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 Bayesian Inference


High-dimensional Metric Combining for Non-coherent Molecular Signal Detection

arXiv.org Machine Learning

In emerging Internet-of-Nano-Thing (IoNT), information will be embedded and conveyed in the form of molecules through complex and diffusive medias. One main challenge lies in the long-tail nature of the channel response causing inter-symbol-interference (ISI), which deteriorates the detection performance. If the channel is unknown, we cannot easily achieve traditional coherent channel estimation and cancellation, and the impact of ISI will be more severe. In this paper, we develop a novel high-dimensional non-coherent scheme for blind detection of molecular signals. We achieve this in a higher-dimensional metric space by combining different non-coherent metrics that exploit the transient features of the signals. By deducing the theoretical bit error rate (BER) for any constructed high-dimensional non-coherent metric, we prove that, higher dimensionality always achieves a lower BER in the same sample space. Then, we design a generalised blind detection algorithm that utilizes the Parzen approximation and its probabilistic neural network (Parzen-PNN) to detect information bits. Taking advantages of its fast convergence and parallel implementation, our proposed scheme can meet the needs of detection accuracy and real-time computing. Numerical simulations demonstrate that our proposed scheme can gain 10dB BER compared with other state of the art methods.


Sequential Bayesian Detection of Spike Activities from Fluorescence Observations

arXiv.org Machine Learning

Extracting and detecting spike activities from the fluorescence observations is an important step in understanding how neuron systems work. The main challenge lies in that the combination of the ambient noise with dynamic baseline fluctuation, often contaminates the observations, thereby deteriorating the reliability of spike detection. This may be even worse in the face of the nonlinear biological process, the coupling interactions between spikes and baseline, and the unknown critical parameters of an underlying physiological model, in which erroneous estimations of parameters will affect the detection of spikes causing further error propagation. In this paper, we propose a random finite set (RFS) based Bayesian approach. The dynamic behaviors of spike sequence, fluctuated baseline and unknown parameters are formulated as one RFS. This RFS state is capable of distinguishing the hidden active/silent states induced by spike and non-spike activities respectively, thereby \emph{negating the interaction role} played by spikes and other factors. Then, premised on the RFS states, a Bayesian inference scheme is designed to simultaneously estimate the model parameters, baseline, and crucial spike activities. Our results demonstrate that the proposed scheme can gain an extra $12\%$ detection accuracy in comparison with the state-of-the-art MLSpike method.


Functional Regularisation for Continual Learning using Gaussian Processes

arXiv.org Machine Learning

We introduce a novel approach for supervised continual learning based on approximate Bayesian inference over function space rather than the parameters of a deep neural network. We use a Gaussian process obtained by treating the weights of the last layer of a neural network as random and Gaussian distributed. Functional regularisation for continual learning naturally arises by applying the variational sparse GP inference method in a sequential fashion as new tasks are encountered. At each step of the process, a summary is constructed for the current task that consists of (i) inducing inputs and (ii) a posterior distribution over the function values at these inputs. This summary then regularises learning of future tasks, through Kullback-Leibler regularisation terms that appear in the variational lower bound, and reduces the effects of catastrophic forgetting. We fully develop the theory of the method and we demonstrate its effectiveness in classification datasets, such as Split-MNIST, Permuted-MNIST and Omniglot.


Bayesian nonparametric multiway regression for clustered binomial data

arXiv.org Machine Learning

We introduce a Bayesian nonparametric regression model for data with multiway (tensor) structure, motivated by an application to periodontal disease (PD) data. Our outcome is the number of diseased sites measured over four different tooth types for each subject, with subject-specific covariates available as predictors. The outcomes are not well-characterized by simple parametric models, so we use a nonparametric approach with a binomial likelihood wherein the latent probabilities are drawn from a mixture with an arbitrary number of components, analogous to a Dirichlet Process (DP). We use a flexible probit stick-breaking formulation for the component weights that allows for covariate dependence and clustering structure in the outcomes. The parameter space for this model is large and multiway: patients $\times$ tooth types $\times$ covariates $\times$ components. We reduce its effective dimensionality, and account for the multiway structure, via low-rank assumptions. We illustrate how this can improve performance, and simplify interpretation, while still providing sufficient flexibility. We describe a general and efficient Gibbs sampling algorithm for posterior computation. The resulting fit to the PD data outperforms competitors, and is interpretable and well-calibrated. An interactive visual of the predictive model is available at http://ericfrazerlock.com/toothdata/ToothDisplay.html , and the code is available at https://github.com/lockEF/NonparametricMultiway .


Metric Gaussian Variational Inference

arXiv.org Machine Learning

A variational Gaussian approximation of the posterior distribution can be an excellent way to infer posterior quantities. However, to capture all posterior correlations the parametrization of the full covariance is required, which scales quadratic with the problem size. This scaling prohibits full-covariance approximations for large-scale problems. As a solution to this limitation we propose Metric Gaussian Variational Inference (MGVI). This procedure approximates the variational covariance such that it requires no parameters on its own and still provides reliable posterior correlations and uncertainties for all model parameters. We approximate the variational covariance with the inverse Fisher metric, a local estimate of the true posterior uncertainty. This covariance is only stored implicitly and all necessary quantities can be extracted from it by independent samples drawn from the approximating Gaussian. MGVI requires the minimization of a stochastic estimate of the Kullback-Leibler divergence only with respect to the mean of the variational Gaussian, a quantity that only scales linearly with the problem size. We motivate the choice of this covariance from an information geometric perspective. The method is validated against established approaches in a small example and the scaling is demonstrated in a problem with over a million parameters.


