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 Bayesian Inference


Bayesian Regularization for Graphical Models with Unequal Shrinkage

arXiv.org Machine Learning

We consider a Bayesian framework for estimating a high-dimensional sparse precision matrix, in which adaptive shrinkage and sparsity are induced by a mixture of Laplace priors. Besides discussing our formulation from the Bayesian standpoint, we investigate the MAP (maximum a posteriori) estimator from a penalized likelihood perspective that gives rise to a new non-convex penalty approximating the $\ell_0$ penalty. Optimal error rates for estimation consistency in terms of various matrix norms along with selection consistency for sparse structure recovery are shown for the unique MAP estimator under mild conditions. For fast and efficient computation, an EM algorithm is proposed to compute the MAP estimator of the precision matrix and (approximate) posterior probabilities on the edges of the underlying sparse structure. Through extensive simulation studies and a real application to a call center data, we have demonstrated the fine performance of our method compared with existing alternatives.


BelMan: Bayesian Bandits on the Belief--Reward Manifold

arXiv.org Machine Learning

We propose a generic, Bayesian, information geometric approach to the exploration--exploitation trade-off in multi-armed bandit problems. Our approach, BelMan, uniformly supports pure exploration, exploration--exploitation, and two-phase bandit problems. The knowledge on bandit arms and their reward distributions is summarised by the barycentre of the joint distributions of beliefs and rewards of the arms, the \emph{pseudobelief-reward}, within the beliefs-rewards manifold. BelMan alternates \emph{information projection} and \emph{reverse information projection}, i.e., projection of the pseudobelief-reward onto beliefs-rewards to choose the arm to play, and projection of the resulting beliefs-rewards onto the pseudobelief-reward. It introduces a mechanism that infuses an exploitative bias by means of a \emph{focal distribution}, i.e., a reward distribution that gradually concentrates on higher rewards. Comparative performance evaluation with state-of-the-art algorithms shows that BelMan is not only competitive but can also outperform other approaches in specific setups, for instance involving many arms and continuous rewards.


Learning Conceptual Space Representations of Interrelated Concepts

arXiv.org Artificial Intelligence

Several recently proposed methods aim to learn conceptual space representations from large text collections. These learned representations asso- ciate each object from a given domain of interest with a point in a high-dimensional Euclidean space, but they do not model the concepts from this do- main, and can thus not directly be used for catego- rization and related cognitive tasks. A natural solu- tion is to represent concepts as Gaussians, learned from the representations of their instances, but this can only be reliably done if sufficiently many in- stances are given, which is often not the case. In this paper, we introduce a Bayesian model which addresses this problem by constructing informative priors from background knowledge about how the concepts of interest are interrelated with each other. We show that this leads to substantially better pre- dictions in a knowledge base completion task.


Improve Uncertainty Estimation for Unknown Classes in Bayesian Neural Networks with Semi-Supervised /One Set Classification

arXiv.org Machine Learning

One principle way to measure the uncertainty or confidence of the prediction is based on the statistic such as predictive mean, entropy and variance, using Bayesian machine learning, i.e. BNN if our model is a DNN[Nea12]. Beside capturing the parameters uncertainty, other methods works with modifying the loss function [DT18], [KG17], by which the model attempts to learn the heteroscedastic aleatoric uncertainty, i.e. uncertainty that depends on the input data (e.g. if there is an occlusion on the image object, our model will less likely to produce accurate prediction so we train our model such that it recognize "occlusion"). Experiments in previous paper [RBB18], [LPB17], the estimated predictive posterior is used to detect out-of-distribution data, or data from unknown class by measuring the its statistics. In other words, they expect data from unknown class to have high entropy and variance by using BNN.


Causal Queries from Observational Data in Biological Systems via Bayesian Networks: An Empirical Study in Small Networks

arXiv.org Machine Learning

Throughout their lifetime, organisms express their genetic program, i.e. the instruction manual for molecular actions in every cell. The products of the expression of this program are messenger RNA (mRNA); the blueprints to produce proteins, the cornerstones of the living world. The diversity of shapes and the fate of cells is a result of different readings of the genetic material, probably because of environmental factors, but also because of epigenetic organisational capacities. The genetic material appears regulated to produce what the organism needs in a specific situation. We now have access to rich genomics data sets. We see them as instantaneous images of cell activity from varied angles, through different filters.


SafeRNet: Safe Transportation Routing in the era of Internet of Vehicles and Mobile Crowd Sensing

arXiv.org Machine Learning

World wide road traffic fatality and accident rates are high, and this is true even in technologically advanced countries like the USA. Despite the advances in Intelligent Transportation Systems, safe transportation routing i.e., finding safest routes is largely an overlooked paradigm. In recent years, large amount of traffic data has been produced by people, Internet of Vehicles and Internet of Things (IoT). Also, thanks to advances in cloud computing and proliferation of mobile communication technologies, it is now possible to perform analysis on vast amount of generated data (crowd sourced) and deliver the result back to users in real time. This paper proposes SafeRNet, a safe route computation framework which takes advantage of these technologies to analyze streaming traffic data and historical data to effectively infer safe routes and deliver them back to users in real time. SafeRNet utilizes Bayesian network to formulate safe route model. Furthermore, a case study is presented to demonstrate the effectiveness of our approach using real traffic data. SafeRNet intends to improve drivers safety in a modern technology rich transportation system.


