Hung Bui

AAAI Conference 2021 Conference Paper

Learning Compositional Sparse Gaussian Processes with a Shrinkage Prior

• Anh Tong
• Toan M Tran
• Hung Bui
• Jaesik Choi

Choosing a proper set of kernel functions is an important problem in learning Gaussian Process (GP) models since each kernel structure has different model complexity and data fitness. Recently, automatic kernel composition methods provide not only accurate prediction but also attractive interpretability through search-based methods. However, existing methods suffer from slow kernel composition learning. To tackle large-scaled data, we propose a new sparse approximate posterior for GPs, MultiSVGP, constructed from groups of inducing points associated with individual additive kernels in compositional kernels. We demonstrate that this approximation provides a better fit to learn compositional kernels given empirical observations. We also provide theoretically justification on error bound when compared to the traditional sparse GP. In contrast to the search-based approach, we present a novel probabilistic algorithm to learn a kernel composition by handling the sparsity in the kernel selection with Horseshoe prior. We demonstrate that our model can capture characteristics of time series with significant reductions in computational time and have competitive regression performance on real-world data sets.

JMLR Journal 2021 Journal Article

On efficient multilevel Clustering via Wasserstein distances

• Viet Huynh
• Nhat Ho
• Nhan Dam
• XuanLong Nguyen
• Mikhail Yurochkin
• Hung Bui
• Dinh Phung

We propose a novel approach to the problem of multilevel clustering, which aims to simultaneously partition data in each group and discover grouping patterns among groups in a potentially large hierarchically structured corpus of data. Our method involves a joint optimization formulation over several spaces of discrete probability measures, which are endowed with Wasserstein distance metrics. We propose several variants of this problem, which admit fast optimization algorithms, by exploiting the connection to the problem of finding Wasserstein barycenters. Consistency properties are established for the estimates of both local and global clusters. Finally, experimental results with both synthetic and real data are presented to demonstrate the flexibility and scalability of the proposed approach. [abs] [ pdf ][ bib ] &copy JMLR 2021. ( edit, beta )

NeurIPS Conference 2021 Conference Paper

On Learning Domain-Invariant Representations for Transfer Learning with Multiple Sources

• Trung Phung
• Trung Le
• Tung-Long Vuong
• Toan Tran
• Anh Tran
• Hung Bui
• Dinh Phung

Domain adaptation (DA) benefits from the rigorous theoretical works that study its insightful characteristics and various aspects, e. g. , learning domain-invariant representations and its trade-off. However, it seems not the case for the multiple source DA and domain generalization (DG) settings which are remarkably more complicated and sophisticated due to the involvement of multiple source domains and potential unavailability of target domain during training. In this paper, we develop novel upper-bounds for the target general loss which appeal us to define two kinds of domain-invariant representations. We further study the pros and cons as well as the trade-offs of enforcing learning each domain-invariant representation. Finally, we conduct experiments to inspect the trade-off of these representations for offering practical hints regarding how to use them in practice and explore other interesting properties of our developed theory.

NeurIPS Conference 2021 Conference Paper

On Robust Optimal Transport: Computational Complexity and Barycenter Computation

• Khang Le
• Huy Nguyen
• Quang M Nguyen
• Tung Pham
• Hung Bui
• Nhat Ho

We consider robust variants of the standard optimal transport, named robust optimal transport, where marginal constraints are relaxed via Kullback-Leibler divergence. We show that Sinkhorn-based algorithms can approximate the optimal cost of robust optimal transport in $\widetilde{\mathcal{O}}(\frac{n^2}{\varepsilon})$ time, in which $n$ is the number of supports of the probability distributions and $\varepsilon$ is the desired error. Furthermore, we investigate a fixed-support robust barycenter problem between $m$ discrete probability distributions with at most $n$ number of supports and develop an approximating algorithm based on iterative Bregman projections (IBP). For the specific case $m = 2$, we show that this algorithm can approximate the optimal barycenter value in $\widetilde{\mathcal{O}}(\frac{mn^2}{\varepsilon})$ time, thus being better than the previous complexity $\widetilde{\mathcal{O}}(\frac{mn^2}{\varepsilon^2})$ of the IBP algorithm for approximating the Wasserstein barycenter.

