Bayesian Learning
Gradient-based inference of abstract task representations for generalization in neural networks
Hummos, Ali, del Rรญo, Felipe, Wang, Brabeeba Mien, Hurtado, Julio, Calderon, Cristian B., Yang, Guangyu Robert
Humans and many animals show remarkably adaptive behavior and can respond differently to the same input depending on their internal goals. The brain not only represents the intermediate abstractions needed to perform a computation but also actively maintains a representation of the computation itself (task abstraction). Such separation of the computation and its abstraction is associated with faster learning, flexible decision-making, and broad generalization capacity. We investigate if such benefits might extend to neural networks trained with task abstractions. For such benefits to emerge, one needs a task inference mechanism that possesses two crucial abilities: First, the ability to infer abstract task representations when no longer explicitly provided (task inference), and second, manipulate task representations to adapt to novel problems (task recomposition). To tackle this, we cast task inference as an optimization problem from a variational inference perspective and ground our approach in an expectation-maximization framework. We show that gradients backpropagated through a neural network to a task representation layer are an efficient heuristic to infer current task demands, a process we refer to as gradient-based inference (GBI). Further iterative optimization of the task representation layer allows for recomposing abstractions to adapt to novel situations. Using a toy example, a novel image classifier, and a language model, we demonstrate that GBI provides higher learning efficiency and generalization to novel tasks and limits forgetting. Moreover, we show that GBI has unique advantages such as preserving information for uncertainty estimation and detecting out-of-distribution samples.
An Efficient Procedure for Computing Bayesian Network Structure Learning
We propose a globally optimal Bayesian network structure discovery algorithm based on a progressively leveled scoring approach. Bayesian network structure discovery is a fundamental yet NP-hard problem in the field of probabilistic graphical models, and as the number of variables increases, memory usage grows exponentially. The simple and effective method proposed by Silander and Myllym\"aki has been widely applied in this field, as it incrementally calculates local scores to achieve global optimality. However, existing methods that utilize disk storage, while capable of handling networks with a larger number of variables, introduce issues such as latency, fragmentation, and additional overhead associated with disk I/O operations. To avoid these problems, we explore how to further enhance computational efficiency and reduce peak memory usage using only memory. We introduce an efficient hierarchical computation method that requires only a single traversal of all local structures, retaining only the data and information necessary for the current computation, thereby improving efficiency and significantly reducing memory requirements. Experimental results indicate that our method, when using only memory, not only reduces peak memory usage but also improves computational efficiency compared to existing methods, demonstrating good scalability for handling larger networks and exhibiting stable experimental results. Ultimately, we successfully achieved the processing of a Bayesian network with 28 variables using only memory.
A Comprehensive Survey on Root Cause Analysis in (Micro) Services: Methodologies, Challenges, and Trends
Initially, IT operations were predominantly manual, relying heavily on human intervention for system monitoring, troubleshooting, and problem resolution. However, with the escalating scale and complexity of systems, the efficacy and precision of manual operations have been increasingly challenged. Subsequently, DevOps was introduced, building upon manual operations and fostering a synergistic collaboration between development and operations. Through automated deployment and continuous integration, DevOps has the capability to expedite the release of new features and rectify issues with greater speed and reliability. Nonetheless, DevOps still necessitates manual involvement in certain complex decision-making processes and tasks. To further mitigate this challenge and enhance cost-effectiveness and efficiency, AIOps leverages machine learning and data analysis to automatically collect and scrutinize vast amounts of IT operation data, enabling real-time monitoring, anomaly detection, fault localization, and automated processing of IT systems. AIOps not only augments the efficiency and accuracy of IT operations but also equips IT operations with the capacity to adapt more effectively to complex and dynamic IT environments, utilizing artificial intelligence and big data technologies.
Deep Bayesian segmentation for colon polyps: Well-calibrated predictions in medical imaging
Ramos, Daniela L., Hortua, Hector J.
