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Nonparametric Bayesian Methods: Models, Algorithms, and Applications (Day 5) Tamara Broderick ITT Career Development Assistant Professor Electrical Engineering & Computer Science MIT

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Page 1: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Nonparametric Bayesian Methods: Models, Algorithms, and

Applications (Day 5)

Tamara BroderickITT Career Development Assistant Professor Electrical Engineering & Computer Science

MIT

Page 2: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Roadmap• Bayes Foundations • Unsupervised Learning

• Example problem: clustering • Example BNP model: Dirichlet process (DP) • Chinese restaurant process

• Supervised Learning • Example problem: regression • Example BNP model: Gaussian process (GP)

• Venture further into the wild world of Nonparametric Bayes

• Big questions • Why BNP? • What does an infinite/growing number of parameters really

mean (in BNP)? • Why is BNP challenging but practical?

DPsGPs

Page 3: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Applications

[wikipedia.org]

[Ed Bowlby, NOAA]

[Sudderth, Jordan 2009]

[Lloyd et al 2012; Miller et al 2010]

[Fox et al 2014]

[Saria et al

2010]

[Ewens 1972; Hartl, Clark 2003]

[US CDC PHIL; Futoma, Hariharan, Heller 2017]

[Prabhakaran, Azizi, Carr, Pe’er 2016]

[Datta, Banerjee, Finley, Gelfand 2016]

[Kiefel, Schuler, Hennig 2014]

[Deisenroth, Fox, Rasmussen 2015][Chati, Balakrishnan 2017]

[Gramacy, Lee 2009]

Page 4: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Applications

[wikipedia.org]

[Ed Bowlby, NOAA]

[Sudderth, Jordan 2009]

[Lloyd et al 2012; Miller et al 2010]

[Fox et al 2014]

[Saria et al

2010]

[Ewens 1972; Hartl, Clark 2003]

[US CDC PHIL; Futoma, Hariharan, Heller 2017]

[Prabhakaran, Azizi, Carr, Pe’er 2016]

[Datta, Banerjee, Finley, Gelfand 2016]

[Kiefel, Schuler, Hennig 2014]

[Deisenroth, Fox, Rasmussen 2015][Chati, Balakrishnan 2017]

[Gramacy, Lee 2009]

Page 5: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Applications

[wikipedia.org]

[Ed Bowlby, NOAA]

[Sudderth, Jordan 2009]

[Lloyd et al 2012; Miller et al 2010]

[Fox et al 2014]

[Saria et al

2010]

[Ewens 1972; Hartl, Clark 2003]

[US CDC PHIL; Futoma, Hariharan, Heller 2017]

[Prabhakaran, Azizi, Carr, Pe’er 2016]

[Datta, Banerjee, Finley, Gelfand 2016]

[Kiefel, Schuler, Hennig 2014]

[Deisenroth, Fox, Rasmussen 2015][Chati, Balakrishnan 2017]

[Gramacy, Lee 2009]

Page 6: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Applications

[wikipedia.org]

[Ed Bowlby, NOAA]

[Sudderth, Jordan 2009]

[Lloyd et al 2012; Miller et al 2010]

[Fox et al 2014]

[Saria et al

2010]

[Ewens 1972; Hartl, Clark 2003]

[US CDC PHIL; Futoma, Hariharan, Heller 2017]

[Prabhakaran, Azizi, Carr, Pe’er 2016]

[Datta, Banerjee, Finley, Gelfand 2016]

[Kiefel, Schuler, Hennig 2014]

[Deisenroth, Fox, Rasmussen 2015][Chati, Balakrishnan 2017]

[Gramacy, Lee 2009]

Page 7: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Regression

Page 8: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Power laws

Feature

allocations

Fast inferenceHierarchiesCoalescents/

Diffusions/Treesde Finetti

Here be Dragons

[Tiia Monto, https://commons.wikimedia.org/wiki/File:Trail_and_mountain.jpg]