NeurIPS Conference 2021 Conference Paper

Structured Dropout Variational Inference for Bayesian Neural Networks

• Son Nguyen
• Duong Nguyen
• Khai Nguyen
• Khoat Than
• Hung Bui
• Nhat Ho

Approximate inference in Bayesian deep networks exhibits a dilemma of how to yield high fidelity posterior approximations while maintaining computational efficiency and scalability. We tackle this challenge by introducing a novel variational structured approximation inspired by the Bayesian interpretation of Dropout regularization. Concretely, we focus on the inflexibility of the factorized structure in Dropout posterior and then propose an improved method called Variational Structured Dropout (VSD). VSD employs an orthogonal transformation to learn a structured representation on the variational Gaussian noise with plausible complexity, and consequently induces statistical dependencies in the approximate posterior. Theoretically, VSD successfully addresses the pathologies of previous Variational Dropout methods and thus offers a standard Bayesian justification. We further show that VSD induces an adaptive regularization term with several desirable properties which contribute to better generalization. Finally, we conduct extensive experiments on standard benchmarks to demonstrate the effectiveness of VSD over state-of-the-art variational methods on predictive accuracy, uncertainty estimation, and out-of-distribution detection.

ICML Conference 2021 Conference Paper

Temporal Predictive Coding For Model-Based Planning In Latent Space

• Tung D. Nguyen
• Rui Shu
• Tuan Pham
• Hung Bui
• Stefano Ermon

High-dimensional observations are a major challenge in the application of model-based reinforcement learning (MBRL) to real-world environments. To handle high-dimensional sensory inputs, existing approaches use representation learning to map high-dimensional observations into a lower-dimensional latent space that is more amenable to dynamics estimation and planning. In this work, we present an information-theoretic approach that employs temporal predictive coding to encode elements in the environment that can be predicted across time. Since this approach focuses on encoding temporally-predictable information, we implicitly prioritize the encoding of task-relevant components over nuisance information within the environment that are provably task-irrelevant. By learning this representation in conjunction with a recurrent state space model, we can then perform planning in latent space. We evaluate our model on a challenging modification of standard DMControl tasks where the background is replaced with natural videos that contain complex but irrelevant information to the planning task. Our experiments show that our model is superior to existing methods in the challenging complex-background setting while remaining competitive with current state-of-the-art models in the standard setting.

ICLR Conference 2020 Conference Paper

Prediction, Consistency, Curvature: Representation Learning for Locally-Linear Control

• Nir Levine
• Yinlam Chow
• Rui Shu
• Ang Li
• Mohammad Ghavamzadeh
• Hung Bui

Many real-world sequential decision-making problems can be formulated as optimal control with high-dimensional observations and unknown dynamics. A promising approach is to embed the high-dimensional observations into a lower-dimensional latent representation space, estimate the latent dynamics model, then utilize this model for control in the latent space. An important open question is how to learn a representation that is amenable to existing control algorithms? In this paper, we focus on learning representations for locally-linear control algorithms, such as iterative LQR (iLQR). By formulating and analyzing the representation learning problem from an optimal control perspective, we establish three underlying principles that the learned representation should comprise: 1) accurate prediction in the observation space, 2) consistency between latent and observation space dynamics, and 3) low curvature in the latent space transitions. These principles naturally correspond to a loss function that consists of three terms: prediction, consistency, and curvature (PCC). Crucially, to make PCC tractable, we derive an amortized variational bound for the PCC loss function. Extensive experiments on benchmark domains demonstrate that the new variational-PCC learning algorithm benefits from significantly more stable and reproducible training, and leads to superior control performance. Further ablation studies give support to the importance of all three PCC components for learning a good latent space for control.

IJCAI Conference 2019 Conference Paper

Learning Generative Adversarial Networks from Multiple Data Sources

• Trung Le
• Quan Hoang
• Hung Vu
• Tu Dinh Nguyen
• Hung Bui
• Dinh Phung

Generative Adversarial Networks (GANs) are a powerful class of deep generative models. In this paper, we extend GAN to the problem of generating data that are not only close to a primary data source but also required to be different from auxiliary data sources. For this problem, we enrich both GANs' formulations and applications by introducing pushing forces that thrust generated samples away from given auxiliary data sources. We term our method Push-and-Pull GAN (P2GAN). We conduct extensive experiments to demonstrate the merit of P2GAN in two applications: generating data with constraints and addressing the mode collapsing problem. We use CIFAR-10, STL-10, and ImageNet datasets and compute Fréchet Inception Distance to evaluate P2GAN's effectiveness in addressing the mode collapsing problem. The results show that P2GAN outperforms the state-of-the-art baselines. For the problem of generating data with constraints, we show that P2GAN can successfully avoid generating specific features such as black hair.

