Bayesian Inference
Thirty Years of Machine Learning:The Road to Pareto-Optimal Next-Generation Wireless Networks
Wang, Jingjing, Jiang, Chunxiao, Zhang, Haijun, Ren, Yong, Chen, Kwang-Cheng, Hanzo, Lajos
Next-generation wireless networks (NGWN) have a substantial potential in terms of supporting a broad range of complex compelling applications both in military and civilian fields, where the users are able to enjoy high-rate, low-latency, low-cost and reliable information services. Achieving this ambitious goal requires new radio techniques for adaptive learning and intelligent decision making because of the complex heterogeneous nature of the network structures and wireless services. Machine learning algorithms have great success in supporting big data analytics, efficient parameter estimation and interactive decision making. Hence, in this article, we review the thirty-year history of machine learning by elaborating on supervised learning, unsupervised learning, reinforcement learning and deep learning, respectively. Furthermore, we investigate their employment in the compelling applications of NGWNs, including heterogeneous networks (HetNets), cognitive radios (CR), Internet of things (IoT), machine to machine networks (M2M), and so on. This article aims for assisting the readers in clarifying the motivation and methodology of the various machine learning algorithms, so as to invoke them for hitherto unexplored services as well as scenarios of future wireless networks.
Bayesian Networks based Hybrid Quantum-Classical Machine Learning Approach to Elucidate Gene Regulatory Pathways
Balu, Radhakrishnan, Borle, Ajinkya
We report a scalable hybrid quantum-classical machine learning framework to build Bayesian networks (BN) that captures the conditional dependence and causal relationships of random variables. The generation of a BN consists of finding a directed acyclic graph (DAG) and the associated joint probability distribution of the nodes consistent with a given dataset. This is a combinatorial problem of structural learning of the underlying graph, starting from a single node and building one arc at a time, that fits a given ensemble using maximum likelihood estimators (MLE). It is cast as an optimization problem that consists of a scoring step performed on a classical computer, penalties for acyclicity and number of parents allowed constraints, and a search step implemented using a quantum annealer. We have assumed uniform priors in deriving the Bayesian network that can be relaxed by formulating the problem as an estimation Dirichlet parameters. We demonstrate the utility of the framework by applying to the problem of elucidating the gene regulatory network for the MAPK/Raf pathway in human T-cells using proteomics data where the concentration of proteins, nodes of the BN, are interpreted as probabilities.
Loss Landscapes of Regularized Linear Autoencoders
Kunin, Daniel, Bloom, Jonathan M., Goeva, Aleksandrina, Seed, Cotton
Autoencoders are a deep learning model for representation learning. When trained to minimize the Euclidean distance between the data and its reconstruction, linear autoencoders (LAEs) learn the subspace spanned by the top principal directions but cannot learn the principal directions themselves. In this paper, we prove that $L_2$-regularized LAEs learn the principal directions as the left singular vectors of the decoder, providing an extremely simple and scalable algorithm for rank-$k$ SVD. More generally, we consider LAEs with (i) no regularization, (ii) regularization of the composition of the encoder and decoder, and (iii) regularization of the encoder and decoder separately. We relate the minimum of (iii) to the MAP estimate of probabilistic PCA and show that for all critical points the encoder and decoder are transposes. Building on topological intuition, we smoothly parameterize the critical manifolds for all three losses via a novel unified framework and illustrate these results empirically. Overall, this work clarifies the relationship between autoencoders and Bayesian models and between regularization and orthogonality.
Hamiltonian Monte-Carlo for Orthogonal Matrices
Yanush, Viktor, Kropotov, Dmitry
We consider the problem of sampling from posterior distributions for Bayesian models where some parameters are restricted to be orthogonal matrices. Such matrices are sometimes used in neural networks models for reasons of regularization and stabilization of training procedures, and also can parameterize matrices of bounded rank, positive-definite matrices and others. In \citet{byrne2013geodesic} authors have already considered sampling from distributions over manifolds using exact geodesic flows in a scheme similar to Hamiltonian Monte Carlo (HMC). We propose new sampling scheme for a set of orthogonal matrices that is based on the same approach, uses ideas of Riemannian optimization and does not require exact computation of geodesic flows. The method is theoretically justified by proof of symplecticity for the proposed iteration. In experiments we show that the new scheme is comparable or faster in time per iteration and more sample-efficient comparing to conventional HMC with explicit orthogonal parameterization and Geodesic Monte-Carlo. We also provide promising results of Bayesian ensembling for orthogonal neural networks and low-rank matrix factorization.
Trust Region Value Optimization using Kalman Filtering
Shashua, Shirli Di-Castro, Mannor, Shie
Policy evaluation is a key process in reinforcement learning. It assesses a given policy using estimation of the corresponding value function. When using a parameterized function to approximate the value, it is common to optimize the set of parameters by minimizing the sum of squared Bellman Temporal Differences errors. However, this approach ignores certain distributional properties of both the errors and value parameters. Taking these distributions into account in the optimization process can provide useful information on the amount of confidence in value estimation. In this work we propose to optimize the value by minimizing a regularized objective function which forms a trust region over its parameters. We present a novel optimization method, the Kalman Optimization for Value Approximation (KOVA), based on the Extended Kalman Filter. KOVA minimizes the regularized objective function by adopting a Bayesian perspective over both the value parameters and noisy observed returns. This distributional property provides information on parameter uncertainty in addition to value estimates. We provide theoretical results of our approach and analyze the performance of our proposed optimizer on domains with large state and action spaces.
