Bayesian Inference
Reconstructing Sparse Multiplex Networks with Application to Covert Networks
Yu, Jin-Zhu, Wu, Mincheng, Bichler, Gisela, Aros-Vera, Felipe, Gao, Jianxi
Network structure provides critical information for understanding the dynamic behavior of networks. However, the complete structure of real-world networks is often unavailable, thus it is crucially important to develop approaches to infer a more complete structure of networks. In this paper, we integrate the configuration model for generating random networks into an Expectation-Maximization-Aggregation (EMA) framework to reconstruct the complete structure of multiplex networks. We validate the proposed EMA framework against the random model on several real-world multiplex networks, including both covert and overt ones. It is found that the EMA framework generally achieves the best predictive accuracy compared to the EM framework and the random model. As the number of layers increases, the performance improvement of EMA over EM decreases. The inferred multiplex networks can be leveraged to inform the decision-making on monitoring covert networks as well as allocating limited resources for collecting additional information to improve reconstruction accuracy. For law enforcement agencies, the inferred complete network structure can be used to develop more effective strategies for covert network interdiction.
Improving Scheduled Sampling with Elastic Weight Consolidation for Neural Machine Translation
Korakakis, Michalis, Vlachos, Andreas
Despite strong performance in many sequence-to-sequence tasks, autoregressive models trained with maximum likelihood estimation suffer from exposure bias, i.e. the discrepancy between the ground-truth prefixes used during training and the model-generated prefixes used at inference time. Scheduled sampling is a simple and empirically successful approach which addresses this issue by incorporating model-generated prefixes into training. However, it has been argued that it is an inconsistent training objective leading to models ignoring the prefixes altogether. In this paper, we conduct systematic experiments and find that scheduled sampling, while it ameliorates exposure bias by increasing model reliance on the input sequence, worsens performance when the prefix at inference time is correct, a form of catastrophic forgetting. We propose to use Elastic Weight Consolidation to better balance mitigating exposure bias with retaining performance. Experiments on four IWSLT'14 and WMT'14 translation datasets demonstrate that our approach alleviates catastrophic forgetting and significantly outperforms maximum likelihood estimation and scheduled sampling baselines.
How Bayesian Neural Networks behave part1(Machine Learning)
Abstract: We have constructed a Bayesian neural network able of retrieving tropospheric temperature profiles from rotational Raman-scatter measurements of nitrogen and oxygen and applied it to measurements taken by the RAman Lidar for Meteorological Observations (RALMO) in Payerne, Switzerland. We give a detailed description of using a Bayesian method to retrieve temperature profiles including estimates of the uncertainty due to the network weights and the statistical uncertainty of the measurements. We trained our model using lidar measurements under different atmospheric conditions, and we tested our model using measurements not used for training the network. The computed temperature profiles extend over the altitude range of 0.7 km to 6 km. The mean bias estimate of our temperatures relative to the MeteoSwiss standard processing algorithm does not exceed 0.05 K at altitudes below 4.5 km, and does not exceed 0.08 K in an altitude range of 4.5 km to 6 km.
Batch Bayesian Optimization via Particle Gradient Flows
Crovini, Enrico, Cotter, Simon L., Zygalakis, Konstantinos, Duncan, Andrew B.
Bayesian Optimisation (BO) methods seek to find global optima of objective functions which are only available as a black-box or are expensive to evaluate. Such methods construct a surrogate model for the objective function, quantifying the uncertainty in that surrogate through Bayesian inference. Objective evaluations are sequentially determined by maximising an acquisition function at each step. However, this ancilliary optimisation problem can be highly non-trivial to solve, due to the non-convexity of the acquisition function, particularly in the case of batch Bayesian optimisation, where multiple points are selected in every step. In this work we reformulate batch BO as an optimisation problem over the space of probability measures. We construct a new acquisition function based on multipoint expected improvement which is convex over the space of probability measures. Practical schemes for solving this `inner' optimisation problem arise naturally as gradient flows of this objective function. We demonstrate the efficacy of this new method on different benchmark functions and compare with state-of-the-art batch BO methods.
Bayesian Additive Main Effects and Multiplicative Interaction Models using Tensor Regression for Multi-environmental Trials
Santos, Antonia A. L. Dos, Sarti, Danilo A., Moral, Rafael A., Parnell, Andrew C.
We propose a Bayesian tensor regression model to accommodate the effect of multiple factors on phenotype prediction. We adopt a set of prior distributions that resolve identifiability issues that may arise between the parameters in the model. Simulation experiments show that our method out-performs previous related models and machine learning algorithms under different sample sizes and degrees of complexity. We further explore the applicability of our model by analysing real-world data related to wheat production across Ireland from 2010 to 2019. Our model performs competitively and overcomes key limitations found in other analogous approaches. Finally, we adapt a set of visualisations for the posterior distribution of the tensor effects that facilitate the identification of optimal interactions between the tensor variables whilst accounting for the uncertainty in the posterior distribution.