Networks/graphs

Poisson

processes

13

Page 9: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

More Markov Chain Monte Carlo

10

Page 10: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

More Markov Chain Monte Carlo• Slice sampling

• auxiliary variable ➔ finite conditionals

10

Page 11: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

More Markov Chain Monte Carlo• Slice sampling

• auxiliary variable ➔ finite conditionals

10 [Kalli, Griffin, Walker 2011; Broderick, Mackey, Paisley, Jordan 2015]

Page 12: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

More Markov Chain Monte Carlo• Slice sampling

• auxiliary variable ➔ finite conditionals

10 [Kalli, Griffin, Walker 2011; Broderick, Mackey, Paisley, Jordan 2015]

Page 13: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

More Markov Chain Monte Carlo• Slice sampling

• auxiliary variable ➔ finite conditionals

1 2 3 4 ……5

10 [Kalli, Griffin, Walker 2011; Broderick, Mackey, Paisley, Jordan 2015]

Page 14: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

More Markov Chain Monte Carlo• Slice sampling

• auxiliary variable ➔ finite conditionals

1 2 3 4 ……5

10 [Kalli, Griffin, Walker 2011; Broderick, Mackey, Paisley, Jordan 2015]

Page 15: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

More Markov Chain Monte Carlo• Slice sampling

• auxiliary variable ➔ finite conditionals

1 2 3 4 ……5

• Approximate with truncated distribution • E.g., Hamiltonian Monte Carlo

10

Page 16: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

More Markov Chain Monte Carlo• Slice sampling

• auxiliary variable ➔ finite conditionals

1 2 3 4 ……5

• Approximate with truncated distribution • E.g., Hamiltonian Monte Carlo

[Ishwaran, James 2001; Campbell*, Huggins*, Broderick 2016]10

Page 17: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

More Markov Chain Monte Carlo• Slice sampling

• auxiliary variable ➔ finite conditionals

1 2 3 4 ……5

• Approximate with truncated distribution • E.g., Hamiltonian Monte Carlo

[Ishwaran, James 2001; Campbell*, Huggins*, Broderick 2016]10

Page 18: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Variational Bayes

11

Page 19: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

• Variational Bayes (VB) • Approximation for

posterior • “Close”: Minimize Kullback-

Liebler (KL) divergence: !

• “Nice”: factorizes, exponential family, truncation

p(✓|x)

KL(qkp(·|x))

q⇤(✓)

Variational Bayes

11

Page 20: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

• Variational Bayes (VB) • Approximation for

posterior • “Close”: Minimize Kullback-

Liebler (KL) divergence: !

• “Nice”: factorizes, exponential family, truncation

p(✓|x)

KL(qkp(·|x))

q⇤(✓)

Variational Bayes

11

Page 21: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

• Variational Bayes (VB) • Approximation for

posterior • “Close”: Minimize Kullback-

Liebler (KL) divergence: !

• “Nice”: factorizes, exponential family, truncation

p(✓|x)

KL(qkp(·|x))

q⇤(✓)

Variational Bayes

q(✓)

11

Page 22: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

• Variational Bayes (VB) • Approximation for

posterior • “Close”: Minimize Kullback-

Liebler (KL) divergence: !

• “Nice”: factorizes, exponential family, truncation

p(✓|x)

KL(qkp(·|x))

q⇤(✓)

Variational Bayes

q(✓)p(✓|x)

11

Page 23: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

• Variational Bayes (VB) • Approximation for

posterior • “Close”: Minimize Kullback-

Liebler (KL) divergence: !

• “Nice”: factorizes, exponential family, truncation

p(✓|x)

KL(qkp(·|x))

q⇤(✓)

Variational Bayes

p(✓|x)

q⇤(✓)

11

Page 24: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

• Variational Bayes (VB) • Approximation for

posterior • “Close”: Minimize Kullback-

Liebler (KL) divergence: !

