Government
On Combining Machine Learning with Decision Making
Tulabandhula, Theja, Rudin, Cynthia
Mach Learn manuscript No. (will be inserted by the editor) Abstract We present a new application and covering number bound for the framework of "Machine Learning with Operational Costs (MLOC)," which is an exploratory form of decision theory. The MLOC framework incorporates knowledge about how a predictive model will be used for a subsequent task, thus combining machine learning with the decision that is made afterwards. In this work, we use the MLOC framework to study a problem that has implications for power grid reliability and maintenance, called the Machine Learning and Traveling Repairman Problem (ML&TRP). The goal of the ML&TRP is to determine a route for a "repair crew," which repairs nodes on a graph. The repair crew aims to minimize the cost of failures at the nodes, but as in many real situations, the failure probabilities are not known and must be estimated. The MLOC framework allows us to understand how this uncertainty influences the repair route. Keywords decision theory ยท generalization bound ยท constrained linear function classes ยท covering numbers ยท traveling repairman ยท mixed-integer programming 1 Introduction In many domains, it is essential to understand how uncertainty in predictions influences decision-making. Funding for Theja Tulabandhula was provided by a Fulbright Fellowship and Xerox Fellowship. Cynthia Rudin's work on this project was funded in part by Con Edison, by the MIT Energy Initiative Seed Fund, and NSF grant IIS-1053407. The new framework of Machine Learning with Operational Costs (MLOC) (Tulabandhula and Rudin, 2013) provides a mechanism to do this, and is a type of exploratory decision theory. Where usual decision theories provide a single policy that minimizes expected costs, the MLOC framework is able to produce a range of reasonable policies that span the full set of reasonable costs. To do this, the operational cost becomes a regularization term within the machine learning model, and adjusting the regularization constant allows us to explore solutions for all reasonable costs. This gives decision makers a way to understand the uncertainty in their predictive model in terms of something they can grasp - uncertainty in the cost to solve the problem. The MLOC framework can also be used in another way, namely to incorporate prior knowledge about the cost to produce a better predictive model.
An Introduction to Constraint-Based Temporal Reasoning
Bartk, Roman, Morris, Robert A., Venable, K. Brent
Solving challenging computational problems involving time has been a critical component in the development of artificial intelligence systems almost since the inception of the field. This book provides a concise introduction to the core computational elements of temporal reasoning for use in AI systems for planning and scheduling, as well as systems that extract temporal information from data. It presents a survey of temporal frameworks based on constraints, both qualitative and quantitative, as well as of major temporal consistency techniques. The book also introduces the reader to more recent extensions to the core model that allow AI systems to explicitly represent temporal preferences and temporal uncertainty. This book is intended for students and researchers interested in constraint-based temporal reasoning.
Collaborative Representation for Classification, Sparse or Non-sparse?
Wu, Yang, Jarich, Vansteenberge, Mukunoki, Masayuki, Minoh, Michihiko
Sparse representation based classification (SRC) has been proved to be a simple, effective and robust solution to face recognition. As it gets popular, doubts on the necessity of enforcing sparsity starts coming up, and primary experimental results showed that simply changing the $l_1$-norm based regularization to the computationally much more efficient $l_2$-norm based non-sparse version would lead to a similar or even better performance. However, that's not always the case. Given a new classification task, it's still unclear which regularization strategy (i.e., making the coefficients sparse or non-sparse) is a better choice without trying both for comparison. In this paper, we present as far as we know the first study on solving this issue, based on plenty of diverse classification experiments. We propose a scoring function for pre-selecting the regularization strategy using only the dataset size, the feature dimensionality and a discrimination score derived from a given feature representation. Moreover, we show that when dictionary learning is taking into account, non-sparse representation has a more significant superiority to sparse representation. This work is expected to enrich our understanding of sparse/non-sparse collaborative representation for classification and motivate further research activities.
Analysis of Multibeam SONAR Data using Dissimilarity Representations
Rice, Iain, Benton, Roger, Hart, Les, Lowe, David
This paper considers the problem of low-dimensional visualisation of very high dimensional information sources for the purpose of situation awareness in the maritime environment. In response to the requirement for human decision support aids to reduce information overload (and specifically, data amenable to inter-point relative similarity measures) appropriate to the below-water maritime domain, we are investigating a preliminary prototype topographic visualisation model. The focus of the current paper is on the mathematical problem of exploiting a relative dissimilarity representation of signals in a visual informatics mapping model, driven by real-world sonar systems. An independent source model is used to analyse the sonar beams from which a simple probabilistic input model to represent uncertainty is mapped to a latent visualisation space where data uncertainty can be accommodated. The use of euclidean and non-euclidean measures are used and the motivation for future use of non-euclidean measures is made. Concepts are illustrated using a simulated 64 beam weak SNR dataset with realistic sonar targets.
The Law of Total Odds
The law of total probability may be deployed in binary classification exercises to estimate the unconditional class probabilities if the class proportions in the training set are not representative of the population class proportions. We argue that this is not a conceptually sound approach and suggest an alternative based on the new law of total odds. We quantify the bias of the total probability estimator of the unconditional class probabilities and show that the total odds estimator is unbiased. The sample version of the total odds estimator is shown to coincide with a maximum-likelihood estimator known from the literature. The law of total odds can also be used for transforming the conditional class probabilities if independent estimates of the unconditional class probabilities of the population are available. Keywords: Total probability, likelihood ratio, Bayes' formula, binary classification, relative odds, unbiased estimator, supervised learning, dataset shift.
