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 Directed Networks


Bayesian Logistic Shape Model Inference: application to cochlea image segmentation

arXiv.org Artificial Intelligence

Incorporating shape information is essential for the delineation of many organs and anatomical structures in medical images. While previous work has mainly focused on parametric spatial transformations applied on reference template shapes, in this paper, we address the Bayesian inference of parametric shape models for segmenting medical images with the objective to provide interpretable results. The proposed framework defines a likelihood appearance probability and a prior label probability based on a generic shape function through a logistic function. A reference length parameter defined in the sigmoid controls the trade-off between shape and appearance information. The inference of shape parameters is performed within an Expectation-Maximisation approach where a Gauss-Newton optimization stage allows to provide an approximation of the posterior probability of shape parameters. This framework is applied to the segmentation of cochlea structures from clinical CT images constrained by a 10 parameter shape model. It is evaluated on three different datasets, one of which includes more than 200 patient images. The results show performances comparable to supervised methods and better than previously proposed unsupervised ones. It also enables an analysis of parameter distributions and the quantification of segmentation uncertainty including the effect of the shape model.


Rapid Risk Minimization with Bayesian Models Through Deep Learning Approximation

arXiv.org Artificial Intelligence

We introduce a novel combination of Bayesian Models (BMs) and Neural Networks (NNs) for making predictions with a minimum expected risk. Our approach combines the best of both worlds, the data efficiency and interpretability of a BM with the speed of a NN. For a BM, making predictions with the lowest expected loss requires integrating over the posterior distribution. When exact inference of the posterior predictive distribution is intractable, approximation methods are typically applied, e.g. Monte Carlo (MC) simulation. For MC, the variance of the estimator decreases with the number of samples - but at the expense of increased computational cost. Our approach removes the need for iterative MC simulation on the CPU at prediction time. In brief, it works by fitting a NN to synthetic data generated using the BM. In a single feed-forward pass, the NN gives a set of point-wise approximations to the BM's posterior predictive distribution for a given observation. We achieve risk minimized predictions significantly faster than standard methods with a negligible loss on the test dataset. We combine this approach with Active Learning to minimize the amount of data required for fitting the NN. This is done by iteratively labeling more data in regions with high predictive uncertainty of the NN.


Nonparametric Trace Regression in High Dimensions via Sign Series Representation

arXiv.org Machine Learning

Learning of matrix-valued data has recently surged in a range of scientific and business applications. Trace regression is a widely used method to model effects of matrix predictors and has shown great success in matrix learning. However, nearly all existing trace regression solutions rely on two assumptions: (i) a known functional form of the conditional mean, and (ii) a global low-rank structure in the entire range of the regression function, both of which may be violated in practice. In this article, we relax these assumptions by developing a general framework for nonparametric trace regression models via structured sign series representations of high dimensional functions. The new model embraces both linear and nonlinear trace effects, and enjoys rank invariance to order-preserving transformations of the response. In the context of matrix completion, our framework leads to a substantially richer model based on what we coin as the "sign rank" of a matrix. We show that the sign series can be statistically characterized by weighted classification tasks. Based on this connection, we propose a learning reduction approach to learn the regression model via a series of classifiers, and develop a parallelable computation algorithm to implement sign series aggregations. We establish the excess risk bounds, estimation error rates, and sample complexities. Our proposal provides a broad nonparametric paradigm to many important matrix learning problems, including matrix regression, matrix completion, multi-task learning, and compressed sensing. We demonstrate the advantages of our method through simulations and two applications, one on brain connectivity study and the other on high-rank image completion.


How Bayesian Should Bayesian Optimisation Be?

arXiv.org Machine Learning

Bayesian optimisation (BO) uses probabilistic surrogate models - usually Gaussian processes (GPs) - for the optimisation of expensive black-box functions. At each BO iteration, the GP hyperparameters are fit to previously-evaluated data by maximising the marginal likelihood. However, this fails to account for uncertainty in the hyperparameters themselves, leading to overconfident model predictions. This uncertainty can be accounted for by taking the Bayesian approach of marginalising out the model hyperparameters. We investigate whether a fully-Bayesian treatment of the Gaussian process hyperparameters in BO (FBBO) leads to improved optimisation performance. Since an analytic approach is intractable, we compare FBBO using three approximate inference schemes to the maximum likelihood approach, using the Expected Improvement (EI) and Upper Confidence Bound (UCB) acquisition functions paired with ARD and isotropic Matern kernels, across 15 well-known benchmark problems for 4 observational noise settings. FBBO using EI with an ARD kernel leads to the best performance in the noise-free setting, with much less difference between combinations of BO components when the noise is increased. FBBO leads to over-exploration with UCB, but is not detrimental with EI. Therefore, we recommend that FBBO using EI with an ARD kernel as the default choice for BO.


Bayesian Numerical Methods for Nonlinear Partial Differential Equations

arXiv.org Machine Learning

The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an inferential perspective, most notably the absence of explicit conditioning formula. This paper extends earlier work on linear PDEs to a general class of initial value problems specified by nonlinear PDEs, motivated by problems for which evaluations of the right-hand-side, initial conditions, or boundary conditions of the PDE have a high computational cost. The proposed method can be viewed as exact Bayesian inference under an approximate likelihood, which is based on discretisation of the nonlinear differential operator. Proof-of-concept experimental results demonstrate that meaningful probabilistic uncertainty quantification for the unknown solution of the PDE can be performed, while controlling the number of times the right-hand-side, initial and boundary conditions are evaluated. A suitable prior model for the solution of the PDE is identified using novel theoretical analysis of the sample path properties of Mat\'{e}rn processes, which may be of independent interest.