• “Nice”: factorizes, exponential family, truncation

p(✓|x)

KL(qkp(·|x))

q⇤(✓)

Variational Bayes

p(✓|x)

q⇤(✓)

11

Page 25: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

• Variational Bayes (VB) • Approximation for

posterior • “Close”: Minimize Kullback-

Liebler (KL) divergence: !

• “Nice”: factorizes, exponential family, truncation

p(✓|x)

KL(qkp(·|x))

q⇤(✓)

Variational Bayes

p(✓|x)

q⇤(✓)

11

Page 26: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

• Variational Bayes (VB) • Approximation for

posterior • “Close”: Minimize Kullback-

Liebler (KL) divergence: !

• “Nice”: factorizes, exponential family, truncation

p(✓|x)

KL(qkp(·|x))

q⇤(✓)

Variational Bayes

p(✓|x)

q⇤(✓)

11

Page 27: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

• Variational Bayes (VB) • Approximation for

posterior • “Close”: Minimize Kullback-

Liebler (KL) divergence: !

• “Nice”: factorizes, exponential family, truncation

p(✓|x)

KL(qkp(·|x))

• VB practical success • point estimates and prediction • fast, streaming, distributed • Linear response VB (LRVB) for

accurate covariance

q⇤(✓)

Variational Bayes

p(✓|x)

q⇤(✓)

11

Page 28: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

• Variational Bayes (VB) • Approximation for

posterior • “Close”: Minimize Kullback-

Liebler (KL) divergence: !

• “Nice”: factorizes, exponential family, truncation

p(✓|x)

KL(qkp(·|x))

• VB practical success • point estimates and prediction • fast, streaming, distributed • Linear response VB (LRVB) for

accurate covariance

q⇤(✓)

Variational Bayes

p(✓|x)

q⇤(✓)

11

Page 29: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

• Variational Bayes (VB) • Approximation for

posterior • “Close”: Minimize Kullback-

Liebler (KL) divergence: !

• “Nice”: factorizes, exponential family, truncation

p(✓|x)

KL(qkp(·|x))

• VB practical success • point estimates and prediction • fast, streaming, distributed • Linear response VB (LRVB) for

accurate covariance

q⇤(✓)

[Broderick, Boyd, Wibisono, Wilson, Jordan 2013]

Variational Bayes

p(✓|x)

q⇤(✓)

11

Page 30: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

• Variational Bayes (VB) • Approximation for

posterior • “Close”: Minimize Kullback-

Liebler (KL) divergence: !

• “Nice”: factorizes, exponential family, truncation

p(✓|x)

KL(qkp(·|x))

• VB practical success • point estimates and prediction • fast, streaming, distributed • can underestimate

uncertainties

q⇤(✓)

[Broderick, Boyd, Wibisono, Wilson, Jordan 2013; Giordano, Broderick, Jordan 2015; Huggins, Campbell, Broderick 2016]

Variational Bayes

p(✓|x)

q⇤(✓)

11

Page 31: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Clustering

Arts

Document 1

Econ

Sport

sHea

lthTe

chno

logy

Document 2

Document 3

Document 4

Document 5

Document 6

Document 7

14

Page 32: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Arts

Document 1

Econ

Health

Tech

nolog

y

Document 2

Document 3

Document 4

Document 5

Document 6

Document 7

Feature allocation

Sport

s

15

Page 33: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Arts

Document 1

Econ

Health

Tech

nolog

y

Document 2

Document 3

Document 4

Document 5

Document 6

Document 7

Feature allocation

Sport

s

• Indian buffet process

• Beta process

15

Page 34: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Arts

Document 1

Econ

Health

Tech

nolog

y

Document 2

Document 3

Document 4

Document 5

Document 6

Document 7

Feature allocation

Sport

s

• Indian buffet process

• Beta process

[Griffiths, Ghahramani 2005, Hjort 1990, Kim 1999, Thibaux, Jordan 2007, Broderick, Jordan, Pitman 2013]15

