Directed Networks
Measure Transformer Semantics for Bayesian Machine Learning
Borgstrรถm, Johannes, Gordon, Andrew D, Greenberg, Michael, Margetson, James, Van Gael, Jurgen
The Bayesian approach to machine learning amounts to computing posterior distributions of random variables from a probabilistic model of how the variables are related (that is, a prior distribution) and a set of observations of variables. There is a trend in machine learning towards expressing Bayesian models as probabilistic programs. As a foundation for this kind of programming, we propose a core functional calculus with primitives for sampling prior distributions and observing variables. We define measure-transformer combinators inspired by theorems in measure theory, and use these to give a rigorous semantics to our core calculus. The original features of our semantics include its support for discrete, continuous, and hybrid measures, and, in particular, for observations of zero-probability events. We compile our core language to a small imperative language that is processed by an existing inference engine for factor graphs, which are data structures that enable many efficient inference algorithms. This allows efficient approximate inference of posterior marginal distributions, treating thousands of observations per second for large instances of realistic models.
Latent Fisher Discriminant Analysis
Linear Discriminant Analysis (LDA) is a well-known method for dimensionality reduction and classification. Previous studies have also extended the binary-class case into multi-classes. However, many applications, such as object detection and keyframe extraction cannot provide consistent instance-label pairs, while LDA requires labels on instance level for training. Thus it cannot be directly applied for semi-supervised classification problem. In this paper, we overcome this limitation and propose a latent variable Fisher discriminant analysis model. We relax the instance-level labeling into bag-level, is a kind of semi-supervised (video-level labels of event type are required for semantic frame extraction) and incorporates a data-driven prior over the latent variables. Hence, our method combines the latent variable inference and dimension reduction in an unified bayesian framework. We test our method on MUSK and Corel data sets and yield competitive results compared to the baseline approach. We also demonstrate its capacity on the challenging TRECVID MED11 dataset for semantic keyframe extraction and conduct a human-factors ranking-based experimental evaluation, which clearly demonstrates our proposed method consistently extracts more semantically meaningful keyframes than challenging baselines.
Integrated Pre-Processing for Bayesian Nonlinear System Identification with Gaussian Processes
Frigola, Roger, Rasmussen, Carl Edward
We introduce GP-FNARX: a new model for nonlinear system identification based on a nonlinear autoregressive exogenous model (NARX) with filtered regressors (F) where the nonlinear regression problem is tackled using sparse Gaussian processes (GP). We integrate data pre-processing with system identification into a fully automated procedure that goes from raw data to an identified model. Both pre-processing parameters and GP hyper-parameters are tuned by maximizing the marginal likelihood of the probabilistic model. We obtain a Bayesian model of the system's dynamics which is able to report its uncertainty in regions where the data is scarce. The automated approach, the modeling of uncertainty and its relatively low computational cost make of GP-FNARX a good candidate for applications in robotics and adaptive control.
A new framework for optimal classifier design
Di Martino, Matรญas, Hernรกndez, Guzman, Fiori, Marcelo, Fernรกndez, Alicia
Accuracy, Recall, Precision, F-measure, Kappa, ACU [Garcรญa et al. (2012)] and some other new proposed measures like Informedness and Markedness [Powers (2011)] are examples of different evaluation measures. Depending on the problem and the field of application one measure could be more suitable than another. While in the Behavioral Sciences, Specificity and Sensitivity are commonly used, in the Medical Sciences, ROC analysis is a standard for evaluation. On the other hand, in the Information Retrieval community and fraud detection, Recall, Precision and F-measure are considered appropriate measures for testing effectiveness. In a learning design strategy, the best rule for the specific application will be the one that get the optimal performance for the chosen measure. Looking for the best decision rule, in a Bayesian framework, implies to minimize the overall risk taking into account the different misclassification cost [Duda et al. (2001)]; in an equal misclassification cost problem we can find this optimal solution, with maximum accuracy, selecting the class that has the maximum a posteriori probability. However, finding a decision rule that looks for minimum error rate or maximum accuracy in an imbalanced domain gives solutions strongly biased to favor the majority class, getting poor performance. This problem is particularly important in those applications where the instances of a class (the majority one) heavily outnumber the instances of the other (the minority) class and it is costly to misclassify samples from the minority class.
Structure Learning of Probabilistic Logic Programs by Searching the Clause Space
Bellodi, Elena, Riguzzi, Fabrizio
Learning probabilistic logic programming languages is receiving an increasing attention and systems are available for learning the parameters (PRISM, LeProbLog, LFI-ProbLog and EMBLEM) or both the structure and the parameters (SEM-CP-logic and SLIPCASE) of these languages. In this paper we present the algorithm SLIPCOVER for "Structure LearnIng of Probabilistic logic programs by searChing OVER the clause space". It performs a beam search in the space of probabilistic clauses and a greedy search in the space of theories, using the log likelihood of the data as the guiding heuristics. To estimate the log likelihood SLIPCOVER performs Expectation Maximization with EMBLEM. The algorithm has been tested on five real world datasets and compared with SLIPCASE, SEM-CP-logic, Aleph and two algorithms for learning Markov Logic Networks (Learning using Structural Motifs (LSM) and ALEPH++ExactL1). SLIPCOVER achieves higher areas under the precision-recall and ROC curves in most cases.
