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 Bayesian Inference


Iterative Peptide Modeling With Active Learning And Meta-Learning

arXiv.org Machine Learning

Often the development of novel materials is not amenable to high-throughput or purely computational screening methods. Instead, materials must be synthesized one at a time in a process that does not generate significant amounts of data. One way this method can be improved is by ensuring that each experiment provides the best improvement in both material properties and predictive modeling accuracy. In this work, we study the effectiveness of active learning, which optimizes the order of experiments, and meta learning, which transfers knowledge from one context to another, to reduce the number of experiments necessary to build a predictive model. We present a novel multi-task benchmark database of peptides designed to advance active, few-shot, and meta-learning methods for experimental design. Each task is binary classification of peptides represented as a sequence string. We show results of standard active learning and meta-learning methods across these datasets to assess their ability to improve predictive models with the fewest number of experiments. We find the ensemble query by committee active learning method to be effective. The meta-learning method Reptile was found to improve accuracy. The robustness of these conclusions were tested across multiple model choices.


Additive Bayesian Network Modelling with the R Package abn

arXiv.org Machine Learning

It is a particularly well-suited approach to better understand the underlying structure of data when scientific understanding of the data is at an early stage. BN modelling is designed to sort out directly from indirectly related variables and offers a far richer modelling framework than classical approaches in epidemiology like, e.g., regression techniques or extensions thereof. In contrast to structural equation modelling (Hair, Black, Babin, Anderson, Tatham et al. 1998), which requires expert knowledge to design the model, the Additive Bayesian Network (ABN) method is a data-driven approach (Lewis and Ward 2013; Kratzer, Pittavino, Lewis, and Furrer 2019b). It does not rely on expert knowledge, but it can possiarXiv:1911.09006v1


Bayesian sparse convex clustering via global-local shrinkage priors

arXiv.org Machine Learning

Sparse convex clustering is to cluster observations and conduct variable selection simultaneously in the framework of convex clustering. Although the weighted $L_1$ norm as the regularization term is usually employed in the sparse convex clustering, this increases the dependence on the data and reduces the estimation accuracy if the sample size is not sufficient. To tackle these problems, this paper proposes a Bayesian sparse convex clustering via the idea of Bayesian lasso and global-local shrinkage priors. We introduce Gibbs sampling algorithms for our method using scale mixtures of normals. The effectiveness of the proposed methods is shown in simulation studies and a real data analysis.


Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis

arXiv.org Machine Learning

This paper studies the theoretical predictive properties of classes of forecast combination methods. The study is motivated by the recently developed Bayesian framework for synthesizing predictive densities: Bayesian predictive synthesis. A novel strategy based on continuous time stochastic processes is proposed and developed, where the combined predictive error processes are expressed as stochastic differential equations, evaluated using Ito's lemma. We show that a subclass of synthesis functions under Bayesian predictive synthesis, which we categorize as non-linear synthesis, entails an extra term that "corrects" the bias from misspecification and dependence in the predictive error process, effectively improving forecasts. Theoretical properties are examined and shown that this subclass improves the expected squared forecast error over any and all linear combination, averaging, and ensemble of forecasts, under mild conditions. We discuss the conditions for which this subclass outperforms others, and its implications for developing forecast combination methods. A finite sample simulation study is presented to illustrate our results.


Adversarial Robustness of Flow-Based Generative Models

arXiv.org Machine Learning

Flow-based generative models leverage invertible generator functions to fit a distribution to the training data using maximum likelihood. Despite their use in several application domains, robustness of these models to adversarial attacks has hardly been explored. In this paper, we study adversarial robustness of flow-based generative models both theoretically (for some simple models) and empirically (for more complex ones). First, we consider a linear flow-based generative model and compute optimal sample-specific and universal adversarial perturbations that maximally decrease the likelihood scores. Using this result, we study the robustness of the well-known adversarial training procedure, where we characterize the fundamental trade-off between model robustness and accuracy. Next, we empirically study the robustness of two prominent deep, non-linear, flow-based generative models, namely GLOW and RealNVP. We design two types of adversarial attacks; one that minimizes the likelihood scores of in-distribution samples, while the other that maximizes the likelihood scores of out-of-distribution ones. We find that GLOW and RealNVP are extremely sensitive to both types of attacks. Finally, using a hybrid adversarial training procedure, we significantly boost the robustness of these generative models.



