Bayesian Inference
MissNODAG: Differentiable Cyclic Causal Graph Learning from Incomplete Data
Sethuraman, Muralikrishnna G., Nabi, Razieh, Fekri, Faramarz
Causal discovery in real-world systems, such as biological networks, is often complicated by feedback loops and incomplete data. Standard algorithms, which assume acyclic structures or fully observed data, struggle with these challenges. To address this gap, we propose MissNODAG, a differentiable framework for learning both the underlying cyclic causal graph and the missingness mechanism from partially observed data, including data missing not at random. Our framework integrates an additive noise model with an expectation-maximization procedure, alternating between imputing missing values and optimizing the observed data likelihood, to uncover both the cyclic structures and the missingness mechanism. We demonstrate the effectiveness of MissNODAG through synthetic experiments and an application to real-world gene perturbation data.
Maximum a Posteriori Inference for Factor Graphs via Benders' Decomposition
Dubey, Harsh Vardhan, Lee, Ji Ah, Flaherty, Patrick
Many Bayesian statistical inference problems come down to computing a maximum a-posteriori (MAP) assignment of latent variables. Yet, standard methods for estimating the MAP assignment do not have a finite time guarantee that the algorithm has converged to a fixed point. Previous research has found that MAP inference can be represented in dual form as a linear programming problem with a non-polynomial number of constraints. A Lagrangian relaxation of the dual yields a statistical inference algorithm as a linear programming problem. However, the decision as to which constraints to remove in the relaxation is often heuristic. We present a method for maximum a-posteriori inference in general Bayesian factor models that sequentially adds constraints to the fully relaxed dual problem using Benders' decomposition. Our method enables the incorporation of expressive integer and logical constraints in clustering problems such as must-link, cannot-link, and a minimum number of whole samples allocated to each cluster. Using this approach, we derive MAP estimation algorithms for the Bayesian Gaussian mixture model and latent Dirichlet allocation. Empirical results show that our method produces a higher optimal posterior value compared to Gibbs sampling and variational Bayes methods for standard data sets and provides certificate of convergence.
Hotel Booking Cancellation Prediction Using Applied Bayesian Models
Jishan, Md Asifuzzaman, Singh, Vikas, Ghosh, Ayan Kumar, Alam, Md Shahabub, Mahmud, Khan Raqib, Paul, Bijan
This study applies Bayesian models to predict hotel booking cancellations, a key challenge affecting resource allocation, revenue, and customer satisfaction in the hospitality industry. Using a Kaggle dataset with 36,285 observations and 17 features, Bayesian Logistic Regression and Beta-Binomial models were implemented. The logistic model, applied to 12 features and 5,000 randomly selected observations, outperformed the Beta-Binomial model in predictive accuracy. Key predictors included the number of adults, children, stay duration, lead time, car parking space, room type, and special requests. Model evaluation using Leave-One-Out Cross-Validation (LOO-CV) confirmed strong alignment between observed and predicted outcomes, demonstrating the model's robustness. Special requests and parking availability were found to be the strongest predictors of cancellation. This Bayesian approach provides a valuable tool for improving booking management and operational efficiency in the hotel industry.
Bayesian optimization for robust robotic grasping using a sensorized compliant hand
Lechuz-Sierra, Juan G., Martin, Ana Elvira H., Sundaram, Ashok M., Martinez-Cantin, Ruben, Roa, Mรกximo A.
One of the first tasks we learn as children is to grasp objects based on our tactile perception. Incorporating such skill in robots will enable multiple applications, such as increasing flexibility in industrial processes or providing assistance to people with physical disabilities. However, the difficulty lies in adapting the grasping strategies to a large variety of tasks and objects, which can often be unknown. The brute-force solution is to learn new grasps by trial and error, which is inefficient and ineffective. In contrast, Bayesian optimization applies active learning by adding information to the approximation of an optimal grasp. This paper proposes the use of Bayesian optimization techniques to safely perform robotic grasping. We analyze different grasp metrics to provide realistic grasp optimization in a real system including tactile sensors. An experimental evaluation in the robotic system shows the usefulness of the method for performing unknown object grasping even in the presence of noise and uncertainty inherent to a real-world environment.
Enhancing Feature-Specific Data Protection via Bayesian Coordinate Differential Privacy
Aliakbarpour, Maryam, Chaudhuri, Syomantak, Courtade, Thomas A., Fallah, Alireza, Jordan, Michael I.
Local Differential Privacy (LDP) offers strong privacy guarantees without requiring users to trust external parties. However, LDP applies uniform protection to all data features, including less sensitive ones, which degrades performance of downstream tasks. To overcome this limitation, we propose a Bayesian framework, Bayesian Coordinate Differential Privacy (BCDP), that enables feature-specific privacy quantification. This more nuanced approach complements LDP by adjusting privacy protection according to the sensitivity of each feature, enabling improved performance of downstream tasks without compromising privacy. We characterize the properties of BCDP and articulate its connections with standard non-Bayesian privacy frameworks. We further apply our BCDP framework to the problems of private mean estimation and ordinary least-squares regression. The BCDP-based approach obtains improved accuracy compared to a purely LDP-based approach, without compromising on privacy.
