Bayesian Learning
Multielement polynomial chaos Kriging-based metamodelling for Bayesian inference of non-smooth systems
García-Merino, J. C., Calvo-Jurado, C., Martínez-Pañeda, E., García-Macías, E.
This paper presents a surrogate modelling technique based on domain partitioning for Bayesian parameter inference of highly nonlinear engineering models. In order to alleviate the computational burden typically involved in Bayesian inference applications, a multielement Polynomial Chaos Expansion based Kriging metamodel is proposed. The developed surrogate model combines in a piecewise function an array of local Polynomial Chaos based Kriging metamodels constructed on a finite set of non-overlapping subdomains of the stochastic input space. Therewith, the presence of non-smoothness in the response of the forward model (e.g.~ nonlinearities and sparseness) can be reproduced by the proposed metamodel with minimum computational costs owing to its local adaptation capabilities. The model parameter inference is conducted through a Markov chain Monte Carlo approach comprising adaptive exploration and delayed rejection. The efficiency and accuracy of the proposed approach are validated through two case studies, including an analytical benchmark and a numerical case study. The latter relates the partial differential equation governing the hydrogen diffusion phenomenon of metallic materials in Thermal Desorption Spectroscopy tests.
Where the Bee Sucks -- A Dynamic Bayesian Network Approach to Decision Support for Pollinator Abundance Strategies
Barons, Martine J., Shenvi, Aditi
For policymakers wishing to make evidence-based decisions, one of the challenges is how to combine the relevant information and evidence in a coherent and defensible manner in order to formulate and evaluate candidate policies. Policymakers often need to rely on experts with disparate fields of expertise when making policy choices in complex, multi-faceted, dynamic environments such as those dealing with ecosystem services. The pressures affecting the survival and pollination capabilities of honey bees (Apis mellifera), wild bees and other pollinators is well-documented, but incomplete. In order to estimate the potential effectiveness of various candidate policies to support pollination services, there is an urgent need to quantify the effect of various combinations of variables on the pollination ecosystem service, utilising available information, models and expert judgement. In this paper, we present a new application of the integrating decision support system methodology for combining inputs from multiple panels of experts to evaluate policies to support an abundant pollinator population.
Feature Extraction for Machine Learning-based Intrusion Detection in IoT Networks
Sarhan, Mohanad, Layeghy, Siamak, Moustafa, Nour, Gallagher, Marcus, Portmann, Marius
A large number of network security breaches in IoT networks have demonstrated the unreliability of current Network Intrusion Detection Systems (NIDSs). Consequently, network interruptions and loss of sensitive data have occurred, which led to an active research area for improving NIDS technologies. In an analysis of related works, it was observed that most researchers aim to obtain better classification results by using a set of untried combinations of Feature Reduction (FR) and Machine Learning (ML) techniques on NIDS datasets. However, these datasets are different in feature sets, attack types, and network design. Therefore, this paper aims to discover whether these techniques can be generalised across various datasets. Six ML models are utilised: a Deep Feed Forward (DFF), Convolutional Neural Network (CNN), Recurrent Neural Network (RNN), Decision Tree (DT), Logistic Regression (LR), and Naive Bayes (NB). The accuracy of three Feature Extraction (FE) algorithms; Principal Component Analysis (PCA), Auto-encoder (AE), and Linear Discriminant Analysis (LDA), are evaluated using three benchmark datasets: UNSW-NB15, ToN-IoT and CSE-CIC-IDS2018. Although PCA and AE algorithms have been widely used, the determination of their optimal number of extracted dimensions has been overlooked. The results indicate that no clear FE method or ML model can achieve the best scores for all datasets. The optimal number of extracted dimensions has been identified for each dataset, and LDA degrades the performance of the ML models on two datasets. The variance is used to analyse the extracted dimensions of LDA and PCA. Finally, this paper concludes that the choice of datasets significantly alters the performance of the applied techniques. We believe that a universal (benchmark) feature set is needed to facilitate further advancement and progress of research in this field.
