Learning Graphical Models
Predicting Visit Cost of Obstructive Sleep Apnea using Electronic Healthcare Records with Transformer
Chen, Zhaoyang, Siltala-Li, Lina, Lassila, Mikko, Malo, Pekka, Vilkkumaa, Eeva, Saaresranta, Tarja, Virkki, Arho Veli
Background: Obstructive sleep apnea (OSA) is growing increasingly prevalent in many countries as obesity rises. Sufficient, effective treatment of OSA entails high social and financial costs for healthcare. Objective: For treatment purposes, predicting OSA patients' visit expenses for the coming year is crucial. Reliable estimates enable healthcare decision-makers to perform careful fiscal management and budget well for effective distribution of resources to hospitals. The challenges created by scarcity of high-quality patient data are exacerbated by the fact that just a third of those data from OSA patients can be used to train analytics models: only OSA patients with more than 365 days of follow-up are relevant for predicting a year's expenditures. Methods and procedures: The authors propose a method applying two Transformer models, one for augmenting the input via data from shorter visit histories and the other predicting the costs by considering both the material thus enriched and cases with more than a year's follow-up. Results: The two-model solution permits putting the limited body of OSA patient data to productive use. Relative to a single-Transformer solution using only a third of the high-quality patient data, the solution with two models improved the prediction performance's $R^{2}$ from 88.8% to 97.5%. Even using baseline models with the model-augmented data improved the $R^{2}$ considerably, from 61.6% to 81.9%. Conclusion: The proposed method makes prediction with the most of the available high-quality data by carefully exploiting details, which are not directly relevant for answering the question of the next year's likely expenditure.
Regret Analysis of Learning-Based MPC with Partially-Unknown Cost Function
Dogan, Ilgin, Shen, Zuo-Jun Max, Aswani, Anil
The exploration/exploitation trade-off is an inherent challenge in data-driven adaptive control. Though this trade-off has been studied for multi-armed bandits (MAB's) and reinforcement learning for linear systems; it is less well-studied for learning-based control of nonlinear systems. A significant theoretical challenge in the nonlinear setting is that there is no explicit characterization of an optimal controller for a given set of cost and system parameters. We propose the use of a finite-horizon oracle controller with full knowledge of parameters as a reasonable surrogate to optimal controller. This allows us to develop policies in the context of learning-based MPC and MAB's and conduct a control-theoretic analysis using techniques from MPC- and optimization-theory to show these policies achieve low regret with respect to this finite-horizon oracle. Our simulations exhibit the low regret of our policy on a heating, ventilation, and air-conditioning model with partially-unknown cost function.
Digital Twin-Based Multiple Access Optimization and Monitoring via Model-Driven Bayesian Learning
Ruah, Clement, Simeone, Osvaldo, Al-Hashimi, Bashir
Commonly adopted in the manufacturing and aerospace sectors, digital twin (DT) platforms are increasingly seen as a promising paradigm to control and monitor software-based, "open", communication systems, which play the role of the physical twin (PT). In the general framework presented in this work, the DT builds a Bayesian model of the communication system, which is leveraged to enable core DT functionalities such as control via multi-agent reinforcement learning (MARL) and monitoring of the PT for anomaly detection. We specifically investigate the application of the proposed framework to a simple case-study system encompassing multiple sensing devices that report to a common receiver. The Bayesian model trained at the DT has the key advantage of capturing epistemic uncertainty regarding the communication system, e.g., regarding current traffic conditions, which arise from limited PT-to-DT data transfer. Experimental results validate the effectiveness of the proposed Bayesian framework as compared to standard frequentist model-based solutions.
Safe Posterior Sampling for Constrained MDPs with Bounded Constraint Violation
Kalagarla, Krishna C, Jain, Rahul, Nuzzo, Pierluigi
Constrained Markov decision processes (CMDPs) model scenarios of sequential decision making with multiple objectives that are increasingly important in many applications. However, the model is often unknown and must be learned online while still ensuring the constraint is met, or at least the violation is bounded with time. Some recent papers have made progress on this very challenging problem but either need unsatisfactory assumptions such as knowledge of a safe policy, or have high cumulative regret. We propose the Safe PSRL (posterior sampling-based RL) algorithm that does not need such assumptions and yet performs very well, both in terms of theoretical regret bounds as well as empirically. The algorithm achieves an efficient tradeoff between exploration and exploitation by use of the posterior sampling principle, and provably suffers only bounded constraint violation by leveraging the idea of pessimism. Our approach is based on a primal-dual approach. We establish a sub-linear $\tilde{\mathcal{ O}}\left(H^{2.5} \sqrt{|\mathcal{S}|^2 |\mathcal{A}| K} \right)$ upper bound on the Bayesian reward objective regret along with a bounded, i.e., $\tilde{\mathcal{O}}\left(1\right)$ constraint violation regret over $K$ episodes for an $|\mathcal{S}|$-state, $|\mathcal{A}|$-action and horizon $H$ CMDP.
Fast Bayesian Inference with Batch Bayesian Quadrature via Kernel Recombination
Adachi, Masaki, Hayakawa, Satoshi, Jørgensen, Martin, Oberhauser, Harald, Osborne, Michael A.
