In this task, you are given a part of an article. Your task is to generate headline (title) for this text. Preferred headlines are under fifteen words.

Input: Consider Input: We introduce a novel training principle for probabilistic models that is an alternative to maximum likelihood. The proposed Generative Stochastic Networks (GSN) framework is based on learning the transition operator of a Markov chain whose stationary distribution estimates the data distribution. The transition distribution of the Markov chain is conditional on the previous state, generally involving a small move, so this conditional distribution has fewer dominant modes, being unimodal in the limit of small moves. Thus, it is easier to learn because it is easier to approximate its partition function, more like learning to perform supervised function approximation, with gradients that can be obtained by backprop. We provide theorems that generalize recent work on the probabilistic interpretation of denoising autoencoders and obtain along the way an interesting justification for dependency networks and generalized pseudolikelihood, along with a definition of an appropriate joint distribution and sampling mechanism even when the conditionals are not consistent. GSNs can be used with missing inputs and can be used to sample subsets of variables given the rest. We validate these theoretical results with experiments on two image datasets using an architecture that mimics the Deep Boltzmann Machine Gibbs sampler but allows training to proceed with simple backprop, without the need for layerwise pretraining. P(X)

Output: Deep Generative Stochastic Networks Trainable by Backprop


Input: Consider Input: Detecting a small number of outliers from a set of data observations is always challenging. This problem is more difficult in the setting of multiple network samples, where computing the anomalous degree of a network sample is generally not sufficient. In fact, explaining why the network is exceptional, expressed in the form of subnetwork, is also equally important. In this paper, we develop a novel algorithm to address these two key problems. We treat each network sample as a potential outlier and identify subnetworks that mostly discriminate it from nearby regular samples. The algorithm is developed in the framework of network regression combined with the constraints on both network topology and L1-norm shrinkage to perform subnetwork discovery. Our method thus goes beyond subspace /subgraph discovery and we show that it converges to a global optimum. Evaluation on various real-world network datasets demonstrates that our algorithm not only outperforms baselines in both network and high dimensional setting, but also discovers highly relevant and interpretable local subnetworks, further enhancing our understanding of anomalous networks.

Output: Outlier Detection from Network Data with Subnetwork Interpretation


Input: Consider Input: We derive an equation for temporal difference learning from statistical principles. Specifically, we start with the variational principle and then bootstrap to produce an updating rule for discounted state value estimates. The resulting equation is similar to the standard equation for temporal difference learning with eligibility traces, so called TD(λ), however it lacks the parameter α that specifies the learning rate. In the place of this free parameter there is now an equation for the learning rate that is specific to each state transition. We experimentally test this new learning rule against TD(λ) and find that it offers superior performance in various settings. Finally, we make some preliminary investigations into how to extend our new temporal difference algorithm to reinforcement learning. To do this we combine our update equation with both Watkins’ Q(λ) and Sarsa(λ) and find that it again offers superior performance without a learning rate parameter.


Output: Temporal Difference Updating without a Learning Rate