3.8LGJun 16, 2023
$\pi2\text{vec}$: Policy Representations with Successor Features

Gianluca Scarpellini, Ksenia Konyushkova, Claudio Fantacci et al.

This paper describes $\pi2\text{vec}$, a method for representing behaviors of black box policies as feature vectors. The policy representations capture how the statistics of foundation model features change in response to the policy behavior in a task agnostic way, and can be trained from offline data, allowing them to be used in offline policy selection. This work provides a key piece of a recipe for fusing together three modern lines of research: Offline policy evaluation as a counterpart to offline RL, foundation models as generic and powerful state representations, and efficient policy selection in resource constrained environments.

15.1ROSep 14, 2024
MAC-VO: Metrics-aware Covariance for Learning-based Stereo Visual Odometry

Yuheng Qiu, Yutian Chen, Zihao Zhang et al.

We propose the MAC-VO, a novel learning-based stereo VO that leverages the learned metrics-aware matching uncertainty for dual purposes: selecting keypoint and weighing the residual in pose graph optimization. Compared to traditional geometric methods prioritizing texture-affluent features like edges, our keypoint selector employs the learned uncertainty to filter out the low-quality features based on global inconsistency. In contrast to the learning-based algorithms that model the scale-agnostic diagonal weight matrix for covariance, we design a metrics-aware covariance model to capture the spatial error during keypoint registration and the correlations between different axes. Integrating this covariance model into pose graph optimization enhances the robustness and reliability of pose estimation, particularly in challenging environments with varying illumination, feature density, and motion patterns. On public benchmark datasets, MAC-VO outperforms existing VO algorithms and even some SLAM algorithms in challenging environments. The covariance map also provides valuable information about the reliability of the estimated poses, which can benefit decision-making for autonomous systems.

14.4CVAug 20, 2025Code
Virtual Community: An Open World for Humans, Robots, and Society

Qinhong Zhou, Hongxin Zhang, Xiangye Lin et al.

The rapid progress in AI and Robotics may lead to a profound societal transformation, as humans and robots begin to coexist within shared communities, introducing both opportunities and challenges. To explore this future, we present Virtual Community-an open-world platform for humans, robots, and society-built on a universal physics engine and grounded in real-world 3D scenes. With Virtual Community, we aim to study embodied social intelligence at scale: 1) How robots can intelligently cooperate or compete; 2) How humans develop social relations and build community; 3) More importantly, how intelligent robots and humans can co-exist in an open world. To support these, Virtual Community features: 1) An open-source multi-agent physics simulator that supports robots, humans, and their interactions within a society; 2) A large-scale, real-world aligned community generation pipeline, including vast outdoor space, diverse indoor scenes, and a community of grounded agents with rich characters and appearances. Leveraging Virtual Community, we propose two novel challenges. The Community Planning Challenge evaluates multi-agent reasoning and planning ability in open-world settings, such as cooperating to help agents with daily activities and efficiently connecting other agents. The Community Robot Challenge requires multiple heterogeneous robots to collaborate in solving complex open-world tasks. We evaluate various baselines on these tasks and demonstrate the challenges in both high-level open-world task planning and low-level cooperation controls. We hope that Virtual Community will unlock further study of human-robot coexistence within open-world environments.

29.3LGMar 30, 2021Code
Benchmarks for Deep Off-Policy Evaluation

Justin Fu, Mohammad Norouzi, Ofir Nachum et al.

Off-policy evaluation (OPE) holds the promise of being able to leverage large, offline datasets for both evaluating and selecting complex policies for decision making. The ability to learn offline is particularly important in many real-world domains, such as in healthcare, recommender systems, or robotics, where online data collection is an expensive and potentially dangerous process. Being able to accurately evaluate and select high-performing policies without requiring online interaction could yield significant benefits in safety, time, and cost for these applications. While many OPE methods have been proposed in recent years, comparing results between papers is difficult because currently there is a lack of a comprehensive and unified benchmark, and measuring algorithmic progress has been challenging due to the lack of difficult evaluation tasks. In order to address this gap, we present a collection of policies that in conjunction with existing offline datasets can be used for benchmarking off-policy evaluation. Our tasks include a range of challenging high-dimensional continuous control problems, with wide selections of datasets and policies for performing policy selection. The goal of our benchmark is to provide a standardized measure of progress that is motivated from a set of principles designed to challenge and test the limits of existing OPE methods. We perform an evaluation of state-of-the-art algorithms and provide open-source access to our data and code to foster future research in this area.

