Bayesian Inference
A solution for the mean parametrization of the von Mises-Fisher distribution
Nonnenmacher, Marcel, Sahani, Maneesh
The von Mises-Fisher distribution as an exponential family can be expressed in terms of either its natural or its mean parameters. Unfortunately, however, the normalization function for the distribution in terms of its mean parameters is not available in closed form, limiting the practicality of the mean parametrization and complicating maximum-likelihood estimation more generally. We derive a second-order ordinary differential equation, the solution to which yields the mean-parameter normalizer along with its first two derivatives, as well as the variance function of the family. We also provide closed-form approximations to the solution of the differential equation. This allows rapid evaluation of both densities and natural parameters in terms of mean parameters. We show applications to topic modeling with mixtures of von Mises-Fisher distributions using Bregman Clustering.
Unsupervised Training of Convex Regularizers using Maximum Likelihood Estimation
Tan, Hong Ye, Cai, Ziruo, Pereyra, Marcelo, Mukherjee, Subhadip, Tang, Junqi, Schönlieb, Carola-Bibiane
Unsupervised learning is a training approach in the situation where ground truth data is unavailable, such as inverse imaging problems. We present an unsupervised Bayesian training approach to learning convex neural network regularizers using a fixed noisy dataset, based on a dual Markov chain estimation method. Compared to classical supervised adversarial regularization methods, where there is access to both clean images as well as unlimited to noisy copies, we demonstrate close performance on natural image Gaussian deconvolution and Poisson denoising tasks.
Variational Bayesian Optimal Experimental Design with Normalizing Flows
Dong, Jiayuan, Jacobsen, Christian, Khalloufi, Mehdi, Akram, Maryam, Liu, Wanjiao, Duraisamy, Karthik, Huan, Xun
Bayesian optimal experimental design (OED) seeks experiments that maximize the expected information gain (EIG) in model parameters. Directly estimating the EIG using nested Monte Carlo is computationally expensive and requires an explicit likelihood. Variational OED (vOED), in contrast, estimates a lower bound of the EIG without likelihood evaluations by approximating the posterior distributions with variational forms, and then tightens the bound by optimizing its variational parameters. We introduce the use of normalizing flows (NFs) for representing variational distributions in vOED; we call this approach vOED-NFs. Specifically, we adopt NFs with a conditional invertible neural network architecture built from compositions of coupling layers, and enhanced with a summary network for data dimension reduction. We present Monte Carlo estimators to the lower bound along with gradient expressions to enable a gradient-based simultaneous optimization of the variational parameters and the design variables. The vOED-NFs algorithm is then validated in two benchmark problems, and demonstrated on a partial differential equation-governed application of cathodic electrophoretic deposition and an implicit likelihood case with stochastic modeling of aphid population. The findings suggest that a composition of 4--5 coupling layers is able to achieve lower EIG estimation bias, under a fixed budget of forward model runs, compared to previous approaches. The resulting NFs produce approximate posteriors that agree well with the true posteriors, able to capture non-Gaussian and multi-modal features effectively.
Review for Handling Missing Data with special missing mechanism
Zhou, Youran, Aryal, Sunil, Bouadjenek, Mohamed Reda
Missing data poses a significant challenge in data science, affecting decision-making processes and outcomes. Understanding what missing data is, how it occurs, and why it is crucial to handle it appropriately is paramount when working with real-world data, especially in tabular data, one of the most commonly used data types in the real world. Three missing mechanisms are defined in the literature: Missing Completely At Random (MCAR), Missing At Random (MAR), and Missing Not At Random (MNAR), each presenting unique challenges in imputation. Most existing work are focused on MCAR that is relatively easy to handle. The special missing mechanisms of MNAR and MAR are less explored and understood. This article reviews existing literature on handling missing values. It compares and contrasts existing methods in terms of their ability to handle different missing mechanisms and data types. It identifies research gap in the existing literature and lays out potential directions for future research in the field. The information in this review will help data analysts and researchers to adopt and promote good practices for handling missing data in real-world problems.
Predictive Modeling for Breast Cancer Classification in the Context of Bangladeshi Patients: A Supervised Machine Learning Approach with Explainable AI
Islam, Taminul, Sheakh, Md. Alif, Tahosin, Mst. Sazia, Hena, Most. Hasna, Akash, Shopnil, Jardan, Yousef A. Bin, Wondmie, Gezahign Fentahun, Nafidi, Hiba-Allah, Bourhia, Mohammed
Breast cancer has rapidly increased in prevalence in recent years, making it one of the leading causes of mortality worldwide. Among all cancers, it is by far the most common. Diagnosing this illness manually requires significant time and expertise. Since detecting breast cancer is a time-consuming process, preventing its further spread can be aided by creating machine-based forecasts. Machine learning and Explainable AI are crucial in classification as they not only provide accurate predictions but also offer insights into how the model arrives at its decisions, aiding in the understanding and trustworthiness of the classification results. In this study, we evaluate and compare the classification accuracy, precision, recall, and F-1 scores of five different machine learning methods using a primary dataset (500 patients from Dhaka Medical College Hospital). Five different supervised machine learning techniques, including decision tree, random forest, logistic regression, naive bayes, and XGBoost, have been used to achieve optimal results on our dataset. Additionally, this study applied SHAP analysis to the XGBoost model to interpret the model's predictions and understand the impact of each feature on the model's output. We compared the accuracy with which several algorithms classified the data, as well as contrasted with other literature in this field. After final evaluation, this study found that XGBoost achieved the best model accuracy, which is 97%.
