Bayesian Learning
Active learning for regression in engineering populations: A risk-informed approach
Clarkson, Daniel R., Bull, Lawrence A., Wickramarachchi, Chandula T., Cross, Elizabeth J., Rogers, Timothy J., Worden, Keith, Dervilis, Nikolaos, Hughes, Aidan J.
Regression is a fundamental prediction task common in data-centric engineering applications that involves learning mappings between continuous variables. In many engineering applications (e.g.\ structural health monitoring), feature-label pairs used to learn such mappings are of limited availability which hinders the effectiveness of traditional supervised machine learning approaches. The current paper proposes a methodology for overcoming the issue of data scarcity by combining active learning with hierarchical Bayesian modelling. Active learning is an approach for preferentially acquiring feature-label pairs in a resource-efficient manner. In particular, the current work adopts a risk-informed approach that leverages contextual information associated with regression-based engineering decision-making tasks (e.g.\ inspection and maintenance). Hierarchical Bayesian modelling allow multiple related regression tasks to be learned over a population, capturing local and global effects. The information sharing facilitated by this modelling approach means that information acquired for one engineering system can improve predictive performance across the population. The proposed methodology is demonstrated using an experimental case study. Specifically, multiple regressions are performed over a population of machining tools, where the quantity of interest is the surface roughness of the workpieces. An inspection and maintenance decision process is defined using these regression tasks which is in turn used to construct the active-learning algorithm. The novel methodology proposed is benchmarked against an uninformed approach to label acquisition and independent modelling of the regression tasks. It is shown that the proposed approach has superior performance in terms of expected cost -- maintaining predictive performance while reducing the number of inspections required.
Explaining Datasets in Words: Statistical Models with Natural Language Parameters
Zhong, Ruiqi, Wang, Heng, Klein, Dan, Steinhardt, Jacob
To make sense of massive data, we often first fit simplified models and then interpret the parameters; for example, we cluster the text embeddings and then interpret the mean parameters of each cluster. However, these parameters are often highdimensional and hard to interpret. To make model parameters directly interpretable, we introduce a family of statistical models--including clustering, time series, and classification models--parameterized by natural language predicates. For example, a cluster of text about COVID could be parameterized by the predicate "discusses COVID". To learn these statistical models effectively, we develop a model-agnostic algorithm that optimizes continuous relaxations of predicate parameters with gradient descent and discretizes them by prompting language models (LMs). Finally, we apply our framework to a wide range of problems: taxonomizing user chat dialogues, characterizing how they evolve across time, finding categories where one language model is better than the other, clustering math problems based on subareas, and explaining visual features in memorable images. Our framework is highly versatile, applicable to both textual and visual domains, can be easily steered to focus on specific properties (e.g.
Portfolio Stress Testing and Value at Risk (VaR) Incorporating Current Market Conditions
Value at Risk (VaR) and stress testing are two of the most widely used approaches in portfolio risk management to estimate potential market value losses under adverse market moves. VaR quantifies potential loss in value over a specified horizon (such as one day or ten days) at a desired confidence level (such as 95'th percentile). In scenario design and stress testing, the goal is to construct extreme market scenarios such as those involving severe recession or a specific event of concern (such as a rapid increase in rates or a geopolitical event), and quantify potential impact of such scenarios on the portfolio. The goal of this paper is to propose an approach for incorporating prevailing market conditions in stress scenario design and estimation of VaR so that they provide more accurate and realistic insights about portfolio risk over the near term. The proposed approach is based on historical data where historical observations of market changes are given more weight if a certain period in history is "more similar" to the prevailing market conditions. Clusters of market conditions are identified using a Machine Learning approach called Variational Inference (VI) where for each cluster future changes in portfolio value are similar. VI based algorithm uses optimization techniques to obtain analytical approximations of the posterior probability density of cluster assignments (market regimes) and probabilities of different outcomes for changes in portfolio value. Covid related volatile period around the year 2020 is used to illustrate the performance of the proposed approach and in particular show how VaR and stress scenarios adapt quickly to changing market conditions. Another advantage of the proposed approach is that classification of market conditions into clusters can provide useful insights about portfolio performance under different market conditions.
