Bayesian Learning
An Interpretable Probabilistic Model for Short-Term Solar Power Forecasting Using Natural Gradient Boosting
Mitrentsis, Georgios, Lens, Hendrik
PV power forecasting models are predominantly based on machine learning algorithms which do not provide any insight into or explanation about their predictions (black boxes). Therefore, their direct implementation in environments where transparency is required, and the trust associated with their predictions may be questioned. To this end, we propose a two stage probabilistic forecasting framework able to generate highly accurate, reliable, and sharp forecasts yet offering full transparency on both the point forecasts and the prediction intervals (PIs). In the first stage, we exploit natural gradient boosting (NGBoost) for yielding probabilistic forecasts, while in the second stage, we calculate the Shapley additive explanation (SHAP) values in order to fully comprehend why a prediction was made. To highlight the performance and the applicability of the proposed framework, real data from two PV parks located in Southern Germany are employed. Comparative results with two state-of-the-art algorithms, namely Gaussian process and lower upper bound estimation, manifest a significant increase in the point forecast accuracy and in the overall probabilistic performance. Most importantly, a detailed analysis of the model's complex nonlinear relationships and interaction effects between the various features is presented. This allows interpreting the model, identifying some learned physical properties, explaining individual predictions, reducing the computational requirements for the training without jeopardizing the model accuracy, detecting possible bugs, and gaining trust in the model. Finally, we conclude that the model was able to develop complex nonlinear relationships which follow known physical properties as well as human logic and intuition.
Unifying Approaches in Active Learning and Active Sampling via Fisher Information and Information-Theoretic Quantities
Recently proposed methods in data subset selection, that is active learning and active sampling, use Fisher information, Hessians, similarity matrices based on gradients, and gradient lengths to estimate how informative data is for a model's training. Are these different approaches connected, and if so, how? We revisit the fundamentals of Bayesian optimal experiment design and show that these recently proposed methods can be understood as approximations to information-theoretic quantities: among them, the mutual information between predictions and model parameters, known as expected information gain or BALD in machine learning, and the mutual information between predictions of acquisition candidates and test samples, known as expected predictive information gain. We develop a comprehensive set of approximations using Fisher information and observed information and derive a unified framework that connects seemingly disparate literature. Although Bayesian methods are often seen as separate from non-Bayesian ones, the sometimes fuzzy notion of "informativeness" expressed in various non-Bayesian objectives leads to the same couple of information quantities, which were, in principle, already known by Lindley (1956) and MacKay (1992).
Sparse Horseshoe Estimation via Expectation-Maximisation
Tew, Shu Yu, Schmidt, Daniel F., Makalic, Enes
The horseshoe prior is known to possess many desirable properties for Bayesian estimation of sparse parameter vectors, yet its density function lacks an analytic form. As such, it is challenging to find a closed-form solution for the posterior mode. Conventional horseshoe estimators use the posterior mean to estimate the parameters, but these estimates are not sparse. We propose a novel expectation-maximisation (EM) procedure for computing the MAP estimates of the parameters in the case of the standard linear model. A particular strength of our approach is that the M-step depends only on the form of the prior and it is independent of the form of the likelihood. We introduce several simple modifications of this EM procedure that allow for straightforward extension to generalised linear models. In experiments performed on simulated and real data, our approach performs comparable, or superior to, state-of-the-art sparse estimation methods in terms of statistical performance and computational cost.
Batch Active Learning from the Perspective of Sparse Approximation
Shen, Maohao, Jiang, Bowen, Zhang, Jacky Yibo, Koyejo, Oluwasanmi
Active learning enables efficient model training by leveraging interactions between machine learning agents and human annotators. We study and propose a novel framework that formulates batch active learning from the sparse approximation's perspective. Our active learning method aims to find an informative subset from the unlabeled data pool such that the corresponding training loss function approximates its full data pool counterpart. We realize the framework as sparsity-constrained discontinuous optimization problems, which explicitly balance uncertainty and representation for large-scale applications and could be solved by greedy or proximal iterative hard thresholding algorithms. The proposed method can adapt to various settings, including both Bayesian and non-Bayesian neural networks. Numerical experiments show that our work achieves competitive performance across different settings with lower computational complexity.
Deep Learning in Single-Cell Analysis
Molho, Dylan, Ding, Jiayuan, Li, Zhaoheng, Wen, Hongzhi, Tang, Wenzhuo, Wang, Yixin, Venegas, Julian, Jin, Wei, Liu, Renming, Su, Runze, Danaher, Patrick, Yang, Robert, Lei, Yu Leo, Xie, Yuying, Tang, Jiliang
Single-cell technologies are revolutionizing the entire field of biology. The large volumes of data generated by single-cell technologies are high-dimensional, sparse, heterogeneous, and have complicated dependency structures, making analyses using conventional machine learning approaches challenging and impractical. In tackling these challenges, deep learning often demonstrates superior performance compared to traditional machine learning methods. In this work, we give a comprehensive survey on deep learning in single-cell analysis. We first introduce background on single-cell technologies and their development, as well as fundamental concepts of deep learning including the most popular deep architectures. We present an overview of the single-cell analytic pipeline pursued in research applications while noting divergences due to data sources or specific applications. We then review seven popular tasks spanning through different stages of the single-cell analysis pipeline, including multimodal integration, imputation, clustering, spatial domain identification, cell-type deconvolution, cell segmentation, and cell-type annotation. Under each task, we describe the most recent developments in classical and deep learning methods and discuss their advantages and disadvantages. Deep learning tools and benchmark datasets are also summarized for each task. Finally, we discuss the future directions and the most recent challenges. This survey will serve as a reference for biologists and computer scientists, encouraging collaborations.
