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Convolutional dictionary learning (CDL), the problem of estimating shift-invariant templates from data, is typically conducted in the absence of a prior/structure on the templates. In data-scarce or low signal-to-noise ratio (SNR) regimes, which have received little attention from the community, learned templates overfit the data and lack smoothness, which can affect the predictive performance of downstream tasks. To address this limitation, we propose GPCDL, a convolutional dictionary learning framework that enforces priors on templates using Gaussian Processes (GPs). With the focus on smoothness, we show theoretically that imposing a GP prior is equivalent to Wiener filtering the learned templates, thereby suppressing high-frequency components and promoting smoothness. We show that the algorithm is a simple extension of the classical iteratively reweighted least squares, which allows the flexibility to experiment with different smoothness assumptions. Through simulation, we show that GPCDL learns smooth dictionaries with better accuracy than the unregularized alternative across a range of SNRs. Through an application to neural spiking data from rats, we show that learning templates by GPCDL results in a more accurate and visually-interpretable smooth dictionary, leading to superior predictive performance compared to non-regularized CDL, as well as parametric alternatives.
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We present an end-to-end statistical framework for personalized, accurate, and minimally invasive modeling of female reproductive hormonal patterns. Reconstructing and forecasting the evolution of hormonal dynamics is a challenging task, but a critical one to improve general understanding of the menstrual cycle and personalized detection of potential health issues. Our goal is to infer and forecast individual hormone daily levels over time, while accommodating pragmatic and minimally invasive measurement settings. To that end, our approach combines the power of probabilistic generative models (i.e., multi-task Gaussian processes) with the flexibility of neural networks (i.e., a dilated convolutional architecture) to learn complex temporal mappings. To attain accurate hormone level reconstruction with as little data as possible, we propose a sampling mechanism for optimal reconstruction accuracy with limited sampling budget. Our results show the validity of our proposed hormonal dynamic modeling framework, as it provides accurate predictive performance across different realistic sampling budgets and outperforms baselines methods.
We propose a new approach to inverse reinforcement learning (IRL) based on the deep Gaussian process (deep GP) model, which is capable of learning complicated reward structures with few demonstrations. Our model stacks multiple latent GP layers to learn abstract representations of the state feature space, which is linked to the demonstrations through the Maximum Entropy learning framework. Incorporating the IRL engine into the nonlinear latent structure renders existing deep GP inference approaches intractable. To tackle this, we develop a non-standard variational approximation framework which extends previous inference schemes. This allows for approximate Bayesian treatment of the feature space and guards against overfitting. Carrying out representation and inverse reinforcement learning simultaneously within our model outperforms state-of-the-art approaches, as we demonstrate with experiments on standard benchmarks (object world,highway driving) and a new benchmark (binary world).
We consider the problem of optimizing a vector-valued objective function $boldsymbol{f}$ sampled from a Gaussian Process (GP) whose index set is a well-behaved, compact metric space $({cal X},d)$ of designs. We assume that $boldsymbol{f}$ is not known beforehand and that evaluating $boldsymbol{f}$ at design $x$ results in a noisy observation of $boldsymbol{f}(x)$. Since identifying the Pareto optimal designs via exhaustive search is infeasible when the cardinality of ${cal X}$ is large, we propose an algorithm, called Adaptive $boldsymbol{epsilon}$-PAL, that exploits the smoothness of the GP-sampled function and the structure of $({cal X},d)$ to learn fast. In essence, Adaptive $boldsymbol{epsilon}$-PAL employs a tree-based adaptive discretization technique to identify an $boldsymbol{epsilon}$-accurate Pareto set of designs in as few evaluations as possible. We provide both information-type and metric dimension-type bounds on the sample complexity of $boldsymbol{epsilon}$-accurate Pareto set identification. We also experimentally show that our algorithm outperforms other Pareto set identification methods on several benchmark datasets.
We investigate active learning in Gaussian Process state-space models (GPSSM). Our problem is to actively steer the system through latent states by determining its inputs such that the underlying dynamics can be optimally learned by a GPSSM. In order that the most informative inputs are selected, we employ mutual information as our active learning criterion. In particular, we present two approaches for the approximation of mutual information for the GPSSM given latent states. The proposed approaches are evaluated in several physical systems where we actively learn the underlying non-linear dynamics represented by the state-space model.
In this paper, we develop a parameter estimation method for factorially parametrized models such as Factorial Gaussian Mixture Model and Factorial Hidden Markov Model. Our contributions are two-fold. First, we show that the emission matrix of the standard Factorial Model is unidentifiable even if the true assignment matrix is known. Secondly, we address the issue of identifiability by making a one component sharing assumption and derive a parameter learning algorithm for this case. Our approach is based on a dictionary learning problem of the form $X = O R$, where the goal is to learn the dictionary $O$ given the data matrix $X$. We argue that due to the specific structure of the activation matrix $R$ in the shared component factorial mixture model, and an incoherence assumption on the shared component, it is possible to extract the columns of the $O$ matrix without the need for alternating between the estimation of $O$ and $R$.
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