Colorectal polyps are generally benign alterations that, if not identified promptly and managed successfully, can progress to cancer and cause affectations on the colon mucosa, known as adenocarcinoma. Today advances in Deep Learning have demonstrated the ability to achieve significant performance in image classification and detection in medical diagnosis applications. Nevertheless, these models are prone to overfitting, and making decisions based only on point estimations may provide incorrect predictions. Thus, to obtain a more informed decision, we must consider point estimations along with their reliable uncertainty quantification. In this paper, we built different Bayesian neural network approaches based on the flexibility of posterior distribution to develop semantic segmentation of colorectal polyp images. We found that these models not only provide state-of-the-art performance on the segmentation of this medical dataset but also, yield accurate uncertainty estimates. We applied multiplicative normalized flows(MNF) and reparameterization trick on the UNET, FPN, and LINKNET architectures tested with multiple backbones in deterministic and Bayesian versions. We report that the FPN + EfficientnetB7 architecture with MNF is the most promising option given its IOU of 0.94 and Expected Calibration Error (ECE) of 0.004, combined with its superiority in identifying difficult-to-detect colorectal polyps, which is effective in clinical areas where early detection prevents the development of colon cancer.
Bayesian Autoregressive Online Change-Point Detection with Time-Varying Parameters
Tsaknaki, Ioanna-Yvonni, Lillo, Fabrizio, Mazzarisi, Piero
Change points in real-world systems mark significant regime shifts in system dynamics, possibly triggered by exogenous or endogenous factors. These points define regimes for the time evolution of the system and are crucial for understanding transitions in financial, economic, social, environmental, and technological contexts. Building upon the Bayesian approach introduced in \cite{c:07}, we devise a new method for online change point detection in the mean of a univariate time series, which is well suited for real-time applications and is able to handle the general temporal patterns displayed by data in many empirical contexts. We first describe time series as an autoregressive process of an arbitrary order. Second, the variance and correlation of the data are allowed to vary within each regime driven by a scoring rule that updates the value of the parameters for a better fit of the observations. Finally, a change point is detected in a probabilistic framework via the posterior distribution of the current regime length. By modeling temporal dependencies and time-varying parameters, the proposed approach enhances both the estimate accuracy and the forecasting power. Empirical validations using various datasets demonstrate the method's effectiveness in capturing memory and dynamic patterns, offering deeper insights into the non-stationary dynamics of real-world systems.
The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models
Roszyk, Natalia, ลlepaczuk, Robert
Predicting the S&P 500 index volatility is crucial for investors and financial analysts as it helps assess market risk and make informed investment decisions. Volatility represents the level of uncertainty or risk related to the size of changes in a security's value, making it an essential indicator for financial planning. This study explores four methods to improve the accuracy of volatility forecasts for the S&P 500: the established GARCH model, known for capturing historical volatility patterns; an LSTM network that utilizes past volatility and log returns; a hybrid LSTM-GARCH model that combines the strengths of both approaches; and an advanced version of the hybrid model that also factors in the VIX index to gauge market sentiment. This analysis is based on a daily dataset that includes S&P 500 and VIX index data, covering the period from January 3, 2000, to December 21, 2023. Through rigorous testing and comparison, we found that machine learning approaches, particularly the hybrid LSTM models, significantly outperform the traditional GARCH model. Including the VIX index in the hybrid model further enhances its forecasting ability by incorporating real-time market sentiment. The results of this study offer valuable insights for achieving more accurate volatility predictions, enabling better risk management and strategic investment decisions in the volatile environment of the S&P 500.
