Bayesian Inference
Overview of Machine Learning
In layman's terms, machine learning is to allow computers to learn automatically from data to obtain certain knowledge. As a discipline, machine learning usually refers to a type of problem and the method to solve this type of problem, that is, how to find the law from the observation data, and use the learned law to predict the unknown or unobservable data. In the early engineering field, machine learning is often called pattern recognition, but pattern recognition is more biased towards specific application tasks, such as optical character recognition, speech recognition, and face recognition. The characteristic of these tasks is that for us humans, these tasks are easy to complete, but we do not know how we do it, so it is difficult to manually design a computer program to complete these tasks. A feasible method is to design an algorithm that allows the computer to learn the rules from the labeled samples and use it to complete various recognition tasks. With the increasing application of machine learning technology, the concept of machine learning is now gradually replacing pattern recognition, becoming the general term for this type of problem and its solutions. Taking handwritten digit recognition as an example, we need to allow the computer to automatically recognize handwritten digits. Handwritten digit recognition is a classic machine learning task, which is simple for humans, but very difficult for computers. It is difficult for us to summarize the handwriting characteristics of each digit, or the rules for distinguishing different digits, so designing a set of recognition algorithms is an almost impossible task. In real life, many problems are similar to those of handwritten number recognition, such as object recognition and speech recognition. For this kind of problem, we don't know how to design a computer program to solve it. Even if it can be realized by some heuristic rules, the process is extremely complicated. Therefore, people began to try another way of thinking, that is, let the computer see a large number of samples, and learn some experience from them, and then use these experiences to identify new samples. To recognize handwritten digits, first manually annotate a large number of handwritten digital images (that is, each image is manually marked with what number it is), these images are used as training data, and then a set of models are automatically generated through the learning algorithm, and rely on it. This method of learning through data is called the method of machine learning. First, we use a life example to introduce some basic concepts in machine learning: samples, features, labels, models, learning algorithms, etc. Suppose we want to buy mangoes in the market, but we have no previous experience in selecting mangoes, how can we obtain this knowledge through learning? First, we randomly select some mangoes from the market and list the characteristics of each mango.
CKH: Causal Knowledge Hierarchy for Estimating Structural Causal Models from Data and Priors
Adib, Riddhiman, Naved, Md Mobasshir Arshed, Fang, Chih-Hao, Gani, Md Osman, Grama, Ananth, Griffin, Paul, Ahamed, Sheikh Iqbal, Adibuzzaman, Mohammad
Structural causal models (SCMs) provide a principled approach to identifying causation from observational and experimental data in disciplines ranging from economics to medicine. However, SCMs, which is typically represented as graphical models, cannot rely only on data, rather require support of domain knowledge. A key challenge in this context is the absence of a methodological framework for encoding priors (background knowledge) into causal models in a systematic manner. We propose an abstraction called causal knowledge hierarchy (CKH) for encoding priors into causal models. Our approach is based on the foundation of "levels of evidence" in medicine, with a focus on confidence in causal information. Using CKH, we present a methodological framework for encoding causal priors from various information sources and combining them to derive an SCM. We evaluate our approach on a simulated dataset and demonstrate overall performance compared to the ground truth causal model with sensitivity analysis.
On the Optimality of Vagueness: "Around", "Between", and the Gricean Maxims
Egrรฉ, Paul, Spector, Benjamin, Mortier, Adรจle, Verheyen, Steven
Why is ordinary language vague? We argue that in contexts in which a cooperative speaker is not perfectly informed about the world, the use of vague expressions can offer an optimal tradeoff between truthfulness (Gricean Quality) and informativeness (Gricean Quantity). Focusing on expressions of approximation such as "around", which are semantically vague, we show that they allow the speaker to convey indirect probabilistic information, in a way that can give the listener a more accurate representation of the information available to the speaker than any more precise expression would (intervals of the form "between"). That is, vague sentences can be more informative than their precise counterparts. We give a probabilistic treatment of the interpretation of "around", and offer a model for the interpretation and use of "around"-statements within the Rational Speech Act (RSA) framework. In our account the shape of the speaker's distribution matters in ways not predicted by the Lexical Uncertainty model standardly used in the RSA framework for vague predicates. We use our approach to draw further lessons concerning the semantic flexibility of vague expressions and their irreducibility to more precise meanings.
MIND: Maximum Mutual Information Based Neural Decoder
Tonello, Andrea M., Letizia, Nunzio A.
We are assisting at a growing interest in the development of learning architectures with application to digital communication systems. Herein, we consider the detection/decoding problem. We aim at developing an optimal neural architecture for such a task. The definition of the optimal criterion is a fundamental step. We propose to use the mutual information (MI) of the channel input-output signal pair, which yields to the minimization of the a-posteriori information of the transmitted codeword given the communication channel output observation. The computation of the a-posteriori information is a formidable task, and for the majority of channels it is unknown. Therefore, it has to be learned. For such an objective, we propose a novel neural estimator based on a discriminative formulation. This leads to the derivation of the mutual information neural decoder (MIND). The developed neural architecture is capable not only to solve the decoding problem in unknown channels, but also to return an estimate of the average MI achieved with the coding scheme, as well as the decoding error probability. Several numerical results are reported and compared with maximum a-posteriori and maximum likelihood decoding strategies.