9.2LGOct 14, 2024Code
Language Model Embeddings Can Be Sufficient for Bayesian Optimization

Tung Nguyen, Qiuyi Zhang, Bangding Yang et al.

Bayesian Optimization is ubiquitous in experimental design and black-box optimization for improving search efficiency. However, most existing approaches rely on regression models which are limited to fixed search spaces and structured, tabular input features. This paper explores the use of LLM embeddings over string inputs for in-context regression in Bayesian Optimization. Our results show that representing inputs as strings enables general-purpose regression across diverse domains, including synthetic, combinatorial, and hyperparameter optimization. Furthermore, our approach achieves optimization performance comparable to state-of-the-art Gaussian Process-based methods such as Google Vizier, and demonstrates potential for broader and more flexible applications.

17.2ROJan 26, 2025
AirIO: Learning Inertial Odometry with Enhanced IMU Feature Observability

Yuheng Qiu, Can Xu, Yutian Chen et al.

Inertial odometry (IO) using only Inertial Measurement Units (IMUs) offers a lightweight and cost-effective solution for Unmanned Aerial Vehicle (UAV) applications, yet existing learning-based IO models often fail to generalize to UAVs due to the highly dynamic and non-linear-flight patterns that differ from pedestrian motion. In this work, we identify that the conventional practice of transforming raw IMU data to global coordinates undermines the observability of critical kinematic information in UAVs. By preserving the body-frame representation, our method achieves substantial performance improvements, with a 66.7% average increase in accuracy across three datasets. Furthermore, explicitly encoding attitude information into the motion network results in an additional 23.8% improvement over prior results. Combined with a data-driven IMU correction model (AirIMU) and an uncertainty-aware Extended Kalman Filter (EKF), our approach ensures robust state estimation under aggressive UAV maneuvers without relying on external sensors or control inputs. Notably, our method also demonstrates strong generalizability to unseen data not included in the training set, underscoring its potential for real-world UAV applications.

24.3CVJun 10, 2025
UFM: A Simple Path towards Unified Dense Correspondence with Flow

Yuchen Zhang, Nikhil Keetha, Chenwei Lyu et al.

Dense image correspondence is central to many applications, such as visual odometry, 3D reconstruction, object association, and re-identification. Historically, dense correspondence has been tackled separately for wide-baseline scenarios and optical flow estimation, despite the common goal of matching content between two images. In this paper, we develop a Unified Flow & Matching model (UFM), which is trained on unified data for pixels that are co-visible in both source and target images. UFM uses a simple, generic transformer architecture that directly regresses the (u,v) flow. It is easier to train and more accurate for large flows compared to the typical coarse-to-fine cost volumes in prior work. UFM is 28% more accurate than state-of-the-art flow methods (Unimatch), while also having 62% less error and 6.7x faster than dense wide-baseline matchers (RoMa). UFM is the first to demonstrate that unified training can outperform specialized approaches across both domains. This result enables fast, general-purpose correspondence and opens new directions for multi-modal, long-range, and real-time correspondence tasks.

20.7LGMay 6, 2024
Position: Leverage Foundational Models for Black-Box Optimization

Xingyou Song, Yingtao Tian, Robert Tjarko Lange et al.

