Learning Graphical Models
Bubblewrap: Online tiling and real-time flow prediction on neural manifolds
Draelos, Anne, Gupta, Pranjal, Jun, Na Young, Sriworarat, Chaichontat, Pearson, John
While most classic studies of function in experimental neuroscience have focused on the coding properties of individual neurons, recent developments in recording technologies have resulted in an increasing emphasis on the dynamics of neural populations. This has given rise to a wide variety of models for analyzing population activity in relation to experimental variables, but direct testing of many neural population hypotheses requires intervening in the system based on current neural state, necessitating models capable of inferring neural state online. Existing approaches, primarily based on dynamical systems, require strong parametric assumptions that are easily violated in the noise-dominated regime and do not scale well to the thousands of data channels in modern experiments. To address this problem, we propose a method that combines fast, stable dimensionality reduction with a soft tiling of the resulting neural manifold, allowing dynamics to be approximated as a probability flow between tiles. This method can be fit efficiently using online expectation maximization, scales to tens of thousands of tiles, and outperforms existing methods when dynamics are noise-dominated or feature multi-modal transition probabilities. The resulting model can be trained at kiloHertz data rates, produces accurate approximations of neural dynamics within minutes, and generates predictions on submillisecond time scales. It retains predictive performance throughout many time steps into the future and is fast enough to serve as a component of closed-loop causal experiments.
Multiple imputation and test-wise deletion for causal discovery with incomplete cohort data
Witte, Janine, Foraita, Ronja, Didelez, Vanessa
Causal discovery algorithms estimate causal graphs from observational data. This can provide a valuable complement to analyses focussing on the causal relation between individual treatment-outcome pairs. Constraint-based causal discovery algorithms rely on conditional independence testing when building the graph. Until recently, these algorithms have been unable to handle missing values. In this paper, we investigate two alternative solutions: Test-wise deletion and multiple imputation. We establish necessary and sufficient conditions for the recoverability of causal structures under test-wise deletion, and argue that multiple imputation is more challenging in the context of causal discovery than for estimation. We conduct an extensive comparison by simulating from benchmark causal graphs: As one might expect, we find that test-wise deletion and multiple imputation both clearly outperform list-wise deletion and single imputation. Crucially, our results further suggest that multiple imputation is especially useful in settings with a small number of either Gaussian or discrete variables, but when the dataset contains a mix of both neither method is uniformly best. The methods we compare include random forest imputation and a hybrid procedure combining test-wise deletion and multiple imputation. An application to data from the IDEFICS cohort study on diet- and lifestyle-related diseases in European children serves as an illustrating example.
A Mathematical Walkthrough and Discussion of the Free Energy Principle
Millidge, Beren, Seth, Anil, Buckley, Christopher L
The Free-Energy-Principle (FEP) is an influential and controversial theory which postulates a deep and powerful connection between the stochastic thermodynamics of self-organization and learning through variational inference. Specifically, it claims that any self-organizing system which can be statistically separated from its environment, and which maintains itself at a non-equilibrium steady state, can be construed as minimizing an information-theoretic functional -- the variational free energy -- and thus performing variational Bayesian inference to infer the hidden state of its environment. This principle has also been applied extensively in neuroscience, and is beginning to make inroads in machine learning by spurring the construction of novel and powerful algorithms by which action, perception, and learning can all be unified under a single objective. While its expansive and often grandiose claims have spurred significant debates in both philosophy and theoretical neuroscience, the mathematical depth and lack of accessible introductions and tutorials for the core claims of the theory have often precluded a deep understanding within the literature. Here, we aim to provide a mathematically detailed, yet intuitive walk-through of the formulation and central claims of the FEP while also providing a discussion of the assumptions necessary and potential limitations of the theory. Additionally, since the FEP is a still a living theory, subject to internal controversy, change, and revision, we also present a detailed appendix highlighting and condensing current perspectives as well as controversies about the nature, applicability, and the mathematical assumptions and formalisms underlying the FEP.
Aleatoric Description Logic for Probailistic Reasoning (Long Version)
Description logics are a powerful tool for describing ontological knowledge bases. That is, they give a factual account of the world in terms of individuals, concepts and relations. In the presence of uncertainty, such factual accounts are not feasible, and a subjective or epistemic approach is required. Aleatoric description logic models uncertainty in the world as aleatoric events, by the roll of the dice, where an agent has subjective beliefs about the bias of these dice. This provides a subjective Bayesian description logic, where propositions and relations are assigned probabilities according to what a rational agent would bet, given a configuration of possible individuals and dice. Aleatoric description logic is shown to generalise the description logic ALC, and can be seen to describe a probability space of interpretations of a restriction of ALC where all roles are functions. Several computational problems are considered and model-checking and consistency checking algorithms are presented. Finally, aleatoric description logic is shown to be able to model learning, where agents are able to condition their beliefs on the bias of dice according to observations.