PoLLMgraph: Unraveling Hallucinations in Large Language Models via State Transition Dynamics
Zhu, Derui, Chen, Dingfan, Li, Qing, Chen, Zongxiong, Ma, Lei, Grossklags, Jens, Fritz, Mario
Despite tremendous advancements in large language models (LLMs) over recent years, a notably urgent challenge for their practical deployment is the phenomenon of hallucination, where the model fabricates facts and produces non-factual statements. In response, we propose PoLLMgraph, a Polygraph for LLMs, as an effective model-based white-box detection and forecasting approach. PoLLMgraph distinctly differs from the large body of existing research that concentrates on addressing such challenges through black-box evaluations. In particular, we demonstrate that hallucination can be effectively detected by analyzing the LLM's internal state transition dynamics during generation via tractable probabilistic models. Experimental results on various open-source LLMs confirm the efficacy of PoLLMgraph, outperforming state-of-the-art methods by a considerable margin, evidenced by over 20% improvement in AUC-ROC on common benchmarking datasets like TruthfulQA. Our work paves a new way for model-based white-box analysis of LLMs, motivating the research community to further explore, understand, and refine the intricate dynamics of LLM behaviors.
Bayesian Inference for Consistent Predictions in Overparameterized Nonlinear Regression
The remarkable generalization performance of overparameterized models has challenged the conventional wisdom of statistical learning theory. While recent theoretical studies have shed light on this behavior in linear models or nonlinear classifiers, a comprehensive understanding of overparameterization in nonlinear regression models remains lacking. This paper explores the predictive properties of overparameterized nonlinear regression within the Bayesian framework, extending the methodology of adaptive prior based on the intrinsic spectral structure of the data. We establish posterior contraction for single-neuron models with Lipschitz continuous activation functions and for generalized linear models, demonstrating that our approach achieves consistent predictions in the overparameterized regime. Moreover, our Bayesian framework allows for uncertainty estimation of the predictions. The proposed method is validated through numerical simulations and a real data application, showcasing its ability to achieve accurate predictions and reliable uncertainty estimates. Our work advances the theoretical understanding of the blessing of overparameterization and offers a principled Bayesian approach for prediction in large nonlinear models.
Statistical Mechanics and Artificial Neural Networks: Principles, Models, and Applications
Böttcher, Lucas, Wheeler, Gregory
The field of neuroscience and the development of artificial neural networks (ANNs) have mutually influenced each other, drawing from and contributing to many concepts initially developed in statistical mechanics. Notably, Hopfield networks and Boltzmann machines are versions of the Ising model, a model extensively studied in statistical mechanics for over a century. In the first part of this chapter, we provide an overview of the principles, models, and applications of ANNs, highlighting their connections to statistical mechanics and statistical learning theory. Artificial neural networks can be seen as high-dimensional mathematical functions, and understanding the geometric properties of their loss landscapes (i.e., the high-dimensional space on which one wishes to find extrema or saddles) can provide valuable insights into their optimization behavior, generalization abilities, and overall performance. Visualizing these functions can help us design better optimization methods and improve their generalization abilities. Thus, the second part of this chapter focuses on quantifying geometric properties and visualizing loss functions associated with deep ANNs.
The Unreasonable Effectiveness Of Early Discarding After One Epoch In Neural Network Hyperparameter Optimization
Egele, Romain, Mohr, Felix, Viering, Tom, Balaprakash, Prasanna
To reach high performance with deep learning, hyperparameter optimization (HPO) is essential. This process is usually time-consuming due to costly evaluations of neural networks. Early discarding techniques limit the resources granted to unpromising candidates by observing the empirical learning curves and canceling neural network training as soon as the lack of competitiveness of a candidate becomes evident. Despite two decades of research, little is understood about the trade-off between the aggressiveness of discarding and the loss of predictive performance. Our paper studies this trade-off for several commonly used discarding techniques such as successive halving and learning curve extrapolation. Our surprising finding is that these commonly used techniques offer minimal to no added value compared to the simple strategy of discarding after a constant number of epochs of training. The chosen number of epochs depends mostly on the available compute budget. We call this approach i-Epoch (i being the constant number of epochs with which neural networks are trained) and suggest to assess the quality of early discarding techniques by comparing how their Pareto-Front (in consumed training epochs and predictive performance) complement the Pareto-Front of i-Epoch.
Learning-to-Optimize with PAC-Bayesian Guarantees: Theoretical Considerations and Practical Implementation
Sucker, Michael, Fadili, Jalal, Ochs, Peter
We use the PAC-Bayesian theory for the setting of learning-to-optimize. To the best of our knowledge, we present the first framework to learn optimization algorithms with provable generalization guarantees (PAC-Bayesian bounds) and explicit trade-off between convergence guarantees and convergence speed, which contrasts with the typical worst-case analysis. Our learned optimization algorithms provably outperform related ones derived from a (deterministic) worst-case analysis. The results rely on PAC-Bayesian bounds for general, possibly unbounded loss-functions based on exponential families. Then, we reformulate the learning procedure into a one-dimensional minimization problem and study the possibility to find a global minimum. Furthermore, we provide a concrete algorithmic realization of the framework and new methodologies for learning-to-optimize, and we conduct four practically relevant experiments to support our theory. With this, we showcase that the provided learning framework yields optimization algorithms that provably outperform the state-of-the-art by orders of magnitude.