Markov Models
Probabilistic Approximate Logic and its Implementation in the Logical Imagination Engine
Stehr, Mark-Oliver, Kim, Minyoung, Talcott, Carolyn L., Knapp, Merrill, Vertes, Akos
In spite of the rapidly increasing number of applications of machine learning in various domains, a principled and systematic approach to the incorporation of domain knowledge in the engineering process is still lacking and ad hoc solutions that are difficult to validate are still the norm in practice, which is of growing concern not only in mission-critical applications. In this note, we introduce Probabilistic Approximate Logic (PALO) as a logic based on the notion of mean approximate probability to overcome conceptual and computational difficulties inherent to strictly probabilistic logics. The logic is approximate in several dimensions. Logical independence assumptions are used to obtain approximate probabilities, but by averaging over many instances of formulas a useful estimate of mean probability with known confidence can usually be obtained. To enable efficient computational inference, the logic has a continuous semantics that reflects only a subset of the structural properties of classical logic, but this imprecision can be partly compensated by richer theories obtained by classical inference or other means. Computational inference, which refers to the construction of models and validation of logical properties, is based on Stochastic Gradient Descent (SGD) and Markov Chain Monte Carlo (MCMC) techniques and hence another dimension where approximations are involved. We also present the Logical Imagination Engine (LIME), a prototypical implementation of PALO based on TensorFlow. Albeit not limited to the biological domain, we illustrate its operation in a quite substantial bioinformatics machine learning application concerned with network synthesis and analysis in a recent DARPA project.
Interactive Lungs Auscultation with Reinforcement Learning Agent
Grzywalski, Tomasz, Belluzzo, Riccardo, Drgas, Szymon, Cwalinska, Agnieszka, Hafke-Dys, Honorata
Lung sounds auscultation is the first and most common examination carried out by every general practitioner or family doctor. It is fast, easy and well known procedure, popularized by La ennec (Hy-acinthe, 1819), who invented the stethoscope. Nowadays, different variants of such tool can be found on the market, both analog and electronic, but regardless of the type of stethoscope, this process still is highly subjective. Indeed, an auscultation normally involves the usage of a stethoscope by a physician, thus relying on the examiner's own hearing, experience and ability to interpret psychoacoustical features. Another strong limitation of standard auscultation can be found in the stethoscope itself, since its frequency response tends to attenuate frequency components of the lung sound signal above nearly 120 Hz, leaving lower frequency bands to be analyzed and to which the human ear is not really sensitive (Sovijrvi et al., 2000) (Sarkar et al., 2015).
Automatic crack detection and classification by exploiting statistical event descriptors for Deep Learning
Siracusano, Giulio, La Corte, Aurelio, Tomasello, Riccardo, Lamonaca, Francesco, Scuro, Carmelo, Garescรฌ, Francesca, Carpentieri, Mario, Finocchio, Giovanni
In modern building infrastructures, the chance to devise adaptive and unsupervised data-driven health monitoring systems is gaining in popularity due to the large availability of data from low-cost sensors with internetworking capabilities. In particular, deep learning provides the tools for processing and analyzing this unprecedented amount of data efficiently. The main purpose of this paper is to combine the recent advances of Deep Learning (DL) and statistical analysis on structural health monitoring (SHM) to develop an accurate classification tool able to discriminate among different acoustic emission events (cracks) by means of the identification of tensile, shear and mixed modes. The applications of DL in SHM systems is described by using the concept of Bidirectional Long Short Term Memory. We investigated on effective event descriptors to capture the unique characteristics from the different types of modes. Among them, Spectral Kurtosis and Spectral L2/L1 Norm exhibit distinctive behavior and effectively contributed to the learning process. This classification will contribute to unambiguously detect incipient damages, which is advantageous to realize predictive maintenance. Tests on experimental results confirm that this method achieves accurate classification (92%) capabilities of crack events and can impact on the design of future SHM technologies.
On the relationship between variational inference and adaptive importance sampling
Finke, Axel, Thiery, Alexandre H.
The importance weighted autoencoder (IWAE) (Burda et al., 2016) and reweighted wake-sleep (RWS) algorithm (Bornschein and Bengio, 2015) are popular approaches which employ multiple samples to achieve bias reductions compared to standard variational methods. However, their relationship has hitherto been unclear. We introduce a simple, unified framework for multi-sample variational inference termed adaptive importance sampling for learning (AISLE) and show that it admits IWAE and RWS as special cases. Through a principled application of a variance-reduction technique from Tucker et al. (2019), we also show that the sticking-the-landing (STL) gradient from Roeder et al. (2017), which previously lacked theoretical justification, can be recovered as a special case of RWS (and hence of AISLE). In particular, this indicates that the breakdown of RWS -- but not of STL -- observed in Tucker et al. (2019) may not be attributable to the lack of a joint objective for the generative-model and inference-network parameters as previously conjectured. Finally, we argue that our adaptive-importance-sampling interpretation of variational inference leads to more natural and principled extensions to sequential Monte Carlo methods than the IWAE-type multi-sample objective interpretation.
