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A Practical Introduction to Bayesian Estimation of Causal Effects: Parametric and Nonparametric Approaches

arXiv.org Machine Learning

Substantial advances in Bayesian methods for causal inference have been developed in recent years. We provide an introduction to Bayesian inference for causal effects for practicing statisticians who have some familiarity with Bayesian models and would like an overview of what it can add to causal estimation in practical settings. In the paper, we demonstrate how priors can induce shrinkage and sparsity on parametric models and be used to perform probabilistic sensitivity analyses around causal assumptions. We provide an overview of nonparametric Bayesian estimation and survey their applications in the causal inference literature. Inference in the point-treatment and time-varying treatment settings are considered. For the latter, we explore both static and dynamic treatment regimes. Throughout, we illustrate implementation using off-the-shelf open source software. We hope the reader will walk away with implementation-level knowledge of Bayesian causal inference using both parametric and nonparametric models. All synthetic examples and code used in the paper are publicly available on a companion GitHub repository.


Explainability in Deep Reinforcement Learning

arXiv.org Artificial Intelligence

During the past decade, Artificial Intelligence (AI), and by extension Machine Learning (ML), have seen an unprecedented rise in both industry and research. The progressive improvement of computer hardware associated with the need to process larger and larger amounts of data made these underestimated techniques shine under a new light. Reinforcement Learning (RL) focuses on learning how to map situations to actions, in order to maximize a numerical reward signal [102]. The learner is not told which actions to take, but instead must discover which actions are the most rewarding by trying them. Reinforcement learning addresses the problem of how agents should learn a policy that take actions to maximize the cumulative reward through interaction with the environment [31]. Recent progress in Deep Learning (DL) for learning feature representations has significantly impacted RL, and the combination of both methods (known as deep RL) has led to remarkable results in a lot of areas. Typically, RL is used to solve optimisation problems when the system has a very large number of states and has a complex stochastic structure. Notable examples include training agents to play Atari games based on raw pixels [75, 76], board games [96, 97], complex real-world robotics problems such as manipulation [8] or grasping [54] and other real-world applications such as resource management in computer clusters [72], network traffic signal control [9], chemical reactions optimization [117] or recommendation systems [116].


From Optimizing Engagement to Measuring Value

arXiv.org Machine Learning

Most recommendation engines today are based on predicting user engagement, e.g. predicting whether a user will click on an item or not. However, there is potentially a large gap between engagement signals and a desired notion of "value" that is worth optimizing for. We use the framework of measurement theory to (a) confront the designer with a normative question about what the designer values, (b) provide a general latent variable model approach that can be used to operationalize the target construct and directly optimize for it, and (c) guide the designer in evaluating and revising their operationalization. We implement our approach on the Twitter platform on millions of users. In line with established approaches to assessing the validity of measurements, we perform a qualitative evaluation of how well our model captures a desired notion of "value".


Refined Analysis of FPL for Adversarial Markov Decision Processes

arXiv.org Machine Learning

We consider the adversarial Markov Decision Process (MDP) problem, where the rewards for the MDP can be adversarially chosen, and the transition function can be either known or unknown. In both settings, Follow-the-PerturbedLeader (FPL) based algorithms have been proposed in previous literature. However, the established regret bounds for FPL based algorithms are worse than algorithms based on mirrordescent. We improve the analysis of FPL based algorithms in both settings, matching the current best regret bounds using faster and simpler algorithms.


TrajGAIL: Generating Urban Vehicle Trajectories using Generative Adversarial Imitation Learning

arXiv.org Machine Learning

Recently, an abundant amount of urban vehicle trajectory data has been collected in road networks. Many studies have used machine learning algorithms to analyze patterns in vehicle trajectories to predict location sequences of individual travelers. Unlike the previous studies that used a discriminative modeling approach, this research suggests a generative modeling approach to learn the underlying distributions of urban vehicle trajectory data. A generative model for urban vehicle trajectories can better generalize from training data by learning the underlying distribution of the training data and, thus, produce synthetic vehicle trajectories similar to real vehicle trajectories with limited observations. Synthetic trajectories can provide solutions to data sparsity or data privacy issues in using location data. This research proposesTrajGAIL, a generative adversarial imitation learning framework for the urban vehicle trajectory generation. In TrajGAIL, learning location sequences in observed trajectories is formulated as an imitation learning problem in a partially observable Markov decision process. The model is trained by the generative adversarial framework, which uses the reward function from the adversarial discriminator. The model is tested with both simulation and real-world datasets, and the results show that the proposed model obtained significant performance gains compared to existing models in sequence modeling.


Would Bayesian approaches improve COVID-19 forecasts?

