Bayesian Learning
On the Relative Expressiveness of Bayesian and Neural Networks
Choi, Arthur, Wang, Ruocheng, Darwiche, Adnan
Shortly after the field was born in the 1950s, the focus turned to symbolic, model-based approaches, which were premised on the need to represent and reason with domain knowledge, and exemplified by the use of logic to represent such knowledge (McCarthy, 1959). In the 1980s, the focus turned to probabilistic, model-based approaches, as exemplified by Bayesian networks and probabilistic graphical models more generally (first major milestone) (Pearl, 1988). Starting in the 1990s, and as data became abundant, these probabilistic models provided the foundation for much of the research in machine learning, where models were learned either generatively or discriminatively from data. Recently, the field shifted its focus to numeric, functionbased approaches, as exemplified by neural networks, which are trained discriminatively using labeled data (deep learning, second major milestone) (Goodfellow et al., 2016; Hinton et al., 2006; Bengio et al., 2006; Ranzato et al., 2006; Rosenblatt, 1958; McCulloch & Pitts, 1943). Perhaps the biggest surprise with the second milestone is the extent to which certain tasks, associated with perception or limited forms of cognition, can be approximated using functions (i.e., neural networks) that are learned purely from labeled data, without the need for modeling or reasoning (Darwiche, 2018).
A Bayesian Additive Model for Understanding Public Transport Usage in Special Events
Rodrigues, Filipe, Borysov, Stanislav S., Ribeiro, Bernardete, Pereira, Francisco C.
Public special events, like sports games, concerts and festivals are well known to create disruptions in transportation systems, often catching the operators by surprise. Although these are usually planned well in advance, their impact is difficult to predict, even when organisers and transportation operators coordinate. The problem highly increases when several events happen concurrently. To solve these problems, costly processes, heavily reliant on manual search and personal experience, are usual practice in large cities like Singapore, London or Tokyo. This paper presents a Bayesian additive model with Gaussian process components that combines smart card records from public transport with context information about events that is continuously mined from the Web. We develop an efficient approximate inference algorithm using expectation propagation, which allows us to predict the total number of public transportation trips to the special event areas, thereby contributing to a more adaptive transportation system. Furthermore, for multiple concurrent event scenarios, the proposed algorithm is able to disaggregate gross trip counts into their most likely components related to specific events and routine behavior. Using real data from Singapore, we show that the presented model outperforms the best baseline model by up to 26% in R2 and also has explanatory power for its individual components.
A General Approach to Domain Adaptation with Applications in Astronomy
Vilalta, Ricardo, Gupta, Kinjal Dhar, Boumber, Dainis, Meskhi, Mikhail M.
The ability to build a model on a source task and subsequently adapt such model on a new target task is a pervasive need in many astronomical applications. The problem is generally known as transfer learning in machine learning, where domain adaptation is a popular scenario. An example is to build a predictive model on spectroscopic data to identify Supernovae IA, while subsequently trying to adapt such model on photometric data. In this paper we propose a new general approach to domain adaptation that does not rely on the proximity of source and target distributions. Instead we simply assume a strong similarity in model complexity across domains, and use active learning to mitigate the dependency on source examples. Our work leads to a new formulation for the likelihood as a function of empirical error using a theoretical learning bound; the result is a novel mapping from generalization error to a likelihood estimation. Results using two real astronomical problems, Supernova Ia classification and identification of Mars landforms, show two main advantages with our approach: increased accuracy performance and substantial savings in computational cost.
Multi-Output Gaussian Processes for Crowdsourced Traffic Data Imputation
Rodrigues, Filipe, Henrickson, Kristian, Pereira, Francisco C.