Bayesian Active Meta-Learning for Few Pilot Demodulation and Equalization
Cohen, Kfir M., Park, Sangwoo, Simeone, Osvaldo, Shamai, Shlomo
Two of the main principles underlying the life cycle of an artificial intelligence (AI) module in communication networks are adaptation and monitoring. Adaptation refers to the need to adjust the operation of an AI module depending on the current conditions; while monitoring requires measures of the reliability of an AI module's decisions. Classical frequentist learning methods for the design of AI modules fall short on both counts of adaptation and monitoring, catering to one-off training and providing overconfident decisions. This paper proposes a solution to address both challenges by integrating meta-learning with Bayesian learning. As a specific use case, the problems of demodulation and equalization over a fading channel based on the availability of few pilots are studied. Meta-learning processes pilot information from multiple frames in order to extract useful shared properties of effective demodulators across frames. The resulting trained demodulators are demonstrated, via experiments, to offer better calibrated soft decisions, at the computational cost of running an ensemble of networks at run time. The capacity to quantify uncertainty in the model parameter space is further leveraged by extending Bayesian meta-learning to an active setting. In it, the designer can select in a sequential fashion channel conditions under which to generate data for meta-learning from a channel simulator. Bayesian active meta-learning is seen in experiments to significantly reduce the number of frames required to obtain efficient adaptation procedure for new frames.
Certifying Fairness of Probabilistic Circuits
Selvam, Nikil Roashan, Broeck, Guy Van den, Choi, YooJung
With the increased use of machine learning systems for decision making, questions about the fairness properties of such systems start to take center stage. Most existing work on algorithmic fairness assume complete observation of features at prediction time, as is the case for popular notions like statistical parity and equal opportunity. However, this is not sufficient for models that can make predictions with partial observation as we could miss patterns of bias and incorrectly certify a model to be fair. To address this, a recently introduced notion of fairness asks whether the model exhibits any discrimination pattern, in which an individual characterized by (partial) feature observations, receives vastly different decisions merely by disclosing one or more sensitive attributes such as gender and race. By explicitly accounting for partial observations, this provides a much more fine-grained notion of fairness. In this paper, we propose an algorithm to search for discrimination patterns in a general class of probabilistic models, namely probabilistic circuits. Previously, such algorithms were limited to naive Bayes classifiers which make strong independence assumptions; by contrast, probabilistic circuits provide a unifying framework for a wide range of tractable probabilistic models and can even be compiled from certain classes of Bayesian networks and probabilistic programs, making our method much more broadly applicable. Furthermore, for an unfair model, it may be useful to quickly find discrimination patterns and distill them for better interpretability. As such, we also propose a sampling-based approach to more efficiently mine discrimination patterns, and introduce new classes of patterns such as minimal, maximal, and Pareto optimal patterns that can effectively summarize exponentially many discrimination patterns
Distributed Bayesian Learning of Dynamic States
Kayaalp, Mert, Bordignon, Virginia, Vlaski, Stefan, Matta, Vincenzo, Sayed, Ali H.
This work studies networked agents cooperating to track a dynamical state of nature under partial information. The proposed algorithm is a distributed Bayesian filtering algorithm for finite-state hidden Markov models (HMMs). It can be used for sequential state estimation tasks, as well as for modeling opinion formation over social networks under dynamic environments. We show that the disagreement with the optimal centralized solution is asymptotically bounded for the class of geometrically ergodic state transition models, which includes rapidly changing models. We also derive recursions for calculating the probability of error and establish convergence under Gaussian observation models. Simulations are provided to illustrate the theory and to compare against alternative approaches.