IJCAI Conference 2019 Conference Paper

Three-Player Wasserstein GAN via Amortised Duality

• Nhan Dam
• Quan Hoang
• Trung Le
• Tu Dinh Nguyen
• Hung Bui
• Dinh Phung

We propose a new formulation for learning generative adversarial networks (GANs) using optimal transport cost (the general form of Wasserstein distance) as the objective criterion to measure the dissimilarity between target distribution and learned distribution. Our formulation is based on the general form of the Kantorovich duality which is applicable to optimal transport with a wide range of cost functions that are not necessarily metric. To make optimising this duality form amenable to gradient-based methods, we employ a function that acts as an amortised optimiser for the innermost optimisation problem. Interestingly, the amortised optimiser can be viewed as a mover since it strategically shifts around data points. The resulting formulation is a sequential min-max-min game with 3 players: the generator, the critic, and the mover where the new player, the mover, attempts to fool the critic by shifting the data around. Despite involving three players, we demonstrate that our proposed formulation can be trained reasonably effectively via a simple alternative gradient learning strategy. Compared with the existing Lipschitz-constrained formulations of Wasserstein GAN on CIFAR-10, our model yields significantly better diversity scores than weight clipping and comparable performance to gradient penalty method.

NeurIPS Conference 2018 Conference Paper

Amortized Inference Regularization

• Rui Shu
• Hung Bui
• Shengjia Zhao
• Mykel Kochenderfer
• Stefano Ermon

The variational autoencoder (VAE) is a popular model for density estimation and representation learning. Canonically, the variational principle suggests to prefer an expressive inference model so that the variational approximation is accurate. However, it is often overlooked that an overly-expressive inference model can be detrimental to the test set performance of both the amortized posterior approximator and, more importantly, the generative density estimator. In this paper, we leverage the fact that VAEs rely on amortized inference and propose techniques for amortized inference regularization (AIR) that control the smoothness of the inference model. We demonstrate that, by applying AIR, it is possible to improve VAE generalization on both inference and generative performance. Our paper challenges the belief that amortized inference is simply a mechanism for approximating maximum likelihood training and illustrates that regularization of the amortization family provides a new direction for understanding and improving generalization in VAEs.

IJCAI Conference 2017 Conference Paper

Discriminative Bayesian Nonparametric Clustering

• Vu Nguyen
• Dinh Phung
• Trung Le
• Hung Bui

We propose a general framework for discriminative Bayesian nonparametric clustering to promote the inter-discrimination among the learned clusters in a fully Bayesian nonparametric (BNP) manner. Our method combines existing BNP clustering and discriminative models by enforcing latent cluster indices to be consistent with the predicted labels resulted from probabilistic discriminative model. This formulation results in a well-defined generative process wherein we can use either logistic regression or SVM for discrimination. Using the proposed framework, we develop two novel discriminative BNP variants: the discriminative Dirichlet process mixtures, and the discriminative-state infinite HMMs for sequential data. We develop efficient data-augmentation Gibbs samplers for posterior inference. Extensive experiments in image clustering and dynamic location clustering demonstrate that by encouraging discrimination between induced clusters, our model enhances the quality of clustering in comparison with the traditional generative BNP models.

AIJ Journal 2017 Journal Article

Hierarchical semi-Markov conditional random fields for deep recursive sequential data

• Truyen Tran
• Dinh Phung
• Hung Bui
• Svetha Venkatesh

We present the hierarchical semi-Markov conditional random field (HSCRF), a generalisation of linear-chain conditional random fields to model deep nested Markov processes. It is parameterised as a conditional log-linear model and has polynomial time algorithms for learning and inference. We derive algorithms for partially-supervised learning and constrained inference. We develop numerical scaling procedures that handle the overflow problem. We show that when depth is two, the HSCRF can be reduced to the semi-Markov conditional random fields. Finally, we demonstrate the HSCRF on two applications: (i) recognising human activities of daily living (ADLs) from indoor surveillance cameras, and (ii) noun-phrase chunking. The HSCRF is capable of learning rich hierarchical models with reasonable accuracy in both fully and partially observed data cases.