Traffic speed data imputation is a fundamental challenge for data-driven transport analysis. In recent years, with the ubiquity of GPS-enabled devices and the widespread use of crowdsourcing alternatives for the collection of traffic data, transportation professionals increasingly look to such user-generated data for many analysis, planning, and decision support applications. However, due to the mechanics of the data collection process, crowdsourced traffic data such as probe-vehicle data is highly prone to missing observations, making accurate imputation crucial for the success of any application that makes use of that type of data. In this article, we propose the use of multi-output Gaussian processes (GPs) to model the complex spatial and temporal patterns in crowdsourced traffic data. While the Bayesian nonparametric formalism of GPs allows us to model observation uncertainty, the multi-output extension based on convolution processes effectively enables us to capture complex spatial dependencies between nearby road segments. Using 6 months of crowdsourced traffic speed data or "probe vehicle data" for several locations in Copenhagen, the proposed approach is empirically shown to significantly outperform popular state-of-the-art imputation methods.
Heteroscedastic Gaussian processes for uncertainty modeling in large-scale crowdsourced traffic data
Rodrigues, Filipe, Pereira, Francisco C.
Accurately modeling traffic speeds is a fundamental part of efficient intelligent transportation systems. Nowadays, with the widespread deployment of GPSenabled devices, it has become possible to crowdsource the collection of speed information to road users (e.g. through mobile applications or dedicated in-vehicle devices). Despite its rather wide spatial coverage, crowdsourced speed data also brings very important challenges, such as the highly variable measurement noise in the data due to a variety of driving behaviors and sample sizes. When not properly accounted for, this noise can severely compromise any application that relies on accurate traffic data. In this article, we propose the use of heteroscedastic Gaussian processes (HGP) to model the time-varying uncertainty in large-scale crowdsourced traffic data. Furthermore, we develop a HGP conditioned on sample size and traffic regime (SRC-HGP), which makes use of sample size information (probe vehicles per minute) as well as previous observed speeds, in order to more accurately model the uncertainty in observed speeds. Using 6 months of crowdsourced traffic data from Copenhagen, we empirically show that the proposed heteroscedastic models produce significantly better predictive distributions when compared to current state-of-the-art methods for both speed imputation and short-term forecasting tasks. Keywords: Gaussian processes, heteroscedastic models, traffic data, crowdsourcing, uncertainty modeling, forecasting, imputation, floating car data 1. Introduction Modeling traffic speeds is an essential task for developing intelligent transportation systems, because it provides real-time and anticipatory information about the performance of the network. This information is not only essential for traffic managers, since it allows them to properly allocate resources (e.g. The role of accurate traffic speed modeling is even more significant when we consider innovative car-sharing, autonomous vehicles and connected vehicles technologies (Tajalli & Hajbabaie, 2018), where inappropriate routing of vehicles and poor system-wide optimization and coordination can have severe adverse effects in the behavior of the road network (e.g., congestion and poor quality of service) and, ultimately, it can be decisive to the adoption of these technologies. There are two main sources of traffic speed data: static traffic sensors located at fixed location and GPS sensors from floating vehicles.
Multisource and Multitemporal Data Fusion in Remote Sensing
Ghamisi, Pedram, Rasti, Behnood, Yokoya, Naoto, Wang, Qunming, Hofle, Bernhard, Bruzzone, Lorenzo, Bovolo, Francesca, Chi, Mingmin, Anders, Katharina, Gloaguen, Richard, Atkinson, Peter M., Benediktsson, Jon Atli
The sharp and recent increase in the availability of data captured by different sensors combined with their considerably heterogeneous natures poses a serious challenge for the effective and efficient processing of remotely sensed data. Such an increase in remote sensing and ancillary datasets, however, opens up the possibility of utilizing multimodal datasets in a joint manner to further improve the performance of the processing approaches with respect to the application at hand. Multisource data fusion has, therefore, received enormous attention from researchers worldwide for a wide variety of applications. Moreover, thanks to the revisit capability of several spaceborne sensors, the integration of the temporal information with the spatial and/or spectral/backscattering information of the remotely sensed data is possible and helps to move from a representation of 2D/3D data to 4D data structures, where the time variable adds new information as well as challenges for the information extraction algorithms. There are a huge number of research works dedicated to multisource and multitemporal data fusion, but the methods for the fusion of different modalities have expanded in different paths according to each research community. This paper brings together the advances of multisource and multitemporal data fusion approaches with respect to different research communities and provides a thorough and discipline-specific starting point for researchers at different levels (i.e., students, researchers, and senior researchers) willing to conduct novel investigations on this challenging topic by supplying sufficient detail and references.
