Learning Graphical Models
Gaussian Naive Bayes Explained and Hands-On with Scikit-Learn
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Using Probability to its Maximum: The naive Bayes model
This is Chapter 8 on the book Grokking Machine Learning. Check out the author's YouTube channel Serrano.Academy for lots of machine learning videos! Take 40% off Grokking Machine Learning by entering fccserrano into the discount code box at checkout at manning.com. Naive Bayes is an important machine learning model used for prediction. The naive Bayes model is a purely probabilistic classification model, which means the prediction is a number between 0 and 1, indicating the probability that a label is positive.
Deep reinforcement learning for optimal well control in subsurface systems with uncertain geology
Nasir, Yusuf, Durlofsky, Louis J.
A general control policy framework based on deep reinforcement learning (DRL) is introduced for closed-loop decision making in subsurface flow settings. Traditional closed-loop modeling workflows in this context involve the repeated application of data assimilation/history matching and robust optimization steps. Data assimilation can be particularly challenging in cases where both the geological style (scenario) and individual model realizations are uncertain. The closed-loop reservoir management (CLRM) problem is formulated here as a partially observable Markov decision process, with the associated optimization problem solved using a proximal policy optimization algorithm. This provides a control policy that instantaneously maps flow data observed at wells (as are available in practice) to optimal well pressure settings. The policy is represented by a temporal convolution and gated transformer blocks. Training is performed in a preprocessing step with an ensemble of prior geological models, which can be drawn from multiple geological scenarios. Example cases involving the production of oil via water injection, with both 2D and 3D geological models, are presented. The DRL-based methodology is shown to result in an NPV increase of 15% (for the 2D cases) and 33% (3D cases) relative to robust optimization over prior models, and to an average improvement of 4% in NPV relative to traditional CLRM. The solutions from the control policy are found to be comparable to those from deterministic optimization, in which the geological model is assumed to be known, even when multiple geological scenarios are considered. The control policy approach results in a 76% decrease in computational cost relative to traditional CLRM with the algorithms and parameter settings considered in this work.
Knowledge Removal in Sampling-based Bayesian Inference
Fu, Shaopeng, He, Fengxiang, Tao, Dacheng
The right to be forgotten has been legislated in many countries, but its enforcement in the AI industry would cause unbearable costs. When single data deletion requests come, companies may need to delete the whole models learned with massive resources. Existing works propose methods to remove knowledge learned from data for explicitly parameterized models, which however are not appliable to the sampling-based Bayesian inference, i.e., Markov chain Monte Carlo (MCMC), as MCMC can only infer implicit distributions. In this paper, we propose the first machine unlearning algorithm for MCMC. We first convert the MCMC unlearning problem into an explicit optimization problem. Based on this problem conversion, an MCMC influence function is designed to provably characterize the learned knowledge from data, which then delivers the MCMC unlearning algorithm. Theoretical analysis shows that MCMC unlearning would not compromise the generalizability of the MCMC models. Experiments on Gaussian mixture models and Bayesian neural networks confirm the effectiveness of the proposed algorithm. "The right to be forgotten" refers to the right of individuals to request data controllers such as tech giants to delete the data collected from them. It has been recognized in many countries through legislation, including the European Union's General Data Protection Regulation (2016) and the California Consumer Privacy Act (2018).
On the Kullback-Leibler divergence between pairwise isotropic Gaussian-Markov random fields
The Kullback-Leibler divergence or relative entropy is an information-theoretic measure between statistical models that play an important role in measuring a distance between random variables. In the study of complex systems, random fields are mathematical structures that models the interaction between these variables by means of an inverse temperature parameter, responsible for controlling the spatial dependence structure along the field. In this paper, we derive closed-form expressions for the Kullback-Leibler divergence between two pairwise isotropic Gaussian-Markov random fields in both univariate and multivariate cases. The proposed equation allows the development of novel similarity measures in image processing and machine learning applications, such as image denoising and unsupervised metric learning.
