Luke Bornn

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  • Learning Person Trajectory Representations for Team Activity Analysis

    Activity analysis in which multiple people interact across a large space is challenging due to the interplay of individual actions and collective group dynamics. We propose an end-to-end approach for learning person trajectory representations for group activity analysis. The learned representations encode rich spatio-temporal dependencies and capture useful motion patterns for recognizing individual events, as well as characteristic group dynamics that can be used to identify groups from their trajectories alone. We develop our deep learning approach in the context of team sports, which provide well-defined sets of events (e.g. pass, shot) and groups of people (teams). Analysis of events and team formations using NHL hockey and NBA basketball datasets demonstrate the generality of our approach.

    06/03/2017 ∙ by Nazanin Mehrasa, et al. ∙ 0 share

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  • Fast and optimal nonparametric sequential design for astronomical observations

    The spectral energy distribution (SED) is a relatively easy way for astronomers to distinguish between different astronomical objects such as galaxies, black holes, and stellar objects. By comparing the observations from a source at different frequencies with template models, astronomers are able to infer the type of this observed object. In this paper, we take a Bayesian model averaging perspective to learn astronomical objects, employing a Bayesian nonparametric approach to accommodate the deviation from convex combinations of known log-SEDs. To effectively use telescope time for observations, we then study Bayesian nonparametric sequential experimental design without conjugacy, in which we use sequential Monte Carlo as an efficient tool to maximize the volume of information stored in the posterior distribution of the parameters of interest. A new technique for performing inferences in log-Gaussian Cox processes called the Poisson log-normal approximation is also proposed. Simulations show the speed, accuracy, and usefulness of our method. While the strategy we propose in this paper is brand new in the astronomy literature, the inferential techniques developed apply to more general nonparametric sequential experimental design problems.

    01/11/2015 ∙ by Justin J. Yang, et al. ∙ 0 share

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  • Diversifying Sparsity Using Variational Determinantal Point Processes

    We propose a novel diverse feature selection method based on determinantal point processes (DPPs). Our model enables one to flexibly define diversity based on the covariance of features (similar to orthogonal matching pursuit) or alternatively based on side information. We introduce our approach in the context of Bayesian sparse regression, employing a DPP as a variational approximation to the true spike and slab posterior distribution. We subsequently show how this variational DPP approximation generalizes and extends mean-field approximation, and can be learned efficiently by exploiting the fast sampling properties of DPPs. Our motivating application comes from bioinformatics, where we aim to identify a diverse set of genes whose expression profiles predict a tumor type where the diversity is defined with respect to a gene-gene interaction network. We also explore an application in spatial statistics. In both cases, we demonstrate that the proposed method yields significantly more diverse feature sets than classic sparse methods, without compromising accuracy.

    11/23/2014 ∙ by Nematollah Kayhan Batmanghelich, et al. ∙ 0 share

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  • Factorized Point Process Intensities: A Spatial Analysis of Professional Basketball

    We develop a machine learning approach to represent and analyze the underlying spatial structure that governs shot selection among professional basketball players in the NBA. Typically, NBA players are discussed and compared in an heuristic, imprecise manner that relies on unmeasured intuitions about player behavior. This makes it difficult to draw comparisons between players and make accurate player specific predictions. Modeling shot attempt data as a point process, we create a low dimensional representation of offensive player types in the NBA. Using non-negative matrix factorization (NMF), an unsupervised dimensionality reduction technique, we show that a low-rank spatial decomposition summarizes the shooting habits of NBA players. The spatial representations discovered by the algorithm correspond to intuitive descriptions of NBA player types, and can be used to model other spatial effects, such as shooting accuracy.

    01/05/2014 ∙ by Andrew Miller, et al. ∙ 0 share

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  • Sequential Monte Carlo Bandits

    In this paper we propose a flexible and efficient framework for handling multi-armed bandits, combining sequential Monte Carlo algorithms with hierarchical Bayesian modeling techniques. The framework naturally encompasses restless bandits, contextual bandits, and other bandit variants under a single inferential model. Despite the model's generality, we propose efficient Monte Carlo algorithms to make inference scalable, based on recent developments in sequential Monte Carlo methods. Through two simulation studies, the framework is shown to outperform other empirical methods, while also naturally scaling to more complex problems for which existing approaches can not cope. Additionally, we successfully apply our framework to online video-based advertising recommendation, and show its increased efficacy as compared to current state of the art bandit algorithms.

    10/04/2013 ∙ by Michael Cherkassky, et al. ∙ 0 share

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  • PAWL-Forced Simulated Tempering

    In this short note, we show how the parallel adaptive Wang-Landau (PAWL) algorithm of Bornn et al. (2013) can be used to automate and improve simulated tempering algorithms. While Wang-Landau and other stochastic approximation methods have frequently been applied within the simulated tempering framework, this note demonstrates through a simple example the additional improvements brought about by parallelization, adaptive proposals and automated bin splitting.

