Learning Graphical Models
Deep Ensemble Bayesian Active Learning : Addressing the Mode Collapse issue in Monte Carlo dropout via Ensembles
In image classification tasks, the ability of deep CNNs to deal with complex image data has proven to be unrivalled. However, they require large amounts of labeled training data to reach their full potential. In specialised domains such as healthcare, labeled data can be difficult and expensive to obtain. Active Learning aims to alleviate this problem, by reducing the amount of labelled data needed for a specific task while delivering satisfactory performance. We propose DEBAL, a new active learning strategy designed for deep neural networks. This method improves upon the current state-of-the-art deep Bayesian active learning method, which suffers from the mode collapse problem. We correct for this deficiency by making use of the expressive power and statistical properties of model ensembles. Our proposed method manages to capture superior data uncertainty, which translates into improved classification performance. We demonstrate empirically that our ensemble method yields faster convergence of CNNs trained on the MNIST and CIFAR-10 datasets.
Performance Guarantees for Homomorphisms Beyond Markov Decision Processes
Majeed, Sultan Javed, Hutter, Marcus
Most real-world problems have huge state and/or action spaces. Therefore, a naive application of existing tabular solution methods is not tractable on such problems. Nonetheless, these solution methods are quite useful if an agent has access to a relatively small state-action space homomorphism of the true environment and near-optimal performance is guaranteed by the map. A plethora of research is focused on the case when the homomorphism is a Markovian representation of the underlying process. However, we show that near-optimal performance is sometimes guaranteed even if the homomorphism is non-Markovian. Moreover, we can aggregate significantly more states by lifting the Markovian requirement without compromising on performance. In this work, we expand Extreme State Aggregation (ESA) framework to joint state-action aggregations. We also lift the policy uniformity condition for aggregation in ESA that allows even coarser modeling of the true environment.
Reasoning From Data in the Mathematical Theory of Evidence
Mathematical Theory of Evidence (MTE) is known as a foundation for reasoning when knowledge is expressed at various levels of detail. Though much research effort has been committed to this theory since its foundation, many questions remain open. One of the most important open questions seems to be the relationship between frequencies and the Mathematical Theory of Evidence. The theory is blamed to leave frequencies outside (or aside of) its framework. The seriousness of this accusation is obvious: no experiment may be run to compare the performance of MTE-based models of real world processes against real world data. In this paper we develop a frequentist model of the MTE bringing to fall the above argument against MTE. We describe, how to interpret data in terms of MTE belief functions, how to reason from data about conditional belief functions, how to generate a random sample out of a MTE model, how to derive MTE model from data and how to compare results of reasoning in MTE model and reasoning from data. It is claimed in this paper that MTE is suitable to model some types of destructive processes
Learning acoustic word embeddings with phonetically associated triplet network
Lim, Hyungjun, Kim, Younggwan, Jung, Youngmoon, Jung, Myunghun, Kim, Hoirin
Previous researches on acoustic word embeddings used in query-by-example spoken term detection have shown remarkable performance improvements when using a triplet network. However, the triplet network is trained using only a limited information about acoustic similarity between words. In this paper, we propose a novel architecture, phonetically associated triplet network (PATN), which aims at increasing discriminative power of acoustic word embeddings by utilizing phonetic information as well as word identity. The proposed model is learned to minimize a combined loss function that was made by introducing a cross entropy loss to the lower layer of LSTM-based triplet network. We observed that the proposed method performs significantly better than the baseline triplet network on a word discrimination task with the WSJ dataset resulting in over 40% relative improvement in recall rate at 1.0 false alarm per hour. Finally, we examined the generalization ability by conducting the out-of-domain test on the RM dataset.
A Factor Graph Approach to Automated Design of Bayesian Signal Processing Algorithms
Cox, Marco, van de Laar, Thijs, de Vries, Bert
The benefits of automating design cycles for Bayesian inference-based algorithms are becoming increasingly recognized by the machine learning community. As a result, interest in probabilistic programming frameworks has much increased over the past few years. This paper explores a specific probabilistic programming paradigm, namely message passing in Forney-style factor graphs (FFGs), in the context of automated design of efficient Bayesian signal processing algorithms. To this end, we developed "ForneyLab" (https://github.com/biaslab/ForneyLab.jl) as a Julia toolbox for message passing-based inference in FFGs. We show by example how ForneyLab enables automatic derivation of Bayesian signal processing algorithms, including algorithms for parameter estimation and model comparison. Crucially, due to the modular makeup of the FFG framework, both the model specification and inference methods are readily extensible in ForneyLab. In order to test this framework, we compared variational message passing as implemented by ForneyLab with automatic differentiation variational inference (ADVI) and Monte Carlo methods as implemented by state-of-the-art tools "Edward" and "Stan". In terms of performance, extensibility and stability issues, ForneyLab appears to enjoy an edge relative to its competitors for automated inference in state-space models.