A Survey of Inverse Constrained Reinforcement Learning: Definitions, Progress and Challenges
Liu, Guiliang, Xu, Sheng, Liu, Shicheng, Gaurav, Ashish, Subramanian, Sriram Ganapathi, Poupart, Pascal
Inverse Constrained Reinforcement Learning (ICRL) is the task of inferring the implicit constraints followed by expert agents from their demonstration data. As an emerging research topic, ICRL has received considerable attention in recent years. This article presents a categorical survey of the latest advances in ICRL. It serves as a comprehensive reference for machine learning researchers and practitioners, as well as starters seeking to comprehend the definitions, advancements, and important challenges in ICRL. We begin by formally defining the problem and outlining the algorithmic framework that facilitates constraint inference across various scenarios. These include deterministic or stochastic environments, environments with limited demonstrations, and multiple agents. For each context, we illustrate the critical challenges and introduce a series of fundamental methods to tackle these issues. This survey encompasses discrete, virtual, and realistic environments for evaluating ICRL agents. We also delve into the most pertinent applications of ICRL, such as autonomous driving, robot control, and sports analytics. To stimulate continuing research, we conclude the survey with a discussion of key unresolved questions in ICRL that can effectively foster a bridge between theoretical understanding and practical industrial applications.
Is merging worth it? Securely evaluating the information gain for causal dataset acquisition
Fawkes, Jake, Ter-Minassian, Lucile, Ivanova, Desi, Shalit, Uri, Holmes, Chris
Merging datasets across institutions is a lengthy and costly procedure, especially when it involves private information. Data hosts may therefore want to prospectively gauge which datasets are most beneficial to merge with, without revealing sensitive information. For causal estimation this is particularly challenging as the value of a merge will depend not only on the reduction in epistemic uncertainty but also the improvement in overlap. To address this challenge, we introduce the first cryptographically secure information-theoretic approach for quantifying the value of a merge in the context of heterogeneous treatment effect estimation. We do this by evaluating the Expected Information Gain (EIG) and utilising multi-party computation to ensure it can be securely computed without revealing any raw data. As we demonstrate, this can be used with differential privacy (DP) to ensure privacy requirements whilst preserving more accurate computation than naive DP alone. To the best of our knowledge, this work presents the first privacy-preserving method for dataset acquisition tailored to causal estimation. We demonstrate the effectiveness and reliability of our method on a range of simulated and realistic benchmarks. The code is available anonymously.
Machine Learning and Constraint Programming for Efficient Healthcare Scheduling
Said, Aymen Ben, Mouhoub, Malek
Solving combinatorial optimization problems involve satisfying a set of hard constraints while optimizing some objectives. In this context, exact or approximate methods can be used. While exact methods guarantee the optimal solution, they often come with an exponential running time as opposed to approximate methods that trade the solutions quality for a better running time. In this context, we tackle the Nurse Scheduling Problem (NSP). The NSP consist in assigning nurses to daily shifts within a planning horizon such that workload constraints are satisfied while hospitals costs and nurses preferences are optimized. To solve the NSP, we propose implicit and explicit approaches. In the implicit solving approach, we rely on Machine Learning methods using historical data to learn and generate new solutions through the constraints and objectives that may be embedded in the learned patterns. To quantify the quality of using our implicit approach in capturing the embedded constraints and objectives, we rely on the Frobenius Norm, a quality measure used to compute the average error between the generated solutions and historical data. To compensate for the uncertainty related to the implicit approach given that the constraints and objectives may not be concretely visible in the produced solutions, we propose an alternative explicit approach where we first model the NSP using the Constraint Satisfaction Problem (CSP) framework. Then we develop Stochastic Local Search methods and a new Branch and Bound algorithm enhanced with constraint propagation techniques and variables/values ordering heuristics. Since our implicit approach may not guarantee the feasibility or optimality of the generated solution, we propose a data-driven approach to passively learn the NSP as a constraint network. The learned constraint network, formulated as a CSP, will then be solved using the methods we listed earlier.
