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2017


Probabilistic Line Searches for Stochastic Optimization
Probabilistic Line Searches for Stochastic Optimization

Mahsereci, M., Hennig, P.

Journal of Machine Learning Research, 18(119):1-59, November 2017 (article)

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link (url) Project Page [BibTex]

2017


link (url) Project Page [BibTex]


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Convergence Analysis of Deterministic Kernel-Based Quadrature Rules in Misspecified Settings

Kanagawa, M., Sriperumbudur, B. K., Fukumizu, K.

Arxiv e-prints, arXiv:1709.00147v1 [math.NA], 2017 (article)

Abstract
This paper presents convergence analysis of kernel-based quadrature rules in misspecified settings, focusing on deterministic quadrature in Sobolev spaces. In particular, we deal with misspecified settings where a test integrand is less smooth than a Sobolev RKHS based on which a quadrature rule is constructed. We provide convergence guarantees based on two different assumptions on a quadrature rule: one on quadrature weights, and the other on design points. More precisely, we show that convergence rates can be derived (i) if the sum of absolute weights remains constant (or does not increase quickly), or (ii) if the minimum distance between distance design points does not decrease very quickly. As a consequence of the latter result, we derive a rate of convergence for Bayesian quadrature in misspecified settings. We reveal a condition on design points to make Bayesian quadrature robust to misspecification, and show that, under this condition, it may adaptively achieve the optimal rate of convergence in the Sobolev space of a lesser order (i.e., of the unknown smoothness of a test integrand), under a slightly stronger regularity condition on the integrand.

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arXiv [BibTex]

arXiv [BibTex]


Early Stopping Without a Validation Set
Early Stopping Without a Validation Set

Mahsereci, M., Balles, L., Lassner, C., Hennig, P.

arXiv preprint arXiv:1703.09580, 2017 (article)

Abstract
Early stopping is a widely used technique to prevent poor generalization performance when training an over-expressive model by means of gradient-based optimization. To find a good point to halt the optimizer, a common practice is to split the dataset into a training and a smaller validation set to obtain an ongoing estimate of the generalization performance. In this paper we propose a novel early stopping criterion which is based on fast-to-compute, local statistics of the computed gradients and entirely removes the need for a held-out validation set. Our experiments show that this is a viable approach in the setting of least-squares and logistic regression as well as neural networks.

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link (url) Project Page Project Page [BibTex]


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Krylov Subspace Recycling for Fast Iterative Least-Squares in Machine Learning

Roos, F. D., Hennig, P.

arXiv preprint arXiv:1706.00241, 2017 (article)

Abstract
Solving symmetric positive definite linear problems is a fundamental computational task in machine learning. The exact solution, famously, is cubicly expensive in the size of the matrix. To alleviate this problem, several linear-time approximations, such as spectral and inducing-point methods, have been suggested and are now in wide use. These are low-rank approximations that choose the low-rank space a priori and do not refine it over time. While this allows linear cost in the data-set size, it also causes a finite, uncorrected approximation error. Authors from numerical linear algebra have explored ways to iteratively refine such low-rank approximations, at a cost of a small number of matrix-vector multiplications. This idea is particularly interesting in the many situations in machine learning where one has to solve a sequence of related symmetric positive definite linear problems. From the machine learning perspective, such deflation methods can be interpreted as transfer learning of a low-rank approximation across a time-series of numerical tasks. We study the use of such methods for our field. Our empirical results show that, on regression and classification problems of intermediate size, this approach can interpolate between low computational cost and numerical precision.

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link (url) Project Page [BibTex]


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Efficiency of analytical and sampling-based uncertainty propagation in intensity-modulated proton therapy

Wahl, N., Hennig, P., Wieser, H. P., Bangert, M.

Physics in Medicine & Biology, 62(14):5790-5807, 2017 (article)

Abstract
The sensitivity of intensity-modulated proton therapy (IMPT) treatment plans to uncertainties can be quantified and mitigated with robust/min-max and stochastic/probabilistic treatment analysis and optimization techniques. Those methods usually rely on sparse random, importance, or worst-case sampling. Inevitably, this imposes a trade-off between computational speed and accuracy of the uncertainty propagation. Here, we investigate analytical probabilistic modeling (APM) as an alternative for uncertainty propagation and minimization in IMPT that does not rely on scenario sampling. APM propagates probability distributions over range and setup uncertainties via a Gaussian pencil-beam approximation into moments of the probability distributions over the resulting dose in closed form. It supports arbitrary correlation models and allows for efficient incorporation of fractionation effects regarding random and systematic errors. We evaluate the trade-off between run-time and accuracy of APM uncertainty computations on three patient datasets. Results are compared against reference computations facilitating importance and random sampling. Two approximation techniques to accelerate uncertainty propagation and minimization based on probabilistic treatment plan optimization are presented. Runtimes are measured on CPU and GPU platforms, dosimetric accuracy is quantified in comparison to a sampling-based benchmark (5000 random samples). APM accurately propagates range and setup uncertainties into dose uncertainties at competitive run-times (GPU ##IMG## [http://ej.iop.org/images/0031-9155/62/14/5790/pmbaa6ec5ieqn001.gif] {$\leqslant {5}$} min). The resulting standard deviation (expectation value) of dose show average global ##IMG## [http://ej.iop.org/images/0031-9155/62/14/5790/pmbaa6ec5ieqn002.gif] {$\gamma_{{3}\% / {3}~{\rm mm}}$} pass rates between 94.2% and 99.9% (98.4% and 100.0%). All investigated importance sampling strategies provided less accuracy at higher run-times considering only a single fraction. Considering fractionation, APM uncertainty propagation and treatment plan optimization was proven to be possible at constant time complexity, while run-times of sampling-based computations are linear in the number of fractions. Using sum sampling within APM, uncertainty propagation can only be accelerated at the cost of reduced accuracy in variance calculations. For probabilistic plan optimization, we were able to approximate the necessary pre-computations within seconds, yielding treatment plans of similar quality as gained from exact uncertainty propagation. APM is suited to enhance the trade-off between speed and accuracy in uncertainty propagation and probabilistic treatment plan optimization, especially in the context of fractionation. This brings fully-fledged APM computations within reach of clinical application.

