Which research results will generalize?

One approach to AI research is to work directly on applications that matter — say, trying to improve production systems for speech recognition or medical imaging. But most research, even in applied fields like computer vision, is done on highly simplified proxies for the real world. Progress on object recognition benchmarks — from toy-ish ones like MNIST, NORB, and Caltech101, to complex and challenging ones like ImageNet and Pascal VOC — isn’t valuable in its own right, but only insofar as it yields insights that help us design better systems for real applications.

So it’s natural to ask: which research results will generalize to new situations?

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ICML Highlight: Fast Dropout Training

In this post, I’ll summarize one of my favorite papers from ICML 2013: Fast Dropout Training, by Sida Wang and Christopher Manning. This paper derives an analytic approximation to dropout, a randomized regularization method recently proposed for training deep nets that has allowed big improvements in predictive accuracy.   Their approximation gives a roughly 10-times speedup under certain conditions.  Much more interestingly, the authors also show strong connections to existing regularization methods, shedding light on why dropout works so well. Continue reading “ICML Highlight: Fast Dropout Training”

Testing MCMC code, part 1: unit tests

This post is taken from a tutorial I am writing with David Duvenaud.

Overview

When you write a nontrivial piece of software, how often do you get it completely correct on the first try?  When you implement a machine learning algorithm, how thorough are your tests?  If your answers are “rarely” and “not very,” stop and think about the implications.

There’s a large literature on testing the convergence of optimization algorithms and MCMC samplers, but I want to talk about a more basic problem here: how to test if your code correctly implements the mathematical specification of an algorithm. Continue reading “Testing MCMC code, part 1: unit tests”

Introspection in AI

I’ve recently come across a fascinating blog post by Cambridge mathematician Tim Gowers. He and computational linguist Mohan Ganesalingam built a sort of automated mathematician which does the kind of “routine” mathematical proofs that mathematicians can do without backtracking. Their system was based on a formal theory of the semantics of mathematical language, together with introspection into how they solved problems. In other words, they worked through lots of simple examples and checked that their AI could solve the problems in a way that was cognitively plausible. The goal wasn’t to build a useful system (standard theorem provers are way more powerful), but to provide insight into our problem solving process. This post reminded me that, while our field has long moved away from this style of research, I think there’s still a lot to be gained from it. Continue reading “Introspection in AI”

Machine Learning Glossary

I often have a hard time understanding the terminology in machine learning, even after almost three years in the field. For example, what is a Deep Belief Network? I attended a whole summer school on Deep Learning, but I’m still not quite sure. I decided to take a leap of faith and assume this is not just because the Deep Belief Networks in my brain are not functioning properly (although I am sure this is a factor). So, I created a Machine Learning Glossary to try to define some of these terms. The glossary can be found here. I have tried to write in an unpretentious style, defining things systematically and leaving no “exercises to the reader”. I also have a form for readers to request new definitions. Continue reading “Machine Learning Glossary”

Optimal Spatial Prediction with Kriging

[latexpage]Suppose we are modeling a spatial process (for instance, the amount of rainfall around the world, the distribution of natural resources, or the population density of an endangered species). We’ve measured the latent function $Z$ at some locations ${\bf s}_1, \ldots, {\bf s}_N$, and we’d like to predict the function’s value at some new location ${\bf s}_0$. Kriging is a technique for extrapolating our measurements to arbitrary locations. For an in-depth discussion, see Cressie and Wikle (2011). Here I derive Kriging in a simplified case.

I will assume that $Z$ is an intrinsically stationary process. In other words, there exists some semivariogram $\gamma({\bf h})$ such that

\[ \text{var}[Z({\bf s}+{\bf h}) – Z({\bf s})] = 2\gamma({\bf h}) . \]

Furthermore, I will assume that the process is isotropic, (i.e. that $\gamma({\bf h})$ is a function only of $||h||$). As Andy described here, the existence of a covariance function implies intrinsic stationarity. In addition, I will assume that the process has a constant mean, $\mathbb E[Z({\bf s})] = \mu$. We would like to estimate $Z({\bf s})$ with a linear combination of our current observations. Our estimator will be Continue reading “Optimal Spatial Prediction with Kriging”

Upcoming Conferences

We’re just about to hit conference season, so I thought I would post a public service announcement identifying various upcoming events for folks into machine learning and Bayesian modeling.

Variational Inference (part 1)

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I will dedicate the next few posts to variational inference methods as a way to organize my own understanding – this first one will be pretty basic.

The goal of variational inference is to approximate an intractable probability distribution, $p$, with a tractable one, $q$, in a way that makes them as ‘close’ as possible. Let’s unpack that statement a bit.

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Geometric means of distributions

Annealed importance sampling [1] is a widely used algorithm for inference in probabilistic models, as well as computing partition functions. I’m not going to talk about AIS itself here, but rather one aspect of it: geometric means of probability distributions, and how they (mis-)behave.

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