Explaining Bayesian Networks in Natural Language using Factor Arguments. Evaluation in the medical domain
Sevilla, Jaime, Babakov, Nikolay, Reiter, Ehud, Bugarin, Alberto
In this paper, we propose a model for building natural language explanations for Bayesian Network Reasoning in terms of factor arguments, which are argumentation graphs of flowing evidence, relating the observed evidence to a target variable we want to learn about. We introduce the notion of factor argument independence to address the outstanding question of defining when arguments should be presented jointly or separately and present an algorithm that, starting from the evidence nodes and a target node, produces a list of all independent factor arguments ordered by their strength. Finally, we implemented a scheme to build natural language explanations of Bayesian Reasoning using this approach. Our proposal has been validated in the medical domain through a human-driven evaluation study where we compare the Bayesian Network Reasoning explanations obtained using factor arguments with an alternative explanation method. Evaluation results indicate that our proposed explanation approach is deemed by users as significantly more useful for understanding Bayesian Network Reasoning than another existing explanation method it is compared to.
Ranking of Multi-Response Experiment Treatments
Pebes-Trujillo, Miguel R., Shenhar, Itamar, Harikumar, Aravind, Herrmann, Ittai, Moshelion, Menachem, Ng, Kee Woei, Gavish, Matan
We present a probabilistic ranking model to identify the optimal treatment in multiple-response experiments. In contemporary practice, treatments are applied over individuals with the goal of achieving multiple ideal properties on them simultaneously. However, often there are competing properties, and the optimality of one cannot be achieved without compromising the optimality of another. Typically, we still want to know which treatment is the overall best. In our framework, we first formulate overall optimality in terms of treatment ranks. Then we infer the latent ranking that allow us to report treatments from optimal to least optimal, provided ideal desirable properties. We demonstrate through simulations and real data analysis how we can achieve reliability of inferred ranks in practice. We adopt a Bayesian approach and derive an associated Markov Chain Monte Carlo algorithm to fit our model to data. Finally, we discuss the prospects of adoption of our method as a standard tool for experiment evaluation in trials-based research.
Reducing Variance in Meta-Learning via Laplace Approximation for Regression Tasks
Reichlin, Alfredo, Tegnรฉr, Gustaf, Vasco, Miguel, Yin, Hang, Bjรถrkman, Mรฅrten, Kragic, Danica
Given a finite set of sample points, meta-learning algorithms aim to learn an optimal adaptation strategy for new, unseen tasks. Often, this data can be ambiguous as it might belong to different tasks concurrently. This is particularly the case in meta-regression tasks. In such cases, the estimated adaptation strategy is subject to high variance due to the limited amount of support data for each task, which often leads to sub-optimal generalization performance. In this work, we address the problem of variance reduction in gradient-based meta-learning and formalize the class of problems prone to this, a condition we refer to as \emph{task overlap}. Specifically, we propose a novel approach that reduces the variance of the gradient estimate by weighing each support point individually by the variance of its posterior over the parameters. To estimate the posterior, we utilize the Laplace approximation, which allows us to express the variance in terms of the curvature of the loss landscape of our meta-learner. Experimental results demonstrate the effectiveness of the proposed method and highlight the importance of variance reduction in meta-learning.
Scalable Random Feature Latent Variable Models
Li, Ying, Lin, Zhidi, Liu, Yuhao, Zhang, Michael Minyi, Olmos, Pablo M., Djuriฤ, Petar M.
Random feature latent variable models (RFLVMs) represent the state-of-the-art in latent variable models, capable of handling non-Gaussian likelihoods and effectively uncovering patterns in high-dimensional data. However, their heavy reliance on Monte Carlo sampling results in scalability issues which makes it difficult to use these models for datasets with a massive number of observations. To scale up RFLVMs, we turn to the optimization-based variational Bayesian inference (VBI) algorithm which is known for its scalability compared to sampling-based methods. However, implementing VBI for RFLVMs poses challenges, such as the lack of explicit probability distribution functions (PDFs) for the Dirichlet process (DP) in the kernel learning component, and the incompatibility of existing VBI algorithms with RFLVMs. To address these issues, we introduce a stick-breaking construction for DP to obtain an explicit PDF and a novel VBI algorithm called ``block coordinate descent variational inference" (BCD-VI). This enables the development of a scalable version of RFLVMs, or in short, SRFLVM. Our proposed method shows scalability, computational efficiency, superior performance in generating informative latent representations and the ability of imputing missing data across various real-world datasets, outperforming state-of-the-art competitors.
Governing equation discovery of a complex system from snapshots
Zhu, Qunxi, Zhao, Bolin, Zhang, Jingdong, Li, Peiyang, Lin, Wei
Complex systems in physics, chemistry, and biology that evolve over time with inherent randomness are typically described by stochastic differential equations (SDEs). A fundamental challenge in science and engineering is to determine the governing equations of a complex system from snapshot data. Traditional equation discovery methods often rely on stringent assumptions, such as the availability of the trajectory information or time-series data, and the presumption that the underlying system is deterministic. In this work, we introduce a data-driven, simulation-free framework, called Sparse Identification of Differential Equations from Snapshots (SpIDES), that discovers the governing equations of a complex system from snapshots by utilizing the advanced machine learning techniques to perform three essential steps: probability flow reconstruction, probability density estimation, and Bayesian sparse identification. We validate the effectiveness and robustness of SpIDES by successfully identifying the governing equation of an over-damped Langevin system confined within two potential wells. By extracting interpretable drift and diffusion terms from the SDEs, our framework provides deeper insights into system dynamics, enhances predictive accuracy, and facilitates more effective strategies for managing and simulating stochastic systems.