Convolutional Dictionary Learning in Hierarchical Networks
Zazo, Javier, Tolooshams, Bahareh, Ba, Demba
Filter banks are a popular tool for the analysis of piecewise smooth signals such as natural images. Motivated by the empirically observed properties of scale and detail coefficients of images in the wavelet domain, we propose a hierarchical deep generative model of piecewise smooth signals that is a recursion across scales: the low pass scale coefficients at one layer are obtained by filtering the scale coefficients at the next layer, and adding a high pass detail innovation obtained by filtering a sparse vector. This recursion describes a linear dynamic system that is a non-Gaussian Markov process across scales and is closely related to multilayer-convolutional sparse coding (ML-CSC) generative model for deep networks, except that our model allows for deeper architectures, and combines sparse and non-sparse signal representations. We propose an alternating minimization algorithm for learning the filters in this hierarchical model given observations at layer zero, e.g., natural images. The algorithm alternates between a coefficient-estimation step and a filter update step. The coefficient update step performs sparse (detail) and smooth (scale) coding and, when unfolded, leads to a deep neural network. We use MNIST to demonstrate the representation capabilities of the model, and its derived features (coefficients) for classification.
Hidden Markov Models derived from Behavior Trees
These BTs assume that units of intelligent behavior (such as decisions or units of action) can be described such that they perform a piece of an overall task/behavior, and that they can determine and return a 1-bit result indicating success or failure. These units are the leaves of BTs. The level of abstraction of BT leaves is not specified by the BT formalism and may vary from one application to another or within a single BT. But BTs are deterministic and do not have well established tools for tracking with noisy data, or parameter identification. In medical robotics, researchers are turning attention to augmentation of the purely teleoperated existing systems such as the daVinci TM surgical robotic system (Intuitive Surgical, Sunnyvale, CA) with intelligent functions [18, 19].
Artificial Intelligence Powers Trading for GO Market Investors
GO Market has made the decision to include a-Quant's trading signals to selected clients. This means clients can use artificial intelligence (AI) to forecast the movement of their asset portfolios. AI has been utilized in the financial trading world for a while but has only recently seen more traction in the retail industry due to the demands of traders wanting tools to maximize their gains. GO Market has promoted this recent change to the public and state that they are happy that their clients can quickly deploy the signals a-Quant services provide, by using this cutting-edge technology. GO Market made the headlines earlier this year by adding stocks from the Australian Stock Exchange to be traded on MT5.
Deep Reinforcement Learning for Clinical Decision Support: A Brief Survey
Liu, Siqi, Ngiam, Kee Yuan, Feng, Mengling
Owe to the recent advancements in Artificial Intelligence especially deep learning, many data-driven decision support systems have been implemented to facilitate medical doctors in delivering personalized care. We focus on the deep reinforcement learning (DRL) models in this paper. DRL models have demonstrated human-level or even superior performance in the tasks of computer vision and game playings, such as Go and Atari game. However, the adoption of deep reinforcement learning techniques in clinical decision optimization is still rare. We here present the first survey that summarizes reinforcement learning algorithms with Deep Neural Networks (DNN) on clinical decision support. We also discuss some case studies, where different DRL algorithms were applied to address various clinical challenges. We further compare and contrast the advantages and limitations of various DRL algorithms and present a preliminary guide on how to choose the appropriate DRL algorithm for particular clinical applications.
Properties of the Stochastic Approximation EM Algorithm with Mini-batch Sampling
Kuhn, Estelle, Matias, Catherine, Rebafka, Tabea
To speed up convergence a mini-batch version of the Monte Carlo Markov Chain Stochastic Approximation Expectation Maximization (MCMC-SAEM) algorithm for general latent variable models is proposed. For exponential models the algorithm is shown to be convergent under classical conditions as the number of iterations increases. Numerical experiments illustrate the performance of the mini-batch algorithm in various models. In particular, we highlight that an appropriate choice of the mini-batch size results in a tremendous speed-up of the convergence of the sequence of estimators generated by the algorithm. Moreover, insights on the effect of the mini-batch size on the limit distribution are presented.
Efficient Policy Learning for Non-Stationary MDPs under Adversarial Manipulation
A Markov Decision Process (MDP) is a popular model for reinforcement learning. However, its commonly used assumption of stationary dynamics and rewards is too stringent and fails to hold in adversarial, nonstationary, or multi-agent problems. We study an episodic setting where the parameters of an MDP can differ across episodes. We learn a reliable policy of this potentially adversarial MDP by developing an Adversarial Reinforcement Learning (ARL) algorithm that reduces our MDP to a sequence of \emph{adversarial} bandit problems. ARL achieves $O(\sqrt{SATH^3})$ regret, which is optimal with respect to $S$, $A$, and $T$, and its dependence on $H$ is the best (even for the usual stationary MDP) among existing model-free methods.