Adverse drug-drug interactions (DDIs) remain a leading cause of morbidity and mortality. Identifying potential DDIs during the drug design process is critical for patients and society. Although several computational models have been proposed for DDI prediction, there are still limitations: (1) specialized design of drug representation for DDI predictions is lacking; (2) predictions are based on limited labelled data and do not generalize well to unseen drugs or DDIs; and (3) models are characterized by a large number of parameters, thus are hard to interpret. In this work, we develop a ChemicAl SubstrucTurE Representation (CASTER) framework that predicts DDIs given chemical structures of drugs.CASTER aims to mitigate these limitations via (1) a sequential pattern mining module rooted in the DDI mechanism to efficiently characterize functional sub-structures of drugs; (2) an auto-encoding module that leverages both labelled and unlabelled chemical structure data to improve predictive accuracy and generalizability; and (3) a dictionary learning module that explains the prediction via a small set of coefficients which measure the relevance of each input sub-structures to the DDI outcome. We evaluated CASTER on two real-world DDI datasets and showed that it performed better than state-of-the-art baselines and provided interpretable predictions.
We consider the problem of aggregating models learned from sequestered, possibly heterogeneous datasets. Exploiting tools from Bayesian nonparametrics, we develop a general meta-modeling framework that learns shared global latent structures by identifying correspondences among local model parameterizations. Our proposed framework is model-independent and is applicable to a wide range of model types. After verifying our approach on simulated data, we demonstrate its utility in aggregating Gaussian topic models, hierarchical Dirichlet process based hidden Markov models, and sparse Gaussian processes with applications spanning text summarization, motion capture analysis, and temperature forecasting.
In federated learning problems, data is scattered across different servers and exchanging or pooling it is often impractical or prohibited. We develop a Bayesian nonparametric framework for federated learning with neural networks. Each data server is assumed to provide local neural network weights, which are modeled through our framework. We then develop an inference approach that allows us to synthesize a more expressive global network without additional supervision, data pooling and with as few as a single communication round. We then demonstrate the efficacy of our approach on federated learning problems simulated from two popular image classification datasets.
Distributed machine learning (ML) is a modern computation paradigm that divides its workload into independent tasks that can be simultaneously achieved by multiple machines (i.e., agents) for better scalability. However, a typical distributed system is usually implemented with a central server that collects data statistics from multiple independent machines operating on different subsets of data to build a global analytic model. This centralized communication architecture however exposes a single choke point for operational failure and places severe bottlenecks on the server's communication and computation capacities as it has to process a growing volume of communication from a crowd of learning agents. To mitigate these bottlenecks, this paper introduces a novel Collective Online Learning Gaussian Process framework for massive distributed systems that allows each agent to build its local model, which can be exchanged and combined efficiently with others via peer-to-peer communication to converge on a global model of higher quality. Finally, our empirical results consistently demonstrate the efficiency of our framework on both synthetic and real-world datasets.
This paper presents a novel decentralized high-dimensional Bayesian optimization (DEC-HBO) algorithm that, in contrast to existing HBO algorithms, can exploit the interdependent effects of various input components on the output of the unknown objective function f for boosting the BO performance and still preserve scalability in the number of input dimensions without requiring prior knowledge or the existence of a low (effective) dimension of the input space. To realize this, we propose a sparse yet rich factor graph representation of f to be exploited for designing an acquisition function that can be similarly represented by a sparse factor graph and hence be efficiently optimized in a decentralized manner using distributed message passing. Despite richly characterizing the interdependent effects of the input components on the output of f with a factor graph, DEC-HBO can still guarantee no-regret performance asymptotically. Empirical evaluation on synthetic and real-world experiments (e.g., sparse Gaussian process model with 1811 hyperparameters) shows that DEC-HBO outperforms the state-of-the-art HBO algorithms.
This paper presents a novel variational inference framework for deriving a family of Bayesian sparse Gaussian process regression (SGPR) models whose approximations are variationally optimal with respect to the full-rank GPR model enriched with various corresponding correlation structures of the observation noises. Our variational Bayesian SGPR (VBSGPR) models jointly treat both the distributions of the inducing variables and hyperparameters as variational parameters, which enables the decomposability of the variational lower bound that in turn can be exploited for stochastic optimization. Such a stochastic optimization involves iteratively following the stochastic gradient of the variational lower bound to improve its estimates of the optimal variational distributions of the inducing variables and hyperparameters (and hence the predictive distribution) of our VBSGPR models and is guaranteed to achieve asymptotic convergence to them. We show that the stochastic gradient is an unbiased estimator of the exact gradient and can be computed in constant time per iteration, hence achieving scalability to big data. We empirically evaluate the performance of our proposed framework on two real-world, massive datasets.
A key challenge in multi-robot and multi-agent systems is generating solutions that are robust to other self-interested or even adversarial parties who actively try to prevent the agents from achieving their goals. The practicality of existing works addressing this challenge is limited to only small-scale synchronous decision-making scenarios or a single agent planning its best response against a single adversary with fixed, procedurally characterized strategies. In contrast this paper considers a more realistic class of problems where a team of asynchronous agents with limited observation and communication capabilities need to compete against multiple strategic adversaries with changing strategies. This problem necessitates agents that can coordinate to detect changes in adversary strategies and plan the best response accordingly. Our approach first optimizes a set of stratagems that represent these best responses. These optimized stratagems are then integrated into a unified policy that can detect and respond when the adversaries change their strategies. The near-optimality of the proposed framework is established theoretically as well as demonstrated empirically in simulation and hardware.
While much research effort has been dedicated to scaling up sparse Gaussian process (GP) models based on inducing variables for big data, little attention is afforded to the other less explored class of low-rank GP approximations that exploit the sparse spectral representation of a GP kernel. This paper presents such an effort to advance the state of the art of sparse spectrum GP models to achieve competitive predictive performance for massive datasets. Our generalized framework of stochastic variational Bayesian sparse spectrum GP (sVBSSGP) models addresses their shortcomings by adopting a Bayesian treatment of the spectral frequencies to avoid overfitting, modeling these frequencies jointly in its variational distribution to enable their interaction a posteriori, and exploiting local data for boosting the predictive performance. However, such structural improvements result in a variational lower bound that is intractable to be optimized. To resolve this, we exploit a variational parameterization trick to make it amenable to stochastic optimization. Interestingly, the resulting stochastic gradient has a linearly decomposable structure that can be exploited to refine our stochastic optimization method to incur constant time per iteration while preserving its property of being an unbiased estimator of the exact gradient of the variational lower bound. Empirical evaluation on real-world datasets shows that sVBSSGP outperforms state-of-the-art stochastic implementations of sparse GP models.
This paper addresses the problem of active learning of a multi-output Gaussian process (MOGP) model representing multiple types of coexisting correlated environmental phenomena. In contrast to existing works, our active learning problem involves selecting not just the most informative sampling locations to be observed but also the types of measurements at each selected location for minimizing the predictive uncertainty (i.e., posterior joint entropy) of a target phenomenon of interest given a sampling budget. Unfortunately, such an entropy criterion scales poorly in the numbers of candidate sampling locations and selected observations when optimized. To resolve this issue, we first exploit a structure common to sparse MOGP models for deriving a novel active learning criterion. Then, we exploit a relaxed form of submodularity property of our new criterion for devising a polynomial-time approximation algorithm that guarantees a constant-factor approximation of that achieved by the optimal set of selected observations. Empirical evaluation on real-world datasets shows that our proposed approach outperforms existing algorithms for active learning of MOGP and single-output GP models.