What can the millions of random treatments in nonexperimental data reveal about causes?

arXiv.org Artificial Intelligence

We propose a new method to estimate causal effects from nonexperimental data. Each pair of sample units is first associated with a stochastic 'treatment' - differences in factors between units - and an effect - a resultant outcome difference. It is then proposed that all such pairs can be combined to provide more accurate estimates of causal effects in observational data, provided a statistical model connecting combinatorial properties of treatments to the accuracy and unbiasedness of their effects. The article introduces one such model and a Bayesian approach to combine the $O(n^2)$ pairwise observations typically available in nonexperimnetal data. This also leads to an interpretation of nonexperimental datasets as incomplete, or noisy, versions of ideal factorial experimental designs. This approach to causal effect estimation has several advantages: (1) it expands the number of observations, converting thousands of individuals into millions of observational treatments; (2) starting with treatments closest to the experimental ideal, it identifies noncausal variables that can be ignored in the future, making estimation easier in each subsequent iteration while departing minimally from experiment-like conditions; (3) it recovers individual causal effects in heterogeneous populations. We evaluate the method in simulations and the National Supported Work (NSW) program, an intensively studied program whose effects are known from randomized field experiments. We demonstrate that the proposed approach recovers causal effects in common NSW samples, as well as in arbitrary subpopulations and an order-of-magnitude larger supersample with the entire national program data, outperforming Statistical, Econometrics and Machine Learning estimators in all cases...


Bayesian structure learning and sampling of Bayesian networks with the R package BiDAG

arXiv.org Machine Learning

A Bayesian network is a probabilistic graphical model, which represents conditional independence relationships between a set of random variables by a directed acyclic graph (DAG).The problem of DAG learning from observational data is hard (Chickering 1996), and the number of DAGs grows super-exponentially with the number of nodes. Hence, developing and implementing methods to learn an underlying DAG from observational data in reasonable time continues to be the focus of much research (Bartlett and Cussens 2017; Goudie and Mukherjee 2016; Scanagatta, de Campos, and Corani 2015). Drton and Maathuis (2017) provide an overview of the approaches for structure learning of graphical models including Bayesian networks. The R (R Development Core Team 2008) packages pcalg (Kalisch, Mรคchler, Colombo, Maathuis, and Bรผhlmann 2012), BNlearn (Scutari 2010), bnstruct (Franzin, Sambo, and Camillo 2017) and the Java-based toolbox TETRAD (Glymour, Scheines, Spirtes, and Ramsey 2017) implement multiple approaches to structure learning, including both constraint-based and searcharXiv:2105.00488v1


Autoregressive Hidden Markov Models with partial knowledge on latent space applied to aero-engines prognostics

arXiv.org Machine Learning

[This paper was initially published in PHME conference in 2016, selected for further publication in International Journal of Prognostics and Health Management.] This paper describes an Autoregressive Partially-hidden Markov model (ARPHMM) for fault detection and prognostics of equipments based on sensors' data. It is a particular dynamic Bayesian network that allows to represent the dynamics of a system by means of a Hidden Markov Model (HMM) and an autoregressive (AR) process. The Markov chain assumes that the system is switching back and forth between internal states while the AR process ensures a temporal coherence on sensor measurements. A sound learning procedure of standard ARHMM based on maximum likelihood allows to iteratively estimate all parameters simultaneously. This paper suggests a modification of the learning procedure considering that one may have prior knowledge about the structure which becomes partially hidden. The integration of the prior is based on the Theory of Weighted Distributions which is compatible with the Expectation-Maximization algorithm in the sense that the convergence properties are still satisfied. We show how to apply this model to estimate the remaining useful life based on health indicators. The autoregressive parameters can indeed be used for prediction while the latent structure can be used to get information about the degradation level. The interest of the proposed method for prognostics and health assessment is demonstrated on CMAPSS datasets.


pyBKT: An Accessible Python Library of Bayesian Knowledge Tracing Models

arXiv.org Artificial Intelligence

Bayesian Knowledge Tracing, a model used for cognitive mastery estimation, has been a hallmark of adaptive learning research and an integral component of deployed intelligent tutoring systems (ITS). In this paper, we provide a brief history of knowledge tracing model research and introduce pyBKT, an accessible and computationally efficient library of model extensions from the literature. The library provides data generation, fitting, prediction, and cross-validation routines, as well as a simple to use data helper interface to ingest typical tutor log dataset formats. We evaluate the runtime with various dataset sizes and compare to past implementations. Additionally, we conduct sanity checks of the model using experiments with simulated data to evaluate the accuracy of its EM parameter learning and use real-world data to validate its predictions, comparing pyBKT's supported model variants with results from the papers in which they were originally introduced. The library is open source and open license for the purpose of making knowledge tracing more accessible to communities of research and practice and to facilitate progress in the field through easier replication of past approaches.