Bi-level Doubly Variational Learning for Energy-based Latent Variable Models
Kan, Ge, Lü, Jinhu, Wang, Tian, Zhang, Baochang, Zhu, Aichun, Huang, Lei, Guo, Guodong, Snoussi, Hichem
Energy-based latent variable models (EBLVMs) are more expressive than conventional energy-based models. However, its potential on visual tasks are limited by its training process based on maximum likelihood estimate that requires sampling from two intractable distributions. In this paper, we propose Bi-level doubly variational learning (BiDVL), which is based on a new bi-level optimization framework and two tractable variational distributions to facilitate learning EBLVMs. Particularly, we lead a decoupled EBLVM consisting of a marginal energy-based distribution and a structural posterior to handle the difficulties when learning deep EBLVMs on images. By choosing a symmetric KL divergence in the lower level of our framework, a compact BiDVL for visual tasks can be obtained. Our model achieves impressive image generation performance over related works. It also demonstrates the significant capacity of testing image reconstruction and out-of-distribution detection.
Quantum-enhanced Markov chain Monte Carlo
Layden, David, Mazzola, Guglielmo, Mishmash, Ryan V., Motta, Mario, Wocjan, Pawel, Kim, Jin-Sung, Sheldon, Sarah
Sampling from complicated probability distributions is a hard computational problem arising in many fields, including statistical physics, optimization, and machine learning. Quantum computers have recently been used to sample from complicated distributions that are hard to sample from classically, but which seldom arise in applications. Here we introduce a quantum algorithm to sample from distributions that pose a bottleneck in several applications, which we implement on a superconducting quantum processor. The algorithm performs Markov chain Monte Carlo (MCMC), a popular iterative sampling technique, to sample from the Boltzmann distribution of classical Ising models. In each step, the quantum processor explores the model in superposition to propose a random move, which is then accepted or rejected by a classical computer and returned to the quantum processor, ensuring convergence to the desired Boltzmann distribution. We find that this quantum algorithm converges in fewer iterations than common classical MCMC alternatives on relevant problem instances, both in simulations and experiments. It therefore opens a new path for quantum computers to solve useful--not merely difficult--problems in the near term.
Domain Knowledge Aids in Signal Disaggregation; the Example of the Cumulative Water Heater
Belikov, Alexander, Matheron, Guillaume, Sassi, Johan
In this article we present an unsupervised low-frequency method aimed at detecting and disaggregating the power used by Cumulative Water Heaters (CWH) in residential homes. Our model circumvents the inherent difficulty of unsupervised signal disaggregation by using both the shape of a power spike and its time of occurrence to identify the contribution of CWH reliably. Indeed, many CHWs in France are configured to turn on automatically during off-peak hours only, and we are able to use this domain knowledge to aid peak identification despite the low sampling frequency. In order to test our model, we equipped a home with sensors to record the ground-truth consumption of a water heater. We then apply the model to a larger dataset of energy consumption of Hello Watt users consisting of one month of consumption data for 5k homes at 30-minute resolution. In this dataset we successfully identified CWHs in the majority of cases where consumers declared using them. The remaining part is likely due to possible misconfiguration of CWHs, since triggering them during off-peak hours requires specific wiring in the electrical panel of the house. Our model, despite its simplicity, offers promising applications: detection of mis-configured CWHs on off-peak contracts and slow performance degradation.
Adaptative clustering by minimization of the mixing entropy criterion
We present a clustering method and provide a theoretical analysis and an explanation to a phenomenon encountered in the applied statistical literature since the 1990's. This phenomenon is the natural adaptability of the order when using a clustering method derived from the famous EM algorithm. We define a new statistic, the relative entropic order, that represents the number of clumps in the target distribution. We prove in particular that the empirical version of this relative entropic order is consistent. Our approach is easy to implement and has a high potential of applications. Perspectives of this works are algorithmic and theoretical, with possible natural extensions to various cases such as dependent or multidimensional data.
A Note on Target Q-learning For Solving Finite MDPs with A Generative Oracle
Q-learning is one of the most simple yet popular algorithms in the reinforcement learning (RL) community [Sutton and Barto, 2018]. However, Q-learning suffers the divergence issue when (linear) function approximation is applied [Baird, 1995, Tsitsiklis and Van Roy, 1997]. To address this instability issue, a technique called target network is proposed in the famous DQN algorithm [Mnih et al., 2015]. In particular, DQN implements a duplication of the main Q-network (i.e., the so-called target network), which is further used to generate the bootstrap signal for updates. One important feature is that the target network is fixed over intervals. Unlike Q-learning, the learning targets do not change during an interval for DQN. In [Mnih et al., 2015, Table 3], it is reported that the target network contributes a lot to the superior performance of DQN.