Bayesian Learning
Towards Explainable Artificial Intelligence in Banking and Financial Services
Artificial intelligence (AI) enables machines to learn from human experience, adjust to new inputs, and perform human-like tasks. AI is progressing rapidly and is transforming the way businesses operate, from process automation to cognitive augmentation of tasks and intelligent process/data analytics. However, the main challenge for human users would be to understand and appropriately trust the result of AI algorithms and methods. In this paper, to address this challenge, we study and analyze the recent work done in Explainable Artificial Intelligence (XAI) methods and tools. We introduce a novel XAI process, which facilitates producing explainable models while maintaining a high level of learning performance. We present an interactive evidence-based approach to assist human users in comprehending and trusting the results and output created by AI-enabled algorithms. We adopt a typical scenario in the Banking domain for analyzing customer transactions. We develop a digital dashboard to facilitate interacting with the algorithm results and discuss how the proposed XAI method can significantly improve the confidence of data scientists in understanding the result of AI-enabled algorithms.
Generalization Bounds for Stochastic Gradient Langevin Dynamics: A Unified View via Information Leakage Analysis
Wu, Bingzhe, Liang, Zhicong, Bian, Yatao, Chen, ChaoChao, Huang, Junzhou, Yao, Yuan
Recently, generalization bounds of the non-convex empirical risk minimization paradigm using Stochastic Gradient Langevin Dynamics (SGLD) have been extensively studied. Several theoretical frameworks have been presented to study this problem from different perspectives, such as information theory and stability. In this paper, we present a unified view from privacy leakage analysis to investigate the generalization bounds of SGLD, along with a theoretical framework for re-deriving previous results in a succinct manner. Aside from theoretical findings, we conduct various numerical studies to empirically assess the information leakage issue of SGLD. Additionally, our theoretical and empirical results provide explanations for prior works that study the membership privacy of SGLD.
Linear Discriminant Analysis with High-dimensional Mixed Variables
Jiang, Binyan, Leng, Chenlei, Wang, Cheng, Yang, Zhongqing
Datasets containing both categorical and continuous variables are frequently encountered in many areas, and with the rapid development of modern measurement technologies, the dimensions of these variables can be very high. Despite the recent progress made in modelling high-dimensional data for continuous variables, there is a scarcity of methods that can deal with a mixed set of variables. To fill this gap, this paper develops a novel approach for classifying high-dimensional observations with mixed variables. Our framework builds on a location model, in which the distributions of the continuous variables conditional on categorical ones are assumed Gaussian. We overcome the challenge of having to split data into exponentially many cells, or combinations of the categorical variables, by kernel smoothing, and provide new perspectives for its bandwidth choice to ensure an analogue of Bochner's Lemma, which is different to the usual bias-variance tradeoff. We show that the two sets of parameters in our model can be separately estimated and provide penalized likelihood for their estimation. Results on the estimation accuracy and the misclassification rates are established, and the competitive performance of the proposed classifier is illustrated by extensive simulation and real data studies.
Artificial Intelligence and Design of Experiments for Assessing Security of Electricity Supply: A Review and Strategic Outlook
Priesmann, Jan, Münch, Justin, Ridha, Elias, Spiegel, Thomas, Reich, Marius, Adam, Mario, Nolting, Lars, Praktiknjo, Aaron
Assessing the effects of the energy transition and liberalization of energy markets on resource adequacy is an increasingly important and demanding task. The rising complexity in energy systems requires adequate methods for energy system modeling leading to increased computational requirements. Furthermore, with complexity, uncertainty increases likewise calling for probabilistic assessments and scenario analyses. To adequately and efficiently address these various requirements, new methods from the field of data science are needed to accelerate current methods. With our systematic literature review, we want to close the gap between the three disciplines (1) assessment of security of electricity supply, (2) artificial intelligence, and (3) design of experiments. For this, we conduct a large-scale quantitative review on selected fields of application and methods and make a synthesis that relates the different disciplines to each other. Among other findings, we identify metamodeling of complex security of electricity supply models using AI methods and applications of AI-based methods for forecasts of storage dispatch and (non-)availabilities as promising fields of application that have not sufficiently been covered, yet. We end with deriving a new methodological pipeline for adequately and efficiently addressing the present and upcoming challenges in the assessment of security of electricity supply.
A Survey of Toxic Comment Classification Methods
Wang, Kehan, Yang, Jiaxi, Wu, Hongjun
While in real life everyone behaves themselves at least to some extent, it is much more difficult to expect people to behave themselves on the internet, because there are few checks or consequences for posting something toxic to others. Yet, for people on the other side, toxic texts often lead to serious psychological consequences. Detecting such toxic texts is challenging. In this paper, we attempt to build a toxicity detector using machine learning methods including CNN, Naive Bayes model, as well as LSTM. While there has been numerous groundwork laid by others, we aim to build models that provide higher accuracy than the predecessors. We produced very high accuracy models using LSTM and CNN, and compared them to the go-to solutions in language processing, the Naive Bayes model. A word embedding approach is also applied to empower the accuracy of our models.
Neural Point Process for Learning Spatiotemporal Event Dynamics
Zhou, Zihao, Yang, Xingyi, Rossi, Ryan, Zhao, Handong, Yu, Rose
Learning the dynamics of spatiotemporal events is a fundamental problem. Neural point processes enhance the expressivity of point process models with deep neural networks. However, most existing methods only consider temporal dynamics without spatial modeling. We propose Deep Spatiotemporal Point Process (DeepSTPP), a deep dynamics model that integrates spatiotemporal point processes. Our method is flexible, efficient, and can accurately forecast irregularly sampled events over space and time. The key construction of our approach is the nonparametric space-time intensity function, governed by a latent process. The intensity function enjoys closed-form integration for the density. The latent process captures the uncertainty of the event sequence. We use amortized variational inference to infer the latent process with deep networks. Using synthetic datasets, we validate our model can accurately learn the true intensity function. On real-world benchmark datasets, our model demonstrates superior performance over state-of-the-art baselines.