Large-Scale Visual Active Learning with Deep Probabilistic Ensembles
Chitta, Kashyap, Alvarez, Jose M., Lesnikowski, Adam
Annotating the right data for training deep neural networks is an important challenge. Active learning using uncertainty estimates from Bayesian Neural Networks (BNNs) could provide an effective solution to this. Despite being theoretically principled, BNNs require approximations to be applied to large-scale problems, and have not been used widely by practitioners. In this paper, we introduce Deep Probabilistic Ensembles (DPEs), a scalable technique that uses a regularized ensemble to approximate a deep BNN. We conduct a series of active learning experiments to evaluate DPEs on classification with the CIFAR-10, CIFAR-100 and ImageNet datasets, and semantic segmentation with the BDD100k dataset. Our models consistently outperform baselines and previously published methods, requiring significantly less training data to achieve competitive performances.
Practical Bayesian Learning of Neural Networks via Adaptive Subgradient Methods
Salas, Arnold, Zohren, Stefan, Roberts, Stephen
We introduce a novel framework for the estimation of the posterior distribution of the weights of a neural network, based on a new probabilistic interpretation of adaptive subgradient algorithms such as AdaGrad and Adam. Having a confidence measure of the weights allows several shortcomings of neural networks to be addressed. In particular, the robustness of the network can be improved by performing weight pruning based on signal-to-noise ratios from the weight posterior distribution. Using the MNIST dataset, we demonstrate that the empirical performance of Badam, a particular instance of our framework based on Adam, is competitive in comparison to related Bayesian approaches such as Bayes By Backprop.
BAR: Bayesian Activity Recognition using variational inference
Krishnan, Ranganath, Subedar, Mahesh, Tickoo, Omesh
Uncertainty estimation in deep neural networks is essential for designing reliable and robust AI systems. Applications such as video surveillance for identifying suspicious activities are designed with deep neural networks (DNNs), but DNNs do not provide uncertainty estimates. Capturing reliable uncertainty estimates in safety and security critical applications will help to establish trust in the AI system. Our contribution is to apply Bayesian deep learning framework to visual activity recognition application and quantify model uncertainty along with principled confidence. We utilize the variational inference technique while training the Bayesian DNNs to infer the approximate posterior distribution around model parameters and perform Monte Carlo sampling on the posterior of model parameters to obtain the predictive distribution. We show that the Bayesian inference applied to DNNs provides reliable confidence measures for visual activity recognition task as compared to the conventional DNNs. We also show that our method improves the visual activity recognition precision-recall score by 6% compared to non-Bayesian baseline. We evaluate our models on Moments-In-Time (MiT) activity recognition dataset by selecting a subset of in- and out-of-distribution video samples.
Graphical Model Market Maker for Combinatorial Prediction Markets
Blackmond Laskey, Kathryn, Sun, Wei, Hanson, Robin, Twardy, Charles, Matsumoto, Shou, Goldfedder, Brandon
We describe algorithms for use by prediction markets in forming a crowd consensus joint probability distribution over thousands of related events. Equivalently, we describe market mechanisms to efficiently crowdsource both structure and parameters of a Bayesian network. Prediction markets are among the most accurate methods to combine forecasts; forecasters form a consensus probability distribution by trading contingent securities. A combinatorial prediction market forms a consensus joint distribution over many related events by allowing conditional trades or trades on Boolean combinations of events. Explicitly representing the joint distribution is infeasible, but standard inference algorithms for graphical probability models render it tractable for large numbers of base events. We show how to adapt these algorithms to compute expected assets conditional on a prospective trade, and to find the conditional state where a trader has minimum assets, allowing full asset reuse. We compare the performance of three algorithms: the straightforward algorithm from the DAGGRE (Decomposition-Based Aggregation) prediction market for geopolitical events, the simple block-merge model from the SciCast market for science and technology forecasting, and a more sophisticated algorithm we developed for future markets.
Optimized Hidden Markov Model based on Constrained Particle Swarm Optimization
Chang, L., Ouzrout, Yacine, Nongaillard, Antoine, Bouras, Abdelaziz
As one of Bayesian analysis tools, Hidden Markov Model (HMM) has been used to in extensive applications. Most HMMs are solved by Baum-Welch algorithm (BWHMM) to predict the model parameters, which is difficult to find global optimal solutions. This paper proposes an optimized Hidden Markov Model with Particle Swarm Optimization (PSO) algorithm and so is called PSOHMM. In order to overcome the statistical constraints in HMM, the paper develops re-normalization and re-mapping mechanisms to ensure the constraints in HMM. The experiments have shown that PSOHMM can search better solution than BWHMM, and has faster convergence speed.