Learning Graphical Models
A generalization gap estimation for overparameterized models via the Langevin functional variance
This paper discusses the estimation of the generalization gap, the difference between a generalization error and an empirical error, for overparameterized models (e.g., neural networks). We first show that a functional variance, a key concept in defining a widely-applicable information criterion, characterizes the generalization gap even in overparameterized settings where a conventional theory cannot be applied. We also propose a computationally efficient approximation of the function variance, the Langevin approximation of the functional variance (Langevin FV). This method leverages only the $1$st-order gradient of the squared loss function, without referencing the $2$nd-order gradient; this ensures that the computation is efficient and the implementation is consistent with gradient-based optimization algorithms. We demonstrate the Langevin FV numerically by estimating the generalization gaps of overparameterized linear regression and non-linear neural network models.
Abstractions of General Reinforcement Learning
The field of artificial intelligence (AI) is devoted to the creation of artificial decision-makers that can perform (at least) on par with the human counterparts on a domain of interest. Unlike the agents in traditional AI, the agents in artificial general intelligence (AGI) are required to replicate human intelligence in almost every domain of interest. Moreover, an AGI agent should be able to achieve this without (virtually any) further changes, retraining, or fine-tuning of the parameters. The real world is non-stationary, non-ergodic, and non-Markovian: we, humans, can neither revisit our past nor are the most recent observations sufficient statistics. Yet, we excel at a variety of complex tasks. Many of these tasks require longterm planning. We can associate this success to our natural faculty to abstract away task-irrelevant information from our overwhelming sensory experience. We make task-specific mental models of the world without much effort. Due to this ability to abstract, we can plan on a significantly compact representation of a task without much loss of performance. Not only this, we also abstract our actions to produce high-level plans: the level of action-abstraction can be anywhere between small muscle movements to a mental notion of "doing an action". It is natural to assume that any AGI agent competing with humans (at every plausible domain) should also have these abilities to abstract its experiences and actions. This thesis is an inquiry into the existence of such abstractions which aid efficient planing for a wide range of domains, and most importantly, these abstractions come with some optimality guarantees.
Reducing Planning Complexity of General Reinforcement Learning with Non-Markovian Abstractions
Majeed, Sultan J., Hutter, Marcus
The field of General Reinforcement Learning (GRL) formulates the problem of sequential decision-making from ground up. The history of interaction constitutes a "ground" state of the system, which never repeats. On the one hand, this generality allows GRL to model almost every domain possible, e.g.\ Bandits, MDPs, POMDPs, PSRs, and history-based environments. On the other hand, in general, the near-optimal policies in GRL are functions of complete history, which hinders not only learning but also planning in GRL. The usual way around for the planning part is that the agent is given a Markovian abstraction of the underlying process. So, it can use any MDP planning algorithm to find a near-optimal policy. The Extreme State Aggregation (ESA) framework has extended this idea to non-Markovian abstractions without compromising on the possibility of planning through a (surrogate) MDP. A distinguishing feature of ESA is that it proves an upper bound of $O\left(\varepsilon^{-A} \cdot (1-\gamma)^{-2A}\right)$ on the number of states required for the surrogate MDP (where $A$ is the number of actions, $\gamma$ is the discount-factor, and $\varepsilon$ is the optimality-gap) which holds \emph{uniformly} for \emph{all} domains. While the possibility of a universal bound is quite remarkable, we show that this bound is very loose. We propose a novel non-MDP abstraction which allows for a much better upper bound of $O\left(\varepsilon^{-1} \cdot (1-\gamma)^{-2} \cdot A \cdot 2^{A}\right)$. Furthermore, we show that this bound can be improved further to $O\left(\varepsilon^{-1} \cdot (1-\gamma)^{-2} \cdot \log^3 A \right)$ by using an action-sequentialization method.
Reactive Message Passing for Scalable Bayesian Inference
Bagaev, Dmitry, de Vries, Bert
We introduce Reactive Message Passing (RMP) as a framework for executing schedule-free, robust and scalable message passing-based inference in a factor graph representation of a probabilistic model. RMP is based on the reactive programming style that only describes how nodes in a factor graph react to changes in connected nodes. The absence of a fixed message passing schedule improves robustness, scalability and execution time of the inference procedure. We also present ReactiveMP.jl, which is a Julia package for realizing RMP through minimization of a constrained Bethe free energy. By user-defined specification of local form and factorization constraints on the variational posterior distribution, ReactiveMP.jl executes hybrid message passing algorithms including belief propagation, variational message passing, expectation propagation, and expectation maximisation update rules. Experimental results demonstrate the improved performance of ReactiveMP-based RMP in comparison to other Julia packages for Bayesian inference across a range of probabilistic models. In particular, we show that the RMP framework is able to run Bayesian inference for large-scale probabilistic state space models with hundreds of thousands of random variables on a standard laptop computer.