Calculation of Bayesian posteriors and model evidences typically requires numerical integration. Bayesian quadrature (BQ), a surrogate-model-based approach to numerical integration, is capable of superb sample efficiency, but its lack of parallelisation has hindered its practical applications. In this work, we propose a parallelised (batch) BQ method, employing techniques from kernel quadrature, that possesses an empirically exponential convergence rate. Additionally, just as with Nested Sampling, our method permits simultaneous inference of both posteriors and model evidence. Samples from our BQ surrogate model are re-selected to give a sparse set of samples, via a kernel recombination algorithm, requiring negligible additional time to increase the batch size. Empirically, we find that our approach significantly outperforms the sampling efficiency of both state-of-the-art BQ techniques and Nested Sampling in various real-world datasets, including lithium-ion battery analytics.
GDBN: a Graph Neural Network Approach to Dynamic Bayesian Network
Identifying causal relations among multi-variate time series is one of the most important elements towards understanding the complex mechanisms underlying the dynamic system. It provides critical tools for forecasting, simulations and interventions in science and business analytics. In this paper, we proposed a graph neural network approach with score-based method aiming at learning a sparse DAG that captures the causal dependencies in a discretized time temporal graph. We demonstrate methods with graph neural network significantly outperformed other state-of-the-art methods with dynamic bayesian networking inference. In addition, from the experiments, the structural causal model can be more accurate than a linear SCM discovered by the methods such as Notears.
Challenging Common Assumptions in Convex Reinforcement Learning
Mutti, Mirco, De Santi, Riccardo, De Bartolomeis, Piersilvio, Restelli, Marcello
The classic Reinforcement Learning (RL) formulation concerns the maximization of a scalar reward function. More recently, convex RL has been introduced to extend the RL formulation to all the objectives that are convex functions of the state distribution induced by a policy. Notably, convex RL covers several relevant applications that do not fall into the scalar formulation, including imitation learning, risk-averse RL, and pure exploration. In classic RL, it is common to optimize an infinite trials objective, which accounts for the state distribution instead of the empirical state visitation frequencies, even though the actual number of trajectories is always finite in practice. This is theoretically sound since the infinite trials and finite trials objectives can be proved to coincide and thus lead to the same optimal policy. In this paper, we show that this hidden assumption does not hold in the convex RL setting. In particular, we show that erroneously optimizing the infinite trials objective in place of the actual finite trials one, as it is usually done, can lead to a significant approximation error. Since the finite trials setting is the default in both simulated and real-world RL, we believe shedding light on this issue will lead to better approaches and methodologies for convex RL, impacting relevant research areas such as imitation learning, risk-averse RL, and pure exploration among others.
Down the Rabbit Hole: Detecting Online Extremism, Radicalisation, and Politicised Hate Speech
Govers, Jarod, Feldman, Philip, Dant, Aaron, Patros, Panos
Social media is a modern person's digital voice to project and engage with new ideas and mobilise communities $\unicode{x2013}$ a power shared with extremists. Given the societal risks of unvetted content-moderating algorithms for Extremism, Radicalisation, and Hate speech (ERH) detection, responsible software engineering must understand the who, what, when, where, and why such models are necessary to protect user safety and free expression. Hence, we propose and examine the unique research field of ERH context mining to unify disjoint studies. Specifically, we evaluate the start-to-finish design process from socio-technical definition-building and dataset collection strategies to technical algorithm design and performance. Our 2015-2021 51-study Systematic Literature Review (SLR) provides the first cross-examination of textual, network, and visual approaches to detecting extremist affiliation, hateful content, and radicalisation towards groups and movements. We identify consensus-driven ERH definitions and propose solutions to existing ideological and geographic biases, particularly due to the lack of research in Oceania/Australasia. Our hybridised investigation on Natural Language Processing, Community Detection, and visual-text models demonstrates the dominating performance of textual transformer-based algorithms. We conclude with vital recommendations for ERH context mining researchers and propose an uptake roadmap with guidelines for researchers, industries, and governments to enable a safer cyberspace.
An Analysis of Loss Functions for Binary Classification and Regression
This paper explores connections between margin-based loss functions and consistency in binary classification and regression applications. It is shown that a large class of margin-based loss functions for binary classification/regression result in estimating scores equivalent to log-likelihood scores weighted by an even function. A simple characterization for conformable (consistent) loss functions is given, which allows for straightforward comparison of different losses, including exponential loss, logistic loss, and others. The characterization is used to construct a new Huber-type loss function for the logistic model. A simple relation between the margin and standardized logistic regression residuals is derived, demonstrating that all margin-based loss can be viewed as loss functions of squared standardized logistic regression residuals. The relation provides new, straightforward interpretations for exponential and logistic loss, and aids in understanding why exponential loss is sensitive to outliers. In particular, it is shown that minimizing empirical exponential loss is equivalent to minimizing the sum of squared standardized logistic regression residuals. The relation also provides new insight into the AdaBoost algorithm.
Reduced-Order Autodifferentiable Ensemble Kalman Filters
Chen, Yuming, Sanz-Alonso, Daniel, Willett, Rebecca
This paper introduces a computational framework to reconstruct and forecast a partially observed state that evolves according to an unknown or expensive-to-simulate dynamical system. Our reduced-order autodifferentiable ensemble Kalman filters (ROAD-EnKFs) learn a latent low-dimensional surrogate model for the dynamics and a decoder that maps from the latent space to the state space. The learned dynamics and decoder are then used within an ensemble Kalman filter to reconstruct and forecast the state. Numerical experiments show that if the state dynamics exhibit a hidden low-dimensional structure, ROAD-EnKFs achieve higher accuracy at lower computational cost compared to existing methods. If such structure is not expressed in the latent state dynamics, ROAD-EnKFs achieve similar accuracy at lower cost, making them a promising approach for surrogate state reconstruction and forecasting.