Discovering Latent Network Structure in Point Process Data
Linderman, Scott W., Adams, Ryan P.
Networks play a central role in modern data analysis, enabling us to reason about systems by studying the relationships between their parts. Most often in network analysis, the edges are given. However, in many systems it is difficult or impossible to measure the network directly. Examples of latent networks include economic interactions linking financial instruments and patterns of reciprocity in gang violence. In these cases, we are limited to noisy observations of events associated with each node. To enable analysis of these implicit networks, we develop a probabilistic model that combines mutually-exciting point processes with random graph models. We show how the Poisson superposition principle enables an elegant auxiliary variable formulation and a fully-Bayesian, parallel inference algorithm. We evaluate this new model empirically on several datasets.
Marginal and simultaneous predictive classification using stratified graphical models
Nyman, Henrik, Xiong, Jie, Pensar, Johan, Corander, Jukka
Supervised classification is one of the most common tasks considered in machine learning and statistics (Bishop, 2007; Duda et al., 2000; Hastie et al., 2009; Ripley, 1996), with a wide variety of applications over practically all fields of science and engineering. Today, there exists a myriad of different classification methods, out of which those based on probabilistic models are widely accepted as the most sensible way to solve classification problems. Probabilistic methods are often themselves classified as either generative or discriminative, depending on whether one directly models the class posterior distribution (discriminative classifiers) or first the joint distribution of observed features (variables) conditional on class training data and then the posterior distribution of labels is obtained through Bayes' rule. There has been a debate around which of these approaches should be preferred in a particular application, see Ripley (1996), Hastie et al. (2009), Bishop (2007), and Pernkopf and Bilmes (2005), however, both classes of methods continue to be supported and further developed. One of the popular methods of probabilistic classification is based on encoding feature dependencies with Bayesian networks (Friedman et al., 1997). Such models can often represent data structures more faithfully than the naive Bayes classifier, which has been shown to yield dramatic improvements in classification accuracy in some cases. Numerous variants and extensions of the original framework introduced by Friedman et al. (1997) have been considered over the years, e.g.
Community Detection in Networks using Graph Distance
Bhattacharyya, Sharmodeep, Bickel, Peter J.
The study of networks has received increased attention recently not only from the social sciences and statistics but also from physicists, computer scientists and mathematicians. One of the principal problem in networks is community detection. Many algorithms have been proposed for community finding but most of them do not have have theoretical guarantee for sparse networks and networks close to the phase transition boundary proposed by physicists. There are some exceptions but all have some incomplete theoretical basis. Here we propose an algorithm based on the graph distance of vertices in the network. We give theoretical guarantees that our method works in identifying communities for block models and can be extended for degree-corrected block models and block models with the number of communities growing with number of vertices. Despite favorable simulation results, we are not yet able to conclude that our method is satisfactory for worst possible case. We illustrate on a network of political blogs, Facebook networks and some other networks.
Seeded Graph Matching Via Joint Optimization of Fidelity and Commensurability
Lyzinski, Vince, Adali, Sancar, Vogelstein, Joshua T., Park, Youngser, Priebe, Carey E.
Given two graphs, the graph matching problem (GMP) seeks to find a correspondence (i.e., "matching") between the vertex sets that best preserves similar substructures across the graphs. The graph matching problem has applications across many diverse disciplines including document processing, mathematical biology, network analysis and pattern recognition, to name a few. Unfortunately, no graph matching algorithm is known to be efficient. Indeed, even the easier problem of matching isomorphic simple graphs is of famously unknown complexity (see [7]). Because of its practical applicability, there exist numerous approximate graph matching algorithms in the literature; for an excellent survey of the existing literature, see [4].
BnB-ADOPT: An Asynchronous Branch-and-Bound DCOP Algorithm
Yeoh, William, Felner, Ariel, Koenig, Sven
Distributed constraint optimization (DCOP) problems are a popular way of formulating and solving agent-coordination problems. A DCOP problem is a problem where several agents coordinate their values such that the sum of the resulting constraint costs is minimal. It is often desirable to solve DCOP problems with memory-bounded and asynchronous algorithms. We introduce Branch-and-Bound ADOPT (BnB-ADOPT), a memory-bounded asynchronous DCOP search algorithm that uses the message-passing and communication framework of ADOPT (Modi, Shen, Tambe, and Yokoo, 2005), a well known memory-bounded asynchronous DCOP search algorithm, but changes the search strategy of ADOPT from best-first search to depth-first branch-and-bound search. Our experimental results show that BnB-ADOPT finds cost-minimal solutions up to one order of magnitude faster than ADOPT for a variety of large DCOP problems and is as fast as NCBB, a memory-bounded synchronous DCOP search algorithm, for most of these DCOP problems. Additionally, it is often desirable to find bounded-error solutions for DCOP problems within a reasonable amount of time since finding cost-minimal solutions is NP-hard. The existing bounded-error approximation mechanism allows users only to specify an absolute error bound on the solution cost but a relative error bound is often more intuitive. Thus, we present two new bounded-error approximation mechanisms that allow for relative error bounds and implement them on top of BnB-ADOPT.