pn

link (url) [BibTex]

link (url) [BibTex]


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Analytical probabilistic modeling of RBE-weighted dose for ion therapy

Wieser, H., Hennig, P., Wahl, N., Bangert, M.

Physics in Medicine and Biology (PMB), 62(23):8959-8982, 2017 (article)

pn

link (url) [BibTex]

link (url) [BibTex]

2016


Gaussian Process-Based Predictive Control for Periodic Error Correction
Gaussian Process-Based Predictive Control for Periodic Error Correction

Klenske, E. D., Zeilinger, M., Schölkopf, B., Hennig, P.

IEEE Transactions on Control Systems Technology , 24(1):110-121, 2016 (article)

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PDF DOI [BibTex]

2016


PDF DOI [BibTex]


Dual Control for Approximate Bayesian Reinforcement Learning
Dual Control for Approximate Bayesian Reinforcement Learning

Klenske, E. D., Hennig, P.

Journal of Machine Learning Research, 17(127):1-30, 2016 (article)

ei pn

PDF link (url) [BibTex]

PDF link (url) [BibTex]


Probabilistic Duality for Parallel Gibbs Sampling without Graph Coloring
Probabilistic Duality for Parallel Gibbs Sampling without Graph Coloring

Mescheder, L., Nowozin, S., Geiger, A.

Arxiv, 2016 (article)

Abstract
We present a new notion of probabilistic duality for random variables involving mixture distributions. Using this notion, we show how to implement a highly-parallelizable Gibbs sampler for weakly coupled discrete pairwise graphical models with strictly positive factors that requires almost no preprocessing and is easy to implement. Moreover, we show how our method can be combined with blocking to improve mixing. Even though our method leads to inferior mixing times compared to a sequential Gibbs sampler, we argue that our method is still very useful for large dynamic networks, where factors are added and removed on a continuous basis, as it is hard to maintain a graph coloring in this setup. Similarly, our method is useful for parallelizing Gibbs sampling in graphical models that do not allow for graph colorings with a small number of colors such as densely connected graphs.

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pdf [BibTex]


Map-Based Probabilistic Visual Self-Localization
Map-Based Probabilistic Visual Self-Localization

Brubaker, M. A., Geiger, A., Urtasun, R.

IEEE Trans. on Pattern Analysis and Machine Intelligence (PAMI), 2016 (article)

Abstract
Accurate and efficient self-localization is a critical problem for autonomous systems. This paper describes an affordable solution to vehicle self-localization which uses odometry computed from two video cameras and road maps as the sole inputs. The core of the method is a probabilistic model for which an efficient approximate inference algorithm is derived. The inference algorithm is able to utilize distributed computation in order to meet the real-time requirements of autonomous systems in some instances. Because of the probabilistic nature of the model the method is capable of coping with various sources of uncertainty including noise in the visual odometry and inherent ambiguities in the map (e.g., in a Manhattan world). By exploiting freely available, community developed maps and visual odometry measurements, the proposed method is able to localize a vehicle to 4m on average after 52 seconds of driving on maps which contain more than 2,150km of drivable roads.

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pdf Project Page [BibTex]

pdf Project Page [BibTex]

2014


3D Traffic Scene Understanding from Movable Platforms
3D Traffic Scene Understanding from Movable Platforms

Geiger, A., Lauer, M., Wojek, C., Stiller, C., Urtasun, R.

IEEE Transactions on Pattern Analysis and Machine Intelligence (PAMI), 36(5):1012-1025, published, IEEE, Los Alamitos, CA, May 2014 (article)

Abstract
In this paper, we present a novel probabilistic generative model for multi-object traffic scene understanding from movable platforms which reasons jointly about the 3D scene layout as well as the location and orientation of objects in the scene. In particular, the scene topology, geometry and traffic activities are inferred from short video sequences. Inspired by the impressive driving capabilities of humans, our model does not rely on GPS, lidar or map knowledge. Instead, it takes advantage of a diverse set of visual cues in the form of vehicle tracklets, vanishing points, semantic scene labels, scene flow and occupancy grids. For each of these cues we propose likelihood functions that are integrated into a probabilistic generative model. We learn all model parameters from training data using contrastive divergence. Experiments conducted on videos of 113 representative intersections show that our approach successfully infers the correct layout in a variety of very challenging scenarios. To evaluate the importance of each feature cue, experiments using different feature combinations are conducted. Furthermore, we show how by employing context derived from the proposed method we are able to improve over the state-of-the-art in terms of object detection and object orientation estimation in challenging and cluttered urban environments.

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pdf link (url) [BibTex]

2014


pdf link (url) [BibTex]