Bayesian Learning
Multilevel Gibbs Sampling for Bayesian Regression
Tavernier, Joris, Simm, Jaak, Arany, Adam, Meerbergen, Karl, Moreau, Yves
Bayesian regression remains a simple but effective tool based on Bayesian inference techniques. For large-scale applications, with complicated posterior distributions, Markov Chain Monte Carlo methods are applied. To improve the well-known computational burden of Markov Chain Monte Carlo approach for Bayesian regression, we developed a multilevel Gibbs sampler for Bayesian regression of linear mixed models. The level hierarchy of data matrices is created by clustering the features and/or samples of data matrices. Additionally, the use of correlated samples is investigated for variance reduction to improve the convergence of the Markov Chain. Testing on a diverse set of data sets, speed-up is achieved for almost all of them without significant loss in predictive performance.
Resource-Constrained On-Device Learning by Dynamic Averaging
Heppe, Lukas, Kamp, Michael, Adilova, Linara, Heinrich, Danny, Piatkowski, Nico, Morik, Katharina
The communication between data-generating devices is partially responsible for a growing portion of the world's power consumption. Thus reducing communication is vital, both, from an economical and an ecological perspective. For machine learning, on-device learning avoids sending raw data, which can reduce communication substantially. Furthermore, not centralizing the data protects privacy-sensitive data. However, most learning algorithms require hardware with high computation power and thus high energy consumption. In contrast, ultra-low-power processors, like FPGAs or micro-controllers, allow for energy-efficient learning of local models. Combined with communication-efficient distributed learning strategies, this reduces the overall energy consumption and enables applications that were yet impossible due to limited energy on local devices. The major challenge is then, that the low-power processors typically only have integer processing capabilities. This paper investigates an approach to communication-efficient on-device learning of integer exponential families that can be executed on low-power processors, is privacy-preserving, and effectively minimizes communication. The empirical evaluation shows that the approach can reach a model quality comparable to a centrally learned regular model with an order of magnitude less communication. Comparing the overall energy consumption, this reduces the required energy for solving the machine learning task by a significant amount.
To BAN or not to BAN: Bayesian Attention Networks for Reliable Hate Speech Detection
Miok, Kristian, Skrlj, Blaz, Zaharie, Daniela, Robnik-Sikonja, Marko
Hate speech is an important problem in the management of user-generated content. In order to remove offensive content or ban misbehaving users, content moderators need reliable hate speech detectors. Recently, deep neural networks based on transformer architecture, such as (multilingual) BERT model, achieve superior performance in many natural language classification tasks, including hate speech detection. So far, these methods have not been able to quantify their output in terms of reliability. We propose a Bayesian method using Monte Carlo Dropout within the attention layers of the transformer models to provide well-calibrated reliability estimates. We evaluate and visualize the introduced approach on hate speech detection problems in several languages. From the experiments performed it was observed that our approach significantly improve the hate speech detection that can not be trusted. Our approach not only improves classification performance of the state-of-the-art multilingual BERT model, but the computed reliability scores also significantly reduce the workload in the inspection of offending cases and in reannotation campaigns. The provided visualization helps to understand the borderline outcomes.
Finite mixture models do not reliably learn the number of components
Cai, Diana, Campbell, Trevor, Broderick, Tamara
Scientists and engineers are often interested in learning the number of subpopulations (or components) present in a data set. A common suggestion is to use a finite mixture model (FMM) with a prior on the number of components. Past work has shown the resulting FMM component-count posterior is consistent; that is, the posterior concentrates on the true generating number of components. But existing results crucially depend on the assumption that the component likelihoods are perfectly specified. In practice, this assumption is unrealistic, and empirical evidence suggests that the FMM posterior on the number of components is sensitive to the likelihood choice. In this paper, we add rigor to data-analysis folk wisdom by proving that under even the slightest model misspecification, the FMM component-count posterior diverges: the posterior probability of any particular finite number of latent components converges to 0 in the limit of infinite data. We illustrate practical consequences of our theory on simulated and real data sets.
Complete 2020 Data Science & Machine Learning Bootcamp
Created by Philipp Muellauer Preview this Udemy Course - GET COUPON CODE Welcome to the Complete Data Science and Machine Learning Bootcamp, the only course you need to learn Python and get into data science. At over 40 hours, this Python course is without a doubt the most comprehensive data science and machine learning course available online. Even if you have zero programming experience, this course will take you from beginner to mastery. Here's why: The course is a taught by the lead instructor at the App Brewery, London's leading in-person programming bootcamp. In the course, you'll be learning the latest tools and technologies that are used by data scientists at Google, Amazon, or Netflix.
A Rigorous Link Between Self-Organizing Maps and Gaussian Mixture Models
Gepperth, Alexander, Pfรผlb, Benedikt
This work presents a mathematical treatment of the relation between Self-Organizing Maps (SOMs) and Gaussian Mixture Models (GMMs). We show that energy-based SOM models can be interpreted as performing gradient descent, minimizing an approximation to the GMM log-likelihood that is particularly valid for high data dimensionalities. The SOM-like decrease of the neighborhood radius can be understood as an annealing procedure ensuring that gradient descent does not get stuck in undesirable local minima. This link allows to treat SOMs as generative probabilistic models, giving a formal justification for using SOMs, e.g., to detect outliers, or for sampling.
