Directed Networks
Neural Network Gaussian Process Considering Input Uncertainty for Composite Structures Assembly
Lee, Cheolhei, Wu, Jianguo, Wang, Wenjia, Yue, Xiaowei
Developing machine learning enabled smart manufacturing is promising for composite structures assembly process. To improve production quality and efficiency of the assembly process, accurate predictive analysis on dimensional deviations and residual stress of the composite structures is required. The novel composite structures assembly involves two challenges: (i) the highly nonlinear and anisotropic properties of composite materials; and (ii) inevitable uncertainty in the assembly process. To overcome those problems, we propose a neural network Gaussian process model considering input uncertainty for composite structures assembly. Deep architecture of our model allows us to approximate a complex process better, and consideration of input uncertainty enables robust modeling with complete incorporation of the process uncertainty. Based on simulation and case study, the NNGPIU can outperform other benchmark methods when the response function is nonsmooth and nonlinear. Although we use composite structure assembly as an example, the proposed methodology can be applicable to other engineering systems with intrinsic uncertainties.
Adversarial Classification: Necessary conditions and geometric flows
Trillos, Nicolas Garcia, Murray, Ryan
We study a version of adversarial classification where an adversary is empowered to corrupt data inputs up to some distance $\varepsilon$, using tools from variational analysis. In particular, we describe necessary conditions associated with the optimal classifier subject to such an adversary. Using the necessary conditions, we derive a geometric evolution equation which can be used to track the change in classification boundaries as $\varepsilon$ varies. This evolution equation may be described as an uncoupled system of differential equations in one dimension, or as a mean curvature type equation in higher dimension. In one dimension we rigorously prove that one can use the initial value problem starting from $\varepsilon=0$, which is simply the Bayes classifier, in order to solve for the global minimizer of the adversarial problem. Numerical examples illustrating these ideas are also presented.
A General Framework for Distributed Inference with Uncertain Models
Hare, James Z., Uribe, Cesar A., Kaplan, Lance, Jadbabaie, Ali
This paper studies the problem of distributed classification with a network of heterogeneous agents. The agents seek to jointly identify the underlying target class that best describes a sequence of observations. The problem is first abstracted to a hypothesis-testing framework, where we assume that the agents seek to agree on the hypothesis (target class) that best matches the distribution of observations. Non-Bayesian social learning theory provides a framework that solves this problem in an efficient manner by allowing the agents to sequentially communicate and update their beliefs for each hypothesis over the network. Most existing approaches assume that agents have access to exact statistical models for each hypothesis. However, in many practical applications, agents learn the likelihood models based on limited data, which induces uncertainty in the likelihood function parameters. In this work, we build upon the concept of uncertain models to incorporate the agents' uncertainty in the likelihoods by identifying a broad set of parametric distribution that allows the agents' beliefs to converge to the same result as a centralized approach. Furthermore, we empirically explore extensions to non-parametric models to provide a generalized framework of uncertain models in non-Bayesian social learning.
FSPN: A New Class of Probabilistic Graphical Model
Wu, Ziniu, Zhu, Rong, Pfadler, Andreas, Han, Yuxing, Li, Jiangneng, Qian, Zhengping, Zeng, Kai, Zhou, Jingren
We introduce factorize sum split product networks (FSPNs), a new class of probabilistic graphical models (PGMs). FSPNs are designed to overcome the drawbacks of existing PGMs in terms of estimation accuracy and inference efficiency. Specifically, Bayesian networks (BNs) have low inference speed and performance of tree structured sum product networks(SPNs) significantly degrades in presence of highly correlated variables. FSPNs absorb their advantages by adaptively modeling the joint distribution of variables according to their dependence degree, so that one can simultaneously attain the two desirable goals: high estimation accuracy and fast inference speed. We present efficient probability inference and structure learning algorithms for FSPNs, along with a theoretical analysis and extensive evaluation evidence. Our experimental results on synthetic and benchmark datasets indicate the superiority of FSPN over other PGMs.
Lightweight Data Fusion with Conjugate Mappings
Dean, Christopher L., Lee, Stephen J., Pacheco, Jason, Fisher, John W. III
We present an approach to data fusion that combines the interpretability of structured probabilistic graphical models with the flexibility of neural networks. The proposed method, lightweight data fusion (LDF), emphasizes posterior analysis over latent variables using two types of information: primary data, which are well-characterized but with limited availability, and auxiliary data, readily available but lacking a well-characterized statistical relationship to the latent quantity of interest. The lack of a forward model for the auxiliary data precludes the use of standard data fusion approaches, while the inability to acquire latent variable observations severely limits direct application of most supervised learning methods. LDF addresses these issues by utilizing neural networks as conjugate mappings of the auxiliary data: nonlinear transformations into sufficient statistics with respect to the latent variables. This facilitates efficient inference by preserving the conjugacy properties of the primary data and leads to compact representations of the latent variable posterior distributions. We demonstrate the LDF methodology on two challenging inference problems: (1) learning electrification rates in Rwanda from satellite imagery, high-level grid infrastructure, and other sources; and (2) inferring county-level homicide rates in the USA by integrating socio-economic data using a mixture model of multiple conjugate mappings.
