Learning Graphical Models
Training Latent Variable Models with Auto-encoding Variational Bayes: A Tutorial
Auto-encoding Variational Bayes (AEVB) is a powerful and general algorithm for fitting latent variable models (a promising direction for unsupervised learning), and is well-known for training the Variational Auto-Encoder (VAE). In this tutorial, we focus on motivating AEVB from the classic Expectation Maximization (EM) algorithm, as opposed to from deterministic auto-encoders. Though natural and somewhat self-evident, the connection between EM and AEVB is not emphasized in the recent deep learning literature, and we believe that emphasizing this connection can improve the community's understanding of AEVB. In particular, we find it especially helpful to view (1) optimizing the evidence lower bound (ELBO) with respect to inference parameters as approximate E-step and (2) optimizing ELBO with respect to generative parameters as approximate M-step; doing both simultaneously as in AEVB is then simply tightening and pushing up ELBO at the same time. We discuss how approximate E-step can be interpreted as performing variational inference. Important concepts such as amortization and the reparametrization trick are discussed in great detail. Finally, we derive from scratch the AEVB training procedures of a non-deep and several deep latent variable models, including VAE, Conditional VAE, Gaussian Mixture VAE and Variational RNN. It is our hope that readers would recognize AEVB as a general algorithm that can be used to fit a wide range of latent variable models (not just VAE), and apply AEVB to such models that arise in their own fields of research. PyTorch code for all included models are publicly available.
SOLBP: Second-Order Loopy Belief Propagation for Inference in Uncertain Bayesian Networks
Hougen, Conrad D., Kaplan, Lance M., Ivanovska, Magdalena, Cerutti, Federico, Mishra, Kumar Vijay, Hero, Alfred O. III
In second-order uncertain Bayesian networks, the conditional probabilities are only known within distributions, i.e., probabilities over probabilities. The delta-method has been applied to extend exact first-order inference methods to propagate both means and variances through sum-product networks derived from Bayesian networks, thereby characterizing epistemic uncertainty, or the uncertainty in the model itself. Alternatively, second-order belief propagation has been demonstrated for polytrees but not for general directed acyclic graph structures. In this work, we extend Loopy Belief Propagation to the setting of second-order Bayesian networks, giving rise to Second-Order Loopy Belief Propagation (SOLBP). For second-order Bayesian networks, SOLBP generates inferences consistent with those generated by sum-product networks, while being more computationally efficient and scalable.
Model-Free Generative Replay for Lifelong Reinforcement Learning: Application to Starcraft-2
Daniels, Zachary, Raghavan, Aswin, Hostetler, Jesse, Rahman, Abrar, Sur, Indranil, Piacentino, Michael, Divakaran, Ajay
One approach to meet the challenges of deep lifelong reinforcement learning (LRL) is careful management of the agent's learning experiences, to learn (without forgetting) and build internal meta-models (of the tasks, environments, agents, and world). Generative replay (GR) is a biologically inspired replay mechanism that augments learning experiences with self-labelled examples drawn from an internal generative model that is updated over time. We present a version of GR for LRL that satisfies two desiderata: (a) Introspective density modelling of the latent representations of policies learned using deep RL, and (b) Model-free end-to-end learning. In this paper, we study three deep learning architectures for model-free GR, starting from a na\"ive GR and adding ingredients to achieve (a) and (b). We evaluate our proposed algorithms on three different scenarios comprising tasks from the Starcraft-2 and Minigrid domains. We report several key findings showing the impact of the design choices on quantitative metrics that include transfer learning, generalization to unseen tasks, fast adaptation after task change, performance wrt task expert, and catastrophic forgetting. We observe that our GR prevents drift in the features-to-action mapping from the latent vector space of a deep RL agent. We also show improvements in established lifelong learning metrics. We find that a small random replay buffer significantly increases the stability of training. Overall, we find that "hidden replay" (a well-known architecture for class-incremental classification) is the most promising approach that pushes the state-of-the-art in GR for LRL and observe that the architecture of the sleep model might be more important for improving performance than the types of replay used. Our experiments required only 6% of training samples to achieve 80-90% of expert performance in most Starcraft-2 scenarios.
Enough is Enough: Towards Autonomous Uncertainty-driven Stopping Criteria
Placed, Julio A., Castellanos, José A.
Autonomous robotic exploration has long attracted the attention of the robotics community and is a topic of high relevance. Deploying such systems in the real world, however, is still far from being a reality. In part, it can be attributed to the fact that most research is directed towards improving existing algorithms and testing novel formulations in simulation environments rather than addressing practical issues of real-world scenarios. This is the case of the fundamental problem of autonomously deciding when exploration has to be terminated or changed (stopping criteria), which has not received any attention recently. In this paper, we discuss the importance of using appropriate stopping criteria and analyse the behaviour of a novel criterion based on the evolution of optimality criteria in active graph-SLAM.
