Bayesian Learning
5 Reasons to Learn Probability for Machine Learning
Probability is a field of mathematics that quantifies uncertainty. It is undeniably a pillar of the field of machine learning, and many recommend it as a prerequisite subject to study prior to getting started. This is misleading advice, as probability makes more sense to a practitioner once they have the context of the applied machine learning process in which to interpret it. In this post, you will discover why machine learning practitioners should study probabilities to improve their skills and capabilities. Before we go through the reasons that you should learn probability, let's start off by taking a small look at the reason why you should not.
Reconstructing continuously heterogeneous structures from single particle cryo-EM with deep generative models
Zhong, Ellen D., Bepler, Tristan, Davis, Joseph H., Berger, Bonnie
Cryo-electron microscopy (cryo-EM) is a powerful technique for determining the structure of proteins and other macromolecular complexes at near-atomic resolution. In single particle cryo-EM, the central problem is to reconstruct the three-dimensional structure of a macromolecule from $10^{4-7}$ noisy and randomly oriented two-dimensional projections. However, the imaged protein complexes may exhibit structural variability, which complicates reconstruction and is typically addressed using discrete clustering approaches that fail to capture the full range of protein dynamics. Here, we introduce a novel method for cryo-EM reconstruction that extends naturally to modeling continuous generative factors of structural heterogeneity. This method encodes structures in Fourier space using coordinate-based deep neural networks, and trains these networks from unlabeled 2D cryo-EM images by combining exact inference over image orientation with variational inference for structural heterogeneity. We demonstrate that the proposed method, termed cryoDRGN, can perform ab initio reconstruction of 3D protein complexes from simulated and real 2D cryo-EM image data. To our knowledge, cryoDRGN is the first neural network-based approach for cryo-EM reconstruction and the first end-to-end method for directly reconstructing continuous ensembles of protein structures from cryo-EM images.
LazyBum: Decision tree learning using lazy propositionalization
Schouterden, Jonas, Davis, Jesse, Blockeel, Hendrik
Propositionalization is the process of summarizing relational data into a tabular (attribute-value) format. The resulting table can next be used by any propositional learner. This approach makes it possible to apply a wide variety of learning methods to relational data. However, the transformation from relational to propositional format is generally not lossless: different relational structures may be mapped onto the same feature vector. At the same time, features may be introduced that are not needed for the learning task at hand. In general, it is hard to define a feature space that contains all and only those features that are needed for the learning task. This paper presents LazyBum, a system that can be considered a lazy version of the recently proposed OneBM method for propositionalization. LazyBum interleaves OneBM's feature construction method with a decision tree learner. This learner both uses and guides the propositionalization process. It indicates when and where to look for new features. This approach is similar to what has elsewhere been called dynamic propositionalization. In an experimental comparison with the original OneBM and with two other recently proposed propositionalization methods (nFOIL and MODL, which respectively perform dynamic and static propositionalization), LazyBum achieves a comparable accuracy with a lower execution time on most of the datasets.
Correcting Predictions for Approximate Bayesian Inference
Kuśmierczyk, Tomasz, Sakaya, Joseph, Klami, Arto
Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to incorrect posterior predictive distributions. We present a novel approach that corrects for inaccuracies in posterior inference by altering the decision-making process. We train a separate model to make optimal decisions under the approximate posterior, combining interpretable Bayesian modeling with optimization of direct predictive accuracy in a principled fashion. The solution is generally applicable as a plug-in module for predictive decision-making for arbitrary probabilistic programs, irrespective of the posterior inference strategy. We demonstrate the approach empirically in several problems, confirming its potential.
Correlation Priors for Reinforcement Learning
Alt, Bastian, Šošić, Adrian, Koeppl, Heinz
Many decision-making problems naturally exhibit pronounced structures inherited from the underlying characteristics of the environment. In a Markov decision process model, for example, two distinct states can have inherently related semantics or encode resembling physical state configurations, often implying locally correlated transition dynamics among the states. In order to complete a certain task, an agent acting in such environments needs to execute a series of temporally and spatially correlated actions. Though there exists a variety of approaches to account for correlations in continuous state-action domains, a principled solution for discrete environments is missing. In this work, we present a Bayesian learning framework based on P\'olya-Gamma augmentation that enables an analogous reasoning in such cases. We demonstrate the framework on a number of common decision-making related tasks, such as reinforcement learning, imitation learning and system identification. By explicitly modeling the underlying correlation structures, the proposed approach yields superior predictive performance compared to correlation-agnostic models, even when trained on data sets that are up to an order of magnitude smaller in size.
