Bayesian Learning
Classification and Feature Transformation with Fuzzy Cognitive Maps
Fuzzy Cognitive Maps (FCMs) are considered a soft computing technique combining elements of fuzzy logic and recurrent neural networks. They found multiple application in such domains as modeling of system behavior, prediction of time series, decision making and process control. Less attention, however, has been turned towards using them in pattern classification. In this work we propose an FCM based classifier with a fully connected map structure. In contrast to methods that expect reaching a steady system state during reasoning, we chose to execute a few FCM iterations (steps) before collecting output labels. Weights were learned with a gradient algorithm and logloss or cross-entropy were used as the cost function. Our primary goal was to verify, whether such design would result in a descent general purpose classifier, with performance comparable to off the shelf classical methods. As the preliminary results were promising, we investigated the hypothesis that the performance of $d$-step classifier can be attributed to a fact that in previous $d-1$ steps it transforms the feature space by grouping observations belonging to a given class, so that they became more compact and separable. To verify this hypothesis we calculated three clustering scores for the transformed feature space. We also evaluated performance of pipelines built from FCM-based data transformer followed by a classification algorithm. The standard statistical analyzes confirmed both the performance of FCM based classifier and its capability to improve data. The supporting prototype software was implemented in Python using TensorFlow library.
Deep Generative Modelling: A Comparative Review of VAEs, GANs, Normalizing Flows, Energy-Based and Autoregressive Models
Bond-Taylor, Sam, Leach, Adam, Long, Yang, Willcocks, Chris G.
Deep generative modelling is a class of techniques that train deep neural networks to model the distribution of training samples. Research has fragmented into various interconnected approaches, each of which making trade-offs including run-time, diversity, and architectural restrictions. In particular, this compendium covers energy-based models, variational autoencoders, generative adversarial networks, autoregressive models, normalizing flows, in addition to numerous hybrid approaches. These techniques are drawn under a single cohesive framework, comparing and contrasting to explain the premises behind each, while reviewing current state-of-the-art advances and implementations.
From Hand-Perspective Visual Information to Grasp Type Probabilities: Deep Learning via Ranking Labels
Han, Mo, Günay, Sezen Ya{ğ}mur, Yıldız, İlkay, Bonato, Paolo, Onal, Cagdas D., Padır, Taşkın, Schirner, Gunar, Erdo{ğ}muş, Deniz
Limb deficiency severely affects the daily lives of amputees and drives efforts to provide functional robotic prosthetic hands to compensate this deprivation. Convolutional neural network-based computer vision control of the prosthetic hand has received increased attention as a method to replace or complement physiological signals due to its reliability by training visual information to predict the hand gesture. Mounting a camera into the palm of a prosthetic hand is proved to be a promising approach to collect visual data. However, the grasp type labelled from the eye and hand perspective may differ as object shapes are not always symmetric. Thus, to represent this difference in a realistic way, we employed a dataset containing synchronous images from eye- and hand- view, where the hand-perspective images are used for training while the eye-view images are only for manual labelling. Electromyogram (EMG) activity and movement kinematics data from the upper arm are also collected for multi-modal information fusion in future work. Moreover, in order to include human-in-the-loop control and combine the computer vision with physiological signal inputs, instead of making absolute positive or negative predictions, we build a novel probabilistic classifier according to the Plackett-Luce model. To predict the probability distribution over grasps, we exploit the statistical model over label rankings to solve the permutation domain problems via a maximum likelihood estimation, utilizing the manually ranked lists of grasps as a new form of label. We indicate that the proposed model is applicable to the most popular and productive convolutional neural network frameworks.
Efficient Causal Inference from Combined Observational and Interventional Data through Causal Reductions
Ilse, Maximilian, Forré, Patrick, Welling, Max, Mooij, Joris M.