Page 35: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Arts

Document 1

Econ

Health

Tech

nolog

y

Document 2

Document 3

Document 4

Document 5

Document 6

Document 7

Feature allocation

Sport

s

• Indian buffet process

• Beta process

[Griffiths, Ghahramani 2005, Hjort 1990, Kim 1999, Thibaux, Jordan 2007, Broderick, Jordan, Pitman 2013]15

Page 36: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Arts

Document 1

Econ

Health

Tech

nolog

y

Document 2

Document 3

Document 4

Document 5

Document 6

Document 7

Feature allocation

Sport

s

• Indian buffet process

• Beta process

[Griffiths, Ghahramani 2005, Hjort 1990, Kim 1999, Thibaux, Jordan 2007, Broderick, Jordan, Pitman 2013]15

Page 37: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Arts

Document 1

Econ

Health

Tech

nolog

y

Document 2

Document 3

Document 4

Document 5

Document 6

Document 7

Feature allocation

Sport

s

• Indian buffet process

• Beta process

[Griffiths, Ghahramani 2005, Hjort 1990, Kim 1999, Thibaux, Jordan 2007, Broderick, Jordan, Pitman 2013]15

Page 38: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Power laws

16

Page 39: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Power laws• KN := # clusters

occupied by N data points

• CRP: • vs. Heaps’ law,

Herdan’s law, etc • Pitman-Yor process: !

!

• Zipf’s law

KN ⇠ ↵ logN w.p. 1

KN ⇠ ↵N� w.p. 1

, ⇢#j ⇠ C(�)j��, j ! 1, w.p. 1

[Gnedin, et al 2007, Pitman, Yor 1997, Goldwater et al 2005, Teh 2006, Broderick et al 2012]16

Page 40: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Power laws• KN := # clusters

occupied by N data points

• CRP: • vs. Heaps’ law,

Herdan’s law, etc • Pitman-Yor process: !

!

• Zipf’s law

KN ⇠ ↵ logN w.p. 1

KN ⇠ ↵N� w.p. 1

, ⇢#j ⇠ C(�)j��, j ! 1, w.p. 1

[Gnedin, et al 2007, Pitman, Yor 1997, Goldwater et al 2005, Teh 2006, Broderick et al 2012]16

Page 41: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Power laws• KN := # clusters

occupied by N data points

• CRP: • vs. Heaps’ law,

Herdan’s law, etc • Pitman-Yor process: !

!

• Zipf’s law

KN ⇠ ↵ logN w.p. 1

KN ⇠ ↵N� w.p. 1

, ⇢#j ⇠ C(�)j��, j ! 1, w.p. 1

[Gnedin, et al 2007, Pitman, Yor 1997, Goldwater et al 2005, Teh 2006, Broderick et al 2012]16

Page 42: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Power laws• KN := # clusters

occupied by N data points

• CRP: • vs. Heaps’ law,

Herdan’s law, etc • Pitman-Yor process: !

!

• Zipf’s law

KN ⇠ ↵ logN w.p. 1

KN ⇠ ↵N� w.p. 1

, ⇢#j ⇠ C(�)j��, j ! 1, w.p. 1

[Gnedin, et al 2007, Pitman, Yor 1997, Goldwater et al 2005, Teh 2006, Broderick et al 2012]16

Page 43: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Power laws• KN := # clusters

occupied by N data points

• CRP: • vs. Heaps’ law,

Herdan’s law, etc • Pitman-Yor process: !

!

• Zipf’s law

KN ⇠ ↵ logN w.p. 1

KN ⇠ ↵N� w.p. 1

, ⇢#j ⇠ C(�)j��, j ! 1, w.p. 1

[Gnedin, et al 2007, Pitman, Yor 1997, Goldwater et al 2005, Teh 2006, Broderick et al 2012]16

Page 44: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Power laws• KN := # clusters

occupied by N data points

• CRP: • vs. Heaps’ law,

Herdan’s law, etc • Pitman-Yor process: !

!

