Bayesian Learning
Online Dynamic Reliability Evaluation of Wind Turbines based on Drone-assisted Monitoring
Kabir, Sohag, Aslansefat, Koorosh, Gope, Prosanta, Campean, Felician, Papadopoulos, Yiannis
The offshore wind energy is increasingly becoming an attractive source of energy due to having lower environmental impact. Effective operation and maintenance that ensures the maximum availability of the energy generation process using offshore facilities and minimal production cost are two key factors to improve the competitiveness of this energy source over other traditional sources of energy. Condition monitoring systems are widely used for health management of offshore wind farms to have improved operation and maintenance. Reliability of the wind farms are increasingly being evaluated to aid in the maintenance process and thereby to improve the availability of the farms. However, much of the reliability analysis is performed offline based on statistical data. In this article, we propose a drone-assisted monitoring based method for online reliability evaluation of wind turbines. A blade system of a wind turbine is used as an illustrative example to demonstrate the proposed approach.
Unsupervised User-Based Insider Threat Detection Using Bayesian Gaussian Mixture Models
Bertrand, Simon, Tawbi, Nadia, Desharnais, Josée
Insider threats are a growing concern for organizations due to the amount of damage that their members can inflict by combining their privileged access and domain knowledge. Nonetheless, the detection of such threats is challenging, precisely because of the ability of the authorized personnel to easily conduct malicious actions and because of the immense size and diversity of audit data produced by organizations in which the few malicious footprints are hidden. In this paper, we propose an unsupervised insider threat detection system based on audit data using Bayesian Gaussian Mixture Models. The proposed approach leverages a user-based model to optimize specific behaviors modelization and an automatic feature extraction system based on Word2Vec for ease of use in a real-life scenario. The solution distinguishes itself by not requiring data balancing nor to be trained only on normal instances, and by its little domain knowledge required to implement. Still, results indicate that the proposed method competes with state-of-the-art approaches, presenting a good recall of 88\%, accuracy and true negative rate of 93%, and a false positive rate of 6.9%. For our experiments, we used the benchmark dataset CERT version 4.2.
Benchmarking Bayesian Deep Learning on Diabetic Retinopathy Detection Tasks
Band, Neil, Rudner, Tim G. J., Feng, Qixuan, Filos, Angelos, Nado, Zachary, Dusenberry, Michael W., Jerfel, Ghassen, Tran, Dustin, Gal, Yarin
Bayesian deep learning seeks to equip deep neural networks with the ability to precisely quantify their predictive uncertainty, and has promised to make deep learning more reliable for safety-critical real-world applications. Yet, existing Bayesian deep learning methods fall short of this promise; new methods continue to be evaluated on unrealistic test beds that do not reflect the complexities of downstream real-world tasks that would benefit most from reliable uncertainty quantification. We propose the RETINA Benchmark, a set of real-world tasks that accurately reflect such complexities and are designed to assess the reliability of predictive models in safety-critical scenarios. Specifically, we curate two publicly available datasets of high-resolution human retina images exhibiting varying degrees of diabetic retinopathy, a medical condition that can lead to blindness, and use them to design a suite of automated diagnosis tasks that require reliable predictive uncertainty quantification. We use these tasks to benchmark well-established and state-of-the-art Bayesian deep learning methods on task-specific evaluation metrics. We provide an easy-to-use codebase for fast and easy benchmarking following reproducibility and software design principles. We provide implementations of all methods included in the benchmark as well as results computed over 100 TPU days, 20 GPU days, 400 hyperparameter configurations, and evaluation on at least 6 random seeds each.
EM's Convergence in Gaussian Latent Tree Models
Dagan, Yuval, Daskalakis, Constantinos, Kandiros, Anthimos Vardis
We study the optimization landscape of the log-likelihood function and the convergence of the Expectation-Maximization (EM) algorithm in latent Gaussian tree models, i.e. tree-structured Gaussian graphical models whose leaf nodes are observable and non-leaf nodes are unobservable. We show that the unique non-trivial stationary point of the population log-likelihood is its global maximum, and establish that the expectation-maximization algorithm is guaranteed to converge to it in the single latent variable case. Our results for the landscape of the log-likelihood function in general latent tree models provide support for the extensive practical use of maximum likelihood based-methods in this setting. Our results for the EM algorithm extend an emerging line of work on obtaining global convergence guarantees for this celebrated algorithm. We show our results for the non-trivial stationary points of the log-likelihood by arguing that a certain system of polynomial equations obtained from the EM updates has a unique non-trivial solution. The global convergence of the EM algorithm follows by arguing that all trivial fixed points are higher-order saddle points.
Faster Stochastic First-Order Method for Maximum-Likelihood Quantum State Tomography
Tsai, Chung-En, Cheng, Hao-Chung, Li, Yen-Huan
In maximum-likelihood quantum state tomography, both the sample size and dimension grow exponentially with the number of qubits. It is therefore desirable to develop a stochastic first-order method, just like stochastic gradient descent for modern machine learning, to compute the maximum-likelihood estimate. To this end, we propose an algorithm called stochastic mirror descent with the Burg entropy. Its expected optimization error vanishes at a $O ( \sqrt{ ( 1 / t ) d \log t } )$ rate, where $d$ and $t$ denote the dimension and number of iterations, respectively. Its per-iteration time complexity is $O ( d^3 )$, independent of the sample size. To the best of our knowledge, this is currently the computationally fastest stochastic first-order method for maximum-likelihood quantum state tomography.
