Bayesian Inference
Markov Switching Model for Driver Behavior Prediction: Use cases on Smartphones
Zaky, Ahmed B., Khamis, Mohamed A., Gomaa, Walid
Several intelligent transportation systems focus on studying the various driver behaviors for numerous objectives. This includes the ability to analyze driver actions, sensitivity, distraction, and response time. As the data collection is one of the major concerns for learning and validating different driving situations, we present a driver behavior switching model validated by a low-cost data collection solution using smartphones. The proposed model is validated using a real dataset to predict the driver behavior in short duration periods. A literature survey on motion detection (specifically driving behavior detection using smartphones) is presented. Multiple Markov Switching Variable Auto-Regression (MSVAR) models are implemented to achieve a sophisticated fitting with the collected driver behavior data. This yields more accurate predictions not only for driver behavior but also for the entire driving situation. The performance of the presented models together with a suitable model selection criteria is also presented. The proposed driver behavior prediction framework can potentially be used in accident prediction and driver safety systems.
Tractable Approximate Gaussian Inference for Bayesian Neural Networks
Goulet, James-A., Nguyen, Luong Ha, Amiri, Saeid
In this paper, we propose an analytical method for performing tractable approximate Gaussian inference (TAGI) in Bayesian neural networks. The method enables the analytical Gaussian inference of the posterior mean vector and diagonal covariance matrix for weights and biases. The method proposed has a computational complexity of $\mathcal{O}(n)$ with respect to the number of parameters $n$, and the tests performed on regression and classification benchmarks confirm that, for a same network architecture, it matches the performance of existing methods relying on gradient backpropagation.
Variational Inference with NoFAS: Normalizing Flow with Adaptive Surrogate for Computationally Expensive Models
Wang, Yu, Liu, Fang, Schiavazzi, Daniele E.
Fast inference of numerical model parameters from data is an important prerequisite to generate predictive models for a wide range of applications. Use of sampling-based approaches such as Markov chain Monte Carlo may become intractable when each likelihood evaluation is computationally expensive. New approaches combining variational inference with normalizing flow are characterized by a computational cost that grows only linearly with the dimensionality of the latent variable space, and rely on gradient-based optimization instead of sampling, providing a more efficient approach for Bayesian inference about the model parameters. Moreover, the cost of frequently evaluating an expensive likelihood can be mitigated by replacing the true model with an offline trained surrogate model, such as neural networks. However, this approach might generate significant bias when the surrogate is insufficiently accurate around the posterior modes. To reduce the computational cost without sacrificing inferential accuracy, we propose Normalizing Flow with Adaptive Surrogate (NoFAS), an optimization strategy that alternatively updates the normalizing flow parameters and the weights of a neural network surrogate model. We also propose an efficient sample weighting scheme for surrogate model training that ensures some global accuracy of the surrogate while capturing the likely regions of the parameters that yield the observed data. We demonstrate the inferential and computational superiority of NoFAS against various benchmarks, including cases where the underlying model lacks identifiability. The source code and numerical experiments used for this study are available at https://github.com/cedricwangyu/NoFAS.
Personalized Recommender System for Children's Book Recommendation with A Realtime Interactive Robot
Liu, Yun, Gao, Tianmeng, Song, Baolin, Huang, Chengwei
In this paper we study the personalized book recommender system in a child-robot interactive environment. Firstly, we propose a novel text search algorithm using an inverse filtering mechanism that improves the efficiency. Secondly, we propose a user interest prediction method based on the Bayesian network and a novel feedback mechanism. According to children's fuzzy language input, the proposed method gives the predicted interests. Thirdly, the domain specific synonym association is proposed based on word vectorization, in order to improve the understanding of user intention. Experimental results show that the proposed recommender system has an improved performance and it can operate on embedded consumer devices with limited computational resources.
Efficient Out-of-Distribution Detection Using Latent Space of $\beta$-VAE for Cyber-Physical Systems
Ramakrishna, Shreyas, Rahiminasab, Zahra, Karsai, Gabor, Easwaran, Arvind, Dubey, Abhishek
Deep Neural Networks are actively being used in the design of autonomous Cyber-Physical Systems (CPSs). The advantage of these models is their ability to handle high-dimensional state-space and learn compact surrogate representations of the operational state spaces. However, the problem is that the sampled observations used for training the model may never cover the entire state space of the physical environment, and as a result, the system will likely operate in conditions that do not belong to the training distribution. These conditions that do not belong to training distribution are referred to as Out-of-Distribution (OOD). Detecting OOD conditions at runtime is critical for the safety of CPS. In addition, it is also desirable to identify the context or the feature(s) that are the source of OOD to select an appropriate control action to mitigate the consequences that may arise because of the OOD condition. In this paper, we study this problem as a multi-labeled time series OOD detection problem over images, where the OOD is defined both sequentially across short time windows (change points) as well as across the training data distribution. A common approach to solving this problem is the use of multi-chained one-class classifiers. However, this approach is expensive for CPSs that have limited computational resources and require short inference times. Our contribution is an approach to design and train a single $\beta$-Variational Autoencoder detector with a partially disentangled latent space sensitive to variations in image features. We use the feature sensitive latent variables in the latent space to detect OOD images and identify the most likely feature(s) responsible for the OOD. We demonstrate our approach using an Autonomous Vehicle in the CARLA simulator and a real-world automotive dataset called nuImages.
