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Register a new userProbability Paths and the Structure of Predictions over Time
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In settings ranging from weather forecasts to political prognostications to financial projections, probability estimates of future binary outcomes often evolve over time. For example, the estimated likelihood of rain on a specific day changes by the hour as new information becomes available. Given a collection of such probability paths, we introduce a Bayesian framework -- which we call the Gaussian latent information martingale, or GLIM -- for modeling the structure of dynamic predictions over time. Suppose, for example, that the likelihood of rain in a week is 50%, and consider two hypothetical scenarios. In the first, one expects the forecast is equally likely to become either 25% or 75% tomorrow; in the second, one expects the forecast to stay constant for the next several days. A time-sensitive decision-maker might select a course of action immediately in the latter scenario, but may postpone their decision in the former, knowing that new information is imminent. We model these trajectories by assuming predictions update according to a latent process of information flow, which is inferred from historical data. In contrast to general methods for time series analysis, this approach preserves the martingale structure of probability paths and better quantifies future uncertainties around probability paths. We show that GLIM outperforms three popular baseline methods, producing better estimated posterior probability path distributions measured by three different metrics. By elucidating the dynamic structure of predictions over time, we hope to help individuals make more informed choices.
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We describe a series of algorithms that efficiently implement Gaussian model-X knockoffs to control the false discovery rate on large scale feature selection problems. Identifying the knockoff distribution requires solving a large scale semidefinite program for which we derive several efficient methods. One handles generic covariance matrices, has a complexity scaling as $O(p^3)$ where $p$ is the ambient dimension, while another assumes a rank $k$ factor model on the covariance matrix to reduce this complexity bound to $O(pk^2)$. We also derive efficient procedures to both estimate factor models and sample knockoff covariates with complexity linear in the dimension. We test our methods on problems with $p$ as large as $500,000$.
Many modern time-series datasets contain large numbers of output response variables sampled for prolonged periods of time. For example, in neuroscience, the activities of 100s-1000s of neurons are recorded during behaviors and in response to sensory stimuli. Multi-output Gaussian process models leverage the nonparametric nature of Gaussian processes to capture structure across multiple outputs. However, this class of models typically assumes that the correlations between the output response variables are invariant in the input space. Stochastic linear mixing models (SLMM) assume the mixture coefficients depend on input, making them more flexible and effective to capture complex output dependence. However, currently, the inference for SLMMs is intractable for large datasets, making them inapplicable to several modern time-series problems. In this paper, we propose a new regression framework, the orthogonal stochastic linear mixing model (OSLMM) that introduces an orthogonal constraint amongst the mixing coefficients. This constraint reduces the computational burden of inference while retaining the capability to handle complex output dependence. We provide Markov chain Monte Carlo inference procedures for both SLMM and OSLMM and demonstrate superior model scalability and reduced prediction error of OSLMM compared with state-of-the-art methods on several real-world applications. In neurophysiology recordings, we use the inferred latent functions for compact visualization of population responses to auditory stimuli, and demonstrate superior results compared to a competing method (GPFA). Together, these results demonstrate that OSLMM will be useful for the analysis of diverse, large-scale time-series datasets.
In causal graphical models based on directed acyclic graphs (DAGs), directed paths represent causal pathways between the corresponding variables. The variable at the beginning of such a path is referred to as an ancestor of the variable at the end of the path. Ancestral relations between variables play an important role in causal modeling. In existing literature on structure learning, these relations are usually deduced from learned structures and used for orienting edges or formulating constraints of the space of possible DAGs. However, they are usually not posed as immediate target of inference. In this work we investigate the graphical characterization of ancestral relations via CPDAGs and d-separation relations. We propose a framework that can learn definite non-ancestral relations without first learning the skeleton. This frame-work yields structural information that can be used in both score- and constraint-based algorithms to learn causal DAGs more efficiently.
A determinacy race occurs if two or more logically parallel instructions access the same memory location and at least one of them tries to modify its content. Races often lead to nondeterministic and incorrect program behavior. A data race is a special case of a determinacy race which can be eliminated by associating a mutual-exclusion lock or allowing atomic accesses to the memory location. However, such solutions can reduce parallelism by serializing all accesses to that location. For associative and commutative updates, reducers allow parallel race-free updates at the expense of using some extra space. We ask the following question. Given a fixed budget of extra space to mitigate the cost of races in a parallel program, which memory locations should be assigned reducers and how should the space be distributed among the reducers in order to minimize the overall running time? We argue that the races can be captured by a directed acyclic graph (DAG), with nodes representing memory cells and arcs representing read-write dependencies between cells. We then formulate our optimization problem on DAGs. We concentrate on a variation of this problem where space reuse among reducers is allowed by routing extra space along a source to sink path of the DAG and using it in the construction of reducers along the path. We consider two reducers and the corresponding duration functions (i.e., reduction time as a function of space budget). We generalize our race-avoiding space-time tradeoff problem to a discrete resource-time tradeoff problem with general non-increasing duration functions and resource reuse over paths. For general DAGs, the offline problem is strongly NP-hard under all three duration functions, and we give approximation algorithms. We also prove hardness of approximation for the general resource-time tradeoff problem and give a pseudo-polynomial time algorithm for series-parallel DAGs.
Techniques for procedural content generation via machine learning (PCGML) have been shown to be useful for generating novel game content. While used primarily for producing new content in the style of the game domain used for training, recent works have increasingly started to explore methods for discovering and generating content in novel domains via techniques such as level blending and domain transfer. In this paper, we build on these works and introduce a new PCGML approach for producing novel game content spanning multiple domains. We use a new affordance and path vocabulary to encode data from six different platformer games and train variational autoencoders on this data, enabling us to capture the latent level space spanning all the domains and generate new content with varying proportions of the different domains.
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