Improving Bayesian Network Structure Learning in the Presence of Measurement Error
Liu, Yang, Constantinou, Anthony C., Guo, ZhiGao
Structure learning algorithms that learn the graph of a Bayesian network from observational data often do so by assuming the data correctly reflect the true distribution of the variables. However, this assumption does not hold in the presence of measurement error, which can lead to spurious edges. This is one of the reasons why the synthetic performance of these algorithms often overestimates real-world performance. This paper describes an algorithm that can be added as an additional learning phase at the end of any structure learning algorithm, and serves as a correction learning phase that removes potential false positive edges. The results show that the proposed correction algorithm successfully improves the graphical score of four well-established structure learning algorithms spanning different classes of learning in the presence of measurement error.
A systematic review of causal methods enabling predictions under hypothetical interventions
Lin, Lijing, Sperrin, Matthew, Jenkins, David A., Martin, Glen P., Peek, Niels
Background: The methods with which prediction models are usually developed mean that neither the parameters nor the predictions should be interpreted causally. For many applications this is perfectly acceptable. However, when prediction models are used to support decision making, there is often a need for predicting outcomes under hypothetical interventions. Aims: We aimed to identify and compare published methods for developing and validating prediction models that enable risk estimation of outcomes under hypothetical interventions, utilizing causal inference. We aimed to identify the main methodological approaches, their underlying assumptions, targeted estimands, and possible sources of bias. Finally, we aimed to highlight unresolved methodological challenges. Methods: We systematically reviewed literature published by December 2019, considering papers in the health domain that used causal considerations to enable prediction models to be used to evaluate predictions under hypothetical interventions. We included both methodology development studies and applied studies. Results: We identified 4919 papers through database searches and a further 115 papers through manual searches. Of these, 87 papers were retained for full text screening, of which 12 were selected for inclusion. We found papers from both the statistical and the machine learning literature. Most of the identified methods for causal inference from observational data were based on marginal structural models and g-estimation.
Assessment of System-Level Cyber Attack Vulnerability for Connected and Autonomous Vehicles Using Bayesian Networks
Comert, Gurcan, Chowdhury, Mashrur, Nicol, David M.
This study presents a methodology to quantify vulnerability of cyber attacks and their impacts based on probabilistic graphical models for intelligent transportation systems under connected and autonomous vehicles framework. Cyber attack vulnerabilities from various types and their impacts are calculated for intelligent signals and cooperative adaptive cruise control (CACC) applications based on the selected performance measures. Numerical examples are given that show impact of vulnerabilities in terms of average intersection queue lengths, number of stops, average speed, and delays. At a signalized network with and without redundant systems, vulnerability can increase average queues and delays by $3\%$ and $15\%$ and $4\%$ and $17\%$, respectively. For CACC application, impact levels reach to $50\%$ delay difference on average when low amount of speed information is perturbed. When significantly different speed characteristics are inserted by an attacker, delay difference increases beyond $100\%$ of normal traffic conditions.
Variational Bayes Neural Network: Posterior Consistency, Classification Accuracy and Computational Challenges
Bhattacharya, Shrijita, Liu, Zihuan, Maiti, Tapabrata
Bayesian neural network models (BNN) have re-surged in recent years due to the advancement of scalable computations and its utility in solving complex prediction problems in a wide variety of applications. Despite the popularity and usefulness of BNN, the conventional Markov Chain Monte Carlo based implementation suffers from high computational cost, limiting the use of this powerful technique in large scale studies. The variational Bayes inference has become a viable alternative to circumvent some of the computational issues. Although the approach is popular in machine learning, its application in statistics is somewhat limited. This paper develops a variational Bayesian neural network estimation methodology and related statistical theory. The numerical algorithms and their implementational are discussed in detail. The theory for posterior consistency, a desirable property in nonparametric Bayesian statistics, is also developed. This theory provides an assessment of prediction accuracy and guidelines for characterizing the prior distributions and variational family. The loss of using a variational posterior over the true posterior has also been quantified. The development is motivated by an important biomedical engineering application, namely building predictive tools for the transition from mild cognitive impairment to Alzheimer's disease. The predictors are multi-modal and may involve complex interactive relations.
Understanding Variational Inference in Function-Space
Burt, David R., Ober, Sebastian W., Garriga-Alonso, Adrià, van der Wilk, Mark
Recent work has attempted to directly approximate the `function-space' or predictive posterior distribution of Bayesian models, without approximating the posterior distribution over the parameters. This is appealing in e.g. Bayesian neural networks, where we only need the former, and the latter is hard to represent. In this work, we highlight some advantages and limitations of employing the Kullback-Leibler divergence in this setting. For example, we show that minimizing the KL divergence between a wide class of parametric distributions and the posterior induced by a (non-degenerate) Gaussian process prior leads to an ill-defined objective function. Then, we propose (featurized) Bayesian linear regression as a benchmark for `function-space' inference methods that directly measures approximation quality. We apply this methodology to assess aspects of the objective function and inference scheme considered in Sun, Zhang, Shi, and Grosse (2018), emphasizing the quality of approximation to Bayesian inference as opposed to predictive performance.