Models, code, and papers for "Q":

Minimax Rates of Estimation for Sparse PCA in High Dimensions

Feb 06, 2012
Vincent Q. Vu, Jing Lei

We study sparse principal components analysis in the high-dimensional setting, where $p$ (the number of variables) can be much larger than $n$ (the number of observations). We prove optimal, non-asymptotic lower and upper bounds on the minimax estimation error for the leading eigenvector when it belongs to an $\ell_q$ ball for $q \in [0,1]$. Our bounds are sharp in $p$ and $n$ for all $q \in [0, 1]$ over a wide class of distributions. The upper bound is obtained by analyzing the performance of $\ell_q$-constrained PCA. In particular, our results provide convergence rates for $\ell_1$-constrained PCA.

* To appear in Proceedings of the 15th International Conference on Artificial Intelligence and Statistics (AISTATS) 2012, La Palma, Canary Islands. Volume 22 of JMLR: W&CP 22 

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Minimax sparse principal subspace estimation in high dimensions

Jan 03, 2014
Vincent Q. Vu, Jing Lei

We study sparse principal components analysis in high dimensions, where $p$ (the number of variables) can be much larger than $n$ (the number of observations), and analyze the problem of estimating the subspace spanned by the principal eigenvectors of the population covariance matrix. We introduce two complementary notions of $\ell_q$ subspace sparsity: row sparsity and column sparsity. We prove nonasymptotic lower and upper bounds on the minimax subspace estimation error for $0\leq q\leq1$. The bounds are optimal for row sparse subspaces and nearly optimal for column sparse subspaces, they apply to general classes of covariance matrices, and they show that $\ell_q$ constrained estimates can achieve optimal minimax rates without restrictive spiked covariance conditions. Interestingly, the form of the rates matches known results for sparse regression when the effective noise variance is defined appropriately. Our proof employs a novel variational $\sin\Theta$ theorem that may be useful in other regularized spectral estimation problems.

* Annals of Statistics 2013, Vol. 41, No. 6, 2905-2947 
* Published in at the Annals of Statistics ( by the Institute of Mathematical Statistics ( 

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AandP: Utilizing Prolog for converting between active sentence and passive sentence with three-steps conversion

Jan 16, 2020
Trung Q. Tran

I introduce a simple but efficient method to solve one of the critical aspects of English grammar which is the relationship between active sentence and passive sentence. In fact, an active sentence and its corresponding passive sentence express the same meaning, but their structure is different. I utilized Prolog [4] along with Definite Clause Grammars (DCG) [5] for doing the conversion between active sentence and passive sentence. Some advanced techniques were also used such as Extra Arguments, Extra Goals, Lexicon, etc. I tried to solve a variety of cases of active and passive sentences such as 12 English tenses, modal verbs, negative form, etc. More details and my contributions will be presented in the following sections. The source code is available at

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Multi-GPU Distributed Parallel Bayesian Differential Topic Modelling

Oct 22, 2015
Aaron Q Li

There is an explosion of data, documents, and other content, and people require tools to analyze and interpret these, tools to turn the content into information and knowledge. Topic modeling have been developed to solve these problems. Topic models such as LDA [Blei et. al. 2003] allow salient patterns in data to be extracted automatically. When analyzing texts, these patterns are called topics. Among numerous extensions of LDA, few of them can reliably analyze multiple groups of documents and extract topic similarities. Recently, the introduction of differential topic modeling (SPDP) [Chen et. al. 2012] performs uniformly better than many topic models in a discriminative setting. There is also a need to improve the sampling speed for topic models. While some effort has been made for distributed algorithms, there is no work currently done using graphical processing units (GPU). Note the GPU framework has already become the most cost-efficient platform for many problems. In this thesis, I propose and implement a scalable multi-GPU distributed parallel framework which approximates SPDP. Through experiments, I have shown my algorithms have a gain in speed of about 50 times while being almost as accurate, with only one single cheap laptop GPU. Furthermore, I have shown the speed improvement is sublinearly scalable when multiple GPUs are used, while fairly maintaining the accuracy. Therefore on a medium-sized GPU cluster, the speed improvement could potentially reach a factor of a thousand. Note SPDP is just a representative of other extensions of LDA. Although my algorithm is implemented to work with SPDP, it is designed to be a general enough to work with other topic models. The speed-up on smaller collections (i.e., 1000s of documents), means that these more complex LDA extensions could now be done in real-time, thus opening up a new way of using these LDA models in industry.