10 Best Statistics Courses on Coursera
This specialization program is especially dedicated to statistics. In this program, you will learn basic and intermediate concepts of statistical analysis using the Python programming language. In this program, you will learn the following topics- where data come from, what types of data can be collected, study data design, data management, and how to effectively carry out data exploration and visualization. Along with that, you will work on a variety of assignments that will help you to check your knowledge and ability. This specialization program is a 3-course series. Let's see the details of the courses-
Application of Markov Structure of Genomes to Outlier Identification and Read Classification
Karr, Alan F., Hauzel, Jason, Porter, Adam A., Schaefer, Marcel
That the sequential structure of genomes is important has been known since the discovery of DNA. In this paper we employ a statistics and stochastic process perspective on triplets of successive bases to address two important applications: identifying outliers in genome databases, and classifying reads in the metagenomic context of reference-guided assembly. From this stochastic process perspective, triplets are a second-order Markov chain specified by the distribution of each base conditional on its two immediate predecessors. To be sure, studying genomes via base sequence distributions is not novel. Previous papers have addressed genome signatures (Karlin et al., 1997; Campbell et al., 1999; Takashi et al., 2003), as well as frequentist (Rosen et al., 2008) and Bayesian (Wang et al., 2007) approaches to classification problems.
A Survey on Interpretable Reinforcement Learning
Glanois, Claire, Weng, Paul, Zimmer, Matthieu, Li, Dong, Yang, Tianpei, Hao, Jianye, Liu, Wulong
Although deep reinforcement learning has become a promising machine learning approach for sequential decision-making problems, it is still not mature enough for high-stake domains such as autonomous driving or medical applications. In such contexts, a learned policy needs for instance to be interpretable, so that it can be inspected before any deployment (e.g., for safety and verifiability reasons). This survey provides an overview of various approaches to achieve higher interpretability in reinforcement learning (RL). To that aim, we distinguish interpretability (as a property of a model) and explainability (as a post-hoc operation, with the intervention of a proxy) and discuss them in the context of RL with an emphasis on the former notion. In particular, we argue that interpretable RL may embrace different facets: interpretable inputs, interpretable (transition/reward) models, and interpretable decision-making. Based on this scheme, we summarize and analyze recent work related to interpretable RL with an emphasis on papers published in the past 10 years. We also discuss briefly some related research areas and point to some potential promising research directions.
An Investigation on Learning, Polluting, and Unlearning the Spam Emails for Lifelong Learning
Parne, Nishchal, Puppaala, Kyathi, Bhupathi, Nithish, Patgiri, Ripon
Machine unlearning for security is studied in this context. Several spam email detection methods exist, each of which employs a different algorithm to detect undesired spam emails. But these models are vulnerable to attacks. Many attackers exploit the model by polluting the data, which are trained to the model in various ways. So to act deftly in such situations model needs to readily unlearn the polluted data without the need for retraining. Retraining is impractical in most cases as there is already a massive amount of data trained to the model in the past, which needs to be trained again just for removing a small amount of polluted data, which is often significantly less than 1%. This problem can be solved by developing unlearning frameworks for all spam detection models. In this research, unlearning module is integrated into spam detection models that are based on Naive Bayes, Decision trees, and Random Forests algorithms. To assess the benefits of unlearning over retraining, three spam detection models are polluted and exploited by taking attackers' positions and proving models' vulnerability. Reduction in accuracy and true positive rates are shown in each case showing the effect of pollution on models. Then unlearning modules are integrated into the models, and polluted data is unlearned; on testing the models after unlearning, restoration of performance is seen. Also, unlearning and retraining times are compared with different pollution data sizes on all models. On analyzing the findings, it can be concluded that unlearning is considerably superior to retraining. Results show that unlearning is fast, easy to implement, easy to use, and effective.
Naive Bayes in Machine Learning:
Naive Bayes algorithm is a supervised learning algorithm, which is based on Bayes theorem and used for solving classification problems. It is mainly used in text classification that includes a high-dimensional training dataset. Naive Bayes Classifier is one of the simple and most effective Classification algorithms which helps in building the fast machine learning models that can make quick predictions. It is a probabilistic classifier, which means it predicts on the basis of the probability of an object. Some popular examples of Naive Bayes Algorithm are spam filtration, Sentimental analysis, and classifying articles.
Top Resources for Learning Statistics for Data Science - KDnuggets
Statistics is at the heart of data science, and the link between the two fields keeps growing stronger. It's important to have a deep understanding of statistical concepts if you want to progress far in your career in data science, and that foundation can take a while to build. Springboard's Data Science Career Track is a great starting point, and it should be one of the first steps you take if you're serious about building your skills in this area. Let's take a look at the current state of statistics in data science, and what you can do to accelerate your learning. Some people like to say that machine learning is simply statistics with additional layers, and while that may be an exaggeration, there is still some truth to the statement. And that extends to the general field of data science.