• Zipf’s law

KN ⇠ ↵ logN w.p. 1

KN ⇠ ↵N� w.p. 1

, ⇢#j ⇠ C(�)j��, j ! 1, w.p. 1

[Gnedin, et al 2007, Pitman, Yor 1997, Goldwater et al 2005, Teh 2006, Broderick et al 2012]16

Page 45: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Power laws• KN := # clusters

occupied by N data points

• CRP: • vs. Heaps’ law,

Herdan’s law, etc • Pitman-Yor process: !

!

• Zipf’s law

KN ⇠ ↵ logN w.p. 1

, ⇢#j ⇠ C(�)j��, j ! 1, w.p. 1

[Gnedin, et al 2007, Pitman, Yor 1997, Goldwater et al 2005, Teh 2006, Broderick et al 2012]

KN ⇠ S↵N� w.p. 1

16

Page 46: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Power laws• KN := # clusters

occupied by N data points

• CRP: • vs. Heaps’ law,

Herdan’s law, etc • Pitman-Yor process: !

!

• Zipf’s law

KN ⇠ ↵ logN w.p. 1

KN ⇠ S↵N� w.p. 1

[Gnedin, et al 2007, Pitman, Yor 1997, Goldwater et al 2005, Teh 2006, Broderick et al 2012]16

Page 47: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Power laws• KN := # clusters

occupied by N data points

• CRP: • vs. Heaps’ law,

Herdan’s law, etc • Pitman-Yor process: !

• related to Zipf’s law (ranked frequencies)

KN ⇠ ↵ logN w.p. 1

KN ⇠ S↵N� w.p. 1

[Gnedin, et al 2007, Pitman, Yor 1997, Goldwater et al 2005, Teh 2006, Broderick et al 2012]16

Page 48: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Power laws

KN ⇠ ↵ logN w.p. 1

KN ⇠ S↵N� w.p. 1

[Gnedin, et al 2007, Pitman, Yor 1997, Goldwater et al 2005, Teh 2006, Broderick et al 2012]

• KN := # clusters occupied by N data points

• CRP: • vs. Heaps’ law,

Herdan’s law, etc • Pitman-Yor process: !

• related to Zipf’s law (ranked frequencies)

• Not just clusters

16

Page 49: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Hierarchies

• Hierarchical Dirichlet process

• Chinese restaurant franchise

• Hierarchical beta process

[Teh et al 2006, Rodríguez 2008, Thibaux, Jordan 2007]17

Page 50: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Hierarchies

• Hierarchical Dirichlet process

• Chinese restaurant franchise

• Hierarchical beta process

[Teh et al 2006, Rodríguez 2008, Thibaux, Jordan 2007]17

Page 51: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Hierarchies

• Hierarchical Dirichlet process

• Chinese restaurant franchise

• Hierarchical beta process

[Teh et al 2006, Rodríguez et al 2008, Thibaux, Jordan 2007]17

Page 52: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Hierarchies

• Hierarchical Dirichlet process

• Chinese restaurant franchise

• Hierarchical beta process

[Teh et al 2006, Rodríguez et al 2008, Thibaux, Jordan 2007]17

Page 53: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Hierarchies

• Hierarchical Dirichlet process

• Chinese restaurant franchise

• Hierarchical beta process

[Teh et al 2006, Rodríguez et al 2008, Thibaux, Jordan 2007]

[Teh et al 2006]

17

Page 54: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Hierarchies

• Hierarchical Dirichlet process

• Chinese restaurant franchise

• Hierarchical beta process

[Teh et al 2006, Rodríguez et al 2008, Thibaux, Jordan 2007]

[Teh et al 2006]

17

Page 55: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Hierarchies

• Hierarchical Dirichlet process

• Chinese restaurant franchise

• Hierarchical beta process

[Teh et al 2006, Rodríguez et al 2008, Thibaux, Jordan 2007]

[Teh et al 2006]

17

Page 56: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Genealogy, trees, beyond trees

[Wakeley 2008]18

Page 57: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Genealogy, trees, beyond trees

