Bayesian Learning
3 security analytics approaches that don't work (but could) -- Part 1
Bayesian probability theory states that it's possible to predict with surprising accuracy the likelihood of something happening (or not happening) in a transparent and analytically defensible way. A Bayesian inference network, or model, captures every element of a problem and calculates possible outcomes mathematically. The harder the problem, the better it works--at least in theory. In reality, a typical approach is to gather a roomful of PhDs and spend a lot of time and money building a Bayesian network. Then, with even greater effort and more man-hours, the Bayesian network is turned into software by a roomful of coders.
The Impact of Estimation: A New Method for Clustering and Trajectory Estimation in Patient Flow Modeling
Ranjan, Chitta, Paynabar, Kamran, Helm, Jonathan E., Pan, Julian
The ability to accurately forecast and control inpatient census, and thereby workloads, is a critical and longstanding problem in hospital management. Majority of current literature focuses on optimal scheduling of inpatients, but largely ignores the process of accurate estimation of the trajectory of patients throughout the treatment and recovery process. The result is that current scheduling models are optimizing based on inaccurate input data. We developed a Clustering and Scheduling Integrated (CSI) approach to capture patient flows through a network of hospital services. CSI functions by clustering patients into groups based on similarity of trajectory using a novel Semi-Markov model (SMM)-based clustering scheme proposed in this paper, as opposed to clustering by admit type or condition as in previous literature. The methodology is validated by simulation and then applied to real patient data from a partner hospital where we see it outperforms current methods. Further, we demonstrate that extant optimization methods achieve significantly better results on key hospital performance measures under CSI, compared with traditional estimation approaches, increasing elective admissions by 97% and utilization by 22% compared to 30% and 8% using traditional estimation techniques. From a theoretical standpoint, the SMM-clustering is a novel approach applicable to any temporal-spatial stochastic data that is prevalent in many industries and application areas.
Applications of Bayes' Theorem • /r/artificial
How is Bayes' Theorem used in artificial intelligence and machine learning? Is there any good book that you can recommend? As an high school student I will be writing an essay about it, and I want to use the best sources that I can find. I need a source that explains bayes' theorem, its general use and how it is used in AI or ML?
Fraud detections in the health care industry
One more opportunity to implement data mining techniques in the health care industry will be helping the healthcare insurers to detect fraud transactions so that the other patients can receive better and more affordable healthcare services. This occurs when individuals deceive an insurance company to try to obtain money to which they are not entitled. It happens when someone puts false information on an insurance application and when false or misleading information is given or important information is omitted in an insurance transaction or claim. Apart from the data we have collected from the patients, we will be gathering one more dataset where we will be having the details of all hospitals in the locality, diagnosis, quality. Evaluation: Here we cannot accurately classify whether a transaction is default or not, because of the challenges faced while collecting the data related to the hospitals.
VIME: Variational Information Maximizing Exploration
Houthooft, Rein, Chen, Xi, Duan, Yan, Schulman, John, De Turck, Filip, Abbeel, Pieter
Scalable and effective exploration remains a key challenge in reinforcement learning (RL). While there are methods with optimality guarantees in the setting of discrete state and action spaces, these methods cannot be applied in high-dimensional deep RL scenarios. As such, most contemporary RL relies on simple heuristics such as epsilon-greedy exploration or adding Gaussian noise to the controls. This paper introduces Variational Information Maximizing Exploration (VIME), an exploration strategy based on maximization of information gain about the agent's belief of environment dynamics. We propose a practical implementation, using variational inference in Bayesian neural networks which efficiently handles continuous state and action spaces. VIME modifies the MDP reward function, and can be applied with several different underlying RL algorithms. We demonstrate that VIME achieves significantly better performance compared to heuristic exploration methods across a variety of continuous control tasks and algorithms, including tasks with very sparse rewards.
Bayesian Learning of Consumer Preferences for Residential Demand Response
Goubko, Mikhail V., Kuznetsov, Sergey O., Neznanov, Alexey A., Ignatov, Dmitry I.
In coming years residential consumers will face real-time electricity tariffs with energy prices varying day to day, and effective energy saving will require automation - a recommender system, which learns consumer's preferences from her actions. A consumer chooses a scenario of home appliance use to balance her comfort level and the energy bill. We propose a Bayesian learning algorithm to estimate the comfort level function from the history of appliance use. In numeric experiments with datasets generated from a simulation model of a consumer interacting with small home appliances the algorithm outperforms popular regression analysis tools. Our approach can be extended to control an air heating and conditioning system, which is responsible for up to half of a household's energy bill.