Spatial-Temporal-Fusion BNN: Variational Bayesian Feature Layer
Lei, Shiye, Tu, Zhuozhuo, Rutkowski, Leszek, Zhou, Feng, Shen, Li, He, Fengxiang, Tao, Dacheng
Bayesian neural networks (BNNs) have become a principal approach to alleviate overconfident predictions in deep learning, but they often suffer from scaling issues due to a large number of distribution parameters. In this paper, we discover that the first layer of a deep network possesses multiple disparate optima when solely retrained. This indicates a large posterior variance when the first layer is altered by a Bayesian layer, which motivates us to design a spatial-temporal-fusion BNN (STF-BNN) for efficiently scaling BNNs to large models: (1) first normally train a neural network from scratch to realize fast training; and (2) the first layer is converted to Bayesian and inferred by employing stochastic variational inference, while other layers are fixed. Compared to vanilla BNNs, our approach can greatly reduce the training time and the number of parameters, which contributes to scale BNNs efficiently. We further provide theoretical guarantees on the generalizability and the capability of mitigating overconfidence of STF-BNN. Comprehensive experiments demonstrate that STF-BNN (1) achieves the state-of-the-art performance on prediction and uncertainty quantification; (2) significantly improves adversarial robustness and privacy preservation; and (3) considerably reduces training time and memory costs.
A User-Guided Bayesian Framework for Ensemble Feature Selection in Life Science Applications (UBayFS)
Jenul, Anna, Schrunner, Stefan, Pilz, Jürgen, Tomic, Oliver
Feature selection pursues two major goals: to improve generalizability and performance of predictive algorithms like classification, regression, or clustering models and to improve data understanding and interpretability. Both aspects are of significant interest in fields like healthcare, where major decisions may be based on data analysis. Here, two sources of information are available: large-scale collections of data from multiple sources and profound knowledge from domain experts. Previous works tend to handle these sources as opposites, see [4], or neglect expert knowledge completely, see [30]. However, a combination of both can be valuable to compensate for underdetermined problem setups from high-dimensional datasets. Moreover, meta-information on the feature set may leverage interpretability. Works such as [21] consider constraints between samples but neglect constraints between features. The extension of L1 regularization to the so-called Group Lasso [43] and its variants [19] account for block structure but cannot handle more complex constraint types. There is a lack of sophisticated probabilistic frameworks that tackle this issue and deliver transparent results.
Technical Language Supervision for Intelligent Fault Diagnosis in Process Industry
Löwenmark, Karl, Taal, Cees, Schnabel, Stephan, Liwicki, Marcus, Sandin, Fredrik
In the process industry, condition monitoring systems with automated fault diagnosis methods assisthuman experts and thereby improve maintenance efficiency, process sustainability, and workplace safety.Improving the automated fault diagnosis methods using data and machine learning-based models is a centralaspect of intelligent fault diagnosis (IFD). A major challenge in IFD is to develop realistic datasets withaccurate labels needed to train and validate models, and to transfer models trained with labeled lab datato heterogeneous process industry environments. However, fault descriptions and work-orders written bydomain experts are increasingly digitized in modern condition monitoring systems, for example in the contextof rotating equipment monitoring. Thus, domain-specific knowledge about fault characteristics and severitiesexists as technical language annotations in industrial datasets. Furthermore, recent advances in naturallanguage processing enable weakly supervised model optimization using natural language annotations, mostnotably in the form ofnatural language supervision(NLS). This creates a timely opportunity to developtechnical language supervision(TLS) solutions for IFD systems grounded in industrial data, for exampleas a complement to pre-training with lab data to address problems like overfitting and inaccurate out-of-sample generalisation. We surveyed the literature and identify a considerable improvement in the maturityof NLS over the last two years, facilitating applications beyond natural language; a rapid development ofweak supervision methods; and transfer learning as a current trend in IFD which can benefit from thesedevelopments. Finally, we describe a framework for integration of TLS in IFD which is inspired by recentNLS innovations.
Learning Optimal Decision Sets and Lists with SAT
Yu, Jinqiang, Ignatiev, Alexey, Stuckey, Peter J., Le Bodic, Pierre
Decision sets and decision lists are two of the most easily explainable machine learning models. Given the renewed emphasis on explainable machine learning decisions, both of these machine learning models are becoming increasingly attractive, as they combine small size and clear explainability. In this paper, we define size as the total number of literals in the SAT encoding of these rule-based models as opposed to earlier work that concentrates on the number of rules. In this paper, we develop approaches to computing minimum-size "perfect" decision sets and decision lists, which are perfectly accurate on the training data, and minimal in size, making use of modern SAT solving technology. We also provide a new method for determining optimal sparse alternatives, which trade off size and accuracy. The experiments in this paper demonstrate that the optimal decision sets computed by the SAT-based approach are comparable with the best heuristic methods, but much more succinct, and thus, more explainable. We contrast the size and test accuracy of optimal decisions lists versus optimal decision sets, as well as other state-of-the-art methods for determining optimal decision lists. Finally, we examine the size of average explanations generated by decision sets and decision lists.