Robustness Analysis of Deep Learning Models for Population Synthesis
Mensah, Daniel Opoku, Badu-Marfo, Godwin, Farooq, Bilal
Deep generative models have become useful for synthetic data generation, particularly population synthesis. The models implicitly learn the probability distribution of a dataset and can draw samples from a distribution. Several models have been proposed, but their performance is only tested on a single cross-sectional sample. The implementation of population synthesis on single datasets is seen as a drawback that needs further studies to explore the robustness of the models on multiple datasets. While comparing with the real data can increase trust and interpretability of the models, techniques to evaluate deep generative models' robustness for population synthesis remain underexplored. In this study, we present bootstrap confidence interval for the deep generative models, an approach that computes efficient confidence intervals for mean errors predictions to evaluate the robustness of the models to multiple datasets. Specifically, we adopt the tabular-based Composite Travel Generative Adversarial Network (CTGAN) and Variational Autoencoder (VAE), to estimate the distribution of the population, by generating agents that have tabular data using several samples over time from the same study area. The models are implemented on multiple travel diaries of Montreal Origin- Destination Survey of 2008, 2013, and 2018 and compare the predictive performance under varying sample sizes from multiple surveys. Results show that the predictive errors of CTGAN have narrower confidence intervals indicating its robustness to multiple datasets of the varying sample sizes when compared to VAE. Again, the evaluation of model robustness against varying sample size shows a minimal decrease in model performance with decrease in sample size. This study directly supports agent-based modelling by enabling finer synthetic generation of populations in a reliable environment.
Improving Robust Generalization by Direct PAC-Bayesian Bound Minimization
Wang, Zifan, Ding, Nan, Levinboim, Tomer, Chen, Xi, Soricut, Radu
Recent research in robust optimization has shown an overfitting-like phenomenon in which models trained against adversarial attacks exhibit higher robustness on the training set compared to the test set. Although previous work provided theoretical explanations for this phenomenon using a robust PAC-Bayesian bound over the adversarial test error, related algorithmic derivations are at best only loosely connected to this bound, which implies that there is still a gap between their empirical success and our understanding of adversarial robustness theory. To close this gap, in this paper we consider a different form of the robust PAC-Bayesian bound and directly minimize it with respect to the model posterior. The derivation of the optimal solution connects PAC-Bayesian learning to the geometry of the robust loss surface through a Trace of Hessian (TrH) regularizer that measures the surface flatness. In practice, we restrict the TrH regularizer to the top layer only, which results in an analytical solution to the bound whose computational cost does not depend on the network depth. Finally, we evaluate our TrH regularization approach over CIFAR-10/100 and ImageNet using Vision Transformers (ViT) and compare against baseline adversarial robustness algorithms. Experimental results show that TrH regularization leads to improved ViT robustness that either matches or surpasses previous state-of-the-art approaches while at the same time requires less memory and computational cost.
Reinforcement Causal Structure Learning on Order Graph
Yang, Dezhi, Yu, Guoxian, Wang, Jun, Wu, Zhengtian, Guo, Maozu
Learning directed acyclic graph (DAG) that describes the causality of observed data is a very challenging but important task. Due to the limited quantity and quality of observed data, and non-identifiability of causal graph, it is almost impossible to infer a single precise DAG. Some methods approximate the posterior distribution of DAGs to explore the DAG space via Markov chain Monte Carlo (MCMC), but the DAG space is over the nature of super-exponential growth, accurately characterizing the whole distribution over DAGs is very intractable. In this paper, we propose {Reinforcement Causal Structure Learning on Order Graph} (RCL-OG) that uses order graph instead of MCMC to model different DAG topological orderings and to reduce the problem size. RCL-OG first defines reinforcement learning with a new reward mechanism to approximate the posterior distribution of orderings in an efficacy way, and uses deep Q-learning to update and transfer rewards between nodes. Next, it obtains the probability transition model of nodes on order graph, and computes the posterior probability of different orderings. In this way, we can sample on this model to obtain the ordering with high probability. Experiments on synthetic and benchmark datasets show that RCL-OG provides accurate posterior probability approximation and achieves better results than competitive causal discovery algorithms.
Sparse Probabilistic Circuits via Pruning and Growing
Dang, Meihua, Liu, Anji, Broeck, Guy Van den
Probabilistic circuits (PCs) are a tractable representation of probability distributions allowing for exact and efficient computation of likelihoods and marginals. There has been significant recent progress on improving the scale and expressiveness of PCs. However, PC training performance plateaus as model size increases. We discover that most capacity in existing large PC structures is wasted: fully-connected parameter layers are only sparsely used. We propose two operations: pruning and growing, that exploit the sparsity of PC structures. Specifically, the pruning operation removes unimportant sub-networks of the PC for model compression and comes with theoretical guarantees. The growing operation increases model capacity by increasing the size of the latent space. By alternatingly applying pruning and growing, we increase the capacity that is meaningfully used, allowing us to significantly scale up PC learning. Empirically, our learner achieves state-of-the-art likelihoods on MNIST-family image datasets and on Penn Tree Bank language data compared to other PC learners and less tractable deep generative models such as flow-based models and variational autoencoders (VAEs).