Undeniably, Large Language Models (LLMs) have stirred an extraordinary wave of innovation in the machine learning research domain, resulting in substantial impact across diverse fields such as reinforcement learning, robotics, and computer vision. Their incorporation has been rapid and transformative, marking a significant paradigm shift in the field of machine learning research. However, the field of experimental design, grounded on black-box optimization, has been much less affected by such a paradigm shift, even though integrating LLMs with optimization presents a unique landscape ripe for exploration. In this position paper, we frame the field of black-box optimization around sequence-based foundation models and organize their relationship with previous literature. We discuss the most promising ways foundational language models can revolutionize optimization, which include harnessing the vast wealth of information encapsulated in free-form text to enrich task comprehension, utilizing highly flexible sequence models such as Transformers to engineer superior optimization strategies, and enhancing performance prediction over previously unseen search spaces.

17.2LGSep 22, 2021
Introducing Symmetries to Black Box Meta Reinforcement Learning

Louis Kirsch, Sebastian Flennerhag, Hado van Hasselt et al.

Meta reinforcement learning (RL) attempts to discover new RL algorithms automatically from environment interaction. In so-called black-box approaches, the policy and the learning algorithm are jointly represented by a single neural network. These methods are very flexible, but they tend to underperform in terms of generalisation to new, unseen environments. In this paper, we explore the role of symmetries in meta-generalisation. We show that a recent successful meta RL approach that meta-learns an objective for backpropagation-based learning exhibits certain symmetries (specifically the reuse of the learning rule, and invariance to input and output permutations) that are not present in typical black-box meta RL systems. We hypothesise that these symmetries can play an important role in meta-generalisation. Building off recent work in black-box supervised meta learning, we develop a black-box meta RL system that exhibits these same symmetries. We show through careful experimentation that incorporating these symmetries can lead to algorithms with a greater ability to generalise to unseen action & observation spaces, tasks, and environments.

16.8LGJun 18, 2021Code
Active Offline Policy Selection

Ksenia Konyushkova, Yutian Chen, Tom Le Paine et al.

This paper addresses the problem of policy selection in domains with abundant logged data, but with a restricted interaction budget. Solving this problem would enable safe evaluation and deployment of offline reinforcement learning policies in industry, robotics, and recommendation domains among others. Several off-policy evaluation (OPE) techniques have been proposed to assess the value of policies using only logged data. However, there is still a big gap between the evaluation by OPE and the full online evaluation. Yet, large amounts of online interactions are often not possible in practice. To overcome this problem, we introduce active offline policy selection - a novel sequential decision approach that combines logged data with online interaction to identify the best policy. We use OPE estimates to warm start the online evaluation. Then, in order to utilize the limited environment interactions wisely we decide which policy to evaluate next based on a Bayesian optimization method with a kernel that represents policy similarity. We use multiple benchmarks, including real-world robotics, with a large number of candidate policies to show that the proposed approach improves upon state-of-the-art OPE estimates and pure online policy evaluation.

19.5LGMar 17, 2021
Regularized Behavior Value Estimation

Caglar Gulcehre, Sergio Gómez Colmenarejo, Ziyu Wang et al.

Offline reinforcement learning restricts the learning process to rely only on logged-data without access to an environment. While this enables real-world applications, it also poses unique challenges. One important challenge is dealing with errors caused by the overestimation of values for state-action pairs not well-covered by the training data. Due to bootstrapping, these errors get amplified during training and can lead to divergence, thereby crippling learning. To overcome this challenge, we introduce Regularized Behavior Value Estimation (R-BVE). Unlike most approaches, which use policy improvement during training, R-BVE estimates the value of the behavior policy during training and only performs policy improvement at deployment time. Further, R-BVE uses a ranking regularisation term that favours actions in the dataset that lead to successful outcomes. We provide ample empirical evidence of R-BVE's effectiveness, including state-of-the-art performance on the RL Unplugged ATARI dataset. We also test R-BVE on new datasets, from bsuite and a challenging DeepMind Lab task, and show that R-BVE outperforms other state-of-the-art discrete control offline RL methods.

3.3ASNov 24, 2020
Synth2Aug: Cross-domain speaker recognition with TTS synthesized speech

Yiling Huang, Yutian Chen, Jason Pelecanos et al.