Reinforcement Learning, Bayesian Statistics, and Tensorflow Probability: a child's game - Part 2
In the first part, we explored how Bayesian Statistics might be used to make reinforcement learning less data-hungry. Now we execute this idea in a simple example, using Tensorflow Probability to implement our model. When it comes to games, it is difficult to imagine something simpler than rock, paper, scissors. Despite the simplicity, googling the game reveals a remarkable body of literature. We want to use Bayesian Statistics to play this game and exploit the biases of a human opponent.
Scalable Structure Learning of Continuous-Time Bayesian Networks from Incomplete Data
Linzner, Dominik, Schmidt, Michael, Koeppl, Heinz
Continuous-time Bayesian Networks (CTBNs) represent a compact yet powerful framework for understanding multivariate time-series data. Given complete data, parameters and structure can be estimated efficiently in closed-form. However, if data is incomplete, the latent states of the CTBN have to be estimated by laboriously simulating the intractable dynamics of the assumed CTBN. This is a problem, especially for structure learning tasks, where this has to be done for each element of super-exponentially growing set of possible structures. In order to circumvent this notorious bottleneck, we develop a novel gradient-based approach to structure learning. Instead of sampling and scoring all possible structures individually, we assume the generator of the CTBN to be composed as a mixture of generators stemming from different structures. In this framework, structure learning can be performed via a gradient-based optimization of mixture weights. We combine this approach with a novel variational method that allows for the calculation of the marginal likelihood of a mixture in closed-form. We proof the scalability of our method by learning structures of previously inaccessible sizes from synthetic and real-world data.
Inverse Ising inference from high-temperature re-weighting of observations
Jo, Junghyo, Hoang, Danh-Tai, Periwal, Vipul
Maximum Likelihood Estimation (MLE) is the bread and butter of system inference for stochastic systems. In some generality, MLE will converge to the correct model in the infinite data limit. In the context of physical approaches to system inference, such as Boltzmann machines, MLE requires the arduous computation of partition functions summing over all configurations, both observed and unobserved. We present here a conceptually and computationally transparent data-driven approach to system inference that is based on the simple question: How should the Boltzmann weights of observed configurations be modified to make the probability distribution of observed configurations close to a flat distribution? This algorithm gives accurate inference by using only observed configurations for systems with a large number of degrees of freedom where other approaches are intractable.
Large-Scale Local Causal Inference of Gene Regulatory Relationships
Bucur, Ioan Gabriel, Claassen, Tom, Heskes, Tom
Gene regulatory networks play a crucial role in controlling an organism's biological processes, which is why there is significant interest in developing computational methods that are able to extract their structure from high-throughput genetic data. Many of these computational methods are designed to infer individual regulatory relationships among genes from data on gene expression. We propose a novel efficient Bayesian method for discovering local causal relationships among triplets of (normally distributed) variables. In our approach, we score covariance structures for each triplet in one go and incorporate available background knowledge in the form of priors to derive posterior probabilities over local causal structures. Our method is flexible in the sense that it allows for different types of causal structures and assumptions. We apply our approach to the task of learning causal regulatory relationships among genes. We show that the proposed algorithm produces stable and conservative posterior probability estimates over local causal structures that can be used to derive an honest ranking of the most meaningful regulatory relationships. We demonstrate the stability and efficacy of our method both on simulated data and on real-world data from an experiment on yeast. Introduction Gene regulatory networks (GRNs) play a crucial role in controlling an organism's biological processes, such as cell differentiation and metabolism [1]. If we knew the structure of a GRN, we could intervene in the developmental process of the organism, for instance by targeting a specific gene with drugs. This manuscript version is made available under the CC-BY-NC-ND 4.0 license https://creativecommons.org/licenses/by-nc-nd/4.0/ . Gene regulatory relationships are inherently causal: one can manipulate the expression level of one gene (the'cause') to regulate that of another gene (the'effect'). Because of this, many GRN inference algorithms rely on causal modeling. Causal networks such as GRNs can be inferred globally or locally.