Bayesian Learning
Permuted and Unlinked Monotone Regression in $\mathbb{R}^d$: an approach based on mixture modeling and optimal transport
Slawski, Martin, Sen, Bodhisattva
Suppose that we have a regression problem with response variable Y in $\mathbb{R}^d$ and predictor X in $\mathbb{R}^d$, for $d \geq 1$. In permuted or unlinked regression we have access to separate unordered data on X and Y, as opposed to data on (X,Y)-pairs in usual regression. So far in the literature the case $d=1$ has received attention, see e.g., the recent papers by Rigollet and Weed [Information & Inference, 8, 619--717] and Balabdaoui et al. [J. Mach. Learn. Res., 22(172), 1--60]. In this paper, we consider the general multivariate setting with $d \geq 1$. We show that the notion of cyclical monotonicity of the regression function is sufficient for identification and estimation in the permuted/unlinked regression model. We study permutation recovery in the permuted regression setting and develop a computationally efficient and easy-to-use algorithm for denoising based on the Kiefer-Wolfowitz [Ann. Math. Statist., 27, 887--906] nonparametric maximum likelihood estimator and techniques from the theory of optimal transport. We provide explicit upper bounds on the associated mean squared denoising error for Gaussian noise. As in previous work on the case $d = 1$, the permuted/unlinked setting involves slow (logarithmic) rates of convergence rooting in the underlying deconvolution problem. Numerical studies corroborate our theoretical analysis and show that the proposed approach performs at least on par with the methods in the aforementioned prior work in the case $d = 1$ while achieving substantial reductions in terms of computational complexity.
AIDA: An Active Inference-based Design Agent for Audio Processing Algorithms
Podusenko, Albert, van Erp, Bart, Koudahl, Magnus, de Vries, Bert
In this paper we present AIDA, which is an active inference-based agent that iteratively designs a personalized audio processing algorithm through situated interactions with a human client. The target application of AIDA is to propose on-the-spot the most interesting alternative values for the tuning parameters of a hearing aid (HA) algorithm, whenever a HA client is not satisfied with their HA performance. AIDA interprets searching for the "most interesting alternative" as an issue of optimal (acoustic) context-aware Bayesian trial design. In computational terms, AIDA is realized as an active inference-based agent with an Expected Free Energy criterion for trial design. This type of architecture is inspired by neuro-economic models on efficient (Bayesian) trial design in brains and implies that AIDA comprises generative probabilistic models for acoustic signals and user responses. We propose a novel generative model for acoustic signals as a sum of time-varying auto-regressive filters and a user response model based on a Gaussian Process Classifier. The full AIDA agent has been implemented in a factor graph for the generative model and all tasks (parameter learning, acoustic context classification, trial design, etc.) are realized by variational message passing on the factor graph. All verification and validation experiments and demonstrations are freely accessible at our GitHub repository.
Loss-calibrated expectation propagation for approximate Bayesian decision-making
Morais, Michael J., Pillow, Jonathan W.
Approximate Bayesian inference methods provide a powerful suite of tools for finding approximations to intractable posterior distributions. However, machine learning applications typically involve selecting actions, which -- in a Bayesian setting -- depend on the posterior distribution only via its contribution to expected utility. A growing body of work on loss-calibrated approximate inference methods has therefore sought to develop posterior approximations sensitive to the influence of the utility function. Here we introduce loss-calibrated expectation propagation (Loss-EP), a loss-calibrated variant of expectation propagation. This method resembles standard EP with an additional factor that "tilts" the posterior towards higher-utility decisions. We show applications to Gaussian process classification under binary utility functions with asymmetric penalties on False Negative and False Positive errors, and show how this asymmetry can have dramatic consequences on what information is "useful" to capture in an approximation.
Uncovering the Source of Machine Bias
Hu, Xiyang, Huang, Yan, Li, Beibei, Lu, Tian
We develop a structural econometric model to capture the decision dynamics of human evaluators on an online micro-lending platform, and estimate the model parameters using a real-world dataset. We find two types of biases in gender, preference-based bias and belief-based bias, are present in human evaluators' decisions. Both types of biases are in favor of female applicants. Through counterfactual simulations, we quantify the effect of gender bias on loan granting outcomes and the welfare of the company and the borrowers. Our results imply that both the existence of the preference-based bias and that of the belief-based bias reduce the company's profits. When the preference-based bias is removed, the company earns more profits. When the belief-based bias is removed, the company's profits also increase. Both increases result from raising the approval probability for borrowers, especially male borrowers, who eventually pay back loans. For borrowers, the elimination of either bias decreases the gender gap of the true positive rates in the credit risk evaluation. We also train machine learning algorithms on both the real-world data and the data from the counterfactual simulations. We compare the decisions made by those algorithms to see how evaluators' biases are inherited by the algorithms and reflected in machine-based decisions. We find that machine learning algorithms can mitigate both the preference-based bias and the belief-based bias.
Implementing Naive Bayes From Scratch
As stated in the general overview, we need to calculate the summary statistics for each class (and feature) as well as the prior. First of all, we need to gather some basic information about the dataset and create three zero-matrices to store the mean, the variance, and the prior for each class. Next, we iterate over all the classes, compute the statistics and update our zero-matrices accordingly. For example, assume we have two unique classes (0,1) and two features in our dataset. The matrix storing the mean values, therefore will have a two rows and two columns (2x2). The prior is just a single vector (1x2), containing the ratio of a single classes' samples divided by the total sample size.