IJCAI Conference 2017 Conference Paper

Large-scale Online Kernel Learning with Random Feature Reparameterization

• Tu Dinh Nguyen
• Trung Le
• Hung Bui
• Dinh Phung

A typical online kernel learning method faces two fundamental issues: the complexity in dealing with a huge number of observed data points (a. k. a the curse of kernelization) and the difficulty in learning kernel parameters, which often assumed to be fixed. Random Fourier feature is a recent and effective approach to address the former by approximating the shift-invariant kernel function via Bocher's theorem, and allows the model to be maintained directly in the random feature space with a fixed dimension, hence the model size remains constant w. r. t. data size. We further introduce in this paper the reparameterized random feature (RRF), a random feature framework for large-scale online kernel learning to address both aforementioned challenges. Our initial intuition comes from the so-called "reparameterization trick" [Kingma et al. , 2014] to lift the source of randomness of Fourier components to another space which can be independently sampled, so that stochastic gradient of the kernel parameters can be analytically derived. We develop a well-founded underlying theory for our method, including a general way to reparameterize the kernel, and a new tighter error bound on the approximation quality. This view further inspires a direct application of stochastic gradient descent for updating our model under an online learning setting. We then conducted extensive experiments on several large-scale datasets where we demonstrate that our work achieves state-of-the-art performance in both learning efficacy and efficiency.

IJCAI Conference 2016 Conference Paper

Practical Linear Models for Large-Scale One-Class Collaborative Filtering

• Suvash Sedhain
• Hung Bui
• Jaya Kawale
• Nikos Vlassis
• Branislav Kveton
• Aditya Krishna Menon
• Trung Bui
• Scott Sanner

Collaborative filtering has emerged as the de facto approach to personalized recommendation problems. However, a scenario that has proven difficult in practice is the one-class collaborative filtering case (OC-CF), where one has examples of items that a user prefers, but no examples of items they do not prefer. In such cases, it is desirable to have recommendation algorithms that are personalized, learning-based, and highly scalable. Existing linear recommenders for OC-CF achieve good performance in benchmarking tasks, but they involve solving a large number of a regression subproblems, limiting their applicability to large-scale problems. We show that it is possible to scale up linear recommenders to big data by learning an OC-CF model in a randomized low-dimensional embedding of the user-item interaction matrix. Our algorithm, Linear-FLow, achieves state-of-the-art performance in a comprehensive set of experiments on standard benchmarks as well as real data.

NeurIPS Conference 2015 Conference Paper

Efficient Thompson Sampling for Online Matrix-Factorization Recommendation

• Jaya Kawale
• Hung Bui
• Branislav Kveton
• Long Tran-Thanh
• Sanjay Chawla

Matrix factorization (MF) collaborative filtering is an effective and widely used method in recommendation systems. However, the problem of finding an optimal trade-off between exploration and exploitation (otherwise known as the bandit problem), a crucial problem in collaborative filtering from cold-start, has not been previously addressed. In this paper, we present a novel algorithm for online MF recommendation that automatically combines finding the most relevantitems with exploring new or less-recommended items. Our approach, called Particle Thompson Sampling for Matrix-Factorization, is based on the general Thompson sampling framework, but augmented with a novel efficient online Bayesian probabilistic matrix factorization method based on the Rao-Blackwellized particle filter. Extensive experiments in collaborative filtering using several real-world datasets demonstrate that our proposed algorithm significantly outperforms the current state-of-the-arts.

AAAI Conference 2012 Conference Paper

Exact Lifted Inference with Distinct Soft Evidence on Every Object

• Hung Bui
• Tuyen Huynh
• Rodrigo de Salvo Braz

The presence of non-symmetric evidence has been a barrier for the application of lifted inference since the evidence destroys the symmetry of the first-order probabilistic model. In the extreme case, if distinct soft evidence is obtained about each individual object in the domain then, often, all current exact lifted inference methods reduce to traditional inference at the ground level. However, it is of interest to ask whether the symmetry of the model itself before evidence is obtained can be exploited. We present new results showing that this is, in fact, possible. In particular, we show that both exact maximum a posteriori (MAP) and marginal inference can be lifted for the case of distinct soft evidence on a unary Markov Logic predicate. Our methods result in efficient procedures for MAP and marginal inference for a class of graphical models previously thought to be intractable.