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Online Vehicle Detection For Estimating Traffic Status

Jul 06, 2011
Ranch Y. Q. Lai

We propose a traffic congestion estimation system based on unsupervised on-line learning algorithm. The system does not rely on background extraction or motion detection. It extracts local features inside detection regions of variable size which are drawn on lanes in advance. The extracted features are then clustered into two classes using K-means and Gaussian Mixture Models(GMM). A Bayes classifier is used to detect vehicles according to the previous cluster information which keeps updated whenever system is running by on-line EM algorithm. Experimental result shows that our system can be adapted to various traffic scenes for estimating traffic status.

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Compositional Model Repositories via Dynamic Constraint Satisfaction with Order-of-Magnitude Preferences

Jun 30, 2011
J. Keppens, Q. Shen

The predominant knowledge-based approach to automated model construction, compositional modelling, employs a set of models of particular functional components. Its inference mechanism takes a scenario describing the constituent interacting components of a system and translates it into a useful mathematical model. This paper presents a novel compositional modelling approach aimed at building model repositories. It furthers the field in two respects. Firstly, it expands the application domain of compositional modelling to systems that can not be easily described in terms of interacting functional components, such as ecological systems. Secondly, it enables the incorporation of user preferences into the model selection process. These features are achieved by casting the compositional modelling problem as an activity-based dynamic preference constraint satisfaction problem, where the dynamic constraints describe the restrictions imposed over the composition of partial models and the preferences correspond to those of the user of the automated modeller. In addition, the preference levels are represented through the use of symbolic values that differ in orders of magnitude.

* Journal Of Artificial Intelligence Research, Volume 21, pages 499-550, 2004 

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Using Qualitative Hypotheses to Identify Inaccurate Data

Aug 01, 1995
Q. Zhao, T. Nishida

Identifying inaccurate data has long been regarded as a significant and difficult problem in AI. In this paper, we present a new method for identifying inaccurate data on the basis of qualitative correlations among related data. First, we introduce the definitions of related data and qualitative correlations among related data. Then we put forward a new concept called support coefficient function (SCF). SCF can be used to extract, represent, and calculate qualitative correlations among related data within a dataset. We propose an approach to determining dynamic shift intervals of inaccurate data, and an approach to calculating possibility of identifying inaccurate data, respectively. Both of the approaches are based on SCF. Finally we present an algorithm for identifying inaccurate data by using qualitative correlations among related data as confirmatory or disconfirmatory evidence. We have developed a practical system for interpreting infrared spectra by applying the method, and have fully tested the system against several hundred real spectra. The experimental results show that the method is significantly better than the conventional methods used in many similar systems.

* Journal of Artificial Intelligence Research, Vol 3, (1995), 119-145 
* See for any accompanying files 

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Enabling Value Sensitive AI Systems through Participatory Design Fictions

Dec 13, 2019
Q. Vera Liao, Michael Muller

Two general routes have been followed to develop artificial agents that are sensitive to human values---a top-down approach to encode values into the agents, and a bottom-up approach to learn from human actions, whether from real-world interactions or stories. Although both approaches have made exciting scientific progress, they may face challenges when applied to the current development practices of AI systems, which require the under-standing of the specific domains and specific stakeholders involved. In this work, we bring together perspectives from the human-computer interaction (HCI) community, where designing technologies sensitive to user values has been a longstanding focus. We highlight several well-established areas focusing on developing empirical methods for inquiring user values. Based on these methods, we propose participatory design fictions to study user values involved in AI systems and present preliminary results from a case study. With this paper, we invite the consideration of user-centered value inquiry and value learning.

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Transformers without Tears: Improving the Normalization of Self-Attention

Oct 14, 2019
Toan Q. Nguyen, Julian Salazar

We evaluate three simple, normalization-centric changes to improve Transformer training. First, we show that pre-norm residual connections (PreNorm) and smaller initializations enable warmup-free, validation-based training with large learning rates. Second, we propose $\ell_2$ normalization with a single scale parameter (ScaleNorm) for faster training and better performance. Finally, we reaffirm the effectiveness of normalizing word embeddings to a fixed length (FixNorm). On five low-resource translation pairs from TED Talks-based corpora, these changes always converge, giving an average +1.1 BLEU over state-of-the-art bilingual baselines and a new 32.8 BLEU on IWSLT'15 English-Vietnamese. We observe sharper performance curves, more consistent gradient norms, and a linear relationship between activation scaling and decoder depth. Surprisingly, in the high-resource setting (WMT'14 English-German), ScaleNorm and FixNorm remain competitive but PreNorm degrades performance.

