Learning Graphical Models
Markov Networks: Undirected Graphical Models
This article briefs you about Markov Networks which falls under the family of Undirected Graphical Models (UGM). This article is a follow-up to Bayesian Network, which is a type of Directed Graphical Models. Key Motivation behind these networks is to parameterize the Joint Probability Distribution based on Local Independencies between Random Variables. Generally, Bayesian Network requires to pre-define a directionality to assert an influence of random variable. But there might be cases where interaction between nodes ( or random variables) are symmetric in nature, and we would like to have a model which can represent this symmetricity without directional influence.
A cross-center smoothness prior for variational Bayesian brain tissue segmentation
Kouw, Wouter M., Ørting, Silas N., Petersen, Jens, Pedersen, Kim S., de Bruijne, Marleen
Suppose one is faced with the challenge of tissue segmentation in MR images, without annotators at their center to provide labeled training data. One option is to go to another medical center for a trained classifier. Sadly, tissue classifiers do not generalize well across centers due to voxel intensity shifts caused by center-specific acquisition protocols. However, certain aspects of segmentations, such as spatial smoothness, remain relatively consistent and can be learned separately. Here we present a smoothness prior that is fit to segmentations produced at another medical center. This informative prior is presented to an unsupervised Bayesian model. The model clusters the voxel intensities, such that it produces segmentations that are similarly smooth to those of the other medical center. In addition, the unsupervised Bayesian model is extended to a semi-supervised variant, which needs no visual interpretation of clusters into tissues.
Deep learning for molecular generation and optimization - a review of the state of the art
Elton, Daniel C., Boukouvalas, Zois, Fuge, Mark D., Chung, Peter W.
In the space of only a few years, deep generative modeling has revolutionized how we think of artificial creativity, yielding autonomous systems which produce original images, music, and text. Inspired by these successes, researchers are now applying deep generative modeling techniques to the generation and optimization of molecules - in our review we found 45 papers on the subject published in the past two years. These works point to a future where such systems will be used to generate lead molecules, greatly reducing resources spent downstream synthesizing and characterizing bad leads in the lab. In this review we survey the increasingly complex landscape of models and representation schemes that have been proposed. The four classes of techniques we describe are recursive neural networks, autoencoders, generative adversarial networks, and reinforcement learning. After first discussing some of the mathematical fundamentals of each technique, we draw high level connections and comparisons with other techniques and expose the pros and cons of each. Several important high level themes emerge as a result of this work, including the shift away from the SMILES string representation of molecules towards more sophisticated representations such as graph grammars and 3D representations, the importance of reward function design, the need for better standards for benchmarking and testing, and the benefits of adversarial training and reinforcement learning over maximum likelihood based training.
Bayesian Allocation Model: Inference by Sequential Monte Carlo for Nonnegative Tensor Factorizations and Topic Models using Polya Urns
Cemgil, Ali Taylan, Kurutmaz, Mehmet Burak, Yildirim, Sinan, Barsbey, Melih, Simsekli, Umut
We introduce a dynamic generative model, Bayesian allocation model (BAM), which establishes explicit connections between nonnegative tensor factorization (NTF), graphical models of discrete probability distributions and their Bayesian extensions, and the topic models such as the latent Dirichlet allocation. BAM is based on a Poisson process, whose events are marked by using a Bayesian network, where the conditional probability tables of this network are then integrated out analytically. We show that the resulting marginal process turns out to be a Polya urn, an integer valued self-reinforcing process. This urn processes, which we name a Polya-Bayes process, obey certain conditional independence properties that provide further insight about the nature of NTF. These insights also let us develop space efficient simulation algorithms that respect the potential sparsity of data: we propose a class of sequential importance sampling algorithms for computing NTF and approximating their marginal likelihood, which would be useful for model selection. The resulting methods can also be viewed as a model scoring method for topic models and discrete Bayesian networks with hidden variables. The new algorithms have favourable properties in the sparse data regime when contrasted with variational algorithms that become more accurate when the total sum of the elements of the observed tensor goes to infinity. We illustrate the performance on several examples and numerically study the behaviour of the algorithms for various data regimes.
Deep Log-Likelihood Ratio Quantization
Arvinte, Marius, Tewfik, Ahmed H., Vishwanath, Sriram
In this work, a deep learning-based method for log-likelihood ratio (LLR) lossy compression and quantization is proposed, with emphasis on a single-input single-output uncorrelated fading communication setting. A deep autoencoder network is trained to compress, quantize and reconstruct the bit log-likelihood ratios corresponding to a single transmitted symbol. Specifically, the encoder maps to a latent space with dimension equal to the number of sufficient statistics required to recover the inputs - equal to three in this case - while the decoder aims to reconstruct a noisy version of the latent representation with the purpose of modeling quantization effects in a differentiable way. Simulation results show that, when applied to a standard rate-1/2 low-density parity-check (LDPC) code, a finite precision compression factor of nearly three times is achieved when storing an entire codeword, with an incurred loss of performance lower than 0.1 dB compared to straightforward scalar quantization of the log-likelihood ratios.