    05/22/2013 ∙ by Luke Bornn, et al. ∙ 0 share

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  • Herded Gibbs Sampling

    The Gibbs sampler is one of the most popular algorithms for inference in statistical models. In this paper, we introduce a herding variant of this algorithm, called herded Gibbs, that is entirely deterministic. We prove that herded Gibbs has an O(1/T) convergence rate for models with independent variables and for fully connected probabilistic graphical models. Herded Gibbs is shown to outperform Gibbs in the tasks of image denoising with MRFs and named entity recognition with CRFs. However, the convergence for herded Gibbs for sparsely connected probabilistic graphical models is still an open problem.

    01/17/2013 ∙ by Luke Bornn, et al. ∙ 0 share

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  • Sparsity-Promoting Bayesian Dynamic Linear Models

    Sparsity-promoting priors have become increasingly popular over recent years due to an increased number of regression and classification applications involving a large number of predictors. In time series applications where observations are collected over time, it is often unrealistic to assume that the underlying sparsity pattern is fixed. We propose here an original class of flexible Bayesian linear models for dynamic sparsity modelling. The proposed class of models expands upon the existing Bayesian literature on sparse regression using generalized multivariate hyperbolic distributions. The properties of the models are explored through both analytic results and simulation studies. We demonstrate the model on a financial application where it is shown that it accurately represents the patterns seen in the analysis of stock and derivative data, and is able to detect major events by filtering an artificial portfolio of assets.

    03/01/2012 ∙ by François Caron, et al. ∙ 0 share

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  • Discussion of "Riemann manifold Langevin and Hamiltonian Monte Carlo methods" by M. Girolami and B. Calderhead

    This technical report is the union of two contributions to the discussion of the Read Paper "Riemann manifold Langevin and Hamiltonian Monte Carlo methods" by B. Calderhead and M. Girolami, presented in front of the Royal Statistical Society on October 13th 2010 and to appear in the Journal of the Royal Statistical Society Series B. The first comment establishes a parallel and possible interactions with Adaptive Monte Carlo methods. The second comment exposes a detailed study of Riemannian Manifold Hamiltonian Monte Carlo (RMHMC) for a weakly identifiable model presenting a strong ridge in its geometry.

    10/30/2010 ∙ by Luke Bornn, et al. ∙ 0 share

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  • Time Perception Machine: Temporal PointProcesses for the When, Where and What ofActivity Prediction

    Numerous powerful point process models have been developed to understand temporal patterns in sequential data from fields such as health-care, electronic commerce, social networks, and natural disaster forecasting. In this paper, we develop novel models for learning the temporal distribution of human activities in streaming data (e.g., videos and person trajectories). We propose an integrated framework of neural networks and temporal point processes for predicting when the next activity will happen. Because point processes are limited to taking event frames as input, we propose a simple yet effective mechanism to extract features at frames of interest while also preserving the rich information in the remaining frames. We evaluate our model on two challenging datasets. The results show that our model outperforms traditional statistical point process approaches significantly, demonstrating its effectiveness in capturing the underlying temporal dynamics as well as the correlation within sequential activities. Furthermore, we also extend our model to a joint estimation framework for predicting the timing, spatial location, and category of the activity simultaneously, to answer the when, where, and what of activity prediction.

    08/13/2018 ∙ by Yatao Zhong, et al. ∙ 0 share

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  • Rao-Blackwellizing Field Goal Percentage

    Shooting skill in the NBA is typically measured by field goal percentage (FG advanced metrics like true shooting percentage are calculated by counting each player's 2-point, 3-point, and free throw makes and misses, ignoring the spatiotemporal data now available (Kubatko et al. 2007). In this paper we aim to better characterize player shooting skill by introducing a new estimator based on post-shot release shot-make probabilities. Via the Rao-Blackwell theorem, we propose a shot-make probability model that conditions probability estimates on shot trajectory information, thereby reducing the variance of the new estimator relative to standard FG optical tracking data to estimate three factors for each shot: entry angle, shot depth, and left-right accuracy. Next we use these factors to model shot-make probabilities for all shots in the 2014-15 season, and use these probabilities to produce a Rao-Blackwellized FG player. We demonstrate that RB-FG shooting and true-shooting percentages. Overall, we find that conditioning shot-make probabilities on spatial trajectory information stabilizes inference of FG season than was previously possible.

    08/14/2018 ∙ by Daniel Daly-Grafstein, et al. ∙ 0 share

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