Bayesian Variable Selection in a Million Dimensions
Bayesian variable selection is a powerful tool for data analysis, as it offers a principled method for variable selection that accounts for prior information and uncertainty. However, wider adoption of Bayesian variable selection has been hampered by computational challenges, especially in difficult regimes with a large number of covariates P or non-conjugate likelihoods. To scale to the large P regime we introduce an efficient MCMC scheme whose cost per iteration is sublinear in P. In addition we show how this scheme can be extended to generalized linear models for count data, which are prevalent in biology, ecology, economics, and beyond. In particular we design efficient algorithms for variable selection in binomial and negative binomial regression, which includes logistic regression as a special case. In experiments we demonstrate the effectiveness of our methods, including on cancer and maize genomic data.
Asymptotic Normality of Log Likelihood Ratio and Fundamental Limit of the Weak Detection for Spiked Wigner Matrices
Chung, Hye Won, Lee, Jiho, Lee, Ji Oon
We consider the problem of detecting the presence of a signal in a rank-one spiked Wigner model. For general non-Gaussian noise, assuming that the signal is drawn from the Rademacher prior, we prove that the log likelihood ratio (LR) of the spiked model against the null model converges to a Gaussian when the signal-to-noise ratio is below a certain threshold. The threshold is optimal in the sense that the reliable detection is possible by a transformed principal component analysis (PCA) above it. From the mean and the variance of the limiting Gaussian for the log LR, we compute the limit of the sum of the Type-I error and the Type-II error of the likelihood ratio test. We also prove similar results for a rank-one spiked IID model where the noise is asymmetric but the signal is symmetric.
SignalKG: Towards Reasoning about the Underlying Causes of Sensor Observations
Simmons, Anj, Vasa, Rajesh, Giardina, Antonio
This paper demonstrates our vision for knowledge graphs that assist machines to reason about the cause of signals observed by sensors. We show how the approach allows for constructing smarter surveillance systems that reason about the most likely cause (e.g., an attacker breaking a window) of a signal rather than acting directly on the received signal without consideration for how it was produced.
Addressing Census data problems in race imputation via fully Bayesian Improved Surname Geocoding and name supplements
Imai, Kosuke, Olivella, Santiago, Rosenman, Evan T. R.
Prediction of individual's race and ethnicity plays an important role in social science and public health research. Examples include studies of racial disparity in health and voting. Recently, Bayesian Improved Surname Geocoding (BISG), which uses Bayes' rule to combine information from Census surname files with the geocoding of an individual's residence, has emerged as a leading methodology for this prediction task. Unfortunately, BISG suffers from two Census data problems that contribute to unsatisfactory predictive performance for minorities. First, the decennial Census often contains zero counts for minority racial groups in the Census blocks where some members of those groups reside. Second, because the Census surname files only include frequent names, many surnames -- especially those of minorities -- are missing from the list. To address the zero counts problem, we introduce a fully Bayesian Improved Surname Geocoding (fBISG) methodology that accounts for potential measurement error in Census counts by extending the naive Bayesian inference of the BISG methodology to full posterior inference. To address the missing surname problem, we supplement the Census surname data with additional data on last, first, and middle names taken from the voter files of six Southern states where self-reported race is available. Our empirical validation shows that the fBISG methodology and name supplements significantly improve the accuracy of race imputation across all racial groups, and especially for Asians. The proposed methodology, together with additional name data, is available via the open-source software WRU.
Probabilistic Deduction: an Approach to Probabilistic Structured Argumentation
This paper introduces Probabilistic Deduction (PD) as an approach to probabilistic structured argumentation. A PD framework is composed of probabilistic rules (p-rules). As rules in classical structured argumentation frameworks, p-rules form deduction systems. In addition, p-rules also represent conditional probabilities that define joint probability distributions. With PD frameworks, one performs probabilistic reasoning by solving Rule-Probabilistic Satisfiability. At the same time, one can obtain an argumentative reading to the probabilistic reasoning with arguments and attacks. In this work, we introduce a probabilistic version of the Closed-World Assumption (P-CWA) and prove that our probabilistic approach coincides with the complete extension in classical argumentation under P-CWA and with maximum entropy reasoning. We present several approaches to compute the joint probability distribution from p-rules for achieving a practical proof theory for PD. PD provides a framework to unify probabilistic reasoning with argumentative reasoning. This is the first work in probabilistic structured argumentation where the joint distribution is not assumed form external sources.
Unsupervised Probabilistic Models for Sequential Electronic Health Records
Kaplan, Alan D., Greene, John D., Liu, Vincent X., Ray, Priyadip
EHR repositories contain large amounts of wide-ranging patient and treatment information and are essential for the development of individualized treatments in the context of disease progression [14]. With the broad adoption of EHR in the US, a large variety of data types are now routinely collected over long periods of time. This has ushered in an era of research focused on the applications and development of data-analytic tools for mining historical records of medical data to drive novel insight. Broadly, the extraction of meaningful patterns through unsupervised learning [31, 23, 17, 10] and the prediction of outcomes through supervised learning [22, 43, 41, 40, 37, 16, 13, 34, 3] are two important directions. Unsupervised methods can be applied towards many different tasks, such as prediction, imputation, and simulation; and often contain a model of the underlying structure in the data [29]. This underlying structure is not directly observed and can lead to insights that are otherwise difficult to produce, especially for large and complex data sets.