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 Statistical Learning


COPlanner: Plan to Roll Out Conservatively but to Explore Optimistically for Model-Based RL

arXiv.org Artificial Intelligence

Dyna-style model-based reinforcement learning contains two phases: model rollouts to generate sample for policy learning and real environment exploration using current policy for dynamics model learning. However, due to the complex real-world environment, it is inevitable to learn an imperfect dynamics model with model prediction error, which can further mislead policy learning and result in sub-optimal solutions. In this paper, we propose $\texttt{COPlanner}$, a planning-driven framework for model-based methods to address the inaccurately learned dynamics model problem with conservative model rollouts and optimistic environment exploration. $\texttt{COPlanner}$ leverages an uncertainty-aware policy-guided model predictive control (UP-MPC) component to plan for multi-step uncertainty estimation. This estimated uncertainty then serves as a penalty during model rollouts and as a bonus during real environment exploration respectively, to choose actions. Consequently, $\texttt{COPlanner}$ can avoid model uncertain regions through conservative model rollouts, thereby alleviating the influence of model error. Simultaneously, it explores high-reward model uncertain regions to reduce model error actively through optimistic real environment exploration. $\texttt{COPlanner}$ is a plug-and-play framework that can be applied to any dyna-style model-based methods. Experimental results on a series of proprioceptive and visual continuous control tasks demonstrate that both sample efficiency and asymptotic performance of strong model-based methods are significantly improved combined with $\texttt{COPlanner}$.


Learning About Structural Errors in Models of Complex Dynamical Systems

arXiv.org Artificial Intelligence

Complex dynamical systems are notoriously difficult to model because some degrees of freedom (e.g., small scales) may be computationally unresolvable or are incompletely understood, yet they are dynamically important. For example, the small scales of cloud dynamics and droplet formation are crucial for controlling climate, yet are unresolvable in global climate models. Semi-empirical closure models for the effects of unresolved degrees of freedom often exist and encode important domain-specific knowledge. Building on such closure models and correcting them through learning the structural errors can be an effective way of fusing data with domain knowledge. Here we describe a general approach, principles, and algorithms for learning about structural errors. Key to our approach is to include structural error models inside the models of complex systems, for example, in closure models for unresolved scales. The structural errors then map, usually nonlinearly, to observable data. As a result, however, mismatches between model output and data are only indirectly informative about structural errors, due to a lack of labeled pairs of inputs and outputs of structural error models. Additionally, derivatives of the model may not exist or be readily available. We discuss how structural error models can be learned from indirect data with derivative-free Kalman inversion algorithms and variants, how sparsity constraints enforce a "do no harm" principle, and various ways of modeling structural errors. We also discuss the merits of using non-local and/or stochastic error models. In addition, we demonstrate how data assimilation techniques can assist the learning about structural errors in non-ergodic systems. The concepts and algorithms are illustrated in two numerical examples based on the Lorenz-96 system and a human glucose-insulin model.


Analysis of Estimating the Bayes Rule for Gaussian Mixture Models with a Specified Missing-Data Mechanism

arXiv.org Machine Learning

Semi-supervised learning (SSL) approaches have been successfully applied in a wide range of engineering and scientific fields. This paper investigates the generative model framework with a missingness mechanism for unclassified observations, as introduced by Ahfock and McLachlan(2020). We show that in a partially classified sample, a classifier using Bayes rule of allocation with a missing-data mechanism can surpass a fully supervised classifier in a two-class normal homoscedastic model, especially with moderate to low overlap and proportion of missing class labels, or with large overlap but few missing labels. It also outperforms a classifier with no missing-data mechanism regardless of the overlap region or the proportion of missing class labels. Our exploration of two- and three-component normal mixture models with unequal covariances through simulations further corroborates our findings. Finally, we illustrate the use of the proposed classifier with a missing-data mechanism on interneuronal and skin lesion datasets.


Fast Slate Policy Optimization: Going Beyond Plackett-Luce

arXiv.org Machine Learning

An increasingly important building block of large scale machine learning systems is based on returning slates; an ordered lists of items given a query. Applications of this technology include: search, information retrieval and recommender systems. When the action space is large, decision systems are restricted to a particular structure to complete online queries quickly. This paper addresses the optimization of these large scale decision systems given an arbitrary reward function. We cast this learning problem in a policy optimization framework and propose a new class of policies, born from a novel relaxation of decision functions. This results in a simple, yet efficient learning algorithm that scales to massive action spaces. We compare our method to the commonly adopted Plackett-Luce policy class and demonstrate the effectiveness of our approach on problems with action space sizes in the order of millions.


Interpretable and Explainable Machine Learning Methods for Predictive Process Monitoring: A Systematic Literature Review

arXiv.org Machine Learning

This paper presents a systematic literature review (SLR) on the explainability and interpretability of machine learning (ML) models within the context of predictive process mining, using the PRISMA framework. Given the rapid advancement of artificial intelligence (AI) and ML systems, understanding the "black-box" nature of these technologies has become increasingly critical. Focusing specifically on the domain of process mining, this paper delves into the challenges of interpreting ML models trained with complex business process data. We differentiate between intrinsically interpretable models and those that require post-hoc explanation techniques, providing a comprehensive overview of the current methodologies and their applications across various application domains. Through a rigorous bibliographic analysis, this research offers a detailed synthesis of the state of explainability and interpretability in predictive process mining, identifying key trends, challenges, and future directions. Our findings aim to equip researchers and practitioners with a deeper understanding of how to develop and implement more trustworthy, transparent, and effective intelligent systems for predictive process analytics.