In recent years, Text-To-Speech (TTS) has been used as a data augmentation technique for speech recognition to help complement inadequacies in the training data. Correspondingly, we investigate the use of a multi-speaker TTS system to synthesize speech in support of speaker recognition. In this study we focus the analysis on tasks where a relatively small number of speakers is available for training. We observe on our datasets that TTS synthesized speech improves cross-domain speaker recognition performance and can be combined effectively with multi-style training. Additionally, we explore the effectiveness of different types of text transcripts used for TTS synthesis. Results suggest that matching the textual content of the target domain is a good practice, and if that is not feasible, a transcript with a sufficiently large vocabulary is recommended.

3.3LGOct 6, 2020
Sequential Changepoint Detection in Neural Networks with Checkpoints

Michalis K. Titsias, Jakub Sygnowski, Yutian Chen

We introduce a framework for online changepoint detection and simultaneous model learning which is applicable to highly parametrized models, such as deep neural networks. It is based on detecting changepoints across time by sequentially performing generalized likelihood ratio tests that require only evaluations of simple prediction score functions. This procedure makes use of checkpoints, consisting of early versions of the actual model parameters, that allow to detect distributional changes by performing predictions on future data. We define an algorithm that bounds the Type I error in the sequential testing procedure. We demonstrate the efficiency of our method in challenging continual learning applications with unknown task changepoints, and show improved performance compared to online Bayesian changepoint detection.

23.5LGDec 17, 2018
Bayesian Optimization in AlphaGo

Yutian Chen, Aja Huang, Ziyu Wang et al.

During the development of AlphaGo, its many hyper-parameters were tuned with Bayesian optimization multiple times. This automatic tuning process resulted in substantial improvements in playing strength. For example, prior to the match with Lee Sedol, we tuned the latest AlphaGo agent and this improved its win-rate from 50% to 66.5% in self-play games. This tuned version was deployed in the final match. Of course, since we tuned AlphaGo many times during its development cycle, the compounded contribution was even higher than this percentage. It is our hope that this brief case study will be of interest to Go fans, and also provide Bayesian optimization practitioners with some insights and inspiration.

24.3LGSep 27, 2018
Sample Efficient Adaptive Text-to-Speech

Yutian Chen, Yannis Assael, Brendan Shillingford et al.

We present a meta-learning approach for adaptive text-to-speech (TTS) with few data. During training, we learn a multi-speaker model using a shared conditional WaveNet core and independent learned embeddings for each speaker. The aim of training is not to produce a neural network with fixed weights, which is then deployed as a TTS system. Instead, the aim is to produce a network that requires few data at deployment time to rapidly adapt to new speakers. We introduce and benchmark three strategies: (i) learning the speaker embedding while keeping the WaveNet core fixed, (ii) fine-tuning the entire architecture with stochastic gradient descent, and (iii) predicting the speaker embedding with a trained neural network encoder. The experiments show that these approaches are successful at adapting the multi-speaker neural network to new speakers, obtaining state-of-the-art results in both sample naturalness and voice similarity with merely a few minutes of audio data from new speakers.

31.3NEOct 27, 2017
Few-shot Autoregressive Density Estimation: Towards Learning to Learn Distributions

Scott Reed, Yutian Chen, Thomas Paine et al.

Deep autoregressive models have shown state-of-the-art performance in density estimation for natural images on large-scale datasets such as ImageNet. However, such models require many thousands of gradient-based weight updates and unique image examples for training. Ideally, the models would rapidly learn visual concepts from only a handful of examples, similar to the manner in which humans learns across many vision tasks. In this paper, we show how 1) neural attention and 2) meta learning techniques can be used in combination with autoregressive models to enable effective few-shot density estimation. Our proposed modifications to PixelCNN result in state-of-the art few-shot density estimation on the Omniglot dataset. Furthermore, we visualize the learned attention policy and find that it learns intuitive algorithms for simple tasks such as image mirroring on ImageNet and handwriting on Omniglot without supervision. Finally, we extend the model to natural images and demonstrate few-shot image generation on the Stanford Online Products dataset.

