NeurIPS 2016 Papers

Many online communities present user-contributed responses, such as reviews of products and answers to questions. User-provided helpfulness votes can highlight the most useful responses, but voting is a social process that can gain momentum based on the popularity of responses and the polarity of existing votes. We propose the Chinese Voting Process (CVP) which models the evolution of helpfulness votes as a self-reinforcing process dependent on position and presentation biases. We evaluate this model on Amazon product reviews and more than 80 StackExchange forums, measuring the intrinsic quality of individual responses and behavioral coefficients of different communities.

Bayesian optimization is a prominent method for optimizing expensive to evaluate black-box functions that is prominently applied to tuning the hyperparameters of machine learning algorithms. Despite its successes, the prototypical Bayesian optimization approach - using Gaussian process models - does not scale well to either many hyperparameters or many function evaluations. Attacking this lack of scalability and flexibility is thus one of the key challenges of the field. We present a general approach for using flexible parametric models (neural networks) for Bayesian optimization, staying as close to a truly Bayesian treatment as possible. We obtain scalability through stochastic gradient Hamiltonian Monte Carlo, whose robustness we improve via a scale adaptation. Experiments including multi-task Bayesian optimization with 21 tasks, parallel optimization of deep neural networks and deep reinforcement learning show the power and flexibility of this approach.

We present a scalable and robust Bayesian method for demand forecasting in the context of a large e-commerce platform, paying special attention to intermittent and bursty target statistics. Inference is approximated by the Newton-Raphson algorithm, reduced to linear-time Kalman smoothing, which allows us to operate on several orders of magnitude larger problems than previous related work. In a study on large real-world sales datasets, our method outperforms competing approaches on fast and medium moving items.

The stochastic block model (SBM) has long been studied in machine learning and network science as a canonical model for clustering and community detection. In the recent years, new developments have demonstrated the presence of threshold phenomena for this model, which have set new challenges for algorithms. For the {\it detection} problem in symmetric SBMs, Decelle et al.\ conjectured that the so-called Kesten-Stigum (KS) threshold can be achieved efficiently. This was proved for two communities, but remained open from three communities. We prove this conjecture here, obtaining a more general result that applies to arbitrary SBMs with linear size communities. The developed algorithm is a linearized acyclic belief propagation (ABP) algorithm, which mitigates the effects of cycles while provably achieving the KS threshold in $O(n \ln n)$ time. This extends prior methods by achieving universally the KS threshold while reducing or preserving the computational complexity. ABP is also connected to a power iteration method on a generalized nonbacktracking operator, formalizing the spectral-message passing interplay described in Krzakala et al., and extending results from Bordenave et al.