Energy-Based Sliced Wasserstein Distance

arXiv.org Machine Learning

The sliced Wasserstein (SW) distance has been widely recognized as a statistically effective and computationally efficient metric between two probability measures. A key component of the SW distance is the slicing distribution. There are two existing approaches for choosing this distribution. The first approach is using a fixed prior distribution. The second approach is optimizing for the best distribution which belongs to a parametric family of distributions and can maximize the expected distance. However, both approaches have their limitations. A fixed prior distribution is non-informative in terms of highlighting projecting directions that can discriminate two general probability measures. Doing optimization for the best distribution is often expensive and unstable. Moreover, designing the parametric family of the candidate distribution could be easily misspecified. To address the issues, we propose to design the slicing distribution as an energy-based distribution that is parameter-free and has the density proportional to an energy function of the projected one-dimensional Wasserstein distance. We then derive a novel sliced Wasserstein metric, energy-based sliced Waserstein (EBSW) distance, and investigate its topological, statistical, and computational properties via importance sampling, sampling importance resampling, and Markov Chain methods. Finally, we conduct experiments on point-cloud gradient flow, color transfer, and point-cloud reconstruction to show the favorable performance of the EBSW.


SALSA: Sequential Approximate Leverage-Score Algorithm with Application in Analyzing Big Time Series Data

arXiv.org Machine Learning

We develop a new efficient sequential approximate leverage score algorithm, SALSA, using methods from randomized numerical linear algebra (RandNLA) for large matrices. We demonstrate that, with high probability, the accuracy of SALSA's approximations is within $(1 + O({\varepsilon}))$ of the true leverage scores. In addition, we show that the theoretical computational complexity and numerical accuracy of SALSA surpass existing approximations. These theoretical results are subsequently utilized to develop an efficient algorithm, named LSARMA, for fitting an appropriate ARMA model to large-scale time series data. Our proposed algorithm is, with high probability, guaranteed to find the maximum likelihood estimates of the parameters for the true underlying ARMA model. Furthermore, it has a worst-case running time that significantly improves those of the state-of-the-art alternatives in big data regimes. Empirical results on large-scale data strongly support these theoretical results and underscore the efficacy of our new approach.


ReliCD: A Reliable Cognitive Diagnosis Framework with Confidence Awareness

arXiv.org Artificial Intelligence

During the past few decades, cognitive diagnostics modeling has attracted increasing attention in computational education communities, which is capable of quantifying the learning status and knowledge mastery levels of students. Indeed, the recent advances in neural networks have greatly enhanced the performance of traditional cognitive diagnosis models through learning the deep representations of students and exercises. Nevertheless, existing approaches often suffer from the issue of overconfidence in predicting students' mastery levels, which is primarily caused by the unavoidable noise and sparsity in realistic student-exercise interaction data, severely hindering the educational application of diagnostic feedback. To address this, in this paper, we propose a novel Reliable Cognitive Diagnosis(ReliCD) framework, which can quantify the confidence of the diagnosis feedback and is flexible for different cognitive diagnostic functions. Specifically, we first propose a Bayesian method to explicitly estimate the state uncertainty of different knowledge concepts for students, which enables the confidence quantification of diagnostic feedback. In particular, to account for potential differences, we suggest modeling individual prior distributions for the latent variables of different ability concepts using a pre-trained model. Additionally, we introduce a logical hypothesis for ranking confidence levels. Along this line, we design a novel calibration loss to optimize the confidence parameters by modeling the process of student performance prediction. Finally, extensive experiments on four real-world datasets clearly demonstrate the effectiveness of our ReliCD framework.


ANALYTiC: Understanding Decision Boundaries and Dimensionality Reduction in Machine Learning

arXiv.org Artificial Intelligence

The advent of compact, handheld devices has given us a pool of tracked movement data that could be used to infer trends and patterns that can be made to use. With this flooding of various trajectory data of animals, humans, vehicles, etc., the idea of ANALYTiC originated, using active learning to infer semantic annotations from the trajectories by learning from sets of labeled data. This study explores the application of dimensionality reduction and decision boundaries in combination with the already present active learning, highlighting patterns and clusters in data. We test these features with three different trajectory datasets with objective of exploiting the the already labeled data and enhance their interpretability. Our experimental analysis exemplifies the potential of these combined methodologies in improving the efficiency and accuracy of trajectory labeling. This study serves as a stepping-stone towards the broader integration of machine learning and visual methods in context of movement data analysis.


A Bayesian Unification of Self-Supervised Clustering and Energy-Based Models

arXiv.org Artificial Intelligence

Self-supervised learning is a popular and powerful method for utilizing large amounts of unlabeled data, for which a wide variety of training objectives have been proposed in the literature. In this study, we perform a Bayesian analysis of state-of-the-art self-supervised learning objectives, elucidating the underlying probabilistic graphical models in each class and presenting a standardized methodology for their derivation from first principles. The analysis also indicates a natural means of integrating self-supervised learning with likelihood-based generative models. We instantiate this concept within the realm of cluster-based self-supervised learning and energy models, introducing a novel lower bound which is proven to reliably penalize the most important failure modes. Furthermore, this newly proposed lower bound enables the training of a standard backbone architecture without the necessity for asymmetric elements such as stop gradients, momentum encoders, or specialized clustering layers - typically introduced to avoid learning trivial solutions. Our theoretical findings are substantiated through experiments on synthetic and real-world data, including SVHN, CIFAR10, and CIFAR100, thus showing that our objective function allows to outperform existing self-supervised learning strategies in terms of clustering, generation and out-of-distribution detection performance by a wide margin. We also demonstrate that GEDI can be integrated into a neural-symbolic framework to mitigate the reasoning shortcut problem and to learn higher quality symbolic representations thanks to the enhanced classification performance.