Nonparametric Bayesian Deep Networks with Local Competition
Panousis, Konstantinos P., Chatzis, Sotirios, Theodoridis, Sergios
Local competition among neighboring neurons is a common procedure taking place in biological systems. This finding has inspired research on more biologically plausible deep networks that comprise competing linear units, as opposed to nonlinear units that do not entail any form of (local) competition. This paper revisits this modeling paradigm, with the aim of enabling inference of networks that retain state-of-the-art accuracy for the least possible model complexity; this includes the needed number of connections or locally competing sets of units, as well as the required floating-point precision for storing the network weights. To this end, we leverage solid arguments from the field of Bayesian nonparametrics. Specifically, we introduce auxiliary discrete latent variables of model component utility, and perform Bayesian inference over them. Then, we impose appropriate stick-breaking priors over the introduced discrete latent variables; these give rise to a well-established sparsity-inducing mechanism. As we experimentally show using benchmark datasets, our approach yields networks with less memory footprint than the state-of-the-art, and with no compromises in predictive accuracy.
Neutron drip line in the Ca region from Bayesian model averaging
Neufcourt, Lรฉo, Cao, Yuchen, Nazarewicz, Witold, Olsen, Erik, Viens, Frederi
The region of heavy calcium isotopes forms the frontier of experimental and theoretical nuclear structure research where the basic concepts of nuclear physics are put to stringent test. The recent discovery of the extremely neutron-rich nuclei around $^{60}$Ca [Tarasov, 2018] and the experimental determination of masses for $^{55-57}$Ca (Michimasa, 2018] provide unique information about the binding energy surface in this region. To assess the impact of these experimental discoveries on the nuclear landscape's extent, we use global mass models and statistical machine learning to make predictions, with quantified levels of certainty, for bound nuclides between Si and Ti. Using a Bayesian model averaging analysis based on Gaussian-process-based extrapolations we introduce the posterior probability $p_{ex}$ for each nucleus to be bound to neutron emission. We find that extrapolations for drip-line locations, at which the nuclear binding ends, are consistent across the global mass models used, in spite of significant variations between their raw predictions. In particular, considering the current experimental information and current global mass models, we predict that $^{68}$Ca has an average posterior probability ${p_{ex}\approx76}$% to be bound to two-neutron emission while the nucleus $^{61}$Ca is likely to decay by emitting a neutron (${p_{ex}\approx 46}$ %).
Online Estimation of Multiple Dynamic Graphs in Pattern Sequences
Gaudreault, Jimmy, Saxena, Arunabh, Shimazaki, Hideaki
Many time-series data including text, movies, and biological signals can be represented as sequences of correlated binary patterns. These patterns may be described by weighted combinations of a few dominant structures that underpin specific interactions among the binary elements. To extract the dominant correlation structures and their contributions to generating data in a time-dependent manner, we model the dynamics of binary patterns using the state-space model of an Ising-type network that is composed of multiple undirected graphs. We provide a sequential Bayes algorithm to estimate the dynamics of weights on the graphs while gaining the graph structures online. This model can uncover overlapping graphs underlying the data better than a traditional orthogonal decomposition method, and outperforms an original time-dependent full Ising model. We assess the performance of the method by simulated data, and demonstrate that spontaneous activity of cultured hippocampal neurons is represented by dynamics of multiple graphs.
10 Major Machine Learning Algorithms And Their Application
Algorithms are the smart and powerful soldier of a complex machine learning model. In other words, machine learning algorithms are the core foundation when we play with data or when it's come to training the model. In this article, you and I are going on a tour called "7 major machine learning algorithms and their application " The purpose of this tour is to either brush up the mind or to gain an essential understanding of machine learning algorithm. We will find the major answer in this tour like for what purpose machine learning algorithms works, where to use them, when to use them and how to use them. Before getting deeper let's have a brief introduction. Machine learning algorithms are mainly classified into 3 broad categories i.e supervised learning, unsupervised learning, and reinforcement learning. In supervised learning machine learning algorithms, the machine is taught by example. Here the operator provides the machine learning algorithm with the dataset. This dataset includes desired inputs and outputs variables. By the use of these set of variables, we generate a function that map inputs to desired outputs.
Calibration with Bias-Corrected Temperature Scaling Improves Domain Adaptation Under Label Shift in Modern Neural Networks
Shrikumar, Avanti, Kundaje, Anshul
Label shift refers to the phenomenon where the marginal probability p(y) of observing a particular class changes between the training and test distributions while the conditional probability p(x|y) stays fixed. This is relevant in settings such as medical diagnosis, where a classifier trained to predict disease based on observed symptoms may need to be adapted to a different distribution where the baseline frequency of the disease is higher. Given calibrated estimates of p(y|x), one can apply an EM algorithm to correct for the shift in class imbalance between the training and test distributions without ever needing to calculate p(x|y). Unfortunately, modern neural networks typically fail to produce well-calibrated probabilities, compromising the effectiveness of this approach. Although Temperature Scaling can greatly reduce miscalibration in these networks, it can leave behind a systematic bias in the probabilities that still poses a problem. To address this, we extend Temperature Scaling with class-specific bias parameters, which largely eliminates systematic bias in the calibrated probabilities and allows for effective domain adaptation under label shift. We term our calibration approach "Bias-Corrected Temperature Scaling". On experiments with CIFAR10, we find that EM with Bias-Corrected Temperature Scaling significantly outperforms both EM with Temperature Scaling and the recently-proposed Black-Box Shift Estimation.