While machine learning is rapidly being developed and deployed in health settings such as influenza prediction, there are critical challenges in using data from one environment in another due to variability in features; even within disease labels there can be differences (e.g. "fever" may mean something different reported in a doctor's office versus in an online app). Moreover, models are often built on passive, observational data which contain different distributions of population subgroups (e.g. men or women). Thus, there are two forms of instability between environments in this observational transport problem. We first harness knowledge from health to conceptualize the underlying causal structure of this problem in a health outcome prediction task. Based on sources of stability in the model, we posit that for human-sourced data and health prediction tasks we can combine environment and population information in a novel population-aware hierarchical Bayesian domain adaptation framework that harnesses multiple invariant components through population attributes when needed. We study the conditions under which invariant learning fails, leading to reliance on the environment-specific attributes. Experimental results for an influenza prediction task on four datasets gathered from different contexts show the model can improve prediction in the case of largely unlabelled target data from a new environment and different constituent population, by harnessing both environment and population invariant information. This work represents a novel, principled way to address a critical challenge by blending domain (health) knowledge and algorithmic innovation. The proposed approach will have a significant impact in many social settings wherein who and where the data comes from matters.

Unsupervised recalibration (URC) is a general way to improve the accuracy of an already trained probabilistic classification or regression model upon encountering new data while deployed in the field. URC does not require any ground truth associated with the new field data. URC merely observes the model's predictions and recognizes when the training set is not representative of field data, and then corrects to remove any introduced bias. URC can be particularly useful when applied separately to different subpopulations observed in the field that were not considered as features when training the machine learning model. This makes it possible to exploit subpopulation information without retraining the model or even having ground truth for some or all subpopulations available. Additionally, if these subpopulations are the object of study, URC serves to determine the correct ground truth distributions for them, where naive aggregation methods, like averaging the model's predictions, systematically underestimate their differences.

One of the central themes in the classification task is the estimation of class posterior probability at a new point $\bf{x}$. The vast majority of classifiers output a score for $\bf{x}$, which is monotonically related to the posterior probability via an unknown relationship. There are many attempts in the literature to estimate this latter relationship. Here, we provide a way to estimate the posterior probability without resorting to using classification scores. Instead, we vary the prior probabilities of classes in order to derive the ratio of pdf's at point $\bf{x}$, which is directly used to determine class posterior probabilities. We consider here the binary classification problem.

Mixtures-of-Experts models and their maximum likelihood estimation (MLE) via the EM algorithm have been thoroughly studied in the statistics and machine learning literature. They are subject of a growing investigation in the context of modeling with high-dimensional predictors with regularized MLE. We examine MoE with Gaussian gating network, for clustering and regression, and propose an $\ell_1$-regularized MLE to encourage sparse models and deal with the high-dimensional setting. We develop an EM-Lasso algorithm to perform parameter estimation and utilize a BIC-like criterion to select the model parameters, including the sparsity tuning hyperparameters. Experiments conducted on simulated data show the good performance of the proposed regularized MLE compared to the standard MLE with the EM algorithm.

Most gradient-based approaches to meta-learning do not explicitly account for the fact that different parts of the underlying model adapt by different amounts when applied to a new task. For example, the input layers of an image classification convnet typically adapt very little, while the output layers can change significantly. This can cause parts of the model to begin to overfit while others underfit. To address this, we introduce a hierarchical Bayesian model with per-module shrinkage parameters, which we propose to learn by maximizing an approximation of the predictive likelihood using implicit differentiation. Our algorithm subsumes Reptile and outperforms variants of MAML on two synthetic few-shot meta-learning problems.

While most approaches to the problem of Inverse Reinforcement Learning (IRL) focus on estimating a reward function that best explains an expert agent's policy or demonstrated behavior on a control task, it is often the case that such behavior is more succinctly described by a simple reward combined with a set of hard constraints. In this setting, the agent is attempting to maximize cumulative rewards subject to these given constraints on their behavior. We reformulate the problem of IRL on Markov Decision Processes (MDPs) such that, given a nominal model of the environment and a nominal reward function, we seek to estimate state, action, and feature constraints in the environment that motivate an agent's behavior. Our approach is based on the Maximum Entropy IRL framework, which allows us to reason about the likelihood of an expert agent's demonstrations given our knowledge of an MDP. Using our method, we can infer which constraints can be added to the MDP to most increase the likelihood of observing these demonstrations. We present an algorithm which iteratively infers the Maximum Likelihood Constraint to best explain observed behavior, and we evaluate its efficacy using both simulated behavior and recorded data of humans navigating around an obstacle.