Modelling Competitive Sports: Bradley-Terry-\'{E}l\H{o} Models for Supervised and On-Line Learning of Paired Competition Outcomes
Király, Franz J., Qian, Zhaozhi
Prediction and modelling of competitive sports outcomes has received much recent attention, especially from the Bayesian statistics and machine learning communities. In the real world setting of outcome prediction, the seminal \'{E}l\H{o} update still remains, after more than 50 years, a valuable baseline which is difficult to improve upon, though in its original form it is a heuristic and not a proper statistical "model". Mathematically, the \'{E}l\H{o} rating system is very closely related to the Bradley-Terry models, which are usually used in an explanatory fashion rather than in a predictive supervised or on-line learning setting. Exploiting this close link between these two model classes and some newly observed similarities, we propose a new supervised learning framework with close similarities to logistic regression, low-rank matrix completion and neural networks. Building on it, we formulate a class of structured log-odds models, unifying the desirable properties found in the above: supervised probabilistic prediction of scores and wins/draws/losses, batch/epoch and on-line learning, as well as the possibility to incorporate features in the prediction, without having to sacrifice simplicity, parsimony of the Bradley-Terry models, or computational efficiency of \'{E}l\H{o}'s original approach. We validate the structured log-odds modelling approach in synthetic experiments and English Premier League outcomes, where the added expressivity yields the best predictions reported in the state-of-art, close to the quality of contemporary betting odds.
41 Key Machine Learning Interview Questions with Answers
We've traditionally seen machine learning interview questions pop up in several categories. The first really has to do with the algorithms and theory behind machine learning. You'll have to show an understanding of how algorithms compare with one another and how to measure their efficacy and accuracy in the right way. The second category has to do with your programming skills and your ability to execute on top of those algorithms and the theory. The third has to do with your general interest in machine learning: you'll be asked about what's going on in the industry and how you keep up with the latest machine learning trends. Finally, there are company or industry-specific questions that test your ability to take your general machine learning knowledge and turn it into actionable points to drive the bottom line forward. We've divided this guide to machine learning interview questions into the categories we mentioned above so that you can more easily get to the information you need when it comes to machine learning interview questions. These algorithms questions will test your grasp of the theory behind machine learning.
Bayesian Network Structure Learning with Integer Programming: Polytopes, Facets and Complexity
Cussens, James, Järvisalo, Matti, Korhonen, Janne H., Bartlett, Mark
The challenging task of learning structures of probabilistic graphical models is an important problem within modern AI research. Recent years have witnessed several major algorithmic advances in structure learning for Bayesian networks - arguably the most central class of graphical models - especially in what is known as the score-based setting. A successful generic approach to optimal Bayesian network structure learning (BNSL), based on integer programming (IP), is implemented in the GOBNILP system. Despite the recent algorithmic advances, current understanding of foundational aspects underlying the IP based approach to BNSL is still somewhat lacking. Understanding fundamental aspects of cutting planes and the related separation problem is important not only from a purely theoretical perspective, but also since it holds out the promise of further improving the efficiency of state-of-the-art approaches to solving BNSL exactly. In this paper, we make several theoretical contributions towards these goals: (i) we study the computational complexity of the separation problem, proving that the problem is NP-hard; (ii) we formalise and analyse the relationship between three key polytopes underlying the IP-based approach to BNSL; (iii) we study the facets of the three polytopes both from the theoretical and practical perspective, providing, via exhaustive computation, a complete enumeration of facets for low-dimensional family-variable polytopes; and, furthermore, (iv) we establish a tight connection of the BNSL problem to the acyclic subgraph problem.
Ancestral Causal Inference
Magliacane, Sara, Claassen, Tom, Mooij, Joris M.
Constraint-based causal discovery from limited data is a notoriously difficult challenge due to the many borderline independence test decisions. Several approaches to improve the reliability of the predictions by exploiting redundancy in the independence information have been proposed recently. Though promising, existing approaches can still be greatly improved in terms of accuracy and scalability. We present a novel method that reduces the combinatorial explosion of the search space by using a more coarse-grained representation of causal information, drastically reducing computation time. Additionally, we propose a method to score causal predictions based on their confidence. Crucially, our implementation also allows one to easily combine observational and interventional data and to incorporate various types of available background knowledge. We prove soundness and asymptotic consistency of our method and demonstrate that it can outperform the state-of-the-art on synthetic data, achieving a speedup of several orders of magnitude. We illustrate its practical feasibility by applying it on a challenging protein data set.