Transport-based Counterfactual Models
de Lara, Lucas, González-Sanz, Alberto, Asher, Nicholas, Loubes, Jean-Michel
Counterfactual frameworks have grown popular in explainable and fair machine learning, as they offer a natural notion of causation. However, state-of-the-art models to compute counterfactuals are either unrealistic or unfeasible. In particular, while Pearl's causal inference provides appealing rules to calculate counterfactuals, it relies on a model that is unknown and hard to discover in practice. We address the problem of designing realistic and feasible counterfactuals in the absence of a causal model. We define transport-based counterfactual models as collections of joint probability distributions between observable distributions, and show their connection to causal counterfactuals. More specifically, we argue that optimal transport theory defines relevant transport-based counterfactual models, as they are numerically feasible, statistically-faithful, and can even coincide with causal counterfactual models. We illustrate the practicality of these models by defining sharper fairness criteria than typical group fairness conditions.
An Introduction to Variational Inference
Ganguly, Ankush, Earp, Samuel W. F.
Approximating complex probability densities is a core problem in modern statistics. In this paper, we introduce the concept of Variational Inference (VI), a popular method in machine learning that uses optimization techniques to estimate complex probability densities. This property allows VI to converge faster than classical methods, such as, Markov Chain Monte Carlo sampling. Conceptually, VI works by choosing a family of probability density functions and then finding the one closest to the actual probability density -- often using the Kullback-Leibler (KL) divergence as the optimization metric. We introduce the Evidence Lower Bound to tractably compute the approximated probability density and we review the ideas behind mean-field variational inference. Finally, we discuss the applications of VI to variational auto-encoders (VAE) and VAE-Generative Adversarial Network (VAE-GAN). With this paper, we aim to explain the concept of VI and assist in future research with this approach.
Machine Learning with Python from Scratch
Machine Learning is a hot topic! Python Developers who understand how to work with Machine Learning are in high demand. But how do you get started? Maybe you tried to get started with Machine Learning, but couldn't find decent tutorials online to bring you up to speed, fast. Maybe the information you found was too basic, and didn't give you the real-world Machine learning skills using Python that you needed.
Markov Switching Model for Driver Behavior Prediction: Use cases on Smartphones
Zaky, Ahmed B., Khamis, Mohamed A., Gomaa, Walid
Several intelligent transportation systems focus on studying the various driver behaviors for numerous objectives. This includes the ability to analyze driver actions, sensitivity, distraction, and response time. As the data collection is one of the major concerns for learning and validating different driving situations, we present a driver behavior switching model validated by a low-cost data collection solution using smartphones. The proposed model is validated using a real dataset to predict the driver behavior in short duration periods. A literature survey on motion detection (specifically driving behavior detection using smartphones) is presented. Multiple Markov Switching Variable Auto-Regression (MSVAR) models are implemented to achieve a sophisticated fitting with the collected driver behavior data. This yields more accurate predictions not only for driver behavior but also for the entire driving situation. The performance of the presented models together with a suitable model selection criteria is also presented. The proposed driver behavior prediction framework can potentially be used in accident prediction and driver safety systems.
A Hybrid Rule-Based and Data-Driven Approach to Driver Modeling through Particle Filtering
Bhattacharyya, Raunak, Jung, Soyeon, Kruse, Liam, Senanayake, Ransalu, Kochenderfer, Mykel
Autonomous vehicles need to model the behavior of surrounding human driven vehicles to be safe and efficient traffic participants. Existing approaches to modeling human driving behavior have relied on both data-driven and rule-based methods. While data-driven models are more expressive, rule-based models are interpretable, which is an important requirement for safety-critical domains like driving. However, rule-based models are not sufficiently representative of data, and data-driven models are yet unable to generate realistic traffic simulation due to unrealistic driving behavior such as collisions. In this paper, we propose a methodology that combines rule-based modeling with data-driven learning. While the rules are governed by interpretable parameters of the driver model, these parameters are learned online from driving demonstration data using particle filtering. We perform driver modeling experiments on the task of highway driving and merging using data from three real-world driving demonstration datasets. Our results show that driver models based on our hybrid rule-based and data-driven approach can accurately capture real-world driving behavior. Further, we assess the realism of the driving behavior generated by our model by having humans perform a driving Turing test, where they are asked to distinguish between videos of real driving and those generated using our driver models.
Tractable Approximate Gaussian Inference for Bayesian Neural Networks
Goulet, James-A., Nguyen, Luong Ha, Amiri, Saeid
In this paper, we propose an analytical method for performing tractable approximate Gaussian inference (TAGI) in Bayesian neural networks. The method enables the analytical Gaussian inference of the posterior mean vector and diagonal covariance matrix for weights and biases. The method proposed has a computational complexity of $\mathcal{O}(n)$ with respect to the number of parameters $n$, and the tests performed on regression and classification benchmarks confirm that, for a same network architecture, it matches the performance of existing methods relying on gradient backpropagation.