Bayesian Inference
Planning Reliability Assurance Tests for Autonomous Vehicles
Zheng, Simin, Lu, Lu, Hong, Yili, Liu, Jian
Artificial intelligence (AI) technology has become increasingly prevalent and transforms our everyday life. One important application of AI technology is the development of autonomous vehicles (AV). However, the reliability of an AV needs to be carefully demonstrated via an assurance test so that the product can be used with confidence in the field. To plan for an assurance test, one needs to determine how many AVs need to be tested for how many miles and the standard for passing the test. Existing research has made great efforts in developing reliability demonstration tests in the other fields of applications for product development and assessment. However, statistical methods have not been utilized in AV test planning. This paper aims to fill in this gap by developing statistical methods for planning AV reliability assurance tests based on recurrent events data. We explore the relationship between multiple criteria of interest in the context of planning AV reliability assurance tests. Specifically, we develop two test planning strategies based on homogeneous and non-homogeneous Poisson processes while balancing multiple objectives with the Pareto front approach. We also offer recommendations for practical use. The disengagement events data from the California Department of Motor Vehicles AV testing program is used to illustrate the proposed assurance test planning methods.
Scalable Bayesian uncertainty quantification with data-driven priors for radio interferometric imaging
Liaudat, Tobías I., Mars, Matthijs, Price, Matthew A., Pereyra, Marcelo, Betcke, Marta M., McEwen, Jason D.
Next-generation radio interferometers like the Square Kilometer Array have the potential to unlock scientific discoveries thanks to their unprecedented angular resolution and sensitivity. One key to unlocking their potential resides in handling the deluge and complexity of incoming data. This challenge requires building radio interferometric imaging methods that can cope with the massive data sizes and provide high-quality image reconstructions with uncertainty quantification (UQ). This work proposes a method coined QuantifAI to address UQ in radio-interferometric imaging with data-driven (learned) priors for high-dimensional settings. Our model, rooted in the Bayesian framework, uses a physically motivated model for the likelihood. The model exploits a data-driven convex prior, which can encode complex information learned implicitly from simulations and guarantee the log-concavity of the posterior. We leverage probability concentration phenomena of high-dimensional log-concave posteriors that let us obtain information about the posterior, avoiding MCMC sampling techniques. We rely on convex optimisation methods to compute the MAP estimation, which is known to be faster and better scale with dimension than MCMC sampling strategies. Our method allows us to compute local credible intervals, i.e., Bayesian error bars, and perform hypothesis testing of structure on the reconstructed image. In addition, we propose a novel blazing-fast method to compute pixel-wise uncertainties at different scales. We demonstrate our method by reconstructing radio-interferometric images in a simulated setting and carrying out fast and scalable UQ, which we validate with MCMC sampling. Our method shows an improved image quality and more meaningful uncertainties than the benchmark method based on a sparsity-promoting prior. QuantifAI's source code: https://github.com/astro-informatics/QuantifAI.
Anomaly Detection via Learning-Based Sequential Controlled Sensing
Joseph, Geethu, Zhong, Chen, Gursoy, M. Cenk, Velipasalar, Senem, Varshney, Pramod K.
In this paper, we address the problem of detecting anomalies among a given set of binary processes via learning-based controlled sensing. Each process is parameterized by a binary random variable indicating whether the process is anomalous. To identify the anomalies, the decision-making agent is allowed to observe a subset of the processes at each time instant. Also, probing each process has an associated cost. Our objective is to design a sequential selection policy that dynamically determines which processes to observe at each time with the goal to minimize the delay in making the decision and the total sensing cost. We cast this problem as a sequential hypothesis testing problem within the framework of Markov decision processes. This formulation utilizes both a Bayesian log-likelihood ratio-based reward and an entropy-based reward. The problem is then solved using two approaches: 1) a deep reinforcement learning-based approach where we design both deep Q-learning and policy gradient actor-critic algorithms; and 2) a deep active inference-based approach. Using numerical experiments, we demonstrate the efficacy of our algorithms and show that our algorithms adapt to any unknown statistical dependence pattern of the processes.
Exploring the hierarchical structure of human plans via program generation
Correa, Carlos G., Sanborn, Sophia, Ho, Mark K., Callaway, Frederick, Daw, Nathaniel D., Griffiths, Thomas L.
Human behavior is inherently hierarchical, resulting from the decomposition of a task into subtasks or an abstract action into concrete actions. However, behavior is typically measured as a sequence of actions, which makes it difficult to infer its hierarchical structure. In this paper, we explore how people form hierarchically-structured plans, using an experimental paradigm that makes hierarchical representations observable: participants create programs that produce sequences of actions in a language with explicit hierarchical structure. This task lets us test two well-established principles of human behavior: utility maximization (i.e. using fewer actions) and minimum description length (MDL; i.e. having a shorter program). We find that humans are sensitive to both metrics, but that both accounts fail to predict a qualitative feature of human-created programs, namely that people prefer programs with reuse over and above the predictions of MDL. We formalize this preference for reuse by extending the MDL account into a generative model over programs, modeling hierarchy choice as the induction of a grammar over actions. Our account can explain the preference for reuse and provides the best prediction of human behavior, going beyond simple accounts of compressibility to highlight a principle that guides hierarchical planning.
