The Living Thing / Notebooks :

Data summarization

On maps drawn at smaller than 1:1 scale

Usefulness: 🔧
Novelty: 💡
Uncertainty: 🤪 🤪 🤪
Incompleteness: 🚧 🚧 🚧

Summary statistics which don’t require you to keep all the data but which allow you to do inference nearly as well. e.g sufficient statistics in exponential families allow you to do do certain kind of inference perfectly without anything except summaries. Methods such as variational Bayes summarize data by maintaining a posterior density (usually a mixture models) as a summary of all the data, at some cost in accuracy.. I think of these as nearly sufficient statistics but there are other framings, as data summarization which I am going to note here for later reference.

TBC.

Coresets

Bayesian. Solve an optimisation problem to minimise distance between posterior with all data and with a weighted subset.

https://github.com/trevorcampbell/bayesian-coresets

Directly approximate log likelihood

See nearly sufficient statistics.

Refs

Agrawal, Raj, Caroline Uhler, and Tamara Broderick. 2018. “Minimal I-MAP MCMC for Scalable Structure Discovery in Causal DAG Models.” In International Conference on Machine Learning, 89–98. http://proceedings.mlr.press/v80/agrawal18a.html.

Bachem, Olivier, Mario Lucic, and Andreas Krause. 2017. “Practical Coreset Constructions for Machine Learning.” arXiv Preprint arXiv:1703.06476. https://arxiv.org/abs/1703.06476.

———. 2015. “Coresets for Nonparametric Estimation - the Case of DP-Means.” In International Conference on Machine Learning, 209–17. http://proceedings.mlr.press/v37/bachem15.html.

Broderick, Tamara, Nicholas Boyd, Andre Wibisono, Ashia C Wilson, and Michael I Jordan. 2013. “Streaming Variational Bayes.” In Advances in Neural Information Processing Systems 26, edited by C. J. C. Burges, L. Bottou, M. Welling, Z. Ghahramani, and K. Q. Weinberger, 1727–35. Curran Associates, Inc. http://papers.nips.cc/paper/4980-streaming-variational-bayes.pdf.

Campbell, Trevor, and Tamara Broderick. 2017. “Automated Scalable Bayesian Inference via Hilbert Coresets,” October. http://arxiv.org/abs/1710.05053.

———. 2018. “Bayesian Coreset Construction via Greedy Iterative Geodesic Ascent.” In International Conference on Machine Learning, 698–706. http://proceedings.mlr.press/v80/campbell18a.html.

Cortes, Corinna, Vitaly Kuznetsov, Mehryar Mohri, and Scott Yang. 2016. “Structured Prediction Theory Based on Factor Graph Complexity.” In Advances in Neural Information Processing Systems 29, edited by D. D. Lee, M. Sugiyama, U. V. Luxburg, I. Guyon, and R. Garnett, 2514–22. Curran Associates, Inc. http://papers.nips.cc/paper/6485-structured-prediction-theory-based-on-factor-graph-complexity.pdf.

Hensman, James, Nicolo Fusi, and Neil D. Lawrence. 2013. “Gaussian Processes for Big Data.” In Uncertainty in Artificial Intelligence, 282. Citeseer.

Huggins, Jonathan, Ryan P Adams, and Tamara Broderick. 2017. “PASS-GLM: Polynomial Approximate Sufficient Statistics for Scalable Bayesian GLM Inference.” In Advances in Neural Information Processing Systems 30, edited by I. Guyon, U. V. Luxburg, S. Bengio, H. Wallach, R. Fergus, S. Vishwanathan, and R. Garnett, 3611–21. Curran Associates, Inc. http://papers.nips.cc/paper/6952-pass-glm-polynomial-approximate-sufficient-statistics-for-scalable-bayesian-glm-inference.pdf.

Huggins, Jonathan H., Trevor Campbell, and Tamara Broderick. 2016. “Coresets for Scalable Bayesian Logistic Regression,” May. http://arxiv.org/abs/1605.06423.

Huggins, Jonathan H., Trevor Campbell, Mikołaj Kasprzak, and Tamara Broderick. 2018a. “Scalable Gaussian Process Inference with Finite-Data Mean and Variance Guarantees,” June. http://arxiv.org/abs/1806.10234.

———. 2018b. “Practical Bounds on the Error of Bayesian Posterior Approximations: A Nonasymptotic Approach,” September. http://arxiv.org/abs/1809.09505.

Titsias, Michalis K. 2009. “Variational Learning of Inducing Variables in Sparse Gaussian Processes.” In International Conference on Artificial Intelligence and Statistics, 567–74. http://www.jmlr.org/proceedings/papers/v5/titsias09a/titsias09a.pdf.