Goto

Collaborating Authors

 Bayesian Inference


FRAPPE: $\underline{\text{F}}$ast $\underline{\text{Ra}}$nk $\underline{\text{App}}$roximation with $\underline{\text{E}}$xplainable Features for Tensors

arXiv.org Machine Learning

Tensor decompositions have proven to be effective in analyzing the structure of multidimensional data. However, most of these methods require a key parameter: the number of desired components. In the case of the CANDECOMP/PARAFAC decomposition (CPD), this value is known as the canonical rank and greatly affects the quality of the results. Existing methods use heuristics or Bayesian methods to estimate this value by repeatedly calculating the CPD, making them extremely computationally expensive. In this work, we propose FRAPPE and Self-FRAPPE: a cheaply supervised and a self-supervised method to estimate the canonical rank of a tensor without ever having to compute the CPD. We call FRAPPE cheaply supervised because it uses a fully synthetic training set without requiring real-world examples. We evaluate these methods on synthetic tensors, real tensors of known rank, and the weight tensor of a convolutional neural network. We show that FRAPPE and Self-FRAPPE offer large improvements in both effectiveness and speed, with a respective $15\%$ and $10\%$ improvement in MAPE and an $4000\times$ and $13\times$ improvement in evaluation speed over the best-performing baseline.


Learning Multi-Task Gaussian Process Over Heterogeneous Input Domains

arXiv.org Machine Learning

Multi-task Gaussian process (MTGP) is a well-known non-parametric Bayesian model for learning correlated tasks effectively by transferring knowledge across tasks. But current MTGPs are usually limited to the multi-task scenario defined in the same input domain, leaving no space for tackling the heterogeneous case, i.e., the features of input domains vary over tasks. To this end, this paper presents a novel heterogeneous stochastic variational linear model of coregionalization (HSVLMC) model for simultaneously learning the tasks with varied input domains. Particularly, we develop the stochastic variational framework with Bayesian calibration that (i) takes into account the effect of dimensionality reduction raised by domain mappings in order to achieve effective input alignment; and (ii) employs a residual modeling strategy to leverage the inductive bias brought by prior domain mappings for better model inference. Finally, the superiority of the proposed model against existing LMC models has been extensively verified on diverse heterogeneous multi-task cases and a practical multi-fidelity steam turbine exhaust problem.


Uncertainty-aware Evaluation of Time-Series Classification for Online Handwriting Recognition with Domain Shift

arXiv.org Artificial Intelligence

For many applications, analyzing the uncertainty of a machine learning model is indispensable. While research of uncertainty quantification (UQ) techniques is very advanced for computer vision applications, UQ methods for spatio-temporal data are less studied. In this paper, we focus on models for online handwriting recognition, one particular type of spatio-temporal data. The data is observed from a sensor-enhanced pen with the goal to classify written characters. We conduct a broad evaluation of aleatoric (data) and epistemic (model) UQ based on two prominent techniques for Bayesian inference, Stochastic Weight Averaging-Gaussian (SWAG) and Deep Ensembles. Next to a better understanding of the model, UQ techniques can detect out-of-distribution data and domain shifts when combining right-handed and left-handed writers (an underrepresented group).


On the Influence of Enforcing Model Identifiability on Learning dynamics of Gaussian Mixture Models

arXiv.org Machine Learning

A common way to learn and analyze statistical models is to consider operations in the model parameter space. But what happens if we optimize in the parameter space and there is no one-to-one mapping between the parameter space and the underlying statistical model space? Such cases frequently occur for hierarchical models which include statistical mixtures or stochastic neural networks, and these models are said to be singular. Singular models reveal several important and well-studied problems in machine learning like the decrease in convergence speed of learning trajectories due to attractor behaviors. In this work, we propose a relative reparameterization technique of the parameter space, which yields a general method for extracting regular submodels from singular models. Our method enforces model identifiability during training and we study the learning dynamics for gradient descent and expectation maximization for Gaussian Mixture Models (GMMs) under relative parameterization, showing faster experimental convergence and a improved manifold shape of the dynamics around the singularity. Extending the analysis beyond GMMs, we furthermore analyze the Fisher information matrix under relative reparameterization and its influence on the generalization error, and show how the method can be applied to more complex models like deep neural networks.


Bayesian Learning of Parameterised Quantum Circuits

arXiv.org Machine Learning

Currently available quantum computers suffer from constraints including hardware noise and a limited number of qubits. As such, variational quantum algorithms that utilise a classical optimiser in order to train a parameterised quantum circuit have drawn significant attention for near-term practical applications of quantum technology. In this work, we take a probabilistic point of view and reformulate the classical optimisation as an approximation of a Bayesian posterior. The posterior is induced by combining the cost function to be minimised with a prior distribution over the parameters of the quantum circuit. We describe a dimension reduction strategy based on a maximum a posteriori point estimate with a Laplace prior. Experiments on the Quantinuum H1-2 computer show that the resulting circuits are faster to execute and less noisy than the circuits trained without the dimension reduction strategy. We subsequently describe a posterior sampling strategy based on stochastic gradient Langevin dynamics. Numerical simulations on three different problems show that the strategy is capable of generating samples from the full posterior and avoiding local optima.


