Bayesian Inference
Emulating Human Developmental Stages with Bayesian Neural Networks
We compare the acquisition of knowledge in humans and machines. Research from the field of developmental psychology indicates, that human-employed hypothesis are initially guided by simple rules, before evolving into more complex theories. This observation is shared across many tasks and domains. We investigate whether stages of development in artificial learning systems are based on the same characteristics. We operationalize developmental stages as the size of the data-set, on which the artificial system is trained. For our analysis we look at the developmental progress of Bayesian Neural Networks on three different data-sets, including occlusion, support and quantity comparison tasks. We compare the results with prior research from developmental psychology and find agreement between the family of optimized models and pattern of development observed in infants and children on all three tasks, indicating common principles for the acquisition of knowledge.
Gaussian Process Priors for Dynamic Paired Comparison Modelling
Dynamic paired comparison models, such as Elo and Glicko, are frequently used for sports prediction and ranking players or teams. We present an alternative dynamic paired comparison model which uses a Gaussian Process (GP) as a prior for the time dynamics rather than the Markovian dynamics usually assumed. In addition, we show that the GP model can easily incorporate covariates. We derive an efficient approximate Bayesian inference procedure based on the Laplace Approximation and sparse linear algebra. We select hyperparameters by maximising their marginal likelihood using Bayesian Optimisation, comparing the results against random search. Finally, we fit and evaluate the model on the 2018 season of ATP tennis matches, where it performs competitively, outperforming Elo and Glicko on log loss, particularly when surface covariates are included.
Learning to Generalize from Sparse and Underspecified Rewards
Agarwal, Rishabh, Liang, Chen, Schuurmans, Dale, Norouzi, Mohammad
We consider the problem of learning from sparse and underspecified rewards, where an agent receives a complex input, such as a natural language instruction, and needs to generate a complex response, such as an action sequence, while only receiving binary success-failure feedback. Such success-failure rewards are often underspecified: they do not distinguish between purposeful and accidental success. Generalization from underspecified rewards hinges on discounting spurious trajectories that attain accidental success, while learning from sparse feedback requires effective exploration. We address exploration by using a mode covering direction of KL divergence to collect a diverse set of successful trajectories, followed by a mode seeking KL divergence to train a robust policy. We propose Meta Reward Learning (MeRL) to construct an auxiliary reward function that provides more refined feedback for learning. The parameters of the auxiliary reward function are optimized with respect to the validation performance of a trained policy. The MeRL approach outperforms our alternative reward learning technique based on Bayesian Optimization, and achieves the state-of-the-art on weakly-supervised semantic parsing. It improves previous work by 1.2% and 2.4% on WikiTableQuestions and WikiSQL datasets respectively.
Is a single unique Bayesian network enough to accurately represent your data?
Kratzer, Gilles, Furrer, Reinhard
Bayesian network (BN) modelling is extensively used in systems epidemiology. Usually it consists in selecting and reporting the best-fitting structure conditional to the data. A major practical concern is avoiding overfitting, on account of its extreme flexibility and its modelling richness. Many approaches have been proposed to control for overfitting. Unfortunately, they essentially all rely on very crude decisions that result in too simplistic approaches for such complex systems. In practice, with limited data sampled from complex system, this approach seems too simplistic. An alternative would be to use the Monte Carlo Markov chain model choice (MC3) over the network to learn the landscape of reasonably supported networks, and then to present all possible arcs with their MCMC support. This paper presents an R implementation, called mcmcabn, of a flexible structural MC3 that is accessible to non-specialists.
A Unifying Bayesian View of Continual Learning
Farquhar, Sebastian, Gal, Yarin
Some machine learning applications require continual learning - where data comes in a sequence of datasets, each is used for training and then permanently discarded. From a Bayesian perspective, continual learning seems straightforward: Given the model posterior one would simply use this as the prior for the next task. However, exact posterior evaluation is intractable with many models, especially with Bayesian neural networks (BNNs). Instead, posterior approximations are often sought. Unfortunately, when posterior approximations are used, prior-focused approaches do not succeed in evaluations designed to capture properties of realistic continual learning use cases. As an alternative to prior-focused methods, we introduce a new approximate Bayesian derivation of the continual learning loss. Our loss does not rely on the posterior from earlier tasks, and instead adapts the model itself by changing the likelihood term. We call these approaches likelihood-focused. We then combine prior- and likelihood-focused methods into one objective, tying the two views together under a single unifying framework of approximate Bayesian continual learning.
