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 Bayesian Learning


Differentially Private Synthetic Data: Applied Evaluations and Enhancements

arXiv.org Artificial Intelligence

Machine learning practitioners frequently seek to leverage the most informative available data, without violating the data owner's privacy, when building predictive models. Differentially private data synthesis protects personal details from exposure, and allows for the training of differentially private machine learning models on privately generated datasets. But how can we effectively assess the efficacy of differentially private synthetic data? In this paper, we survey four differentially private generative adversarial networks for data synthesis. We evaluate each of them at scale on five standard tabular datasets, and in two applied industry scenarios. Our results suggest some synthesizers are more applicable for different privacy budgets, and we further demonstrate complicating domain-based tradeoffs in selecting an approach. We offer experimental learning on applied machine learning scenarios with private internal data to researchers and practioners alike. In addition, we propose QUAIL, an ensemble-based modeling approach to generating synthetic data. We examine QUAIL's tradeoffs, and note circumstances in which it outperforms baseline differentially private supervised learning models under the same budget constraint. Maintaining an individual's privacy is a major concern when collecting sensitive information from groups or organizations. A formalization of privacy, known as differential privacy, has become the gold standard with which to protect information from malicious agents (Dwork et al., TAMC 2008).


Energy consumption forecasting using a stacked nonparametric Bayesian approach

arXiv.org Artificial Intelligence

In this paper, the process of forecasting household energy consumption is studied within the framework of the nonparametric Gaussian Process (GP), using multiple short time series data. As we begin to use smart meter data to paint a clearer picture of residential electricity use, it becomes increasingly apparent that we must also construct a detailed picture and understanding of consumer's complex relationship with gas consumption. Both electricity and gas consumption patterns are highly dependent on various factors, and the intricate interplay of these factors is sophisticated. Moreover, since typical gas consumption data is low granularity with very few time points, naive application of conventional time-series forecasting techniques can lead to severe over-fitting. Given these considerations, we construct a stacked GP method where the predictive posteriors of each GP applied to each task are used in the prior and likelihood of the next level GP. We apply our model to a real-world dataset to forecast energy consumption in Australian households across several states. We compare intuitively appealing results against other commonly used machine learning techniques. Overall, the results indicate that the proposed stacked GP model outperforms other forecasting techniques that we tested, especially when we have a multiple short time-series instances.


Emergency Incident Detection from Crowdsourced Waze Data using Bayesian Information Fusion

arXiv.org Artificial Intelligence

The number of emergencies have increased over the years with the growth in urbanization. This pattern has overwhelmed the emergency services with limited resources and demands the optimization of response processes. It is partly due to traditional `reactive' approach of emergency services to collect data about incidents, where a source initiates a call to the emergency number (e.g., 911 in U.S.), delaying and limiting the potentially optimal response. Crowdsourcing platforms such as Waze provides an opportunity to develop a rapid, `proactive' approach to collect data about incidents through crowd-generated observational reports. However, the reliability of reporting sources and spatio-temporal uncertainty of the reported incidents challenge the design of such a proactive approach. Thus, this paper presents a novel method for emergency incident detection using noisy crowdsourced Waze data. We propose a principled computational framework based on Bayesian theory to model the uncertainty in the reliability of crowd-generated reports and their integration across space and time to detect incidents. Extensive experiments using data collected from Waze and the official reported incidents in Nashville, Tenessee in the U.S. show our method can outperform strong baselines for both F1-score and AUC. The application of this work provides an extensible framework to incorporate different noisy data sources for proactive incident detection to improve and optimize emergency response operations in our communities.


Combining Propositional Logic Based Decision Diagrams with Decision Making in Urban Systems

arXiv.org Artificial Intelligence

Solving multiagent problems can be an uphill task due to uncertainty in the environment, partial observability, and scalability of the problem at hand. Especially in an urban setting, there are more challenges since we also need to maintain safety for all users while minimizing congestion of the agents as well as their travel times. To this end, we tackle the problem of multiagent pathfinding under uncertainty and partial observability where the agents are tasked to move from their starting points to ending points while also satisfying some constraints, e.g., low congestion, and model it as a multiagent reinforcement learning problem. We compile the domain constraints using propositional logic and integrate them with the RL algorithms to enable fast simulation for RL.


hrnbot/Basic-Mathematics-for-Machine-Learning

#artificialintelligence

The motive behind Creating this repo is to feel the fear of mathematics and do what ever you want to do in Machine Learning, Deep Learning and other fields of AI . So, try this Code in your python notebook which is provided in edx Course. In this Repo you will also learn the Libraries which are essential like numpy, pandas, matplotlib... I am going to upload new material when i find those material useful, you can also help me in keeping this repo fresh. Selecting the right algorithm which includes giving considerations to accuracy, training time, model complexity, number of parameters and number of features.