Probability is a field of mathematics that quantifies uncertainty. It is undeniably a pillar of the field of machine learning, and many recommend it as a prerequisite subject to study prior to getting started. This is misleading advice, as probability makes more sense to a practitioner once they have the context of the applied machine learning process in which to interpret it. In this post, you will discover why machine learning practitioners should study probabilities to improve their skills and capabilities. Before we go through the reasons that you should learn probability, let's start off by taking a small look at the reason why you should not.

Social sensing has emerged as a new sensing paradigm where humans (or devices on their behalf) collectively report measurements about the physical world. This paper focuses on a quality-cost-aware task allocation problem in multi-attribute social sensing applications. The goal is to identify a task allocation strategy (i.e., decide when and where to collect sensing data) to achieve an optimized tradeoff between the data quality and the sensing cost. While recent progress has been made to tackle similar problems, three important challenges have not been well addressed: (i) "online task allocation": the task allocation schemes need to respond quickly to the potentially large dynamics of the measured variables in social sensing; (ii) "multi-attribute constrained optimization": minimizing the overall sensing error given the dependencies and constraints of multiple attributes of the measured variables is a nontrivial problem to solve; (iii) "nonuniform task allocation cost": the task allocation cost in social sensing often has a nonuniform distribution which adds additional complexity to the optimized task allocation problem. We evaluate the QCO-TA scheme through a real-world social sensing application and the results show that our scheme significantly outperforms the state-of-the-art baselines in terms of both sensing accuracy and cost. Introduction This paper presents an online reinforcement learning framework to solve the quality-cost-aware task allocation problem in multi-attribute social sensing applications. Social sensing has emerged as a new sensing paradigm in pervasive and mobile computing applications where humans (or devices on their behalf) collectively report measurements about the physical world [1, 2]. Examples of social sensing applications include air quality and environment monitoring in smart cities using mobile devices [3], malfunctioning urban infrastructures reporting using geotagging [4], and damage assessment in disaster response using online social media [5]. In social sensing applications, participants perform sensing tasks at assigned locations to collect different attributes of the measured variables that are of interests to the application [6]. For example, in an urban air quality sensing application, participants are tasked to measure various air quality attributes (e.g., PM 2.5, PM 10, CO 2) at different locations of the city to estimate the overall air quality and identity potential health risks. We refer to this category of applications as multi-attribute social sensing applications . In multi-attribute social sensing applications, there exists a fundamental tradeoff between data quality and sensing (task allocation) cost [3, 7]. 2 In particular, it is essential to obtain comprehensive and accurate measurements to ensure the desired data quality of the social sensing applications.

Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to incorrect posterior predictive distributions. We present a novel approach that corrects for inaccuracies in posterior inference by altering the decision-making process. We train a separate model to make optimal decisions under the approximate posterior, combining interpretable Bayesian modeling with optimization of direct predictive accuracy in a principled fashion. The solution is generally applicable as a plug-in module for predictive decision-making for arbitrary probabilistic programs, irrespective of the posterior inference strategy. We demonstrate the approach empirically in several problems, confirming its potential.

Likelihood-free methods are an established approach for performing approximate Bayesian inference for models with intractable likelihood functions. However, they can be computationally demanding. Bayesian synthetic likelihood (BSL) is a popular such method that approximates the likelihood function of the summary statistic with a known, tractable distribution -- typically Gaussian -- and then performs statistical inference using standard likelihood-based techniques. However, as the number of summary statistics grows, the number of model simulations required to accurately estimate the covariance matrix for this likelihood rapidly increases. This poses significant challenge for the application of BSL, especially in cases where model simulation is expensive. In this article we propose whitening BSL (wBSL) -- an efficient BSL method that uses approximate whitening transformations to decorrelate the summary statistics at each algorithm iteration. We show empirically that this can reduce the number of model simulations required to implement BSL by more than an order of magnitude, without much loss of accuracy. We explore a range of whitening procedures and demonstrate the performance of wBSL on a range of simulated and real modelling scenarios from ecology and biology.