Knowledge Tracing: A Survey
Abdelrahman, Ghodai, Wang, Qing, Nunes, Bernardo Pereira
Humans ability to transfer knowledge through teaching is one of the essential aspects for human intelligence. A human teacher can track the knowledge of students to customize the teaching on students needs. With the rise of online education platforms, there is a similar need for machines to track the knowledge of students and tailor their learning experience. This is known as the Knowledge Tracing (KT) problem in the literature. Effectively solving the KT problem would unlock the potential of computer-aided education applications such as intelligent tutoring systems, curriculum learning, and learning materials' recommendation. Moreover, from a more general viewpoint, a student may represent any kind of intelligent agents including both human and artificial agents. Thus, the potential of KT can be extended to any machine teaching application scenarios which seek for customizing the learning experience for a student agent (i.e., a machine learning model). In this paper, we provide a comprehensive and systematic review for the KT literature. We cover a broad range of methods starting from the early attempts to the recent state-of-the-art methods using deep learning, while highlighting the theoretical aspects of models and the characteristics of benchmark datasets. Besides these, we shed light on key modelling differences between closely related methods and summarize them in an easy-to-understand format. Finally, we discuss current research gaps in the KT literature and possible future research and application directions.
A Sneak Attack on Segmentation of Medical Images Using Deep Neural Network Classifiers
Instead of using current deep-learning segmentation models (like the UNet and variants), we approach the segmentation problem using trained Convolutional Neural Network (CNN) classifiers, which automatically extract important features from classified targets for image classification. Those extracted features can be visualized and formed heatmaps using Gradient-weighted Class Activation Mapping (Grad-CAM). This study tested whether the heatmaps could be used to segment the classified targets. We also proposed an evaluation method for the heatmaps; that is, to re-train the CNN classifier using images filtered by heatmaps and examine its performance. We used the mean-Dice coefficient to evaluate segmentation results. Results from our experiments show that heatmaps can locate and segment partial tumor areas. But only use of the heatmaps from CNN classifiers may not be an optimal approach for segmentation. In addition, we have verified that the predictions of CNN classifiers mainly depend on tumor areas, and dark regions in Grad-CAM's heatmaps also contribute to classification.
On robust risk-based active-learning algorithms for enhanced decision support
Hughes, Aidan J., Bull, Lawrence A., Gardner, Paul, Dervilis, Nikolaos, Worden, Keith
Classification models are a fundamental component of physical-asset management technologies such as structural health monitoring (SHM) systems and digital twins. Previous work introduced \textit{risk-based active learning}, an online approach for the development of statistical classifiers that takes into account the decision-support context in which they are applied. Decision-making is considered by preferentially querying data labels according to \textit{expected value of perfect information} (EVPI). Although several benefits are gained by adopting a risk-based active learning approach, including improved decision-making performance, the algorithms suffer from issues relating to sampling bias as a result of the guided querying process. This sampling bias ultimately manifests as a decline in decision-making performance during the later stages of active learning, which in turn corresponds to lost resource/utility. The current paper proposes two novel approaches to counteract the effects of sampling bias: \textit{semi-supervised learning}, and \textit{discriminative classification models}. These approaches are first visualised using a synthetic dataset, then subsequently applied to an experimental case study, specifically, the Z24 Bridge dataset. The semi-supervised learning approach is shown to have variable performance; with robustness to sampling bias dependent on the suitability of the generative distributions selected for the model with respect to each dataset. In contrast, the discriminative classifiers are shown to have excellent robustness to the effects of sampling bias. Moreover, it was found that the number of inspections made during a monitoring campaign, and therefore resource expenditure, could be reduced with the careful selection of the statistical classifiers used within a decision-supporting monitoring system.
Unified Field Theory for Deep and Recurrent Neural Networks
Segadlo, Kai, Epping, Bastian, van Meegen, Alexander, Dahmen, David, Krämer, Michael, Helias, Moritz
Understanding capabilities and limitations of different network architectures is of fundamental importance to machine learning. Bayesian inference on Gaussian processes has proven to be a viable approach for studying recurrent and deep networks in the limit of infinite layer width, $n\to\infty$. Here we present a unified and systematic derivation of the mean-field theory for both architectures that starts from first principles by employing established methods from statistical physics of disordered systems. The theory elucidates that while the mean-field equations are different with regard to their temporal structure, they yet yield identical Gaussian kernels when readouts are taken at a single time point or layer, respectively. Bayesian inference applied to classification then predicts identical performance and capabilities for the two architectures. Numerically, we find that convergence towards the mean-field theory is typically slower for recurrent networks than for deep networks and the convergence speed depends non-trivially on the parameters of the weight prior as well as the depth or number of time steps, respectively. Our method exposes that Gaussian processes are but the lowest order of a systematic expansion in $1/n$. The formalism thus paves the way to investigate the fundamental differences between recurrent and deep architectures at finite widths $n$.
Modeling Human-AI Team Decision Making
Ye, Wei, Bullo, Francesco, Friedkin, Noah, Singh, Ambuj K
AI and humans bring complementary skills to group deliberations. Modeling this group decision making is especially challenging when the deliberations include an element of risk and an exploration-exploitation process of appraising the capabilities of the human and AI agents. To investigate this question, we presented a sequence of intellective issues to a set of human groups aided by imperfect AI agents. A group's goal was to appraise the relative expertise of the group's members and its available AI agents, evaluate the risks associated with different actions, and maximize the overall reward by reaching consensus. We propose and empirically validate models of human-AI team decision making under such uncertain circumstances, and show the value of socio-cognitive constructs of prospect theory, influence dynamics, and Bayesian learning in predicting the behavior of human-AI groups.