Bayesian Learning
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Quantification of Deep Neural Network Prediction Uncertainties for VVUQ of Machine Learning Models
Recent performance breakthroughs in Artificial intelligence (AI) and Machine learning (ML), especially advances in Deep learning (DL), the availability of powerful, easy-to-use ML libraries (e.g., scikit-learn, TensorFlow, PyTorch.), and increasing computational power have led to unprecedented interest in AI/ML among nuclear engineers. For physics-based computational models, Verification, Validation and Uncertainty Quantification (VVUQ) have been very widely investigated and a lot of methodologies have been developed. However, VVUQ of ML models has been relatively less studied, especially in nuclear engineering. In this work, we focus on UQ of ML models as a preliminary step of ML VVUQ, more specifically, Deep Neural Networks (DNNs) because they are the most widely used supervised ML algorithm for both regression and classification tasks. This work aims at quantifying the prediction, or approximation uncertainties of DNNs when they are used as surrogate models for expensive physical models. Three techniques for UQ of DNNs are compared, namely Monte Carlo Dropout (MCD), Deep Ensembles (DE) and Bayesian Neural Networks (BNNs). Two nuclear engineering examples are used to benchmark these methods, (1) time-dependent fission gas release data using the Bison code, and (2) void fraction simulation based on the BFBT benchmark using the TRACE code. It was found that the three methods typically require different DNN architectures and hyperparameters to optimize their performance. The UQ results also depend on the amount of training data available and the nature of the data. Overall, all these three methods can provide reasonable estimations of the approximation uncertainties. The uncertainties are generally smaller when the mean predictions are close to the test data, while the BNN methods usually produce larger uncertainties than MCD and DE.
Maximum Likelihood Training for Score-Based Diffusion ODEs by High-Order Denoising Score Matching
Lu, Cheng, Zheng, Kaiwen, Bao, Fan, Chen, Jianfei, Li, Chongxuan, Zhu, Jun
Score-based generative models have excellent performance in terms of generation quality and likelihood. They model the data distribution by matching a parameterized score network with first-order data score functions. The score network can be used to define an ODE ("score-based diffusion ODE") for exact likelihood evaluation. However, the relationship between the likelihood of the ODE and the score matching objective is unclear. In this work, we prove that matching the first-order score is not sufficient to maximize the likelihood of the ODE, by showing a gap between the maximum likelihood and score matching objectives. To fill up this gap, we show that the negative likelihood of the ODE can be bounded by controlling the first, second, and third-order score matching errors; and we further present a novel high-order denoising score matching method to enable maximum likelihood training of score-based diffusion ODEs. Our algorithm guarantees that the higher-order matching error is bounded by the training error and the lower-order errors. We empirically observe that by high-order score matching, score-based diffusion ODEs achieve better likelihood on both synthetic data and CIFAR-10, while retaining the high generation quality.
Entropy-based Characterization of Modeling Constraints
Loukas, Orestis, Chung, Ho Ryun
In most data-scientific approaches, the principle of Maximum Entropy (MaxEnt) is used to a posteriori justify some parametric model which has been already chosen based on experience, prior knowledge or computational simplicity. In a perpendicular formulation to conventional model building, we start from the linear system of phenomenological constraints and asymptotically derive the distribution over all viable distributions that satisfy the provided set of constraints. The MaxEnt distribution plays a special role, as it is the most typical among all phenomenologically viable distributions representing a good expansion point for large-N techniques. This enables us to consistently formulate hypothesis testing in a fully-data driven manner. The appropriate parametric model which is supported by the data can be always deduced at the end of model selection. In the MaxEnt framework, we recover major scores and selection procedures used in multiple applications and assess their ability to capture associations in the data-generating process and identify the most generalizable model. This data-driven counterpart of standard model selection demonstrates the unifying prospective of the deductive logic advocated by MaxEnt principle, while potentially shedding new insights to the inverse problem.
Pen and Paper Exercises in Machine Learning
This is a collection of (mostly) pen-and-paper exercises in machine learning. The exercises are on the following topics: linear algebra, optimisation, directed graphical models, undirected graphical models, expressive power of graphical models, factor graphs and message passing, inference for hidden Markov models, model-based learning (including ICA and unnormalised models), sampling and Monte-Carlo integration, and variational inference.