[Wakeley 2008]

• Kingman coalescent

• Fragmentation • Coagulation • Dirichlet

diffusion tree

18

Page 58: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Genealogy, trees, beyond trees

[Wakeley 2008]

• Kingman coalescent

• Fragmentation • Coagulation • Dirichlet

diffusion tree

[Kingman 1982, Bertoin 2006, Teh et al 2011, Neal 2003]18

Page 59: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Genealogy, trees, beyond trees

[Wakeley 2008]

• Kingman coalescent

• Fragmentation • Coagulation • Dirichlet

diffusion tree

[Kingman 1982, Bertoin 2006, Teh et al 2011, Neal 2003]18

Page 60: Nonparametric Bayesian Methods: Models, Algorithms… · Nonparametric Bayesian Methods: Models, Algorithms, and Applications ... [Tiia Monto,  ... • VB practical success

Genealogy, trees, beyond trees

[Wakeley 2008]

• Kingman coalescent

• Fragmentation • Coagulation • Dirichlet

diffusion tree

[Kingman 1982, Bertoin 2006, Teh et al 2011, Neal 2003]18

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Genealogy, trees, beyond trees

[Wakeley 2008]

• Kingman coalescent

• Fragmentation • Coagulation • Dirichlet

diffusion tree

[Kingman 1982, Bertoin 2006, Teh et al 2011, Neal 2003]18

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Genealogy, trees, beyond trees

[Wakeley 2008]

• Kingman coalescent

• Fragmentation • Coagulation • Dirichlet

diffusion tree

[Kingman 1982, Bertoin 2006, Teh et al 2011, Neal 2003]18

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Conjugacy & Poisson point processes• Beta process, Bernoulli process (Indian buffet)

• Gamma process, Poisson likelihood process (DP, CRP)

• Beta process, negative binomial process

• Posteriors, conjugacy, and exponential families for completely random measures

[Kingman 1992, Orbanz 2009, Orbanz 2010, Broderick et al 2014, James 2014]19

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Conjugacy & Poisson point processes• Beta process, Bernoulli process (Indian buffet)

• Gamma process, Poisson likelihood process (DP, CRP)

• Beta process, negative binomial process

• Posteriors, conjugacy, and exponential families for completely random measures

[Kingman 1992, Orbanz 2009, Orbanz 2010, Broderick et al 2014, James 2014]19

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Conjugacy & Poisson point processes• Beta process, Bernoulli process (Indian buffet)

• Gamma process, Poisson likelihood process (DP, CRP)

• Beta process, negative binomial process

• Posteriors, conjugacy, and exponential families for completely random measures

[Kingman 1992, Orbanz 2009, Orbanz 2010, Broderick et al 2014, James 2014]19

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Conjugacy & Poisson point processes• Beta process, Bernoulli process (Indian buffet)

• Gamma process, Poisson likelihood process (DP, CRP)

• Beta process, negative binomial process

• Posteriors, conjugacy, and exponential families for completely random measures

[Kingman 1992, Orbanz 2009, Orbanz 2010, Broderick et al 2014, James 2014]19

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Conjugacy & Poisson point processes• Beta process, Bernoulli process (Indian buffet)

• Gamma process, Poisson likelihood process (DP, CRP)

• Beta process, negative binomial process

• Posteriors, conjugacy, and exponential families for completely random measures

[Kingman 1992, Orbanz 2009, Orbanz 2010, Broderick et al 2014, James 2014]19

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Conjugacy & Poisson point processes• Beta process, Bernoulli process (Indian buffet)

• Gamma process, Poisson likelihood process (DP, CRP)

• Beta process, negative binomial process

• Posteriors, conjugacy, and exponential families for completely random measures

[Kingman 1992, Orbanz 2009, Orbanz 2010, Broderick et al 2014, James 2014]19

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Conjugacy & Poisson point processes• Beta process, Bernoulli process (Indian buffet)