Neural information field filter
We introduce neural information field filter, a Bayesian state and parameter estimation method for high-dimensional nonlinear dynamical systems given large measurement datasets. Solving such a problem using traditional methods, such as Kalman and particle filters, is computationally expensive. Information field theory is a Bayesian approach that can efficiently reconstruct dynamical model state paths and calibrate model parameters from noisy measurement data. To apply the method, we parameterize the time evolution state path using the span of a finite linear basis. The existing method has to reparameterize the state path by initial states to satisfy the initial condition. Designing an expressive yet simple linear basis before knowing the true state path is crucial for inference accuracy but challenging. Moreover, reparameterizing the state path using the initial state is easy to perform for a linear basis, but is nontrivial for more complex and expressive function parameterizations, such as neural networks. The objective of this paper is to simplify and enrich the class of state path parameterizations using neural networks for the information field theory approach. To this end, we propose a generalized physics-informed conditional prior using an auxiliary initial state. We show the existing reparameterization is a special case. We parameterize the state path using a residual neural network that consists of a linear basis function and a Fourier encoding fully connected neural network residual function. The residual function aims to correct the error of the linear basis function. To sample from the intractable posterior distribution, we develop an optimization algorithm, nested stochastic variational inference, and a sampling algorithm, nested preconditioned stochastic gradient Langevin dynamics. A series of numerical and experimental examples verify and validate the proposed method.
Trust Your Gut: Comparing Human and Machine Inference from Noisy Visualizations
Koonchanok, Ratanond, Papka, Michael E., Reda, Khairi
This is the author's version of the article that has been published in IEEE Transactions on Visualization and Computer Graphics. The final version of this record is available at: xx.xxxx/TVCG.201x.xxxxxxx/ Abstract--People commonly utilize visualizations not only to examine a given dataset, but also to draw generalizable conclusions about the underlying models or phenomena. Prior research has compared human visual inference to that of an optimal Bayesian agent, with deviations from rational analysis viewed as problematic. However, human reliance on non-normative heuristics may prove advantageous in certain circumstances. We investigate scenarios where human intuition might surpass idealized statistical rationality. In two experiments, we examine individuals' accuracy in characterizing the parameters of known data-generating models from bivariate visualizations. Our findings indicate that, although participants generally exhibited lower accuracy compared to statistical models, they frequently outperformed Bayesian agents, particularly when faced with extreme samples. Participants appeared to rely on their internal models to filter out noisy visualizations, thus improving their resilience against spurious data. However, participants displayed overconfidence and struggled with uncertainty estimation. They also exhibited higher variance than statistical machines. Our findings suggest that analyst gut reactions to visualizations may provide an advantage, even when departing from rationality. These results carry implications for designing visual analytics tools, offering new perspectives on how to integrate statistical models and analyst intuition for improved inference and decision-making. The data and materials for this paper are available at https://osf.io/qmfv6
Laplacian Segmentation Networks Improve Epistemic Uncertainty Quantification
Zepf, Kilian, Wanna, Selma, Miani, Marco, Moore, Juston, Frellsen, Jes, Hauberg, Sรธren, Warburg, Frederik, Feragen, Aasa
Image segmentation relies heavily on neural networks which are known to be overconfident, especially when making predictions on out-of-distribution (OOD) images. This is a common scenario in the medical domain due to variations in equipment, acquisition sites, or image corruptions. This work addresses the challenge of OOD detection by proposing Laplacian Segmentation Networks (LSN): methods which jointly model epistemic (model) and aleatoric (data) uncertainty for OOD detection. In doing so, we propose the first Laplace approximation of the weight posterior that scales to large neural networks with skip connections that have high-dimensional outputs. We demonstrate on three datasets that the LSN-modeled parameter distributions, in combination with suitable uncertainty measures, gives superior OOD detection.
Explaining Decisions in ML Models: a Parameterized Complexity Analysis
Ordyniak, Sebastian, Paesani, Giacomo, Rychlicki, Mateusz, Szeider, Stefan
This paper presents a comprehensive theoretical investigation into the parameterized complexity of explanation problems in various machine learning (ML) models. Contrary to the prevalent black-box perception, our study focuses on models with transparent internal mechanisms. We address two principal types of explanation problems: abductive and contrastive, both in their local and global variants. Our analysis encompasses diverse ML models, including Decision Trees, Decision Sets, Decision Lists, Ordered Binary Decision Diagrams, Random Forests, and Boolean Circuits, and ensembles thereof, each offering unique explanatory challenges. This research fills a significant gap in explainable AI (XAI) by providing a foundational understanding of the complexities of generating explanations for these models. This work provides insights vital for further research in the domain of XAI, contributing to the broader discourse on the necessity of transparency and accountability in AI systems.