34.6MLNov 11, 2016
Learning to Learn without Gradient Descent by Gradient Descent

Yutian Chen, Matthew W. Hoffman, Sergio Gomez Colmenarejo et al.

We learn recurrent neural network optimizers trained on simple synthetic functions by gradient descent. We show that these learned optimizers exhibit a remarkable degree of transfer in that they can be used to efficiently optimize a broad range of derivative-free black-box functions, including Gaussian process bandits, simple control objectives, global optimization benchmarks and hyper-parameter tuning tasks. Up to the training horizon, the learned optimizers learn to trade-off exploration and exploitation, and compare favourably with heavily engineered Bayesian optimization packages for hyper-parameter tuning.

3.6MLFeb 9, 2016
Herding as a Learning System with Edge-of-Chaos Dynamics

Yutian Chen, Max Welling

Herding defines a deterministic dynamical system at the edge of chaos. It generates a sequence of model states and parameters by alternating parameter perturbations with state maximizations, where the sequence of states can be interpreted as "samples" from an associated MRF model. Herding differs from maximum likelihood estimation in that the sequence of parameters does not converge to a fixed point and differs from an MCMC posterior sampling approach in that the sequence of states is generated deterministically. Herding may be interpreted as a"perturb and map" method where the parameter perturbations are generated using a deterministic nonlinear dynamical system rather than randomly from a Gumbel distribution. This chapter studies the distinct statistical characteristics of the herding algorithm and shows that the fast convergence rate of the controlled moments may be attributed to edge of chaos dynamics. The herding algorithm can also be generalized to models with latent variables and to a discriminative learning setting. The perceptron cycling theorem ensures that the fast moment matching property is preserved in the more general framework.

11.2MLJun 30, 2015
Scalable Discrete Sampling as a Multi-Armed Bandit Problem

Yutian Chen, Zoubin Ghahramani

Drawing a sample from a discrete distribution is one of the building components for Monte Carlo methods. Like other sampling algorithms, discrete sampling suffers from the high computational burden in large-scale inference problems. We study the problem of sampling a discrete random variable with a high degree of dependency that is typical in large-scale Bayesian inference and graphical models, and propose an efficient approximate solution with a subsampling approach. We make a novel connection between the discrete sampling and Multi-Armed Bandits problems with a finite reward population and provide three algorithms with theoretical guarantees. Empirical evaluations show the robustness and efficiency of the approximate algorithms in both synthetic and real-world large-scale problems.

1.4MLNov 6, 2014
Sublinear-Time Approximate MCMC Transitions for Probabilistic Programs

Yutian Chen, Vikash Mansinghka, Zoubin Ghahramani

Probabilistic programming languages can simplify the development of machine learning techniques, but only if inference is sufficiently scalable. Unfortunately, Bayesian parameter estimation for highly coupled models such as regressions and state-space models still scales poorly; each MCMC transition takes linear time in the number of observations. This paper describes a sublinear-time algorithm for making Metropolis-Hastings (MH) updates to latent variables in probabilistic programs. The approach generalizes recently introduced approximate MH techniques: instead of subsampling data items assumed to be independent, it subsamples edges in a dynamically constructed graphical model. It thus applies to a broader class of problems and interoperates with other general-purpose inference techniques. Empirical results, including confirmation of sublinear per-transition scaling, are presented for Bayesian logistic regression, nonlinear classification via joint Dirichlet process mixtures, and parameter estimation for stochastic volatility models (with state estimation via particle MCMC). All three applications use the same implementation, and each requires under 20 lines of probabilistic code.

2.6LGAug 9, 2014
Bayesian Structure Learning for Markov Random Fields with a Spike and Slab Prior

Yutian Chen, Max Welling

In recent years a number of methods have been developed for automatically learning the (sparse) connectivity structure of Markov Random Fields. These methods are mostly based on L1-regularized optimization which has a number of disadvantages such as the inability to assess model uncertainty and expensive crossvalidation to find the optimal regularization parameter. Moreover, the model's predictive performance may degrade dramatically with a suboptimal value of the regularization parameter (which is sometimes desirable to induce sparseness). We propose a fully Bayesian approach based on a "spike and slab" prior (similar to L0 regularization) that does not suffer from these shortcomings. We develop an approximate MCMC method combining Langevin dynamics and reversible jump MCMC to conduct inference in this model. Experiments show that the proposed model learns a good combination of the structure and parameter values without the need for separate hyper-parameter tuning. Moreover, the model's predictive performance is much more robust than L1-based methods with hyper-parameter settings that induce highly sparse model structures.