Gaussian Process Upper Confidence Bounds in Distributed Point Target Tracking over Wireless Sensor Networks
Liu, Xingchi, Mihaylova, Lyudmila, George, Jemin, Pham, Tien
Uncertainty quantification plays a key role in the development of autonomous systems, decision-making, and tracking over wireless sensor networks (WSNs). However, there is a need of providing uncertainty confidence bounds, especially for distributed machine learning-based tracking, dealing with different volumes of data collected by sensors. This paper aims to fill in this gap and proposes a distributed Gaussian process (DGP) approach for point target tracking and derives upper confidence bounds (UCBs) of the state estimates. A unique contribution of this paper includes the derived theoretical guarantees on the proposed approach and its maximum accuracy for tracking with and without clutter measurements. Particularly, the developed approaches with uncertainty bounds are generic and can provide trustworthy solutions with an increased level of reliability. A novel hybrid Bayesian filtering method is proposed to enhance the DGP approach by adopting a Poisson measurement likelihood model. The proposed approaches are validated over a WSN case study, where sensors have limited sensing ranges. Numerical results demonstrate the tracking accuracy and robustness of the proposed approaches. The derived UCBs constitute a tool for trustworthiness evaluation of DGP approaches. The simulation results reveal that the proposed UCBs successfully encompass the true target states with 88% and 42% higher probability in X and Y coordinates, respectively, when compared to the confidence interval-based method.
Indirect Dynamic Negotiation in the Nash Demand Game
Guy, Tatiana V., Homolová, Jitka, Gaj, Aleksej
OLITICS and business are considered traditional spheres of human negotiation. The internet and modern goods/service characterised by several, possibly interrelated, means of communication have extended human negotiation attributes (say price of a product and terms of its delivery); ii) to new domains such as social networks, deliberative democracy, limited negotiation time as no agent can deliberate infinitely; e-commerce, cloud-based applications, [1], [2]. Besides, iii) absence of moderator to coordinate the negotiation, so the automatic bargaining and negotiation, being inevitable agents must reach agreement themselves [11]. in modern cyber-physical-social systems [3], have been established The negotiation has been widely addressed in diverse fields in variety of applications, like network negotiation, ranging from economy and sociology to computer science.
Advancing Causal Inference: A Nonparametric Approach to ATE and CATE Estimation with Continuous Treatments
Souto, Hugo Gobato, Neto, Francisco Louzada
This paper introduces a generalized ps-BART model for the estimation of Average Treatment Effect (ATE) and Conditional Average Treatment Effect (CATE) in continuous treatments, addressing limitations of the Bayesian Causal Forest (BCF) model. The ps-BART model's nonparametric nature allows for flexibility in capturing nonlinear relationships between treatment and outcome variables. Across three distinct sets of Data Generating Processes (DGPs), the ps-BART model consistently outperforms the BCF model, particularly in highly nonlinear settings. The ps-BART model's robustness in uncertainty estimation and accuracy in both point-wise and probabilistic estimation demonstrate its utility for real-world applications. This research fills a crucial gap in causal inference literature, providing a tool better suited for nonlinear treatment-outcome relationships and opening avenues for further exploration in the domain of continuous treatment effect estimation.
Advancements in Gesture Recognition Techniques and Machine Learning for Enhanced Human-Robot Interaction: A Comprehensive Review
Hussain, Sajjad, Saeed, Khizer, Baimagambetov, Almas, Rab, Shanay, Saad, Md
In recent years robots have become an important part of our day-to-day lives with various applications. Human-robot interaction creates a positive impact in the field of robotics to interact and communicate with the robots. Gesture recognition techniques combined with machine learning algorithms have shown remarkable progress in recent years, particularly in human-robot interaction (HRI). This paper comprehensively reviews the latest advancements in gesture recognition methods and their integration with machine learning approaches to enhance HRI. Furthermore, this paper represents the vision-based gesture recognition for safe and reliable human-robot-interaction with a depth-sensing system, analyses the role of machine learning algorithms such as deep learning, reinforcement learning, and transfer learning in improving the accuracy and robustness of gesture recognition systems for effective communication between humans and robots.