Gaussian Process (GP) regression has seen widespread use in robotics due to its generality, simplicity of use, and the utility of Bayesian predictions. The predominant implementation of GP regression is a nonparameteric kernel-based approach, as it enables fitting of arbitrary nonlinear functions. However, this approach suffers from two main drawbacks: (1) it is computationally inefficient, as computation scales poorly with the number of samples; and (2) it can be data inefficient, as encoding prior knowledge that can aid the model through the choice of kernel and associated hyperparameters is often challenging and unintuitive. In this work, we propose ALPaCA, an algorithm for efficient Bayesian regression which addresses these issues. ALPaCA uses a dataset of sample functions to learn a domain-specific, finite-dimensional feature encoding, as well as a prior over the associated weights, such that Bayesian linear regression in this feature space yields accurate online predictions of the posterior predictive density. These features are neural networks, which are trained via a meta-learning (or "learning-to-learn") approach. ALPaCA extracts all prior information directly from the dataset, rather than restricting prior information to the choice of kernel hyperparameters. Furthermore, by operating in the weight space, it substantially reduces sample complexity. We investigate the performance of ALPaCA on two simple regression problems, two simulated robotic systems, and on a lane-change driving task performed by humans. We find our approach outperforms kernel-based GP regression, as well as state of the art meta-learning approaches, thereby providing a promising plug-in tool for many regression tasks in robotics where scalability and data-efficiency are important.
The interpretation of MAML as hierarchical Bayes allowed the authors to incorporate Laplace approximation into the weight update @cite_42 , and the authors refer to the resulting algorithm as LLAMA. This approximation results in the point estimate of the updated weights being replaced with a second-order approximation of the posterior. Thus, sampling based methods can be used to approximate the posterior distribution of the data. More recently, PLATIPUS @cite_6 and Bayesian MAML @cite_47 have used variational approaches to move from point estimates to Bayesian posteriors. We wish to emphasize that these approaches are capable of capturing a larger family of distributions (such as multimodal distributions), while we achieve improved sample efficiency and better efficiency in terms of computation. We believe these trade-offs are justified and necessary in many robotics applications.
@cite_47 @cite_42 @cite_6
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Meta-learning allows an intelligent agent to leverage prior learning episodes as a basis for quickly improving performance on a novel task. Bayesian hierarchical modeling provides a theoretical framework for formalizing meta-learning as inference for a set of parameters that are shared across tasks. Here, we reformulate the model-agnostic meta-learning algorithm (MAML) of (2017) as a method for probabilistic inference in a hierarchical Bayesian model. In contrast to prior methods for meta-learning via hierarchical Bayes, MAML is naturally applicable to complex function approximators through its use of a scalable gradient descent procedure for posterior inference. Furthermore, the identification of MAML as hierarchical Bayes provides a way to understand the algorithm's operation as a meta-learning procedure, as well as an opportunity to make use of computational strategies for efficient inference. We use this opportunity to propose an improvement to the MAML algorithm that makes use of techniques from approximate inference and curvature estimation. Stimulus reconstruction or decoding methods provide an important tool for understanding how sensory and motor information is represented in neural activity. We discuss Bayesian decoding methods based on an encoding generalized linear model (GLM) that accurately describes how stimuli are transformed into the spike trains of a group of neurons. The form of the GLM likelihood ensures that the posterior distribution over the stimuli that caused an observed set of spike trains is log concave so long as the prior is. This allows the maximum a posteriori (MAP) stimulus estimate to be obtained using efficient optimization algorithms. Unfortunately, the MAP estimate can have a relatively large average error when the posterior is highly nongaussian. Here we compare several Markov chain Monte Carlo (MCMC) algorithms that allow for the calculation of general Bayesian estimators involving posterior expectations (conditional on model parameters). An efficient version of the hybrid Monte Carlo (HMC) algorithm was significantly superior to other MCMC methods for gaussian priors. When the prior distribution has sharp edges and corners, on the other hand, the “hit-and-run” algorithm performed better than other MCMC methods. Using these algorithms, we show that for this latter class of priors, the posterior mean estimate can have a considerably lower average error than MAP, whereas for gaussian priors, the two estimators have roughly equal efficiency. We also address the application of MCMC methods for extracting nonmarginal properties of the posterior distribution. For example, by using MCMC to calculate the mutual information between the stimulus and response, we verify the validity of a computationally efficient Laplace approximation to this quantity for gaussian priors in a wide range of model parameters; this makes direct model-based computation of the mutual information tractable even in the case of large observed neural populations, where methods based on binning the spike train fail. Finally, we consider the effect of uncertainty in the GLM parameters on the posterior estimators. In this paper, an estimation of distribution algorithm (EDA)-based memetic algorithm (MA) is proposed for solving the distributed assembly permutation flow-shop scheduling problem (DAPFSP) with the objective to minimize the maximum completion time. A novel bi-vector-based method is proposed to represent a solution for the DAPFSP. In the searching phase of the EDA-based MA (EDAMA), the EDA-based exploration and the local-search-based exploitation are incorporated within the MA framework. For the EDA-based exploration phase, a probability model is built to describe the probability distribution of superior solutions. Besides, a novel selective-enhancing sampling mechanism is proposed for generating new solutions by sampling the probability model. For the local-search-based exploitation phase, the critical path of the DAPFSP is analyzed to avoid invalid searching operators. Based on the analysis, a critical-path-based local search strategy is proposed to further improve the potential solutions obtained in the EDA-based searching phase. Moreover, the effect of parameter setting is investigated based on the Taguchi method of design-of-experiment. Suitable parameter values are suggested for instances with different scales. Finally, numerical simulations based on 1710 benchmark instances are carried out. The experimental results and comparisons with existing algorithms show the effectiveness of the EDAMA in solving the DAPFSP. In addition, the best-known solutions of 181 instances are updated by the EDAMA. While it's always possible to compute a variational approximation to a posterior distribution, it can be difficult to discover problems with this approximation". We propose two diagnostic algorithms to alleviate this problem. The Pareto-smoothed importance sampling (PSIS) diagnostic gives a goodness of fit measurement for joint distributions, while simultaneously improving the error in the estimate. The variational simulation-based calibration (VSBC) assesses the average performance of point estimates.