#artificialintelligence

Modelling for the pandemic has shown that this debate should still be front and center. The frequentists are mostly in the spotlight advising world leaders. If you listen close you will hear a common refrain'we just need more data.' This is, of course, the age-old problem of statistical significance. However, today, we aren't in a harmless lab study, these data are only realized through death.


NLP For WhatsApp Chats

#artificialintelligence

Natural Language Processing or NLP is a field of Artificial Intelligence which focuses on enabling the systems for understanding and processing the human languages. In this article, I will use NLP to analyze my WhatsApp Chats. For some privacy reasons, I will use Person 1, Person 2 and so on in my WhatsApp Chats. If you have never exported your whatsapp chats before, don't worry it's very easy. For NLP of WhatsApp chats, you need to extract the whatsapp chats from your smartphone.


Assessing Safety-Critical Systems from Operational Testing: A Study on Autonomous Vehicles

arXiv.org Artificial Intelligence

Context: Demonstrating high reliability and safety for safety-critical systems (SCSs) remains a hard problem. Diverse evidence needs to be combined in a rigorous way: in particular, results of operational testing with other evidence from design and verification. Growing use of machine learning in SCSs, by precluding most established methods for gaining assurance, makes operational testing even more important for supporting safety and reliability claims. Objective: We use Autonomous Vehicles (AVs) as a current example to revisit the problem of demonstrating high reliability. AVs are making their debut on public roads: methods for assessing whether an AV is safe enough are urgently needed. We demonstrate how to answer 5 questions that would arise in assessing an AV type, starting with those proposed by a highly-cited study. Method: We apply new theorems extending Conservative Bayesian Inference (CBI), which exploit the rigour of Bayesian methods while reducing the risk of involuntary misuse associated with now-common applications of Bayesian inference; we define additional conditions needed for applying these methods to AVs. Results: Prior knowledge can bring substantial advantages if the AV design allows strong expectations of safety before road testing. We also show how naive attempts at conservative assessment may lead to over-optimism instead; why extrapolating the trend of disengagements is not suitable for safety claims; use of knowledge that an AV has moved to a less stressful environment. Conclusion: While some reliability targets will remain too high to be practically verifiable, CBI removes a major source of doubt: it allows use of prior knowledge without inducing dangerously optimistic biases. For certain ranges of required reliability and prior beliefs, CBI thus supports feasible, sound arguments. Useful conservative claims can be derived from limited prior knowledge.


SentiQ: A Probabilistic Logic Approach to Enhance Sentiment Analysis Tool Quality

arXiv.org Artificial Intelligence

The opinion expressed in various Web sites and social-media is an essential contributor to the decision making process of several organizations. Existing sentiment analysis tools aim to extract the polarity (i.e., positive, negative, neutral) from these opinionated contents. Despite the advance of the research in the field, sentiment analysis tools give \textit{inconsistent} polarities, which is harmful to business decisions. In this paper, we propose SentiQ, an unsupervised Markov logic Network-based approach that injects the semantic dimension in the tools through rules. It allows to detect and solve inconsistencies and then improves the overall accuracy of the tools. Preliminary experimental results demonstrate the usefulness of SentiQ.


Tractable Inference in Credal Sentential Decision Diagrams

arXiv.org Artificial Intelligence

Probabilistic sentential decision diagrams are logic circuits where the inputs of disjunctive gates are annotated by probability values. They allow for a compact representation of joint probability mass functions defined over sets of Boolean variables, that are also consistent with the logical constraints defined by the circuit. The probabilities in such a model are usually learned from a set of observations. This leads to overconfident and prior-dependent inferences when data are scarce, unreliable or conflicting. In this work, we develop the credal sentential decision diagrams, a generalisation of their probabilistic counterpart that allows for replacing the local probabilities with (so-called credal) sets of mass functions. These models induce a joint credal set over the set of Boolean variables, that sharply assigns probability zero to states inconsistent with the logical constraints. Three inference algorithms are derived for these models, these allow to compute: (i) the lower and upper probabilities of an observation for an arbitrary number of variables; (ii) the lower and upper conditional probabilities for the state of a single variable given an observation; (iii) whether or not all the probabilistic sentential decision diagrams compatible with the credal specification have the same most probable explanation of a given set of variables given an observation of the other variables. These inferences are tractable, as all the three algorithms, based on bottom-up traversal with local linear programming tasks on the disjunctive gates, can be solved in polynomial time with respect to the circuit size. For a first empirical validation, we consider a simple application based on noisy seven-segment display images. The credal models are observed to properly distinguish between easy and hard-to-detect instances and outperform other generative models not able to cope with logical constraints.