Consistent recovery threshold of hidden nearest neighbor graphs

arXiv.org Machine Learning

Jian Ding, Yihong Wu, Jiaming Xu, and Dana Yang November 20, 2019 Abstract Motivated by applications such as discovering strong ties in social networks and assembling genome subsequences in biology, we study the problem of recovering a hidden 2 k -nearest neighbor (NN) graph in an n -vertex complete graph, whose edge weights are independent and distributed according to P n for edges in the hidden 2 k -NN graph and Q n otherwise. We focus on two types of asymptotic recovery guarantees as n: (1) exact recovery: all edges are classified correctly with probability tending to one; (2) almost exact recovery: the expected number of misclassified edges is o (nk). We show that the maximum likelihood estimator achieves (1) exact recovery for 2 k n o(1) if lim inf 2α n log n 1; (2) almost exact recovery for 1 k o null log n log log nnull if lim inf kD ( P n Q n) log n 1, where α n null 2 log null dP ndQ n is the R enyi divergence of order 1 2 and D (P n Q n) is the Kullback-Leibler divergence.


Iterative Construction of Gaussian Process Surrogate Models for Bayesian Inference

arXiv.org Machine Learning

A new algorithm is developed to tackle the issue of sampling non-Gaussian model parameter posterior probability distributions that arise from solutions to Bayesian inverse problems. The algorithm aims to mitigate some of the hurdles faced by traditional Markov Chain Monte Carlo (MCMC) samplers, through constructing proposal probability densities that are both, easy to sample and that provide a better approximation to the target density than a simple Gaussian proposal distribution would. To achieve that, a Gaussian proposal distribution is augmented with a Gaussian Process (GP) surface that helps capture non-linearities in the log-likelihood function. In order to train the GP surface, an iterative approach is adopted for the optimal selection of points in parameter space. Optimality is sought by maximizing the information gain of the GP surface using a minimum number of forward model simulation runs. The accuracy of the GP-augmented surface approximation is assessed in two ways. The first consists of comparing predictions obtained from the approximate surface with those obtained through running the actual simulation model at hold-out points in parameter space. The second consists of a measure based on the relative variance of sample weights obtained from sampling the approximate posterior probability distribution of the model parameters. The efficacy of this new algorithm is tested on inferring reaction rate parameters in a 3-node and 6-node network toy problems, which imitate idealized reaction networks in combustion applications.


Causality-based Feature Selection: Methods and Evaluations

arXiv.org Artificial Intelligence

Feature selection is a crucial preprocessing step in data analytics and machine learning. Classical feature selection algorithms select features based on the correlations between predictive features and the class variable and do not attempt to capture causal relationships between them. It has been shown that the knowledge about the causal relationships between features and the class variable has potential benefits for building interpretable and robust prediction models, since causal relationships imply the underlying mechanism of a system. Consequently, causality-based feature selection has gradually attracted greater attentions and many algorithms have been proposed. In this paper, we present a comprehensive review of recent advances in causality-based feature selection. To facilitate the development of new algorithms in the research area and make it easy for the comparisons between new methods and existing ones, we develop the first open-source package, called CausalFS, which consists of most of the representative causality-based feature selection algorithms (available at https://github.com/kuiy/CausalFS). Using CausalFS, we conduct extensive experiments to compare the representative algorithms with both synthetic and real-world data sets. Finally, we discuss some challenging problems to be tackled in future causality-based feature selection research.


Causal inference using Bayesian non-parametric quasi-experimental design

arXiv.org Machine Learning

The de facto standard for causal inference is the randomized controlled trial, where one compares an manipulated group with a control group in order to determine the effect of an intervention. However, this research design is not always realistically possible due to pragmatic or ethical concerns. In these situations, quasi-experimental designs may provide a solution, as these allow for causal conclusions at the cost of additional design assumptions. In this paper, we provide a generic framework for quasi-experimental design using Bayesian model comparison, and we show how it can be used as an alternative to several common research designs. We provide a theoretical motivation for a Gaussian process based approach and demonstrate its convenient use in a number of simulations. Finally, we apply the framework to determine the effect of population-based thresholds for municipality funding in France, of the 2005 smoking ban in Sicily on the number of acute coronary events, and of the effect of an alleged historical phantom border in the Netherlands on Dutch voting behaviour.