Bayesian Inference
Bayesian Transfer Learning: An Overview of Probabilistic Graphical Models for Transfer Learning
Xuan, Junyu, Lu, Jie, Zhang, Guangquan
Transfer learning where the behavior of extracting transferable knowledge from the source domain(s) and reusing this knowledge to target domain has become a research area of great interest in the field of artificial intelligence. Probabilistic graphical models (PGMs) have been recognized as a powerful tool for modeling complex systems with many advantages, e.g., the ability to handle uncertainty and possessing good interpretability. Considering the success of these two aforementioned research areas, it seems natural to apply PGMs to transfer learning. However, although there are already some excellent PGMs specific to transfer learning in the literature, the potential of PGMs for this problem is still grossly underestimated. This paper aims to boost the development of PGMs for transfer learning by 1) examining the pilot studies on PGMs specific to transfer learning, i.e., analyzing and summarizing the existing mechanisms particularly designed for knowledge transfer; 2) discussing examples of real-world transfer problems where existing PGMs have been successfully applied; and 3) exploring several potential research directions on transfer learning using PGM.
Modelling the transition to a low-carbon energy supply
A transition to a low-carbon electricity supply is crucial to limit the impacts of climate change. Reducing carbon emissions could help prevent the world from reaching a tipping point, where runaway emissions are likely. Runaway emissions could lead to extremes in weather conditions around the world -- especially in problematic regions unable to cope with these conditions. However, the movement to a low-carbon energy supply can not happen instantaneously due to the existing fossil-fuel infrastructure and the requirement to maintain a reliable energy supply. Therefore, a low-carbon transition is required, however, the decisions various stakeholders should make over the coming decades to reduce these carbon emissions are not obvious. This is due to many long-term uncertainties, such as electricity, fuel and generation costs, human behaviour and the size of electricity demand. A well choreographed low-carbon transition is, therefore, required between all of the heterogenous actors in the system, as opposed to changing the behaviour of a single, centralised actor. The objective of this thesis is to create a novel, open-source agent-based model to better understand the manner in which the whole electricity market reacts to different factors using state-of-the-art machine learning and artificial intelligence methods. In contrast to other works, this thesis looks at both the long-term and short-term impact that different behaviours have on the electricity market by using these state-of-the-art methods.
Contributions to Large Scale Bayesian Inference and Adversarial Machine Learning
The rampant adoption of ML methodologies has revealed that models are usually adopted to make decisions without taking into account the uncertainties in their predictions. More critically, they can be vulnerable to adversarial examples. Thus, we believe that developing ML systems that take into account predictive uncertainties and are robust against adversarial examples is a must for critical, real-world tasks. We start with a case study in retailing. We propose a robust implementation of the Nerlove-Arrow model using a Bayesian structural time series model. Its Bayesian nature facilitates incorporating prior information reflecting the manager's views, which can be updated with relevant data. However, this case adopted classical Bayesian techniques, such as the Gibbs sampler. Nowadays, the ML landscape is pervaded with neural networks and this chapter also surveys current developments in this sub-field. Then, we tackle the problem of scaling Bayesian inference to complex models and large data regimes. In the first part, we propose a unifying view of two different Bayesian inference algorithms, Stochastic Gradient Markov Chain Monte Carlo (SG-MCMC) and Stein Variational Gradient Descent (SVGD), leading to improved and efficient novel sampling schemes. In the second part, we develop a framework to boost the efficiency of Bayesian inference in probabilistic models by embedding a Markov chain sampler within a variational posterior approximation. After that, we present an alternative perspective on adversarial classification based on adversarial risk analysis, and leveraging the scalable Bayesian approaches from chapter 2. In chapter 4 we turn to reinforcement learning, introducing Threatened Markov Decision Processes, showing the benefits of accounting for adversaries in RL while the agent learns.
Machine Learning Algorithm and Deep Learning
There are 4 main types of Machine Learning Algorithm, the choice of the algorithm depends on the data type in the use case. It is an equation which describes a line, which represents relationship between input (x) and output (y) variables. By finding specific weightage for input variables called coefficients (b). Predictive modeling is primarily concerned when minimizing system errors or making the most accurate predictions possible at the expense of expansibility. It is a graphical representation of all possible solutions to a decision based on few conditions, it uses predictive models to achieve results, it is drawn upside down with its root at the top and it splits into branches based on a condition or internal node The end of the branch that doesn't not split, is the decision leaf.