Exponentially Fast Parameter Estimation in Networks Using Distributed Dual Averaging
Shahrampour, Shahin, Jadbabaie, Ali
In this paper we present an optimization-based view of distributed parameter estimation and observational social learning in networks. Agents receive a sequence of random, independent and identically distributed (i.i.d.) signals, each of which individually may not be informative about the underlying true state, but the signals together are globally informative enough to make the true state identifiable. Using an optimization-based characterization of Bayesian learning as proximal stochastic gradient descent (with Kullback-Leibler divergence from a prior as a proximal function), we show how to efficiently use a distributed, online variant of Nesterov's dual averaging method to solve the estimation with purely local information. When the true state is globally identifiable, and the network is connected, we prove that agents eventually learn the true parameter using a randomized gossip scheme. We demonstrate that with high probability the convergence is exponentially fast with a rate dependent on the KL divergence of observations under the true state from observations under the second likeliest state. Furthermore, our work also highlights the possibility of learning under continuous adaptation of network which is a consequence of employing constant, unit stepsize for the algorithm.
Elementos de ingenier\'ia de explotaci\'on de la informaci\'on aplicados a la investigaci\'on tributaria fiscal
By introducing elements of information mining to tax analysis, by means of data mining software and advanced computational concepts of artificial intelligence, the problem of tax evader's crime against public property has been addressed. Through an empirical approach from a hypothetical case of use, induction algorithms, neural networks and bayesian networks are applied to determine the feasibility of its heuristic application by the tax public administrator. Different strategies are explored to facilitate the work of local and regional federal tax inspectors, considering their limited computational capabilities, but equally effective for those social scientist committed to handcrafting tax research. ----- Apresentando a introdu\c{c}\~ao de elementos de explora\c{c}\~ao de informa\c{c}\~oes para an\'alise fiscal, por meio de software de minera\c{c}\~ao de dados e conceitos avan\c{c}ados computacionais de intelig\^encia artificial, foi abordado o problema do crime de sonegador fiscal contra o patrim\^onio p\'ublico. Atrav\'es de uma abordagem emp\'irica a partir de um caso hipot\'etico de uso, os algoritmos de indu\c{c}\~ao, redes neurais e redes bayesianas s\~ao aplicados para determinar a viabilidade de sua aplica\c{c}\~ao heur\'istica pelo administrador p\'ublico tribut\'ario. Diferentes estrat\'egias s\~ao exploradas para facilitar o trabalho dos inspectores tribut\'arios federais locais e regionais, tendo em conta as suas capacidades computacionais limitados, mas igualmente eficaz para aqueles cientista social comprometido com a investiga\c{c}\~ao fiscal.
Efficient Monte Carlo Methods for Multi-Dimensional Learning with Classifier Chains
Read, Jesse, Martino, Luca, Luengo, David
Multidimensional classification (MDC) is the supervised learning problem where an instance is associated with multiple classes, rather than with a single class, as in traditional classification problems. Since these classes are often strongly correlated, modeling the dependencies between them allows MDC methods to improve their performance - at the expense of an increased computational cost. In this paper we focus on the classifier chains (CC) approach for modeling dependencies, one of the most popular and highestperforming methods for multi-label classification (MLC), a particular case of MDC which involves only binary classes (i.e., labels). The original CC algorithm makes a greedy approximation, and is fast but tends to propagate errors along the chain. Our algorithms remain tractable for high-dimensional data sets and obtain the best predictive performance across several real data sets. Keywords: classifier chains, multidimensional classification, multi-label classification, Monte Carlo methods, Bayesian inference 1. Introduction Multidimensional classification (MDC) is the supervised learning problem where an instance may be associated with multiple classes, rather than Preprint submitted to Pattern Recognition March 22, 2018 with a single class as in traditional binary or multi-class single-dimensional classification (SDC) problems. So-called MDC (e.g., in [1]) is also known in the literature as multi-target, multi-output [2], or multi-objective [3] classification The recently popularised task of multi-label classification (see [4, 5, 6, 7] for overviews) can be viewed as a particular case of the multidimensional problem that only involves binary classes, i.e., labels that can be turned on (1) or off (0) for any data instance. The MDC learning context is receiving increased attention in the literature, since it arises naturally in a wide variety of domains, such as image classification [8, 9], information retrieval and text categorization [10], automated detection of emotions in music [11] or bioinformatics [10, 12].
Variational Bayes Approximations for Clustering via Mixtures of Normal Inverse Gaussian Distributions
Subedi, Sanjeena, McNicholas, Paul D.
The use of mixture models for clustering, referred to as model-based clustering, has become increasingly popular since the work of Wolfe (1963). A wide variety of finite mixture models has been studied extensively within the literature to date. Amongst these, the Gaussian mixture model has received special attention due to its mathematical tractability and the relative computational simplicity associated with parameter estimation. However, the Gaussian mixture model is not without limitations; for instance, the component densities are restricted to being symmetric.
BayesOpt: A Library for Bayesian optimization with Robotics Applications
The purpose of this paper is twofold. On one side, we present a general framework for Bayesian optimization and we compare it with some related fields in active learning and Bayesian numerical analysis. On the other hand, Bayesian optimization and related problems (bandits, sequential experimental design) are highly dependent on the surrogate model that is selected. However, there is no clear standard in the literature. Thus, we present a fast and flexible toolbox that allows to test and combine different models and criteria with little effort. It includes most of the state-of-the-art contributions, algorithms and models. Its speed also removes part of the stigma that Bayesian optimization methods are only good for "expensive functions". The software is free and it can be used in many operating systems and computer languages.