Reliability Analysis of Complex Multi-State System Based on Universal Generating Function and Bayesian Network

arXiv.org Artificial Intelligence

In the complex multi-state system (MSS), reliability analysis is a significant research content, both for equipment design, manufacturing, usage and maintenance. Universal Generating Function (UGF) is an important method in the reliability analysis, which efficiently obtains the system reliability by a fast algebraic procedure. However, when structural relationships between subsystems or components are not clear or without explicit expressions, the UGF method is difficult to use or not applicable at all. Bayesian Network (BN) has a natural advantage in terms of uncertainty inference for the relationship without explicit expressions. For the number of components is extremely large, though, it has the defects of low efficiency. To overcome the respective defects of UGF and BN, a novel reliability analysis method called UGF-BN is proposed for the complex MSS. In the UGF-BN framework, the UGF method is firstly used to analyze the bottom components with a large number. Then probability distributions obtained are taken as the input of BN. Finally, the reliability of the complex MSS is modeled by the BN method. This proposed method improves the computational efficiency, especially for the MSS with the large number of bottom components. Besides, the aircraft reliability-based design optimization based on the UGF-BN method is further studied with budget constraints on mass, power, and cost. Finally, two cases are used to demonstrate and verify the proposed method.


3 Ways Understanding Bayes Theorem Will Improve Your Data Science - KDnuggets

#artificialintelligence

Bayes Theorem gives us a way of updating our beliefs in light of new evidence, taking into account the strength of our prior beliefs. Deploying Bayes Theorem, you seek to answer the question: what is the likelihood of my hypothesis in light of new evidence? In this article, we'll talk about three ways that the Bayes Theorem can improve your practice of Data Science: By the end, you'll possess a deep understanding of the foundational concept. Bayes Theorem provides a structure for testing a hypothesis, taking into account the strength of prior assumptions and the new evidence. This process is referred to as Bayesian Updating.


On the Convergence of the Shapley Value in Parametric Bayesian Learning Games

arXiv.org Machine Learning

Measuring contributions is a classical problem in cooperative game theory where the Shapley value is the most well-known solution concept. In this paper, we establish the convergence property of the Shapley value in parametric Bayesian learning games where players perform a Bayesian inference using their combined data, and the posterior-prior KL divergence is used as the characteristic function. We show that for any two players, under some regularity conditions, their difference in Shapley value converges in probability to the difference in Shapley value of a limiting game whose characteristic function is proportional to the log-determinant of the joint Fisher information. As an application, we present an online collaborative learning framework that is asymptotically Shapley-fair. Our result enables this to be achieved without any costly computations of posterior-prior KL divergences. Only a consistent estimator of the Fisher information is needed. The effectiveness of our framework is demonstrated with experiments using real-world data.


Supervised Dictionary Learning with Auxiliary Covariates

arXiv.org Machine Learning

Supervised dictionary learning (SDL) is a classical machine learning method that simultaneously seeks feature extraction and classification tasks, which are not necessarily a priori aligned objectives. The goal of SDL is to learn a class-discriminative dictionary, which is a set of latent feature vectors that can well-explain both the features as well as labels of observed data. In this paper, we provide a systematic study of SDL, including the theory, algorithm, and applications of SDL. First, we provide a novel framework that `lifts' SDL as a convex problem in a combined factor space and propose a low-rank projected gradient descent algorithm that converges exponentially to the global minimizer of the objective. We also formulate generative models of SDL and provide global estimation guarantees of the true parameters depending on the hyperparameter regime. Second, viewed as a nonconvex constrained optimization problem, we provided an efficient block coordinate descent algorithm for SDL that is guaranteed to find an $\varepsilon$-stationary point of the objective in $O(\varepsilon^{-1}(\log \varepsilon^{-1})^{2})$ iterations. For the corresponding generative model, we establish a novel non-asymptotic local consistency result for constrained and regularized maximum likelihood estimation problems, which may be of independent interest. Third, we apply SDL for imbalanced document classification by supervised topic modeling and also for pneumonia detection from chest X-ray images. We also provide simulation studies to demonstrate that SDL becomes more effective when there is a discrepancy between the best reconstructive and the best discriminative dictionaries.


Top Posts June 6-12: 3 Ways Understanding Bayes Theorem Will Improve Your Data Science - KDnuggets

#artificialintelligence

Decision Tree Algorithm, Explained by Nagesh Singh Chauhan 15 Python Coding Interview Questions You Must Know For Data Science by Nate Rosidi The 6 Python Machine Learning Tools Every Data Scientist Should Know About by Nahla Davies Naïve Bayes Algorithm: Everything You Need to Know by Nagesh Singh Chauhan The Complete Collection of Data Science Books – Part 2 by Abid Ali Awan 21 Cheat Sheets for Data Science Interviews by Nate Rosidi Top Programming Languages and Their Uses by Claire D. Costa The Complete Collection of Data Science Books – Part 1 by Abid Ali Awan 9 Free Harvard Courses to Learn Data Science in 2022 by Natassha Selvaraj DBSCAN Clustering Algorithm in Machine Learning by Nagesh Singh Chauhan