Bayesian Reconstruction of Fourier Pairs

arXiv.org Machine Learning

In a number of data-driven applications such as detection of arrhythmia, interferometry or audio compression, observations are acquired indistinctly in the time or frequency domains: temporal observations allow us to study the spectral content of signals (e.g., audio), while frequency-domain observations are used to reconstruct temporal/spatial data (e.g., MRI). Classical approaches for spectral analysis rely either on i) a discretisation of the time and frequency domains, where the fast Fourier transform stands out as the \textit{de facto} off-the-shelf resource, or ii) stringent parametric models with closed-form spectra. However, the general literature fails to cater for missing observations and noise-corrupted data. Our aim is to address the lack of a principled treatment of data acquired indistinctly in the temporal and frequency domains in a way that is robust to missing or noisy observations, and that at the same time models uncertainty effectively. To achieve this aim, we first define a joint probabilistic model for the temporal and spectral representations of signals, to then perform a Bayesian model update in the light of observations, thus jointly reconstructing the complete (latent) time and frequency representations. The proposed model is analysed from a classical spectral analysis perspective, and its implementation is illustrated through intuitive examples. Lastly, we show that the proposed model is able to perform joint time and frequency reconstruction of real-world audio, healthcare and astronomy signals, while successfully dealing with missing data and handling uncertainty (noise) naturally against both classical and modern approaches for spectral estimation.


Spectral clustering on spherical coordinates under the degree-corrected stochastic blockmodel

arXiv.org Machine Learning

Spectral clustering is a popular method for community detection in networks under the assumption of the standard stochastic blockmodel. Taking a matrix representation of the graph such as the adjacency matrix, the nodes are clustered on a low dimensional projection obtained from a truncated spectral decomposition of the matrix. Estimating the number of communities and the dimension of the reduced latent space well is crucial for good performance of spectral clustering algorithms. Real-world networks, such as computer networks studied in cyber-security applications, often present heterogeneous within-community degree distributions which are better addressed by the degree-corrected stochastic blockmodel. A novel, model-based method is proposed in this article for simultaneous and automated selection of the number of communities and latent dimension for spectral clustering under the degree-corrected stochastic blockmodel. The method is based on a transformation to spherical coordinates of the spectral embedding, and on a novel modelling assumption in the transformed space, which is then embedded into an existing model selection framework for estimating the number of communities and the latent dimension. Results show improved performance over competing methods on simulated and real-world computer network data.


Approaches to Linear Mixed Effects Models with Sign Constraints

arXiv.org Machine Learning

Linear Mixed Effects (LME) models have been widely applied in clustered data analysis in many areas including marketing research, clinical trials, and biomedical studies. Inference can be conducted using maximum likelihood approach if assuming Normal distributions on the random effects. However, in many applications of economy, business and medicine, it is often essential to impose constraints on the regression parameters after taking their real-world interpretations into account. Therefore, in this paper we extend the unconstrained LME models to allow for sign constraints on its overall coefficients. We propose to assume a symmetric doubly truncated Normal (SDTN) distribution on the random effects instead of the unconstrained Normal distribution which is often found in classical literature. With the aforementioned change, difficulty has dramatically increased as the exact distribution of the dependent variable becomes analytically intractable. We then develop likelihood-based approaches to estimate the unknown model parameters utilizing the approximation of its exact distribution. Hypothesis testing under the new model specification is also discussed and studied empirically. Simulation studies have shown that the proposed constrained model not only improves real-world interpretations of results, but also achieves satisfactory performance on model fits as compared to the existing model.


BayGo: Joint Bayesian Learning and Information-Aware Graph Optimization

arXiv.org Machine Learning

This article deals with the problem of distributed machine learning, in which agents update their models based on their local datasets, and aggregate the updated models collaboratively and in a fully decentralized manner. In this paper, we tackle the problem of information heterogeneity arising in multi-agent networks where the placement of informative agents plays a crucial role in the learning dynamics. Specifically, we propose BayGo, a novel fully decentralized joint Bayesian learning and graph optimization framework with proven fast convergence over a sparse graph. Under our framework, agents are able to learn and communicate with the most informative agent to their own learning. Unlike prior works, our framework assumes no prior knowledge of the data distribution across agents nor does it assume any knowledge of the true parameter of the system. The proposed alternating minimization based framework ensures global connectivity in a fully decentralized way while minimizing the number of communication links. We theoretically show that by optimizing the proposed objective function, the estimation error of the posterior probability distribution decreases exponentially at each iteration. Via extensive simulations, we show that our framework achieves faster convergence and higher accuracy compared to fully-connected and star topology graphs.


Differentially Private Bayesian Inference for Generalized Linear Models

arXiv.org Machine Learning

The framework of differential privacy (DP) upper bounds the information disclosure risk involved in using sensitive datasets for statistical analysis. A DP mechanism typically operates by adding carefully calibrated noise to the data release procedure. Generalized linear models (GLMs) are among the most widely used arms in data analyst's repertoire. In this work, with logistic and Poisson regression as running examples, we propose a generic noise-aware Bayesian framework to quantify the parameter uncertainty for a GLM at hand, given noisy sufficient statistics. We perform a tight privacy analysis and experimentally demonstrate that the posteriors obtained from our model, while adhering to strong privacy guarantees, are similar to the non-private posteriors.