Bayesian parameter estimation of miss-specified models
Oberpriller, Johannes, Enßlin, T. A.
Fitting a simplifying model with several parameters to real data of complex objects is a highly nontrivial task, but enables the possibility to get insights into the objects physics. Here, we present a method to infer the parameters of the model, the model error as well as the statistics of the model error. This method relies on the usage of many data sets in a simultaneous analysis in order to overcome the problems caused by the degeneracy between model parameters and model error. Errors in the modeling of the measurement instrument can be absorbed in the model error allowing for applications with complex instruments.
Entropy-Constrained Training of Deep Neural Networks
Wiedemann, Simon, Marban, Arturo, Müller, Klaus-Robert, Samek, Wojciech
Abstract--We propose a general framework for neural network compression that is motivated by the Minimum Description Length (MDL) principle. For that we first derive an expression forthe entropy of a neural network, which measures its complexity explicitly in terms of its bit-size. This objective generalizes many of the compression techniques proposed in the literature, in that pruning or reducing the cardinality of the weight elements of the network can be seen special cases of entropy-minimization techniques. Furthermore, we derive a continuous relaxation of the objective, which allows us to minimize it using gradient based optimization techniques. Finally, we show that we can reach stateof-the-art compressionresults on different network architectures and data sets, e.g. I. INTRODUCTION It is well established that deep neural networks excel on a wide range of machine learning tasks [1].
On The Chain Rule Optimal Transport Distance
We define a novel class of distances between statistical multivariate distributions by solving an optimal transportation problem on their marginal densities with respect to a ground distance defined on their conditional densities. By using the chain rule factorization of probabilities, we show how to perform optimal transport on a ground space being an information-geometric manifold of conditional probabilities. We prove that this new distance is a metric whenever the chosen ground distance is a metric. Our distance generalizes both the Wasserstein distances between point sets and a recently introduced metric distance between statistical mixtures. As a first application of this Chain Rule Optimal Transport (CROT) distance, we show that the ground distance between statistical mixtures is upper bounded by this optimal transport distance, whenever the ground distance is joint convex. We report on our experiments which quantify the tightness of the CROT distance for the total variation distance and a square root generalization of the Jensen-Shannon divergence between mixtures.
MR image reconstruction using deep density priors
Tezcan, Kerem C., Baumgartner, Christian F., Luechinger, Roger, Pruessmann, Klaas P., Konukoglu, Ender
Algorithms for Magnetic Resonance (MR) image reconstruction from undersampled measurements exploit prior information to compensate for missing k-space data. Deep learning (DL) provides a powerful framework for extracting such information from existing image datasets, through learning, and then using it for reconstruction. Leveraging this, recent methods employed DL to learn mappings from undersampled to fully sampled images using paired datasets, including undersampled and corresponding fully sampled images, integrating prior knowledge implicitly. In this article, we propose an alternative approach that learns the probability distribution of fully sampled MR images using unsupervised DL, specifically Variational Autoencoders (VAE), and use this as an explicit prior term in reconstruction, completely decoupling the encoding operation from the prior. The resulting reconstruction algorithm enjoys a powerful image prior to compensate for missing k-space data without requiring paired datasets for training nor being prone to associated sensitivities, such as deviations in undersampling patterns used in training and test time or coil settings. We evaluated the proposed method with T1 weighted images from a publicly available dataset, multi-coil complex images acquired from healthy volunteers (N=8) and images with white matter lesions. The proposed algorithm, using the VAE prior, produced visually high quality reconstructions and achieved low RMSE values, outperforming most of the alternative methods on the same dataset. On multi-coil complex data, the algorithm yielded accurate magnitude and phase reconstruction results. In the experiments on images with white matter lesions, the method faithfully reconstructed the lesions. Keywords: Reconstruction, MRI, prior probability, machine learning, deep learning, unsupervised learning, density estimation