Bayesian non-parametric non-negative matrix factorization for pattern identification in environmental mixtures
Gibson, Elizabeth A., Rowland, Sebastian T., Goldsmith, Jeff, Paisley, John, Herbstman, Julie B., Kiourmourtzoglou, Marianthi-Anna
Environmental health researchers may aim to identify exposure patterns that represent sources, product use, or behaviors that give rise to mixtures of potentially harmful environmental chemical exposures. We present Bayesian non-parametric non-negative matrix factorization (BN^2MF) as a novel method to identify patterns of chemical exposures when the number of patterns is not known a priori. We placed non-negative continuous priors on pattern loadings and individual scores to enhance interpretability and used a clever non-parametric sparse prior to estimate the pattern number. We further derived variational confidence intervals around estimates; this is a critical development because it quantifies the model's confidence in estimated patterns. These unique features contrast with existing pattern recognition methods employed in this field which are limited by user-specified pattern number, lack of interpretability of patterns in terms of human understanding, and lack of uncertainty quantification.
Logical Credal Networks
Qian, Haifeng, Marinescu, Radu, Gray, Alexander, Bhattacharjya, Debarun, Barahona, Francisco, Gao, Tian, Riegel, Ryan, Sahu, Pravinda
This paper introduces Logical Credal Networks, an expressive probabilistic logic that generalizes many prior models that combine logic and probability. Given imprecise information represented by probability bounds and conditional probability bounds of logic formulas, this logic specifies a set of probability distributions over all interpretations. On the one hand, our approach allows propositional and first-order logic formulas with few restrictions, e.g., without requiring acyclicity. On the other hand, it has a Markov condition similar to Bayesian networks and Markov random fields that is critical in real-world applications. Having both these properties makes this logic unique, and we investigate its performance on maximum a posteriori inference tasks, including solving Mastermind games with uncertainty and detecting credit card fraud. The results show that the proposed method outperforms existing approaches, and its advantage lies in aggregating multiple sources of imprecise information.
Joint Estimation and Inference for Multi-Experiment Networks of High-Dimensional Point Processes
Modern high-dimensional point process data, especially those from neuroscience experiments, often involve observations from multiple conditions and/or experiments. Networks of interactions corresponding to these conditions are expected to share many edges, but also exhibit unique, condition-specific ones. However, the degree of similarity among the networks from different conditions is generally unknown. Existing approaches for multivariate point processes do not take these structures into account and do not provide inference for jointly estimated networks. To address these needs, we propose a joint estimation procedure for networks of high-dimensional point processes that incorporates easy-to-compute weights in order to data-adaptively encourage similarity between the estimated networks. We also propose a powerful hierarchical multiple testing procedure for edges of all estimated networks, which takes into account the data-driven similarity structure of the multi-experiment networks. Compared to conventional multiple testing procedures, our proposed procedure greatly reduces the number of tests and results in improved power, while tightly controlling the family-wise error rate. Unlike existing procedures, our method is also free of assumptions on dependency between tests, offers flexibility on p-values calculated along the hierarchy, and is robust to misspecification of the hierarchical structure. We verify our theoretical results via simulation studies and demonstrate the application of the proposed procedure using neuronal spike train data.
A survey of Bayesian Network structure learning
Kitson, Neville K., Constantinou, Anthony C., Guo, Zhigao, Liu, Yang, Chobtham, Kiattikun
Bayesian Networks (BNs) have become increasingly popular over the last few decades as a tool for reasoning under uncertainty in fields as diverse as medicine, biology, epidemiology, economics and the social sciences. This is especially true in real-world areas where we seek to answer complex questions based on hypothetical evidence to determine actions for intervention. However, determining the graphical structure of a BN remains a major challenge, especially when modelling a problem under causal assumptions. Solutions to this problem include the automated discovery of BN graphs from data, constructing them based on expert knowledge, or a combination of the two. This paper provides a comprehensive review of combinatoric algorithms proposed for learning BN structure from data, describing 61 algorithms including prototypical, well-established and state-of-the-art approaches. The basic approach of each algorithm is described in consistent terms, and the similarities and differences between them highlighted. Methods of evaluating algorithms and their comparative performance are discussed including the consistency of claims made in the literature. Approaches for dealing with data noise in real-world datasets and incorporating expert knowledge into the learning process are also covered.
Entropic Issues in Likelihood-Based OOD Detection
Caterini, Anthony L., Loaiza-Ganem, Gabriel
Deep generative models trained by maximum likelihood remain very popular methods for reasoning about data probabilistically. However, it has been observed that they can assign higher likelihoods to out-of-distribution (OOD) data than in-distribution data, thus calling into question the meaning of these likelihood values. In this work we provide a novel perspective on this phenomenon, decomposing the average likelihood into a KL divergence term and an entropy term. We argue that the latter can explain the curious OOD behaviour mentioned above, suppressing likelihood values on datasets with higher entropy. Although our idea is simple, we have not seen it explored yet in the literature. This analysis provides further explanation for the success of OOD detection methods based on likelihood ratios, as the problematic entropy term cancels out in expectation. Finally, we discuss how this observation relates to recent success in OOD detection with manifold-supported models, for which the above decomposition does not hold.