Financial Trading Model with Stock Bar Chart Image Time Series with Deep Convolutional Neural Networks
Sezer, Omer Berat, Ozbayoglu, Ahmet Murat
Even though computational intelligence techniques have been extensively utilized in financial trading systems, almost all developed models use the time series data for price prediction or identifying buy-sell points. However, in this study we decided to use 2-D stock bar chart images directly without introducing any additional time series associated with the underlying stock. We propose a novel algorithmic trading model CNN-BI (Convolutional Neural Network with Bar Images) using a 2-D Convolutional Neural Network. We generated 2-D images of sliding windows of 30-day bar charts for Dow 30 stocks and trained a deep Convolutional Neural Network (CNN) model for our algorithmic trading model. We tested our model separately between 2007-2012 and 2012-2017 for representing different market conditions. The results indicate that the model was able to outperform Buy and Hold strategy, especially in trendless or bear markets. Since this is a preliminary study and probably one of the first attempts using such an unconventional approach, there is always potential for improvement. Overall, the results are promising and the model might be integrated as part of an ensemble trading model combined with different strategies.
Revisiting clustering as matrix factorisation on the Stiefel manifold
Chrétien, Stéphane, Guedj, Benjamin
Our approach leverages the well known Burer-Monteiro factorisation strategy from large scale optimisation, in the context of low rank estimation. Moreover, our Burer-Monteiro factors are shown to lie on a Stiefel manifold. We propose a new generalized Bayesian estimator for this problem and prove novel prediction bounds for clustering. We also devise a componentwise Langevin sampler on the Stiefel manifold to compute this estimator.
Pragmatic classification of movement primitives for stroke rehabilitation
Parnandi, Avinash, Uddin, Jasim, Nilsen, Dawn M., Schambra, Heidi
Rehabilitation training is the primary intervention to improve motor recovery after stroke, but a tool to measure functional training does not currently exist. To bridge this gap, we previously developed an approach to classify functional movement primitives using wearable sensors and a machine learning (ML) algorithm. We found that this approach had encouraging classification performance but had computational and practical limitations, such as training time, sensor cost, and magnetic drift. Here, we sought to refine this approach and determine the algorithm, sensor configurations, and data requirements needed to maximize computational and practical performance. Motion data had been previously collected from 6 stroke patients wearing 11 inertial measurement units (IMUs) as they moved objects on a target array. To identify optimal ML performance, we evaluated 4 algorithms that are commonly used in activity recognition (linear discriminant analysis (LDA), na\"ive Bayes, support vector machine, and k-nearest neighbors). We compared their classification accuracy, computational complexity, and tuning requirements. To identify optimal sensor configuration, we progressively sampled fewer sensors and compared classification accuracy. To identify optimal data requirements, we compared accuracy using data from IMUs versus accelerometers. We found that LDA had the highest classification accuracy (92%) of the algorithms tested. It also was the most pragmatic, with low training and testing times and modest tuning requirements. We found that 7 sensors on the paretic arm and back resulted in the best accuracy. Using this array, accelerometers had a lower accuracy (84%). We refined strategies to accurately and pragmatically quantify functional movement primitives in stroke patients. We propose that this optimized ML-sensor approach could be a means to quantify training dose after stroke.
Rethinking System Health Management
Balaban, Edward, Johnson, Stephen B., Kochenderfer, Mykel J.
Health management of complex dynamic systems has traditionally evolved separately from automated control, planning, and scheduling (generally referred to in the paper as decision making). A goal of Integrated System Health Management has been to enable coordination between system health management and decision making, although successful practical implementations have remained limited. This paper proposes that, rather than being treated as connected, yet distinct entities, system health management and decision making should be unified in their formulations. Enabled by advances in modeling and computing, we argue that the unified approach will increase a system's operational effectiveness and may also lead to a lower overall system complexity. We overview the prevalent system health management methodology and illustrate its limitations through numerical examples. We then describe the proposed unification approach and show how it accommodates the typical system health management concepts.
Likelihood-free MCMC with Approximate Likelihood Ratios
Hermans, Joeri, Begy, Volodimir, Louppe, Gilles
We propose a novel approach for posterior sampling with intractable likelihoods. This is an increasingly important problem in scientific applications where models are implemented as sophisticated computer simulations. As a result, tractable densities are not available, which forces practitioners to rely on approximations during inference. We address the intractability of densities by training a parameterized classifier whose output is used to approximate likelihood ratios between arbitrary model parameters. In turn, we are able to draw posterior samples by plugging this approximator into common Markov chain Monte Carlo samplers such as Metropolis-Hastings and Hamiltonian Monte Carlo. We demonstrate the proposed technique by fitting the generating parameters of implicit models, ranging from a linear probabilistic model to settings in high energy physics with high-dimensional observations. Finally, we discuss several diagnostics to assess the quality of the posterior.