AAAI Conference 2011 Conference Paper

Efficient Methods for Lifted Inference with Aggregate Factors

• Jaesik Choi
• Rodrigo de Salvo Braz
• Hung Bui

Aggregate factors (that is, those based on aggregate functions such as SUM, AVERAGE, AND etc) in probabilistic relational models can compactly represent dependencies among a large number of relational random variables. However, propositional inference on a factor aggregating n k-valued random variables into an r-valued result random variable is O(rk2n ). Lifted methods can ameliorate this to O(rnk ) in general and O(rk log n) for commutative associative aggregators. In this paper, we propose (a) an exact solution constant in n when k=2 for certain aggregate operations such as AND, OR and SUM, and (b) a close approximation for inference with aggregate factors with time complexity constant in n. This approximate inference involves an analytical solution for some operations when k>2. The approximation is based on the fact that the typically used aggregate functions can be represented by linear constraints in the standard (k−1)-simplex in Rk where k is the number of possible values for random variables. This includes even aggregate functions that are commutative but not associative (e. g. , the MODE operator that chooses the most frequent value). Our algorithm takes polynomial time in k (which is only 2 for binary variables) regardless of r and n, and the error decreases as n increases. Therefore, for most applications (in which a close approximation suffices) our algorithm is a much more efficient solution than existing algorithms. We present experimental results supporting these claims. We also present a (c) third contribution which further optimizes aggregations over multiple groups of random variables with distinct distributions.

IJCAI Conference 2009 Conference Paper

• Omid Madani
• Hung Bui
• Eric Yeh

We investigate prediction of users’ desktop activities in the Unix domain. The learning techniques we explore do not require explicit user teaching. We show that simple efficient many-class learning can perform well for action prediction, significantly improving over previously published results and baselines. This finding is promising for various human-computer interaction scenarios where a rich set of potentially predictive features is available, where there can be many different actions to predict, and where there can be considerable nonstationarity.

AIJ Journal 2009 Journal Article

Efficient duration and hierarchical modeling for human activity recognition

• Thi Duong
• Dinh Phung
• Hung Bui
• Svetha Venkatesh

A challenge in building pervasive and smart spaces is to learn and recognize human activities of daily living (ADLs). In this paper, we address this problem and argue that in dealing with ADLs, it is beneficial to exploit both their typical duration patterns and inherent hierarchical structures. We exploit efficient duration modeling using the novel Coxian distribution to form the Coxian hidden semi-Markov model (CxHSMM) and apply it to the problem of learning and recognizing ADLs with complex temporal dependencies. The Coxian duration model has several advantages over existing duration parameterization using multinomial or exponential family distributions, including its denseness in the space of nonnegative distributions, low number of parameters, computational efficiency and the existence of closed-form estimation solutions. Further we combine both hierarchical and duration extensions of the hidden Markov model (HMM) to form the novel switching hidden semi-Markov model (SHSMM), and empirically compare its performance with existing models. The model can learn what an occupant normally does during the day from unsegmented training data and then perform online activity classification, segmentation and abnormality detection. Experimental results show that Coxian modeling outperforms a range of baseline models for the task of activity segmentation. We also achieve a recognition accuracy competitive to the current state-of-the-art multinomial duration model, while gaining a significant reduction in computation. Furthermore, cross-validation model selection on the number of phases K in the Coxian indicates that only a small K is required to achieve the optimal performance. Finally, our models are further tested in a more challenging setting in which the tracking is often lost and the activities considerably overlap. With a small amount of labels supplied during training in a partially supervised learning mode, our models are again able to deliver reliable performance, again with a small number of phases, making our proposed framework an attractive choice for activity modeling.

NeurIPS Conference 2008 Conference Paper

Hierarchical Semi-Markov Conditional Random Fields for Recursive Sequential Data

• Tran Truyen
• Dinh Phung
• Hung Bui
• Svetha Venkatesh

Inspired by the hierarchical hidden Markov models (HHMM), we present the hierarchical semi-Markov conditional random field (HSCRF), a generalisation of embedded undirected Markov chains to model complex hierarchical, nested Markov processes. It is parameterised in a discriminative framework and has polynomial time algorithms for learning and inference. Importantly, we develop efficient algorithms for learning and constrained inference in a partially-supervised setting, which is important issue in practice where labels can only be obtained sparsely. We demonstrate the HSCRF in two applications: (i) recognising human activities of daily living (ADLs) from indoor surveillance cameras, and (ii) noun-phrase chunking. We show that the HSCRF is capable of learning rich hierarchical models with reasonable accuracy in both fully and partially observed data cases.