Learning Graphical Models
Approximate Bayesian Computation with the Sliced-Wasserstein Distance
Nadjahi, Kimia, De Bortoli, Valentin, Durmus, Alain, Badeau, Roland, Şimşekli, Umut
Approximate Bayesian Computation (ABC) is a popular method for approximate inference in generative models with intractable but easy-to-sample likelihood. It constructs an approximate posterior distribution by finding parameters for which the simulated data are close to the observations in terms of summary statistics. These statistics are defined beforehand and might induce a loss of information, which has been shown to deteriorate the quality of the approximation. To overcome this problem, Wasserstein-ABC has been recently proposed, and compares the datasets via the Wasserstein distance between their empirical distributions, but does not scale well to the dimension or the number of samples. We propose a new ABC technique, called Sliced-Wasserstein ABC and based on the Sliced-Wasserstein distance, which has better computational and statistical properties. We derive two theoretical results showing the asymptotical consistency of our approach, and we illustrate its advantages on synthetic data and an image denoising task.
The Study of Machine Learning Models in Predicting the Intention of Adolescents to Smoke Cigarettes
Nam, Seung Joon, Kim, Han Min, Kang, Thomas, Park, Cheol Young
The use of electronic cigarette (e-cigarette) is increasing among adolescents. This is problematic since consuming nicotine at an early age can cause harmful effects in developing teenager's brain and health. Additionally, the use of e-cigarette has a possibility of leading to the use of cigarettes, which is more severe. There were many researches about e-cigarette and cigarette that mostly focused on finding and analyzing causes of smoking using conventional statistics. However, there is a lack of research on developing prediction models, which is more applicable to anti-smoking campaign, about e-cigarette and cigarette. In this paper, we research the prediction models that can be used to predict an individual e-cigarette user's (including non-e-cigarette users) intention to smoke cigarettes, so that one can be early informed about the risk of going down the path of smoking cigarettes. To construct the prediction models, five machine learning (ML) algorithms are exploited and tested for their accuracy in predicting the intention to smoke cigarettes among never smokers using data from the 2018 National Youth Tobacco Survey (NYTS). In our investigation, the Gradient Boosting Classifier, one of the prediction models, shows the highest accuracy out of all the other models. Also, with the best prediction model, we made a public website that enables users to input information to predict their intentions of smoking cigarettes.
Large-Scale Characterization and Segmentation of Internet Path Delays with Infinite HMMs
Mouchet, Maxime, Vaton, Sandrine, Chonavel, Thierry, Aben, Emile, Hertog, Jasper den
Round-Trip Times are one of the most commonly collected performance metrics in computer networks. Measurement platforms such as RIPE Atlas provide researchers and network operators with an unprecedented amount of historical Internet delay measurements. It would be very useful to automate the processing of these measurements (statistical characterization of paths performance, change detection, recognition of recurring patterns, etc.). Humans are pretty good at finding patterns in network measurements but it can be difficult to automate this to enable many time series being processed at the same time. In this article we introduce a new model, the HDP-HMM or infinite hidden Markov model, whose performance in trace segmentation is very close to human cognition. This is obtained at the cost of a greater complexity and the ambition of this article is to make the theory accessible to network monitoring and management researchers. We demonstrate that this model provides very accurate results on a labeled dataset and on RIPE Atlas and CAIDA MANIC data. This method has been implemented in Atlas and we introduce the publicly accessible Web API.
Beyond the proton drip line: Bayesian analysis of proton-emitting nuclei
Neufcourt, Léo, Cao, Yuchen, Giuliani, Samuel, Nazarewicz, Witold, Olsen, Erik, Tarasov, Oleg B.
The limits of the nuclear landscape are determined by nuclear binding energies. Beyond the proton drip lines, where the separation energy becomes negative, there is not enough binding energy to prevent protons from escaping the nucleus. Predicting properties of unstable nuclear states in the vast territory of proton emitters poses an appreciable challenge for nuclear theory as it often involves far extrapolations. In addition, significant discrepancies between nuclear models in the proton-rich territory call for quantified predictions. With the help of Bayesian methodology, we mix a family of nuclear mass models corrected with statistical emulators trained on the experimental mass measurements, in the proton-rich region of the nuclear chart. Separation energies were computed within nuclear density functional theory using several Skyrme and Gogny energy density functionals. We also considered mass predictions based on two models used in astrophysical studies. Quantified predictions were obtained for each model using Bayesian Gaussian processes trained on separation-energy residuals and combined via Bayesian model averaging. We obtained a good agreement between averaged predictions of statistically corrected models and experiment. In particular, we quantified model results for one- and two-proton separation energies and derived probabilities of proton emission. This information enabled us to produce a quantified landscape of proton-rich nuclei. The most promising candidates for two-proton decay studies have been identified. The methodology used in this work has broad applications to model-based extrapolations of various nuclear observables. It also provides a reliable uncertainty quantification of theoretical predictions.
