Learning Graphical Models
Open Set Label Shift with Test Time Out-of-Distribution Reference
Ye, Changkun, Tsuchida, Russell, Petersson, Lars, Barnes, Nick
Open set label shift (OSLS) occurs when label distributions change from a source to a target distribution, and the target distribution has an additional out-of-distribution (OOD) class. In this work, we build estimators for both source and target open set label distributions using a source domain in-distribution (ID) classifier and an ID/OOD classifier . With reasonable assumptions on the ID/OOD classifier, the estimators are assembled into a sequence of three stages: 1) an estimate of the source label distribution of the OOD class, 2) an EM algorithm for Maximum Likelihood estimates (MLE) of the target label distribution, and 3) an estimate of the target label distribution of OOD class under relaxed assumptions on the OOD classifier . The sampling errors of estimates in 1) and 3) are quantified with a concentration inequality. The estimation result allows us to correct the ID classifier trained on the source distribution to the target distribution without retraining. Experiments on a variety of open set label shift settings demonstrate the effectiveness of our model.
Automated Learning of Semantic Embedding Representations for Diffusion Models
Generative models capture the true distribution of data, yielding semantically rich representations. Denoising diffusion models (DDMs) exhibit superior generative capabilities, though efficient representation learning for them are lacking. In this work, we employ a multi-level denoising autoencoder framework to expand the representation capacity of DDMs, which introduces sequentially consistent Diffusion Transformers and an additional timestep-dependent encoder to acquire embedding representations on the denoising Markov chain through self-conditional diffusion learning. Intuitively, the encoder, conditioned on the entire diffusion process, compresses high-dimensional data into directional vectors in latent under different noise levels, facilitating the learning of image embeddings across all timesteps. To verify the semantic adequacy of embeddings generated through this approach, extensive experiments are conducted on various datasets, demonstrating that optimally learned embeddings by DDMs surpass state-of-the-art self-supervised representation learning methods in most cases, achieving remarkable discriminative semantic representation quality. Our work justifies that DDMs are not only suitable for generative tasks, but also potentially advantageous for general-purpose deep learning applications.
Interview with Onur Boyar: Drug and material design using generative models and Bayesian optimization
In this interview series, we're meeting some of the AAAI/SIGAI Doctoral Consortium participants to find out more about their research. Onur Boyar is a PhD student at Nagoya university, working on generative models and Bayesian methods for materials and drug design. We met Onur to find out more about his research projects, methodology, and collaborations with chemists. I'm from Turkey, and I came to Japan three years ago to pursue my PhD. Before coming here, I was already interested in generative models, Bayesian methods, and Markov chain Monte Carlo techniques.
Comparative Study of Generative Models for Early Detection of Failures in Medical Devices
Sadanandan, Binesh, Nobar, Bahareh Arghavani, Behzadan, Vahid
The medical device industry has significantly advanced by integrating sophisticated electronics like microchips and field-programmable gate arrays (FPGAs) to enhance the safety and usability of life-saving devices. These complex electro-mechanical systems, however, introduce challenging failure modes that are not easily detectable with conventional methods. Effective fault detection and mitigation become vital as reliance on such electronics grows. This paper explores three generative machine learning-based approaches for fault detection in medical devices, leveraging sensor data from surgical staplers,a class 2 medical device. Historically considered low-risk, these devices have recently been linked to an increasing number of injuries and fatalities. The study evaluates the performance and data requirements of these machine-learning approaches, highlighting their potential to enhance device safety.
Active Sampling for MRI-based Sequential Decision Making
Du, Yuning, Liu, Jingshuai, Dharmakumar, Rohan, Tsaftaris, Sotirios A.
Despite the superior diagnostic capability of Magnetic Resonance Imaging (MRI), its use as a Point-of-Care (PoC) device remains limited by high cost and complexity. To enable such a future by reducing the magnetic field strength, one key approach will be to improve sampling strategies. Previous work has shown that it is possible to make diagnostic decisions directly from k-space with fewer samples. Such work shows that single diagnostic decisions can be made, but if we aspire to see MRI as a true PoC, multiple and sequential decisions are necessary while minimizing the number of samples acquired. We present a novel multi-objective reinforcement learning framework enabling comprehensive, sequential, diagnostic evaluation from undersampled k-space data. Our approach during inference actively adapts to sequential decisions to optimally sample. To achieve this, we introduce a training methodology that identifies the samples that contribute the best to each diagnostic objective using a step-wise weighting reward function. We evaluate our approach in two sequential knee pathology assessment tasks: ACL sprain detection and cartilage thickness loss assessment. Our framework achieves diagnostic performance competitive with various policy-based benchmarks on disease detection, severity quantification, and overall sequential diagnosis, while substantially saving k-space samples. Our approach paves the way for the future of MRI as a comprehensive and affordable PoC device. Our code is publicly available at https://github.com/vios-s/MRI_Sequential_Active_Sampling
A Time-Series Data Augmentation Model through Diffusion and Transformer Integration
Zhang, Yuren, Pu, Zhongnan, Jing, Lei
IEEE TRANSACTIONS ON HUMAN-MACHINE SYSTEMS 1 A Time-Series Data Augmentation Model through Diffusion and Transformer Integration Y uren Zhang ID, Zhongnan Pu ID, Lei jing ID Member,IEEE Abstract --With the development of Artificial Intelligence, numerous real-world tasks have been accomplished using technology integrated with deep learning. T o achieve optimal performance, deep neural networks typically require large volumes of data for training. Although advances in data augmentation have facilitated the acquisition of vast datasets, most of this data is concentrated in domains like images and speech. However, there has been relatively less focus on augmenting time-series data. T o address this gap and generate a substantial amount of time-series data, we propose a simple and effective method that combines the Diffusion and Transformer models. By utilizing an adjusted diffusion denoising model to generate a large volume of initial time-step action data, followed by employing a Transformer model to predict subsequent actions, and incorporating a weighted loss function to achieve convergence, the method demonstrates its effectiveness. Using the performance improvement of the model after applying augmented data as a benchmark, and comparing the results with those obtained without data augmentation or using traditional data augmentation methods, this approach shows its capability to produce high-quality augmented data. I NTRODUCTION W ITH the development of artificial intelligence (AI), numerous tasks in the real world have been accomplished through technologies combined with deep learning. Typically, a neural network that exhibits excellent performance requires a substantial amount of data for training. V arious types of multi-modal data, such as images, speech, and audio, can now be easily obtained from the Internet. The acquisition of these types of data is no longer an issue. However, due to privacy concerns, costs, and other factors, not all types of data can reach the scale of image or other types data. For instance, the data scale of rare diseases often remains relatively small [1], [2].