Estimating Buildings' Parameters over Time Including Prior Knowledge
Pathak, Nilavra, Foulds, James, Roy, Nirmalya, Banerjee, Nilanjan, Robucci, Ryan
Modeling buildings' heat dynamics is a complex process which depends on various factors including weather, building thermal capacity, insulation preservation, and residents' behavior. Gray-box models offer a causal inference of those dynamics expressed in few parameters specific to built environments. These parameters can provide compelling insights into the characteristics of building artifacts and have various applications such as forecasting HVAC usage, indoor temperature control monitoring of built environments, etc. In this paper, we present a systematic study of modeling buildings' thermal characteristics and thus derive the parameters of built conditions with a Bayesian approach. We build a Bayesian state-space model that can adapt and incorporate buildings' thermal equations and propose a generalized solution that can easily adapt prior knowledge regarding the parameters. We show that a faster approximate approach using variational inference for parameter estimation can provide similar parameters as that of a more time-consuming Markov Chain Monte Carlo (MCMC) approach. We perform extensive evaluations on two datasets to understand the generative process and show that the Bayesian approach is more interpretable. We further study the effects of prior selection for the model parameters and transfer learning, where we learn parameters from one season and use them to fit the model in the other. We perform extensive evaluations on controlled and real data traces to enumerate buildings' parameter within a 95% credible interval.
ODIN: ODE-Informed Regression for Parameter and State Inference in Time-Continuous Dynamical Systems
Wenk, Philippe, Abbati, Gabriele, Bauer, Stefan, Osborne, Michael A, Krause, Andreas, Schรถlkopf, Bernhard
Parameter inference in ordinary differential equations is an important problem in many applied sciences and in engineering, especially in a data-scarce setting. In this work, we introduce a novel generative modeling approach based on constrained Gaussian processes and use it to create a computationally and data efficient algorithm for state and parameter inference. In an extensive set of experiments, our approach outperforms its competitors both in terms of accuracy and computational cost for parameter inference. It also shows promising results for the much more challenging problem of model selection.
On resampling vs. adjusting probabilistic graphical models in estimation of distribution algorithms
Yafrani, Mohamed El, Martins, Marcella S. R., Delgado, Myriam R. B. S., Sung, Inkyung, Lรผders, Ricardo, Wagner, Markus
The Bayesian Optimisation Algorithm (BOA) is an Estimation of Distribution Algorithm (EDA) that uses a Bayesian network as probabilistic graphical model (PGM). Determining the optimal Bayesian network structure given a solution sample is an NP-hard problem. This step should be completed at each iteration of BOA, resulting in a very time-consuming process. For this reason most implementations use greedy estimation algorithms such as K2. However, we show in this paper that significant changes in PGM structure do not occur so frequently, and can be particularly sparse at the end of evolution. A statistical study of BOA is thus presented to characterise a pattern of PGM adjustments that can be used as a guide to reduce the frequency of PGM updates during the evolutionary process. This is accomplished by proposing a new BOA-based optimisation approach (FBOA) whose PGM is not updated at each iteration. This new approach avoids the computational burden usually found in the standard BOA. The results compare the performances of both algorithms on an NK-landscape optimisation problem using the correlation between the ruggedness and the expected runtime over enumerated instances. The experiments show that FBOA presents competitive results while significantly saving computational time.
Asymptotically exact data augmentation: models, properties and algorithms
Vono, Maxime, Dobigeon, Nicolas, Chainais, Pierre
Data augmentation, by the introduction of auxiliary variables, has become an ubiquitous technique to improve mixing/convergence properties, simplify the implementation or reduce the computational time of inference methods such as Markov chain Monte Carlo. Nonetheless, introducing appropriate auxiliary variables while preserving the initial target probability distribution cannot be conducted in a systematic way but highly depends on the considered problem. To deal with such issues, this paper draws a unified framework, namely asymptotically exact data augmentation (AXDA), which encompasses several well-established but also more recent approximate augmented models. Benefiting from a much more general perspective, it delivers some additional qualitative and quantitative insights concerning these schemes. In particular, general properties of AXDA along with non-asymptotic theoretical results on the approximation that is made are stated. Close connections to existing Bayesian methods (e.g. mixture modeling, robust Bayesian models and approximate Bayesian computation) are also drawn. All the results are illustrated with examples and applied to standard statistical learning problems.
Readings in Medical Artificial Intelligence: The First Decade
A survey of early work exploring how AI can be used in medicine, with somewhat more technical expositions than in the complementary volume Artificial Intelligence in Medicine."Each chapter is preceded by a brief introduction that outlines our view of its contribution to the field, the reason it was selected for inclusion in this volume, an overview of its content, and a discussion of how the work evolved after the article appeared and how it relates to other chapters in the book.