• Gamma process, Poisson likelihood process (DP, CRP)

• Beta process, negative binomial process

• Posteriors, conjugacy, and exponential families for completely random measures

[Kingman 1992, Orbanz 2009, Orbanz 2010, Broderick et al 2014, James 2014]19

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Conjugacy & Poisson point processes

[Kingman 1992, Orbanz 2009, Orbanz 2010, Broderick et al 2014, James 2014]

• Beta process, Bernoulli process (Indian buffet)

• Gamma process, Poisson likelihood process (DP, CRP)

• Beta process, negative binomial process

• Posteriors, conjugacy, and exponential families for completely random measures

19

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De Finetti mixing measures

[Kingman 1978, Broderick, Pitman, Jordan 2013, Aldous 1983, Orbanz, Roy 2015]

• Clustering: Kingman paintbox

• Feature allocation: Feature paintbox

• Graphs/networks: Aldous-Hoover theorem

[Lloyd 2012]

20

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De Finetti mixing measures• Clustering: Kingman paintbox

• Feature allocation: Feature paintbox

• Graphs/networks: Aldous-Hoover theorem

[Lloyd 2012]

20

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De Finetti mixing measures• Clustering: Kingman paintbox

• Feature allocation: Feature paintbox

• Graphs/networks: Aldous-Hoover theorem

[Lloyd 2012]

[Kingman 1978]20

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De Finetti mixing measures• Clustering: Kingman paintbox

• Feature allocation: Feature paintbox

• Graphs/networks: Aldous-Hoover theorem

[Lloyd 2012]

[Kingman 1978]20

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De Finetti mixing measures• Clustering: Kingman paintbox

• Feature allocation: Feature paintbox

• Graphs/networks: Aldous-Hoover theorem

[Lloyd 2012]

[Kingman 1978, Broderick, Pitman, Jordan 2013]20

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) = p(p(E.g. online social networks, biological networks, communication networks, transportation networks

Probabilistic models for graphs

• Rich relationships, coherent uncertainties, prior info • Stochastic block model, mixed membership stochastic

block model, infinite relational model, and many more • Assume: Adding more data doesn’t change distribution of

earlier data (projectivity) • Problem: model misspecification, dense graphs • Our Solution: a new framework for sparse graphs

[Holland et al 1983; Kemp et al 2006; Xu et al 2007; Airoldi et al 2008; Lloyd et al 2012]21

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G1 G2

1 1 12 2

3

Edge exchangeability

1 2

3

42 4

1

3

G4

1 2

3

4

p( ) = p( )

G3

Thm. A wide range of edge-exchangeable graph sequences are sparse

Thm. A paintbox-style characterization for edge-exchangeable graph sequences

[Broderick, Cai 2015; Crane, Dempsey 2015; Crane, Dempsey 2016; Cai, Campbell, Broderick 2016]25

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Roadmap• Bayes Foundations • Unsupervised Learning

• Example problem: clustering • Example BNP model: Dirichlet process (DP) • Chinese restaurant process

• Supervised Learning • Example problem: regression • Example BNP model: Gaussian process (GP)

• Venture further into the wild world of Nonparametric Bayes

• Big questions • Why BNP? • What does an infinite/growing number of parameters really

mean (in BNP)? • Why is BNP challenging but practical?

DPsGPs

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Applications

[wikipedia.org]

[Ed Bowlby, NOAA]

[Sudderth, Jordan 2009]

[Lloyd et al 2012; Miller et al 2010]

[Fox et al 2014]

[Saria et al

2010]

[Ewens 1972; Hartl, Clark 2003]

[US CDC PHIL; Futoma, Hariharan, Heller 2017]

[Prabhakaran, Azizi, Carr, Pe’er 2016]

[Datta, Banerjee, Finley, Gelfand 2016]

[Kiefel, Schuler, Hennig 2014]

[Deisenroth, Fox, Rasmussen 2015][Chati, Balakrishnan 2017]

[Gramacy, Lee 2009]