* Accepted to IWSLT'19 

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Random Forest with Learned Representations for Semantic Segmentation

Jan 23, 2019
Byeongkeun Kang, Truong Q. Nguyen

In this work, we present a random forest framework that learns the weights, shapes, and sparsities of feature representations for real-time semantic segmentation. Typical filters (kernels) have predetermined shapes and sparsities and learn only weights. A few feature extraction methods fix weights and learn only shapes and sparsities. These predetermined constraints restrict learning and extracting optimal features. To overcome this limitation, we propose an unconstrained representation that is able to extract optimal features by learning weights, shapes, and sparsities. We, then, present the random forest framework that learns the flexible filters using an iterative optimization algorithm and segments input images using the learned representations. We demonstrate the effectiveness of the proposed method using a hand segmentation dataset for hand-object interaction and using two semantic segmentation datasets. The results show that the proposed method achieves real-time semantic segmentation using limited computational and memory resources.

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Properties of an N Time-Slice Dynamic Chain Event Graph

Oct 22, 2018
Rodrigo A. Collazo, Jim Q. Smith

A Dynamic Chain Event Graph (DCEG) provides a rich tree-based framework for modelling a dynamic process with highly asymmetric developments. An N Time-Slice DCEG (NT-DCEG) is a useful subclass of the DCEG class that exhibits a specific type of periodicity in its supporting tree graph and embodies a time-homogeneity assumption. Here some desired properties of an NT-DCEG is explored. In particular, we prove that the class of NT-DCEGs contains all discrete N time-slice Dynamic Bayesian Networks as special cases. We also develop a method to distributively construct an NT-DCEG model. By exploiting the topology of an NT-DCEG graph, we show how to construct intrinsic random variables which exhibit context-specific independences that can then be checked by domain experts. We also show how an NT-DCEG can be used to depict various structural and Granger causal hypotheses about a given process. Our methods are illustrated throughout using examples of dynamic multivariate processes describing inmate radicalisation in a prison.

* 38 pages, 9 figures 

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Automatic Generation of Text Descriptive Comments for Code Blocks

Aug 21, 2018
Yuding Liang, Kenny Q. Zhu

We propose a framework to automatically generate descriptive comments for source code blocks. While this problem has been studied by many researchers previously, their methods are mostly based on fixed template and achieves poor results. Our framework does not rely on any template, but makes use of a new recursive neural network called Code-RNN to extract features from the source code and embed them into one vector. When this vector representation is input to a new recurrent neural network (Code-GRU), the overall framework generates text descriptions of the code with accuracy (Rouge-2 value) significantly higher than other learning-based approaches such as sequence-to-sequence model. The Code-RNN model can also be used in other scenario where the representation of code is required.

* aaai 2018 

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An N Time-Slice Dynamic Chain Event Graph

Aug 17, 2018
Rodrigo A. Collazo, Jim Q. Smith

The Dynamic Chain Event Graph (DCEG) is able to depict many classes of discrete random processes exhibiting asymmetries in their developments and context-specific conditional probabilities structures. However, paradoxically, this very generality has so far frustrated its wide application. So in this paper we develop an object-oriented method to fully analyse a particularly useful and feasibly implementable new subclass of these graphical models called the N Time-Slice DCEG (NT-DCEG). After demonstrating a close relationship between an NT-DCEG and a specific class of Markov processes, we discuss how graphical modellers can exploit this connection to gain a deep understanding of their processes. We also show how to read from the topology of this graph context-specific independence statements that can then be checked by domain experts. Our methods are illustrated throughout using examples of dynamic multivariate processes describing inmate radicalisation in a prison.

* 50 pages, 14 figures 

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Forecasting Internally Displaced Population Migration Patterns in Syria and Yemen

Jun 22, 2018
Benjamin Q. Huynh, Sanjay Basu

Armed conflict has led to an unprecedented number of internally displaced persons (IDPs) - individuals who are forced out of their homes but remain within their country. IDPs often urgently require shelter, food, and healthcare, yet prediction of when large fluxes of IDPs will cross into an area remains a major challenge for aid delivery organizations. Accurate forecasting of IDP migration would empower humanitarian aid groups to more effectively allocate resources during conflicts. We show that monthly flow of IDPs from province to province in both Syria and Yemen can be accurately forecasted one month in advance, using publicly available data. We model monthly IDP flow using data on food price, fuel price, wage, geospatial, and news data. We find that machine learning approaches can more accurately forecast migration trends than baseline persistence models. Our findings thus potentially enable proactive aid allocation for IDPs in anticipation of forecasted arrivals.