Unobserved confounding is one of the main challenges when estimating causal effects. We propose a novel causal reduction method that replaces an arbitrary number of possibly high-dimensional latent confounders with a single latent confounder that lives in the same space as the treatment variable without changing the observational and interventional distributions entailed by the causal model. After the reduction, we parameterize the reduced causal model using a flexible class of transformations, so-called normalizing flows. We propose a learning algorithm to estimate the parameterized reduced model jointly from observational and interventional data. This allows us to estimate the causal effect in a principled way from combined data. We perform a series of experiments on data simulated using nonlinear causal mechanisms and find that we can often substantially reduce the number of interventional samples when adding observational training samples without sacrificing accuracy. Thus, adding observational data may help to more accurately estimate causal effects even in the presence of unobserved confounders.
Dealing with Overconfidence in Neural Networks: Bayesian Approach
I trained a classifier on images of animals and gave it an image of myself, it's 98% confident I'm a dog. This is an exploration of a possible Bayesian fix. I trained a multi-class classifier on images of cats, dogs and wild animals and passed an image of myself, it's 98% confident I'm a dog. The problem isn't that I passed an inappropriate image because models in the real world are passed all sorts of garbage. It's that the model is overconfident about an image far away from the training data.
Consistent Sparse Deep Learning: Theory and Computation
Sun, Yan, Song, Qifan, Liang, Faming
Deep learning has been the engine powering many successes of data science. However, the deep neural network (DNN), as the basic model of deep learning, is often excessively over-parameterized, causing many difficulties in training, prediction and interpretation. We propose a frequentist-like method for learning sparse DNNs and justify its consistency under the Bayesian framework: the proposed method could learn a sparse DNN with at most $O(n/\log(n))$ connections and nice theoretical guarantees such as posterior consistency, variable selection consistency and asymptotically optimal generalization bounds. In particular, we establish posterior consistency for the sparse DNN with a mixture Gaussian prior, show that the structure of the sparse DNN can be consistently determined using a Laplace approximation-based marginal posterior inclusion probability approach, and use Bayesian evidence to elicit sparse DNNs learned by an optimization method such as stochastic gradient descent in multiple runs with different initializations. The proposed method is computationally more efficient than standard Bayesian methods for large-scale sparse DNNs. The numerical results indicate that the proposed method can perform very well for large-scale network compression and high-dimensional nonlinear variable selection, both advancing interpretable machine learning.
Naive Bayes-Customer Churn Predictor From Scratch on Tableau
People battle over which language is better for Statistical modeling, R or python or Julia. But if you know what you are doing, then any language or software is just a tool. Fluency in any language is less important than Concepts themselves. Here is Naive Bayes Learning explained clearly and implemented on Tableau from scratch with Data used-Predicting Churn for Bank Customers. Naive Bayes is a probabilistic model that assigns the probability of an event by calculating the individual probability of the variables.
A Bayesian - Deep Learning model for estimating Covid-19 evolution in Spain
This work proposes a semi-parametric approach to estimate Covid-19 (SARS-CoV-2) evolution in Spain. Considering the sequences of 14 days cumulative incidence of all Spanish regions, it combines modern Deep Learning (DL) techniques for analyzing sequences with the usual Bayesian Poisson-Gamma model for counts. DL model provides a suitable description of observed sequences but no reliable uncertainty quantification around it can be obtained. To overcome this we use the prediction from DL as an expert elicitation of the expected number of counts along with their uncertainty and thus obtaining the posterior predictive distribution of counts in an orthodox Bayesian analysis using the well known Poisson-Gamma model. The overall resulting model allows us to either predict the future evolution of the sequences on all regions, as well as, estimating the consequences of eventual scenarios.
A Comprehensive Introduction to Bayesian Deep Learning
"The key distinguishing property of a Bayesian approach is marginalization instead of optimization, where we represent solutions given by all settings of parameters weighted by their posterior probabilities, rather than bet everything on a single setting of parameters." The time is ripe to dig into marginalization vs optimization, and broaden our general understanding of the Bayesian approach.
The Bayesian vs frequentist approaches: Implications for machine learning – Part One
The arguments / discussions between the Bayesian vs frequentist approaches in statistics are long running. I am interested in how these approaches impact machine learning. Often, books on machine learning combine the two approaches, or in some cases, take only one approach. This does not help from a learning standpoint. So, in this two-part blog we first discuss the differences between the Frequentist and Bayesian approaches.