plenary speakers for BayesComp 20[20]

As a co-chair of the incoming ISBA BayesComp 2020 in Gainesville, Florida, 7-10 January 2020. I am very glad to broadcast that the four plenary speakers for the conference are

David Blei (Columbia U)

Paul Fearnhead (U Lancaster)

Emily Fox (U Washington)

Sonia Petrone (U Bocconi Milano)

There will soon be a call for contributed sessions, stay tuned! (And remember that the deadline for the posters at O’Bayes 2019 in Warwick is in two days!)

Bayesian program synthesis

Last week, I—along with Jean-Michel Marin—got an email from a journalist working for Science & Vie, a French sciences journal that published a few years ago a special issue on Bayes’ theorem. (With the insane title of “the formula that deciphers the World!”) The reason for this call was the preparation of a paper on Gamalon, a new AI company that relies on (Bayesian) probabilistic programming to devise predictive tools. And spent an hour skyping with him about Bayesian inference, probabilistic programming and machine-learning, at the general level since we had not heard previously of this company or of its central tool.

“the Gamalon BPS system learns from only a few examples, not millions. It can learn using a tablet processor, not hundreds of servers. It learns right away while we play with it, not over weeks or months. And it learns from just one person, not from thousands.”

Gamalon claims to do much better than deep learning at those tasks. Not that I have reasons to doubt that claim, quite the opposite, an obvious reason being that incorporating rules and probabilistic models in the predictor is going to help if these rule and models are even moderately realistic, another major one being that handling uncertainty and learning by Bayesian tools is usually a good idea (!), and yet another significant one being that David Blei is a member of their advisory committee. But it is hard to get a feeling for such claims when the only element in the open is the use of probabilistic programming, which is an advanced and efficient manner of conducting model building and updating and handling (posterior) distributions as objects, but which does not enjoy higher predictives abilities by default. Unless I live with a restricted definition of what probabilistic programming stands for! In any case, the video provided by Gamalon and the presentation given by its CEO do not help in my understanding of the principles behind this massive gain in efficiency. Which makes sense given that the company would not want to give up their edge on the competition.

Incidentally, the video in this presentation comparing the predictive abilities of the four major astronomical explanations of the solar system is great. If not particularly connected with the difference between deep learning and Bayesian probabilistic programming.

David Blei smile in Paris (seminar)

Nicolas Chopin just reminded me of a seminar given by David Blei in Paris tomorrow (at 4pm, SMILE seminar, INRIA 23 avenue d’Italie, 5th floor, orange room) on Stochastic Variational Inference and Scalable Topic Models, machine learning seminar that I will alas miss, being busy on giving mine at CMU. Here is the abstract:

Probabilistic topic modeling provides a suite of tools for analyzing
large collections of electronic documents.  With a collection as
input, topic modeling algorithms uncover its underlying themes and
decompose its documents according to those themes.  We can use topic
models to explore the thematic structure of a large collection of
documents or to solve a variety of prediction problems about text.

Topic models are based on hierarchical mixed-membership models,
statistical models where each document expresses a set of components
(called topics) with individual per-document proportions. The
computational problem is to condition on a collection of observed
documents and estimate the posterior distribution of the topics and
per-document proportions. In modern data sets, this amounts to
posterior inference with billions of latent variables.

How can we cope with such data?  In this talk I will describe
stochastic variational inference, a general algorithm for
approximating posterior distributions that are conditioned on massive
data sets.  Stochastic inference is easily applied to a large class of
hierarchical models, including time-series models, factor models, and
Bayesian nonparametric models.  I will demonstrate its application to
topic models fit with millions of articles.  Stochastic inference
opens the door to scalable Bayesian computation for modern data