24.2LGJun 18, 2014
Variational Gaussian Process State-Space Models

Roger Frigola, Yutian Chen, Carl E. Rasmussen

State-space models have been successfully used for more than fifty years in different areas of science and engineering. We present a procedure for efficient variational Bayesian learning of nonlinear state-space models based on sparse Gaussian processes. The result of learning is a tractable posterior over nonlinear dynamical systems. In comparison to conventional parametric models, we offer the possibility to straightforwardly trade off model capacity and computational cost whilst avoiding overfitting. Our main algorithm uses a hybrid inference approach combining variational Bayes and sequential Monte Carlo. We also present stochastic variational inference and online learning approaches for fast learning with long time series.

26.8LGApr 19, 2013
Austerity in MCMC Land: Cutting the Metropolis-Hastings Budget

Anoop Korattikara, Yutian Chen, Max Welling

Can we make Bayesian posterior MCMC sampling more efficient when faced with very large datasets? We argue that computing the likelihood for N datapoints in the Metropolis-Hastings (MH) test to reach a single binary decision is computationally inefficient. We introduce an approximate MH rule based on a sequential hypothesis test that allows us to accept or reject samples with high confidence using only a fraction of the data required for the exact MH rule. While this method introduces an asymptotic bias, we show that this bias can be controlled and is more than offset by a decrease in variance due to our ability to draw more samples per unit of time.

5.3LGJan 17, 2013
Herded Gibbs Sampling

Luke Bornn, Yutian Chen, Nando de Freitas et al.

The Gibbs sampler is one of the most popular algorithms for inference in statistical models. In this paper, we introduce a herding variant of this algorithm, called herded Gibbs, that is entirely deterministic. We prove that herded Gibbs has an $O(1/T)$ convergence rate for models with independent variables and for fully connected probabilistic graphical models. Herded Gibbs is shown to outperform Gibbs in the tasks of image denoising with MRFs and named entity recognition with CRFs. However, the convergence for herded Gibbs for sparsely connected probabilistic graphical models is still an open problem.

1.7MLJun 5, 2012
Bayesian Structure Learning for Markov Random Fields with a Spike and Slab Prior

Yutian Chen, Max Welling

In recent years a number of methods have been developed for automatically learning the (sparse) connectivity structure of Markov Random Fields. These methods are mostly based on L1-regularized optimization which has a number of disadvantages such as the inability to assess model uncertainty and expensive cross-validation to find the optimal regularization parameter. Moreover, the model's predictive performance may degrade dramatically with a suboptimal value of the regularization parameter (which is sometimes desirable to induce sparseness). We propose a fully Bayesian approach based on a "spike and slab" prior (similar to L0 regularization) that does not suffer from these shortcomings. We develop an approximate MCMC method combining Langevin dynamics and reversible jump MCMC to conduct inference in this model. Experiments show that the proposed model learns a good combination of the structure and parameter values without the need for separate hyper-parameter tuning. Moreover, the model's predictive performance is much more robust than L1-based methods with hyper-parameter settings that induce highly sparse model structures.

36.8LGMar 15, 2012
Super-Samples from Kernel Herding

Yutian Chen, Max Welling, Alex Smola

We extend the herding algorithm to continuous spaces by using the kernel trick. The resulting "kernel herding" algorithm is an infinite memory deterministic process that learns to approximate a PDF with a collection of samples. We show that kernel herding decreases the error of expectations of functions in the Hilbert space at a rate O(1/T) which is much faster than the usual O(1/pT) for iid random samples. We illustrate kernel herding by approximating Bayesian predictive distributions.