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On the Sample Complexity of Graphical Model Selection for Non-Stationary Processes

May 09, 2018
Nguyen Q. Tran, Alexander Jung

We characterize the sample size required for accurate graphical model selection from non- stationary samples. The observed data is modelled as a vector-valued zero-mean Gaussian random process whose samples are uncorrelated but have different covariance matrices. This model contains as special cases the standard setting of i.i.d. samples as well as the case of samples forming a stationary or underspread (non-stationary) processes. More generally, our model applies to any process model for which an efficient decorrelation can be obtained. By analyzing a particular model selection method, we derive a sufficient condition on the required sample size for accurate graphical model selection based on non-stationary data.

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Improving Lexical Choice in Neural Machine Translation

Apr 17, 2018
Toan Q. Nguyen, David Chiang

We explore two solutions to the problem of mistranslating rare words in neural machine translation. First, we argue that the standard output layer, which computes the inner product of a vector representing the context with all possible output word embeddings, rewards frequent words disproportionately, and we propose to fix the norms of both vectors to a constant value. Second, we integrate a simple lexical module which is jointly trained with the rest of the model. We evaluate our approaches on eight language pairs with data sizes ranging from 100k to 8M words, and achieve improvements of up to +4.3 BLEU, surpassing phrase-based translation in nearly all settings.

* Accepted at NAACL HLT 2018 

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Directed expected utility networks

Oct 25, 2016
Manuele Leonelli, Jim Q. Smith

A variety of statistical graphical models have been defined to represent the conditional independences underlying a random vector of interest. Similarly, many different graphs embedding various types of preferential independences, as for example conditional utility independence and generalized additive independence, have more recently started to appear. In this paper we define a new graphical model, called a directed expected utility network, whose edges depict both probabilistic and utility conditional independences. These embed a very flexible class of utility models, much larger than those usually conceived in standard influence diagrams. Our graphical representation, and various transformations of the original graph into a tree structure, are then used to guide fast routines for the computation of a decision problem's expected utilities. We show that our routines generalize those usually utilized in standard influence diagrams' evaluations under much more restrictive conditions. We then proceed with the construction of a directed expected utility network to support decision makers in the domain of household food security.

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Sparsistency and agnostic inference in sparse PCA

Mar 05, 2015
Jing Lei, Vincent Q. Vu

The presence of a sparse "truth" has been a constant assumption in the theoretical analysis of sparse PCA and is often implicit in its methodological development. This naturally raises questions about the properties of sparse PCA methods and how they depend on the assumption of sparsity. Under what conditions can the relevant variables be selected consistently if the truth is assumed to be sparse? What can be said about the results of sparse PCA without assuming a sparse and unique truth? We answer these questions by investigating the properties of the recently proposed Fantope projection and selection (FPS) method in the high-dimensional setting. Our results provide general sufficient conditions for sparsistency of the FPS estimator. These conditions are weak and can hold in situations where other estimators are known to fail. On the other hand, without assuming sparsity or identifiability, we show that FPS provides a sparse, linear dimension-reducing transformation that is close to the best possible in terms of maximizing the predictive covariance.

* Annals of Statistics 2015, Vol. 43, No. 1, 299-322 
* Published in at the Annals of Statistics ( by the Institute of Mathematical Statistics ( 

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A Separation Theorem for Chain Event Graphs

Jan 21, 2015
Peter A. Thwaites, Jim Q. Smith

Bayesian Networks (BNs) are popular graphical models for the representation of statistical problems embodying dependence relationships between a number of variables. Much of this popularity is due to the d-separation theorem of Pearl and Lauritzen, which allows an analyst to identify the conditional independence statements that a model of the problem embodies using only the topology of the graph. However for many problems the complete model dependence structure cannot be depicted by a BN. The Chain Event Graph (CEG) was introduced for these types of problem. In this paper we introduce a separation theorem for CEGs, analogous to the d-separation theorem for BNs, which likewise allows an analyst to identify the conditional independence structure of their model from the topology of the graph.

* 39 pages, 10 figures. Submitted to Electronic Journal of Statistics 

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On the Geometry of Bayesian Graphical Models with Hidden Variables

Jan 30, 2013
Raffaella Settimi, Jim Q. Smith

In this paper we investigate the geometry of the likelihood of the unknown parameters in a simple class of Bayesian directed graphs with hidden variables. This enables us, before any numerical algorithms are employed, to obtain certain insights in the nature of the unidentifiability inherent in such models, the way posterior densities will be sensitive to prior densities and the typical geometrical form these posterior densities might take. Many of these insights carry over into more complicated Bayesian networks with systematic missing data.

* Appears in Proceedings of the Fourteenth Conference on Uncertainty in Artificial Intelligence (UAI1998) 

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