Community Detection with Known, Unknown, or Partially Known Auxiliary Latent Variables
Esmaeili, Mohammad, Nosratinia, Aria
Empirical observations suggest that in practice, community membership does not completely explain the dependency between the edges of an observation graph. The residual dependence of the graph edges are modeled in this paper, to first order, by auxiliary node latent variables that affect the statistics of the graph edges but carry no information about the communities of interest. We then study community detection in graphs obeying the stochastic block model and censored block model with auxiliary latent variables. We analyze the conditions for exact recovery when these auxiliary latent variables are unknown, representing unknown nuisance parameters or model mismatch. We also analyze exact recovery when these secondary latent variables have been either fully or partially revealed. Finally, we propose a semidefinite programming algorithm for recovering the desired labels when the secondary labels are either known or unknown. We show that exact recovery is possible by semidefinite programming down to the respective maximum likelihood exact recovery threshold.
A Bayesian Robust Regression Method for Corrupted Data Reconstruction
Fan, Zheyi, Li, Zhaohui, Wang, Jingyan, Lin, Dennis K. J., Xiong, Xiao, Hu, Qingpei
Because of the widespread existence of noise and data corruption, recovering the true regression parameters with a certain proportion of corrupted response variables is an essential task. Methods to overcome this problem often involve robust least-squares regression, but few methods perform well when confronted with severe adaptive adversarial attacks. In many applications, prior knowledge is often available from historical data or engineering experience, and by incorporating prior information into a robust regression method, we develop an effective robust regression method that can resist adaptive adversarial attacks. First, we propose the novel TRIP (hard Thresholding approach to Robust regression with sImple Prior) algorithm, which improves the breakdown point when facing adaptive adversarial attacks. Then, to improve the robustness and reduce the estimation error caused by the inclusion of priors, we use the idea of Bayesian reweighting to construct the more robust BRHT (robust Bayesian Reweighting regression via Hard Thresholding) algorithm. We prove the theoretical convergence of the proposed algorithms under mild conditions, and extensive experiments show that under different types of dataset attacks, our algorithms outperform other benchmark ones. Finally, we apply our methods to a data-recovery problem in a real-world application involving a space solar array, demonstrating their good applicability.
Mesoscopic modeling of hidden spiking neurons
Wang, Shuqi, Schmutz, Valentin, Bellec, Guillaume, Gerstner, Wulfram
Can we use spiking neural networks (SNN) as generative models of multi-neuronal recordings, while taking into account that most neurons are unobserved? Modeling the unobserved neurons with large pools of hidden spiking neurons leads to severely underconstrained problems that are hard to tackle with maximum likelihood estimation. In this work, we use coarse-graining and mean-field approximations to derive a bottom-up, neuronally-grounded latent variable model (neuLVM), where the activity of the unobserved neurons is reduced to a low-dimensional mesoscopic description. In contrast to previous latent variable models, neuLVM can be explicitly mapped to a recurrent, multi-population SNN, giving it a transparent biological interpretation. We show, on synthetic spike trains, that a few observed neurons are sufficient for neuLVM to perform efficient model inversion of large SNNs, in the sense that it can recover connectivity parameters, infer single-trial latent population activity, reproduce ongoing metastable dynamics, and generalize when subjected to perturbations mimicking optogenetic stimulation.
A Robust Data-driven Process Modeling Applied to Time-series Stochastic Power Flow
Algikar, Pooja, Xu, Yijun, Yarahmadi, Somayeh, Mili, Lamine
In this paper, we propose a robust data-driven process model whose hyperparameters are robustly estimated using the Schweppe-type generalized maximum likelihood estimator. The proposed model is trained on recorded time-series data of voltage phasors and power injections to perform a time-series stochastic power flow calculation. Power system data are often corrupted with outliers caused by large errors, fault conditions, power outages, and extreme weather, to name a few. The proposed model downweights vertical outliers and bad leverage points in the measurements of the training dataset. The weights used to bound the influence of the outliers are calculated using projection statistics, which are a robust version of Mahalanobis distances of the time series data points. The proposed method is demonstrated on the IEEE 33-Bus power distribution system and a real-world unbalanced 240-bus power distribution system heavily integrated with renewable energy sources. Our simulation results show that the proposed robust model can handle up to 25% of outliers in the training data set.
Learning Personalized Brain Functional Connectivity of MDD Patients from Multiple Sites via Federated Bayesian Networks
Liu, Shuai, Guo, Xiao, Qi, Shun, Wang, Huaning, Chang, Xiangyu
Identifying functional connectivity biomarkers of major depressive disorder (MDD) patients is essential to advance understanding of the disorder mechanisms and early intervention. However, due to the small sample size and the high dimension of available neuroimaging data, the performance of existing methods is often limited. Multi-site data could enhance the statistical power and sample size, while they are often subject to inter-site heterogeneity and data-sharing policies. In this paper, we propose a federated joint estimator, NOTEARS-PFL, for simultaneous learning of multiple Bayesian networks (BNs) with continuous optimization, to identify disease-induced alterations in MDD patients. We incorporate information shared between sites and site-specific information into the proposed federated learning framework to learn personalized BN structures by introducing the group fused lasso penalty. We develop the alternating direction method of multipliers, where in the local update step, the neuroimaging data is processed at each local site. Then the learned network structures are transmitted to the center for the global update. In particular, we derive a closed-form expression for the local update step and use the iterative proximal projection method to deal with the group fused lasso penalty in the global update step. We evaluate the performance of the proposed method on both synthetic and real-world multi-site rs-fMRI datasets. The results suggest that the proposed NOTEARS-PFL yields superior effectiveness and accuracy than the comparable methods.