Generative Well-intentioned Networks
We propose Generative Well-intentioned Networks (GWINs), a novel framework for increasing the accuracy of certainty-based, closed-world classifiers. A conditional generative network recovers the distribution of observations that the classifier labels correctly with high certainty. We introduce a reject option to the classifier during inference, allowing the classifier to reject an observation instance rather than predict an uncertain label. These rejected observations are translated by the generative network to high-certainty representations, which are then relabeled by the classifier. This architecture allows for any certainty-based classifier or rejection function and is not limited to multilayer perceptrons. The capability of this framework is assessed using benchmark classification datasets and shows that GWINs significantly improve the accuracy of uncertain observations.
A framework for deep energy-based reinforcement learning with quantum speed-up
Jerbi, Sofiene, Nautrup, Hendrik Poulsen, Trenkwalder, Lea M., Briegel, Hans J., Dunjko, Vedran
In the past decade, deep learning methods have seen tremendous success in various supervised and unsupervised learning tasks such as classification and generative modeling. More recently, deep neural networks have emerged in the domain of reinforcement learning as a tool to solve decision-making problems of unprecedented complexity, e.g., navigation problems or game-playing AI. Despite the successful combinations of ideas from quantum computing with machine learning methods, there have been relatively few attempts to design quantum algorithms that would enhance deep reinforcement learning. This is partly due to the fact that quantum enhancements of deep neural networks, in general, have not been as extensively investigated as other quantum machine learning methods. In contrast, projective simulation is a reinforcement learning model inspired by the stochastic evolution of physical systems that enables a quantum speed-up in decision making. In this paper, we develop a unifying framework that connects deep learning and projective simulation, opening the route to quantum improvements in deep reinforcement learning. Our approach is based on so-called generative energy-based models to design reinforcement learning methods with a computational advantage in solving complex and large-scale decision-making problems.
A Gentle Introduction to Logistic Regression With Maximum Likelihood Estimation
Logistic regression is a model for binary classification predictive modeling. The parameters of a logistic regression model can be estimated by the probabilistic framework called maximum likelihood estimation. Under this framework, a probability distribution for the target variable (class label) must be assumed and then a likelihood function defined that calculates the probability of observing the outcome given the input data and the model. This function can then be optimized to find the set of parameters that results in the largest sum likelihood over the training dataset. The maximum likelihood approach to fitting a logistic regression model both aids in better understanding the form of the logistic regression model and provides a template that can be used for fitting classification models more generally.
An Introduction to the Powerful Bayes' Theorem for Data Science Professionals
Probability is at the very core of a lot of data science algorithms. In fact, the solutions to so many data science problems are probabilistic in nature – hence I always advice focusing on learning statistics and probability before jumping into the algorithms. But I've seen a lot of aspiring data scientists shunning statistics, especially Bayesian statistics. It remains incomprehensible to a lot of analysts and data scientists. I'm sure a lot of you are nodding your head at this! Bayes' Theorem, a major aspect of Bayesian Statistics, was created by Thomas Bayes, a monk who lived during the eighteenth century. The very fact that we're still learning about it shows how influential his work has been across centuries!
Prior specification via prior predictive matching: Poisson matrix factorization and beyond
da Silva, Eliezer de Souza, Kuśmierczyk, Tomasz, Hartmann, Marcelo, Klami, Arto
Hyperparameter optimization for machine learning models is typically carried out by some sort of cross-validation procedure or global optimization, both of which require running the learning algorithm numerous times. We show that for Bayesian hierarchical models there is an appealing alternative that allows selecting good hyperparameters without learning the model parameters during the process at all, facilitated by the prior predictive distribution that marginalizes out the model parameters. We propose an approach that matches suitable statistics of the prior predictive distribution with ones provided by an expert and apply the general concept for matrix factorization models. For some Poisson matrix factorization models we can analytically obtain exact hyperparameters, including the number of factors, and for more complex models we propose a model-independent optimization procedure.
An Active Approach for Model Interpretation
Model interpretation, or explanation of a machine learning classifier, aims to extract generalizable knowledge from a trained classifier into a human-understandable format, for various purposes such as model assessment, debugging and trust. From a computaional viewpoint, it is formulated as approximating the target classifier using a simpler interpretable model, such as rule models like a decision set/list/tree. Often, this approximation is handled as standard supervised learning and the only difference is that the labels are provided by the target classifier instead of ground truth. This paradigm is particularly popular because there exists a variety of well-studied supervised algorithms for learning an interpretable classifier. However, we argue that this paradigm is suboptimal for it does not utilize the unique property of the model interpretation problem, that is, the ability to generate synthetic instances and query the target classifier for their labels. We call this the active-query property, suggesting that we should consider model interpretation from an active learning perspective. Following this insight, we argue that the active-query property should be employed when designing a model interpretation algorithm, and that the generation of synthetic instances should be integrated seamlessly with the algorithm that learns the model interpretation. In this paper, we demonstrate that by doing so, it is possible to achieve more faithful interpretation with simpler model complexity. As a technical contribution, we present an active algorithm Active Decision Set Induction (ADS) to learn a decision set, a set of if-else rules, for model interpretation. ADS performs a local search over the space of all decision sets. In every iteration, ADS computes confidence intervals for the value of the objective function of all local actions and utilizes active-query to determine the best one.