Distributional Gaussian Processes Layers for Out-of-Distribution Detection
Popescu, Sebastian G., Sharp, David J., Cole, James H., Kamnitsas, Konstantinos, Glocker, Ben
Machine learning models deployed on medical imaging tasks must be equipped with out-of-distribution detection capabilities in order to avoid erroneous predictions. It is unsure whether out-of-distribution detection models reliant on deep neural networks are suitable for detecting domain shifts in medical imaging. Gaussian Processes can reliably separate in-distribution data points from out-of-distribution data points via their mathematical construction. Hence, we propose a parameter efficient Bayesian layer for hierarchical convolutional Gaussian Processes that incorporates Gaussian Processes operating in Wasserstein-2 space to reliably propagate uncertainty. This directly replaces convolving Gaussian Processes with a distance-preserving affine operator on distributions. Our experiments on brain tissue-segmentation show that the resulting architecture approaches the performance of well-established deterministic segmentation algorithms (U-Net), which has not been achieved with previous hierarchical Gaussian Processes. Moreover, by applying the same segmentation model to out-of-distribution data (i.e., images with pathology such as brain tumors), we show that our uncertainty estimates result in out-of-distribution detection that outperforms the capabilities of previous Bayesian networks and reconstruction-based approaches that learn normative distributions. To facilitate future work our code is publicly available.
Artificial intelligence
Deep learning[133] uses several layers of neurons between the network's inputs and outputs. The multiple layers can progressively extract higher-level features from the raw input. For example, in image processing, lower layers may identify edges, while higher layers may identify the concepts relevant to a human such as digits or letters or faces.[134] Deep learning has drastically improved the performance of programs in many important subfields of artificial intelligence, including computer vision, speech recognition, image classification[135] and others. Deep learning often uses convolutional neural networks for many or all of its layers.
Scalable Spike-and-Slab
Biswas, Niloy, Mackey, Lester, Meng, Xiao-Li
Spike-and-slab priors are commonly used for Bayesian variable selection, due to their interpretability and favorable statistical properties. However, existing samplers for spike-and-slab posteriors incur prohibitive computational costs when the number of variables is large. In this article, we propose Scalable Spike-and-Slab ($S^3$), a scalable Gibbs sampling implementation for high-dimensional Bayesian regression with the continuous spike-and-slab prior of George and McCulloch (1993). For a dataset with $n$ observations and $p$ covariates, $S^3$ has order $\max\{ n^2 p_t, np \}$ computational cost at iteration $t$ where $p_t$ never exceeds the number of covariates switching spike-and-slab states between iterations $t$ and $t-1$ of the Markov chain. This improves upon the order $n^2 p$ per-iteration cost of state-of-the-art implementations as, typically, $p_t$ is substantially smaller than $p$. We apply $S^3$ on synthetic and real-world datasets, demonstrating orders of magnitude speed-ups over existing exact samplers and significant gains in inferential quality over approximate samplers with comparable cost.
An Investigation on Non-Invasive Brain-Computer Interfaces: Emotiv Epoc+ Neuroheadset and Its Effectiveness
Faruk, Md Jobair Hossain, Valero, Maria, Shahriar, Hossain
In this study, we illustrate the progress of BCI research and present scores of unveiled contemporary approaches. First, we explore a decoding natural speech approach that is designed to decode human speech directly from the human brain onto a digital screen introduced by Facebook Reality Lab and University of California San Francisco. Then, we study a recently presented visionary project to control the human brain using Brain-Machine Interfaces (BMI) approach. We also investigate well-known electroencephalography (EEG) based Emotiv Epoc+ Neuroheadset to identify six emotional parameters including engagement, excitement, focus, stress, relaxation, and interest using brain signals by experimenting the neuroheadset among three human subjects where we utilize two supervised learning classifiers, Naive Bayes and Linear Regression to show the accuracy and competency of the Epoc+ device and its associated applications in neurotechnological research. We present experimental studies and the demonstration indicates 69% and 62% improved accuracy for the aforementioned classifiers respectively in reading the performance matrices of the participants. We envision that non-invasive, insertable, and low-cost BCI approaches shall be the focal point for not only an alternative for patients with physical paralysis but also understanding the brain that would pave us to access and control the memories and brain somewhere very near.
A Causal Research Pipeline and Tutorial for Psychologists and Social Scientists
Causality is a fundamental part of the scientific endeavour to understand the world. Unfortunately, causality is still taboo in much of psychology and social science. Motivated by a growing number of recommendations for the importance of adopting causal approaches to research, we reformulate the typical approach to research in psychology to harmonize inevitably causal theories with the rest of the research pipeline. We present a new process which begins with the incorporation of techniques from the confluence of causal discovery and machine learning for the development, validation, and transparent formal specification of theories. We then present methods for reducing the complexity of the fully specified theoretical model into the fundamental submodel relevant to a given target hypothesis. From here, we establish whether or not the quantity of interest is estimable from the data, and if so, propose the use of semi-parametric machine learning methods for the estimation of causal effects. The overall goal is the presentation of a new research pipeline which can (a) facilitate scientific inquiry compatible with the desire to test causal theories (b) encourage transparent representation of our theories as unambiguous mathematical objects, (c) to tie our statistical models to specific attributes of the theory, thus reducing under-specification problems frequently resulting from the theory-to-model gap, and (d) to yield results and estimates which are causally meaningful and reproducible. The process is demonstrated through didactic examples with real-world data, and we conclude with a summary and discussion of limitations.