Classification Models: Supervised Machine Learning in Python
Describe the input and output of a classification model Prepare data with feature engineering techniques Tackle both binary and multiclass classification problems Implement Support Vector Machines, Naive Bayes, Decision Tree, Random Forest, K-Nearest Neighbors, Neural Networks, logistic regression models on Python Use a variety of performance metrics such as confusion matrix, accuracy, precision, recall, ROC curve and AUC score. Use a variety of performance metrics such as confusion matrix, accuracy, precision, recall, ROC curve and AUC score. Artificial intelligence and machine learning are touching our everyday lives in more-and-more ways. There's an endless supply of industries and applications that machine learning can make more efficient and intelligent. Supervised machine learning is the underlying method behind a large part of this.
Online Target Localization using Adaptive Belief Propagation in the HMM Framework
This paper proposes a novel adaptive sample space-based Viterbi algorithm for target localization in an online manner. The method relies on discretizing the target's motion space into cells representing a finite number of hidden states. Then, the most probable trajectory of the tracked target is computed via dynamic programming in a Hidden Markov Model (HMM) framework. The proposed method uses a Bayesian estimation framework which is neither limited to Gaussian noise models nor requires a linearized target motion model or sensor measurement models. However, an HMM-based approach to localization can suffer from poor computational complexity in scenarios where the number of hidden states increases due to high-resolution modeling or target localization in a large space. To improve this poor computational complexity, this paper proposes a belief propagation in the most probable belief space with a low to high-resolution sequentially, reducing the required resources significantly. The proposed method is inspired by the k-d Tree algorithm (e.g., quadtree) commonly used in the computer vision field. Experimental tests using an ultra-wideband (UWB) sensor network demonstrate our results.
Predictive Data Calibration for Linear Correlation Significance Testing
Patil, Kaustubh R., Eickhoff, Simon B., Langner, Robert
Inferring linear relationships lies at the heart of many empirical investigations. A measure of linear dependence should correctly evaluate the strength of the relationship as well as qualify whether it is meaningful for the population. Pearson's correlation coefficient (PCC), the \textit{de-facto} measure for bivariate relationships, is known to lack in both regards. The estimated strength $r$ maybe wrong due to limited sample size, and nonnormality of data. In the context of statistical significance testing, erroneous interpretation of a $p$-value as posterior probability leads to Type I errors -- a general issue with significance testing that extends to PCC. Such errors are exacerbated when testing multiple hypotheses simultaneously. To tackle these issues, we propose a machine-learning-based predictive data calibration method which essentially conditions the data samples on the expected linear relationship. Calculating PCC using calibrated data yields a calibrated $p$-value that can be interpreted as posterior probability together with a calibrated $r$ estimate, a desired outcome not provided by other methods. Furthermore, the ensuing independent interpretation of each test might eliminate the need for multiple testing correction. We provide empirical evidence favouring the proposed method using several simulations and application to real-world data.
A Model-Agnostic SAT-based Approach for Symbolic Explanation Enumeration
Boumazouza, Ryma, Cheikh-Alili, Fahima, Mazure, Bertrand, Tabia, Karim
In this paper titled A Model-Agnostic SAT-based approach for Symbolic Explanation Enumeration we propose a generic agnostic approach allowing to generate different and complementary types of symbolic explanations. More precisely, we generate explanations to locally explain a single prediction by analyzing the relationship between the features and the output. Our approach uses a propositional encoding of the predictive model and a SAT-based setting to generate two types of symbolic explanations which are Sufficient Reasons and Counterfactuals. The experimental results on image classification task show the feasibility of the proposed approach and its effectiveness in providing Sufficient Reasons and Counterfactuals explanations.
tile2tile: Learning Game Filters for Platformer Style Transfer
We present tile2tile, an approach for style transfer between levels of tile-based platformer games. Our method involves training models that translate levels from a lower-resolution sketch representation based on tile affordances to the original tile representation for a given game. This enables these models, which we refer to as filters, to translate level sketches into the style of a specific game. Moreover, by converting a level of one game into sketch form and then translating the resulting sketch into the tiles of another game, we obtain a method of style transfer between two games. We use Markov random fields and autoencoders for learning the game filters and apply them to demonstrate style transfer between levels of Super Mario Bros, Kid Icarus, Mega Man and Metroid.
Can a latent Hawkes process be used for epidemiological modelling?
Lamprinakou, Stamatina, Gandy, Axel, McCoy, Emma
Understanding the spread of COVID-19 has been the subject of numerous studies, highlighting the significance of reliable epidemic models. Here, we introduce a novel epidemic model using a latent Hawkes process with temporal covariates for modelling the infections. Unlike other models, we model the reported cases via a probability distribution driven by the underlying Hawkes process. Modelling the infections via a Hawkes process allows us to estimate by whom an infected individual was infected. We propose a Kernel Density Particle Filter (KDPF) for inference of both latent cases and reproduction number and for predicting the new cases in the near future. The computational effort is proportional to the number of infections making it possible to use particle filter type algorithms, such as the KDPF. We demonstrate the performance of the proposed algorithm on synthetic data sets and COVID-19 reported cases in various local authorities in the UK, and benchmark our model to alternative approaches.