Deep Learning Innovations for Energy Efficiency: Advances in Non-Intrusive Load Monitoring and EV Charging Optimization for a Sustainable Grid
The global energy landscape is undergoing a profound transformation, often referred to as the energy transition, driven by the urgent need to mitigate climate change, reduce greenhouse gas emissions, and ensure sustainable energy supplies. However, the undoubted complexity of new investments in renewables, as well as the phase out of high CO2-emission energy sources, hampers the pace of the energy transition and raises doubts as to whether new renewable energy sources are capable of solely meeting the climate target goals. This highlights the need to investigate alternative pathways to accelerate the energy transition, by identifying human activity domains with higher/excessive energy demands. Two notable examples where there is room for improvement, in the sense of reducing energy consumption and consequently CO2 emissions, are residential energy consumption and road transport. This dissertation investigates the development of novel Deep Learning techniques to create tools which solve limitations in these two key energy domains. Reduction of residential energy consumption can be achieved by empowering end-users with the user of Non-Intrusive Load Monitoring, whereas optimization of EV charging with Deep Reinforcement Learning can tackle road transport decarbonization.
Comparing statistical and deep learning techniques for parameter estimation of continuous-time stochastic differentiable equations
Sankoh, Aroon, Wickerhauser, Victor
--Stochastic differential equations such as the Ornstein-Uhlenbeck process have long been used to model real-world probablistic events such as stock prices and temperature fluctuations. While statistical methods such as Maximum Likelihood Estimation (MLE), Kalman Filtering, Inverse V ariable Method, and more have historically been used to estimate the parameters of stochastic differential equations, the recent explosion of deep learning technology suggests that models such as a Recurrent Neural Network (RNN) could produce more precise estimators. We present a series of experiments that compare the estimation accuracy and computational expensiveness of a statistical method (MLE) with a deep learning model (RNN) for the parameters of the Ornstein-Uhlenbeck process. I NTRODUCTION In section I, we will define the Ornstein-Uhlenbeck (OU) stochastic process and explore some of the theory behind its solution. After introducing useful properties of the OU process, we can define the likelihood function to optimize for MLE estimation and search algorithm(s) we will use to obtain estimates.
Variational Formulation of the Particle Flow Particle Filter
Yi, Yinzhuang, Cortés, Jorge, Atanasov, Nikolay
This paper provides a formulation of the particle flow particle filter from the perspective of variational inference. We show that the transient density used to derive the particle flow particle filter follows a time-scaled trajectory of the Fisher-Rao gradient flow in the space of probability densities. The Fisher-Rao gradient flow is obtained as a continuous-time algorithm for variational inference, minimizing the Kullback-Leibler divergence between a variational density and the true posterior density.
Bayesian Estimation of Extreme Quantiles and the Exceedance Distribution for Paretian Tails
Estimating extreme quantiles is an important task in many applications, including financial risk management and climatology. More important than estimating the quantile itself is to insure zero coverage error, which implies the quantile estimate should, on average, reflect the desired probability of exceedance. In this research, we show that for unconditional distributions isomorphic to the exponential, a Bayesian quantile estimate results in zero coverage error. This compares to the traditional maximum likelihood method, where the coverage error can be significant under small sample sizes even though the quantile estimate is unbiased. More generally, we prove a sufficient condition for an unbiased quantile estimator to result in coverage error. Interestingly, our results hold by virtue of using a Jeffreys prior for the unknown parameters and is independent of the true prior. We also derive an expression for the distribution, and moments, of future exceedances which is vital for risk assessment. We extend our results to the conditional tail of distributions with asymptotic Paretian tails and, in particular, those in the Fréchet maximum domain of attraction. We illustrate our results using simulations for a variety of light and heavy-tailed distributions.