Ensemble Forecasting of the Zika Space-TimeSpread with Topological Data Analysis
Soliman, Marwah, Lyubchich, Vyacheslav, Gel, Yulia R.
As per the records of theWorld Health Organization, the first formally reported incidence of Zika virus occurred in Brazil in May 2015. The disease then rapidly spread to other countries in Americas and East Asia, affecting more than 1,000,000 people. Zika virus is primarily transmitted through bites of infected mosquitoes of the species Aedes (Aedes aegypti and Aedes albopictus). The abundance of mosquitoes and, as a result, the prevalence of Zika virus infections are common in areas which have high precipitation, high temperature, and high population density.Nonlinear spatio-temporal dependency of such data and lack of historical public health records make prediction of the virus spread particularly challenging. In this article, we enhance Zika forecasting by introducing the concepts of topological data analysis and, specifically, persistent homology of atmospheric variables, into the virus spread modeling. The topological summaries allow for capturing higher order dependencies among atmospheric variables that otherwise might be unassessable via conventional spatio-temporal modeling approaches based on geographical proximity assessed via Euclidean distance. We introduce a new concept of cumulative Betti numbers and then integrate the cumulative Betti numbers as topological descriptors into three predictive machine learning models: random forest, generalized boosted regression, and deep neural network. Furthermore, to better quantify for various sources of uncertainties, we combine the resulting individual model forecasts into an ensemble of the Zika spread predictions using Bayesian model averaging. The proposed methodology is illustrated in application to forecasting of the Zika space-time spread in Brazil in the year 2018.
Bayesian Topological Learning for Classifying the Structure of Biological Networks
Maroulas, Vasileios, Micucci, Cassie Putman, Nasrin, Farzana
Actin cytoskeleton networks generate local topological signatures due to the natural variations in the number, size, and shape of holes of the networks. Persistent homology is a method that explores these topological properties of data and summarizes them as persistence diagrams. In this work, we analyze and classify these filament networks by transforming them into persistence diagrams whose variability is quantified via a Bayesian framework on the space of persistence diagrams. The proposed generalized Bayesian framework adopts an independent and identically distributed cluster point process characterization of persistence diagrams and relies on a substitution likelihood argument. This framework provides the flexibility to estimate the posterior cardinality distribution of points in a persistence diagram and the posterior spatial distribution simultaneously. We present a closed form of the posteriors under the assumption of Gaussian mixtures and binomials for prior intensity and cardinality respectively. Using this posterior calculation, we implement a Bayes factor algorithm to classify the actin filament networks and benchmark it against several state-of-the-art classification methods.
Bandit Change-Point Detection for Real-Time Monitoring High-Dimensional Data Under Sampling Control
In these applications, one often can only observe or use selected components of the data for decisionmaking due to the capacity limitation in data acquisition, transmission, processing, or storage. For instance, the sensor devices might have limited battery powers; thus, one might want to use a subset of sensors per time step over a long period instead of using full sensors simultaneously over a short period. Likewise, while sensing is usually cheap, the communication bandwidth is often limited from remote sensors to the fusion center that makes a global decision. The fusion center might prioritize certain local sensors to send local information for decision making. Also, in many applications such as quality engineering or biosurveillance, one faces the design issue and needs to decide which variables or patients to be measured to detect the defect or disease outbreak more efficiently. This paper aims to investigate how to efficiently real-time monitor high-dimensional streaming data under resource constraints.
Parsimonious Feature Extraction Methods: Extending Robust Probabilistic Projections with Generalized Skew-t
Toczydlowska, Dorota, Peters, Gareth W., Shevchenko, Pavel V.
The study focuses on extension to the approach of Principal Component Analysis (PCA), as defined in [1], [2] or [3]. PCA and related matrix factorisation methodologies are widely used in data-rich environments for dimensionality reduction, data compression, feature-extraction techniques or data de-noising. The methodologies identify a lower-dimensional linear subspace to represent the data, which captures second-order dominant information contained in high-dimensional data sets. PCA can be viewed as a matrix factorisation problem which aims to learn the lower-dimensional representation of the data, preserving its Euclidean structure. However, in the presence of either a non-Gaussian distribution of the data generating distribution or in the presence of outliers which corrupt the data, the standard PCA methodology provides biased information about the lower-rank representation. In many applications, the stochastic noise or observation errors in the data set are assumed to be, in some sense, "well-behaved"; for instance, additive, light-tailed, symmetric and zero-mean. When non-robust feature extraction methods are naively utilised in the presence of violations of these implicit statistical assumptions, the information contained in the extracted features cannot be relied upon, resulting in misleading inference. Therefore, it is critical to ensure that the feature extraction captures information about correct characteristics of the process generating the data. In the following study, we relax the inherent assumption of "well-behaved" observation noise by developing a class of robust estimators that can withstand violations of such assumptions, which routinely arise in real data sets.