Scalable Metropolis-Hastings for Exact Bayesian Inference with Large Datasets

arXiv.org Machine Learning

Bayesian inference via standard Markov Chain Monte Carlo (MCMC) methods such as Metropolis-Hastings is too computationally intensive to handle large datasets, since the cost per step usually scales like $O(n)$ in the number of data points $n$. We propose the Scalable Metropolis-Hastings (SMH) kernel that exploits Gaussian concentration of the posterior to require processing on average only $O(1)$ or even $O(1/\sqrt{n})$ data points per step. This scheme is based on a combination of factorized acceptance probabilities, procedures for fast simulation of Bernoulli processes, and control variate ideas. Contrary to many MCMC subsampling schemes such as fixed step-size Stochastic Gradient Langevin Dynamics, our approach is exact insofar as the invariant distribution is the true posterior and not an approximation to it. We characterise the performance of our algorithm theoretically, and give realistic and verifiable conditions under which it is geometrically ergodic. This theory is borne out by empirical results that demonstrate overall performance benefits over standard Metropolis-Hastings and various subsampling algorithms.


Self-Supervised Deep Image Denoising

arXiv.org Machine Learning

We describe techniques for training high-quality image denoising models that require only single instances of corrupted images as training data. Inspired by a recent technique that removes the need for supervision through image pairs by employing networks with a "blind spot" in the receptive field, we address two of its shortcomings: inefficient training and somewhat disappointing final denoising performance. This is achieved through a novel blind-spot convolutional network architecture that allows efficient self-supervised training, as well as application of Bayesian distribution prediction on output colors. Together, they bring the self-supervised model on par with fully supervised deep learning techniques in terms of both quality and training speed in the case of i.i.d. Gaussian noise.


Differentially Private Markov Chain Monte Carlo

arXiv.org Machine Learning

Recent developments in differentially private (DP) machine learning and DP Bayesian learning have enabled learning under strong privacy guarantees for the training data subjects. In this paper, we further extend the applicability of DP Bayesian learning by presenting the first general DP Markov chain Monte Carlo (MCMC) algorithm whose privacy-guarantees are not subject to unrealistic assumptions on Markov chain convergence and that is applicable to posterior inference in arbitrary models. Our algorithm is based on a decomposition of the Barker acceptance test that allows evaluating the R\'enyi DP privacy cost of the accept-reject choice. We further show how to improve the DP guarantee through data subsampling and approximate acceptance tests.


Partially Exchangeable Networks and Architectures for Learning Summary Statistics in Approximate Bayesian Computation

arXiv.org Machine Learning

We present a novel family of deep neural architectures, named partially exchangeable networks (PENs) that leverage probabilistic symmetries. By design, PENs are invariant to block-switch transformations, which characterize the partial exchangeability properties of conditionally Markovian processes. Moreover, we show that any block-switch invariant function has a PEN-like representation. The DeepSets architecture is a special case of PEN and we can therefore also target fully exchangeable data. We employ PENs to learn summary statistics in approximate Bayesian computation (ABC). When comparing PENs to previous deep learning methods for learning summary statistics, our results are highly competitive, both considering time series and static models. Indeed, PENs provide more reliable posterior samples even when using less training data.


Bayes Imbalance Impact Index: A Measure of Class Imbalanced Dataset for Classification Problem

arXiv.org Machine Learning

Recent studies have shown that imbalance ratio is not the only cause of the performance loss of a classifier in imbalanced data classification. In fact, other data factors, such as small disjuncts, noises and overlapping, also play the roles in tandem with imbalance ratio, which makes the problem difficult. Thus far, the empirical studies have demonstrated the relationship between the imbalance ratio and other data factors only. To the best of our knowledge, there is no any measurement about the extent of influence of class imbalance on the classification performance of imbalanced data. Further, it is also unknown for a dataset which data factor is actually the main barrier for classification. In this paper, we focus on Bayes optimal classifier and study the influence of class imbalance from a theoretical perspective. Accordingly, we propose an instance measure called Individual Bayes Imbalance Impact Index ($IBI^3$) and a data measure called Bayes Imbalance Impact Index ($BI^3$). $IBI^3$ and $BI^3$ reflect the extent of influence purely by the factor of imbalance in terms of each minority class sample and the whole dataset, respectively. Therefore, $IBI^3$ can be used as an instance complexity measure of imbalance and $BI^3$ is a criterion to show the degree of how imbalance deteriorates the classification. As a result, we can therefore use $BI^3$ to judge whether it is worth using imbalance recovery methods like sampling or cost-sensitive methods to recover the performance loss of a classifier. The experiments show that $IBI^3$ is highly consistent with the increase of prediction score made by the imbalance recovery methods and $BI^3$ is highly consistent with the improvement of F1 score made by the imbalance recovery methods on both synthetic and real benchmark datasets.