A Comprehensively Improved Hybrid Algorithm for Learning Bayesian Networks: Multiple Compound Memory Erasing
Bayesian network (BN) is a classical probability graph model. It combines probability theory with graph theory to deal with uncertainty and uses a directed acyclic graph (DAG) to represent the association between nodes. It has been successfully applied to prediction [1], risk analysis [2], semantic search, biological system modeling, and other practical fields [3].This field has two components: the structure learning of Bayesian networks and the parameter learning of Bayesian networks. The latter is based on the former, and the structure learning of Bayesian networks is often more important and complex [4]. BN can enable decisionmakers to make conditional causal inferences on uncertain behaviors with the help of the causal relationship of nodes in the network and can deduce the most powerful decision nodes that affect the results. Therefore, this paper focuses on how to generate a prediction network structure with the greatest similarity to the original network structure in a short time, rather than on whether the global score of the prediction model is higher [5]. The methods of learning Bayesian network structure (BNs) from data can generally be divided into three categories: constraint-based, score-based and search strategy, and hybrid algorithms [6]. Representative constraint-based methods mainly include grow-shrink (GS) [7], three-phase dependency analysis (TPDA) [8], PC [9], and incremental associated Markov blanket analysis (IAMB) [10]. The constraint-based methods usually make conditional independence (CI) tests between nodes (i.e.
21 Cheat Sheets for Data Science Interviews - KDnuggets
With data science being such a broad and constantly developing field, it's really impossible to have all the knowledge in your head. Especially if some of this knowledge you use only occasionally. Also, if you're a beginner in a certain field, you'll have to refresh very often what you learned until it becomes actual knowledge at the crossroads of theory and practice. Having something that you could look at and get the info you need at a glance would be pretty helpful, right? That'something' is called a cheat sheet. And it has nothing to do with cheating.
Topical Segmentation of Spoken Narratives: A Test Case on Holocaust Survivor Testimonies
Wagner, Eitan, Keydar, Renana, Pinchevski, Amit, Abend, Omri
The task of topical segmentation is well studied, but previous work has mostly addressed it in the context of structured, well-defined segments, such as segmentation into paragraphs, chapters, or segmenting text that originated from multiple sources. We tackle the task of segmenting running (spoken) narratives, which poses hitherto unaddressed challenges. As a test case, we address Holocaust survivor testimonies, given in English. Other than the importance of studying these testimonies for Holocaust research, we argue that they provide an interesting test case for topical segmentation, due to their unstructured surface level, relative abundance (tens of thousands of such testimonies were collected), and the relatively confined domain that they cover. We hypothesize that boundary points between segments correspond to low mutual information between the sentences proceeding and following the boundary. Based on this hypothesis, we explore a range of algorithmic approaches to the task, building on previous work on segmentation that uses generative Bayesian modeling and state-of-the-art neural machinery. Compared to manually annotated references, we find that the developed approaches show considerable improvements over previous work.
Multivariate Quantile Function Forecaster
Kan, Kelvin, Aubet, François-Xavier, Januschowski, Tim, Park, Youngsuk, Benidis, Konstantinos, Ruthotto, Lars, Gasthaus, Jan
We propose Multivariate Quantile Function Forecaster (MQF$^2$), a global probabilistic forecasting method constructed using a multivariate quantile function and investigate its application to multi-horizon forecasting. Prior approaches are either autoregressive, implicitly capturing the dependency structure across time but exhibiting error accumulation with increasing forecast horizons, or multi-horizon sequence-to-sequence models, which do not exhibit error accumulation, but also do typically not model the dependency structure across time steps. MQF$^2$ combines the benefits of both approaches, by directly making predictions in the form of a multivariate quantile function, defined as the gradient of a convex function which we parametrize using input-convex neural networks. By design, the quantile function is monotone with respect to the input quantile levels and hence avoids quantile crossing. We provide two options to train MQF$^2$: with energy score or with maximum likelihood. Experimental results on real-world and synthetic datasets show that our model has comparable performance with state-of-the-art methods in terms of single time step metrics while capturing the time dependency structure.