Research on the Brain-inspired Cross-media Neural Cognitive Computing Framework

arXiv.org Artificial Intelligence

The Multimedia Neural Cognitive Computing (MNCC) model was designed based on the nervous mechanism and cognitive architecture. Furthermore, the semantic-oriented hierarchical Cross-media Neural Cognitive Computing (CNCC) framework was proposed based on MNCC, and formal description and analysis for CNCC was given. It would effectively improve the performance of semantic processing for multimedia information, and has far-reaching significance for exploration and realization brain-inspired computing. Keywords Deep learningยทcognitive computingยทbrain-inspired computingยทcross-media neural cognitive computingยทmultimedia neural cognitive computing 1 Introduction The brain-inspired computing (BIC) is the integration of neural cognitive science and information technology. It would realize state-of-the-art computing system which has advanced in energy consumption, computing ability and efficiency.


BayesLands: A Bayesian inference approach for parameter uncertainty quantification in Badlands

arXiv.org Artificial Intelligence

Bayesian inference provides a principled approach towards uncertainty quantification of free parameters in geophysical forward models. This provides advantages over optimization methods that provide single point estimates as solutions, which lack uncertainty quantification. Badlands (basin and landscape dynamics model) is geophysical forward model that simulates topography development at various space and time scales. Badlands consists of a number of geophysical parameters that need to be estimated with appropriate uncertainty quantification, given the observed ground truth such as surface topography, sediment thickness and stratigraphy through time. This is challenging due to the scarcity of data, sensitivity of the parameters and complexity of the Badlands model. In this paper, we take a Bayesian approach to provide inference using Markov chain Monte Carlo sampling (MCMC). Hence, we present \textit{BayesLands}, a Bayesian framework for Badlands that fuses information obtained from complex forward models with observational data and prior knowledge. As a proof-of-concept, we consider a synthetic and real-world topography with two free parameters, namely precipitation and erodibility, that we need to estimate through BayesLands. The results of the experiments shows that BayesLands yields a promising distribution of the parameters. Moreover, the challenge in sampling due to multi-modality is presented through visualizing a likelihood surface that has a range of suboptimal modes.


Alpha-Beta Divergence For Variational Inference

arXiv.org Machine Learning

This paper introduces a variational approximation framework using direct optimization of what is known as the {\it scale invariant Alpha-Beta divergence} (sAB divergence). This new objective encompasses most variational objectives that use the Kullback-Leibler, the R{\'e}nyi or the gamma divergences. It also gives access to objective functions never exploited before in the context of variational inference. This is achieved via two easy to interpret control parameters, which allow for a smooth interpolation over the divergence space while trading-off properties such as mass-covering of a target distribution and robustness to outliers in the data. Furthermore, the sAB variational objective can be optimized directly by repurposing existing methods for Monte Carlo computation of complex variational objectives, leading to estimates of the divergence instead of variational lower bounds. We show the advantages of this objective on Bayesian models for regression problems.


Covariate Shift Estimation based Adaptive Ensemble Learning for Handling Non-Stationarity in Motor Imagery related EEG-based Brain-Computer Interface

arXiv.org Machine Learning

The non-stationary nature of electroencephalography (EEG) signals makes an EEG-based brain-computer interface (BCI) a dynamic system, thus improving its performance is a challenging task. In addition, it is well-known that due to non-stationarity based covariate shifts, the input data distributions of EEG-based BCI systems change during inter- and intra-session transitions, which poses great difficulty for developments of online adaptive data-driven systems. Ensemble learning approaches have been used previously to tackle this challenge. However, passive scheme based implementation leads to poor efficiency while increasing high computational cost. This paper presents a novel integration of covariate shift estimation and unsupervised adaptive ensemble learning (CSE-UAEL) to tackle non-stationarity in motor-imagery (MI) related EEG classification. The proposed method first employs an exponentially weighted moving average model to detect the covariate shifts in the common spatial pattern features extracted from MI related brain responses. Then, a classifier ensemble was created and updated over time to account for changes in streaming input data distribution wherein new classifiers are added to the ensemble in accordance with estimated shifts. Furthermore, using two publicly available BCI-related EEG datasets, the proposed method was extensively compared with the state-of-the-art single-classifier based passive scheme, single-classifier based active scheme and ensemble based passive schemes. The experimental results show that the proposed active scheme based ensemble learning algorithm significantly enhances the BCI performance in MI classifications.