Uncertainty in Graph Contrastive Learning with Bayesian Neural Networks
Möllers, Alexander, Immer, Alexander, Isufi, Elvin, Fortuin, Vincent
Graph contrastive learning has shown great promise when labeled data is scarce, but large unlabeled datasets are available. However, it often does not take uncertainty estimation into account. We show that a variational Bayesian neural network approach can be used to improve not only the uncertainty estimates but also the downstream performance on semi-supervised node-classification tasks. Moreover, we propose a new measure of uncertainty for contrastive learning, that is based on the disagreement in likelihood due to different positive samples.
Active Learning and Bayesian Optimization: a Unified Perspective to Learn with a Goal
Di Fiore, Francesco, Nardelli, Michela, Mainini, Laura
Science and Engineering applications are typically associated with expensive optimization problem to identify optimal design solutions and states of the system of interest. Bayesian optimization and active learning compute surrogate models through efficient adaptive sampling schemes to assist and accelerate this search task toward a given optimization goal. Both those methodologies are driven by specific infill/learning criteria which quantify the utility with respect to the set goal of evaluating the objective function for unknown combinations of optimization variables. While the two fields have seen an exponential growth in popularity in the past decades, their dualism and synergy have received relatively little attention to date. This paper discusses and formalizes the synergy between Bayesian optimization and active learning as symbiotic adaptive sampling methodologies driven by common principles. In particular, we demonstrate this unified perspective through the formalization of the analogy between the Bayesian infill criteria and active learning criteria as driving principles of both the goal-driven procedures. To support our original perspective, we propose a general classification of adaptive sampling techniques to highlight similarities and differences between the vast families of adaptive sampling, active learning, and Bayesian optimization. Accordingly, the synergy is demonstrated mapping the Bayesian infill criteria with the active learning criteria, and is formalized for searches informed by both a single information source and multiple levels of fidelity. In addition, we provide guidelines to apply those learning criteria investigating the performance of different Bayesian schemes for a variety of benchmark problems to highlight benefits and limitations over mathematical properties that characterize real-world applications.
Active learning for data streams: a survey
Cacciarelli, Davide, Kulahci, Murat
Online active learning is a paradigm in machine learning that aims to select the most informative data points to label from a data stream. The problem of minimizing the cost associated with collecting labeled observations has gained a lot of attention in recent years, particularly in real-world applications where data is only available in an unlabeled form. Annotating each observation can be time-consuming and costly, making it difficult to obtain large amounts of labeled data. To overcome this issue, many active learning strategies have been proposed in the last decades, aiming to select the most informative observations for labeling in order to improve the performance of machine learning models. These approaches can be broadly divided into two categories: static pool-based and stream-based active learning. Pool-based active learning involves selecting a subset of observations from a closed pool of unlabeled data, and it has been the focus of many surveys and literature reviews. However, the growing availability of data streams has led to an increase in the number of approaches that focus on online active learning, which involves continuously selecting and labeling observations as they arrive in a stream. This work aims to provide an overview of the most recently proposed approaches for selecting the most informative observations from data streams in real time. We review the various techniques that have been proposed and discuss their strengths and limitations, as well as the challenges and opportunities that exist in this area of research.
Spinal Muscle Atrophy Disease Modelling as Bayesian Network
Helal, Mohammed Ezzat, Helal, Manal Ezzat, Fahmy, Sherif Fadel
We investigate the molecular gene expressions studies and public databases for disease modelling using Probabilistic Graphical Models and Bayesian Inference. A case study on Spinal Muscle Atrophy Genome-Wide Association Study results is modelled and analyzed. The genes up and down-regulated in two stages of the disease development are linked to prior knowledge published in the public domain and co-expressions network is created and analyzed. The Molecular Pathways triggered by these genes are identified. The Bayesian inference posteriors distributions are estimated using a variational analytical algorithm and a Markov chain Monte Carlo sampling algorithm. Assumptions, limitations and possible future work are concluded.
Variational Bayes image restoration with compressive autoencoders
Biquard, Maud, Chabert, Marie, Oberlin, Thomas
Regularization of inverse problems is of paramount importance in computational imaging. The ability of neural networks to learn efficient image representations has been recently exploited to design powerful data-driven regularizers. While state-of-the-art plug-and-play methods rely on an implicit regularization provided by neural denoisers, alternative Bayesian approaches consider Maximum A Posteriori (MAP) estimation in the latent space of a generative model, thus with an explicit regularization. However, state-of-the-art deep generative models require a huge amount of training data compared to denoisers. Besides, their complexity hampers the optimization of the latent MAP. In this work, we propose to use compressive autoencoders for latent estimation. These networks, which can be seen as variational autoencoders with a flexible latent prior, are smaller and easier to train than state-of-the-art generative models. We then introduce the Variational Bayes Latent Estimation (VBLE) algorithm, which performs this estimation within the framework of variational inference. This allows for fast and easy (approximate) posterior sampling. Experimental results on image datasets BSD and FFHQ demonstrate that VBLE reaches similar performance than state-of-the-art plug-and-play methods, while being able to quantify uncertainties faster than other existing posterior sampling techniques.
Invariance assumptions for class distribution estimation
We study the problem of class distribution estimation under dataset shift. On the training dataset, both features and class labels are observed while on the test dataset only the features can be observed. The task then is the estimation of the distribution of the class labels, i.e. the estimation of the class prior probabilities, in the test dataset. Assumptions of invariance between the training joint distribution of features and labels and the test distribution can considerably facilitate this task. We discuss the assumptions of covariate shift, factorizable joint shift, and sparse joint shift and their implications for class distribution estimation.