The Shape of Learning Curves: a Review
Learning curves provide insight into the dependence of a learner's generalization performance on the training set size. This important tool can be used for model selection, to predict the effect of more training data, and to reduce the computational complexity of model training and hyperparameter tuning. This review recounts the origins of the term, provides a formal definition of the learning curve, and briefly covers basics such as its estimation. Our main contribution is a comprehensive overview of the literature regarding the shape of learning curves. We discuss empirical and theoretical evidence that supports well-behaved curves that often have the shape of a power law or an exponential. We consider the learning curves of Gaussian processes, the complex shapes they can display, and the factors influencing them. We draw specific attention to examples of learning curves that are ill-behaved, showing worse learning performance with more training data. To wrap up, we point out various open problems that warrant deeper empirical and theoretical investigation. All in all, our review underscores that learning curves are surprisingly diverse and no universal model can be identified.
Lightweight 3D Convolutional Neural Network for Schizophrenia diagnosis using MRI Images and Ensemble Bagging Classifier
Patro, P Supriya, Goel, Tripti, VaraPrasad, S A, Tanveer, M, Murugan, R
Structural alterations have been thoroughly investigated in the brain during the early onset of schizophrenia (SCZ) with the development of neuroimaging methods. The objective of the paper is an efficient classification of SCZ in 2 different classes: Cognitive Normal (CN), and SCZ using magnetic resonance imaging (MRI) images. This paper proposed a lightweight 3D convolutional neural network (CNN) based framework for SCZ diagnosis using MRI images. In the proposed model, lightweight 3D CNN is used to extract both spatial and spectral features simultaneously from 3D volume MRI scans, and classification is done using an ensemble bagging classifier. Ensemble bagging classifier contributes to preventing overfitting, reduces variance, and improves the model's accuracy. The proposed algorithm is tested on datasets taken from three benchmark databases available as open-source: MCICShare, COBRE, and fBRINPhase-II. These datasets have undergone preprocessing steps to register all the MRI images to the standard template and reduce the artifacts. The model achieves the highest accuracy 92.22%, sensitivity 94.44%, specificity 90%, precision 90.43%, recall 94.44%, F1-score 92.39% and G-mean 92.19% as compared to the current state-of-the-art techniques. The performance metrics evidenced the use of this model to assist the clinicians for automatic accurate diagnosis of SCZ.
Uncertainty Estimation for Computed Tomography with a Linearised Deep Image Prior
Antorรกn, Javier, Barbano, Riccardo, Leuschner, Johannes, Hernรกndez-Lobato, Josรฉ Miguel, Jin, Bangti
Existing deep-learning based tomographic image reconstruction methods do not provide accurate estimates of reconstruction uncertainty, hindering their real-world deployment. This paper develops a method, termed as the linearised deep image prior (DIP), to estimate the uncertainty associated with reconstructions produced by the DIP with total variation regularisation (TV). Specifically, we endow the DIP with conjugate Gaussian-linear model type error-bars computed from a local linearisation of the neural network around its optimised parameters. To preserve conjugacy, we approximate the TV regulariser with a Gaussian surrogate. This approach provides pixel-wise uncertainty estimates and a marginal likelihood objective for hyperparameter optimisation. We demonstrate the method on synthetic data and real-measured high-resolution 2D $\mu$CT data, and show that it provides superior calibration of uncertainty estimates relative to previous probabilistic formulations of the DIP. Our code is available at https://github.com/educating-dip/bayes_dip.
A Bayesian Framework on Asymmetric Mixture of Factor Analyser
Safaeyan, Hamid Reza, Zare, Karim, Mahmoudi, Mohamad R., Mosavi, Amir
Mixture of factor analyzer (MFA) model is an efficient model for the analysis of high dimensional data through which the factor-analyzer technique based on the covariance matrices reducing the number of free parameters. The model also provides an important methodology to determine latent groups in data. There are several pieces of research to extend the model based on the asymmetrical and/or with outlier datasets with some known computational limitations that have been examined in frequentist cases. In this paper, an MFA model with a rich and flexible class of skew normal (unrestricted) generalized hyperbolic (called SUNGH) distributions along with a Bayesian structure with several computational benefits have been introduced. The SUNGH family provides considerable flexibility to model skewness in different directions as well as allowing for heavy tailed data. There are several desirable properties in the structure of the SUNGH family, including, an analytically flexible density which leads to easing up the computation applied for the estimation of parameters. Considering factor analysis models, the SUNGH family also allows for skewness and heavy tails for both the error component and factor scores. In the present study, the advantages of using this family of distributions have been discussed and the suitable efficiency of the introduced MFA model using real data examples and simulation has been demonstrated.
Deconfounded Imitation Learning
Vuorio, Risto, Brehmer, Johann, Ackermann, Hanno, Dijkman, Daniel, Cohen, Taco, de Haan, Pim
Standard imitation learning can fail when the expert demonstrators have different sensory inputs than the imitating agent. This is because partial observability gives rise to hidden confounders in the causal graph. We break down the space of confounded imitation learning problems and identify three settings with different data requirements in which the correct imitation policy can be identified. We then introduce an algorithm for deconfounded imitation learning, which trains an inference model jointly with a latent-conditional policy. At test time, the agent alternates between updating its belief over the latent and acting under the belief. We show in theory and practice that this algorithm converges to the correct interventional policy, solves the confounding issue, and can under certain assumptions achieve an asymptotically optimal imitation performance.