Modeling Item Response Theory with Stochastic Variational Inference
Wu, Mike, Davis, Richard L., Domingue, Benjamin W., Piech, Chris, Goodman, Noah
Item Response Theory (IRT) is a ubiquitous model for understanding human behaviors and attitudes based on their responses to questions. Large modern datasets offer opportunities to capture more nuances in human behavior, potentially improving psychometric modeling leading to improved scientific understanding and public policy. However, while larger datasets allow for more flexible approaches, many contemporary algorithms for fitting IRT models may also have massive computational demands that forbid real-world application. To address this bottleneck, we introduce a variational Bayesian inference algorithm for IRT, and show that it is fast and scalable without sacrificing accuracy. Applying this method to five large-scale item response datasets from cognitive science and education yields higher log likelihoods and higher accuracy in imputing missing data than alternative inference algorithms. Using this new inference approach we then generalize IRT with expressive Bayesian models of responses, leveraging recent advances in deep learning to capture nonlinear item characteristic curves (ICC) with neural networks. Using an eigth-grade mathematics test from TIMSS, we show our nonlinear IRT models can capture interesting asymmetric ICCs. The algorithm implementation is open-source, and easily usable.
R Guide for TMLE in Medical Research
In comparative effectiveness studies, researchers typically use propensity score methods. However, propensity score methods have known limitations in real-world scenarios, when the true data generating mechanism is unknown. Targeted maximum likelihood estimation (TMLE) is an alternative estimation method with a number of desirable statistical properties. It is a doubly robust method, making use of both the outcome model and propensity score model to generate an unbiased estimate as long as at least one of the models is correctly specified. TMLE also enables the integration of machine learning approaches. Despite the fact that this method has been shown to perform better than propensity score methods in a variety of scenarios, it is not widely used in medical research as the implementation details of this approach are generally not well understood.
Bias Mitigated Learning from Differentially Private Synthetic Data: A Cautionary Tale
Ghalebikesabi, Sahra, Wilde, Harrison, Jewson, Jack, Doucet, Arnaud, Vollmer, Sebastian, Holmes, Chris
Increasing interest in privacy-preserving machine learning has led to new models for synthetic private data generation from undisclosed real data. However, mechanisms of privacy preservation introduce artifacts in the resulting synthetic data that have a significant impact on downstream tasks such as learning predictive models or inference. In particular, bias can affect all analyses as the synthetic data distribution is an inconsistent estimate of the real-data distribution. We propose several bias mitigation strategies using privatized likelihood ratios that have general applicability to differentially private synthetic data generative models. Through large-scale empirical evaluation, we show that bias mitigation provides simple and effective privacy-compliant augmentation for general applications of synthetic data. However, the work highlights that even after bias correction significant challenges remain on the usefulness of synthetic private data generators for tasks such as prediction and inference.
Benchpress: a scalable and platform-independent workflow for benchmarking structure learning algorithms for graphical models
Rios, Felix L., Moffa, Giusi, Kuipers, Jack
Describing the relationship between the variables in a study domain and modelling the data generating mechanism is a fundamental problem in many empirical sciences. Probabilistic graphical models are one common approach to tackle the problem. Learning the graphical structure is computationally challenging and a fervent area of current research with a plethora of algorithms being developed. To facilitate the benchmarking of different methods, we present a novel automated workflow, called benchpress for producing scalable, reproducible, and platform-independent benchmarks of structure learning algorithms for probabilistic graphical models. Benchpress is interfaced via a simple JSON-file, which makes it accessible for all users, while the code is designed in a fully modular fashion to enable researchers to contribute additional methodologies. Benchpress currently provides an interface to a large number of state-of-the-art algorithms from libraries such as BDgraph, BiDAG, bnlearn, GOBNILP, pcalg, r.blip, scikit-learn, TETRAD, and trilearn as well as a variety of methods for data generating models and performance evaluation. Alongside user-defined models and randomly generated datasets, the software tool also includes a number of standard datasets and graphical models from the literature, which may be included in a benchmarking workflow. We demonstrate the applicability of this workflow for learning Bayesian networks in four typical data scenarios. The source code and documentation is publicly available from http://github.com/felixleopoldo/benchpress.
Maximum Likelihood Estimation for Multimodal Learning with Missing Modality
Ma, Fei, Xu, Xiangxiang, Huang, Shao-Lun, Zhang, Lin
Multimodal learning has achieved great successes in many scenarios. Compared with unimodal learning, it can effectively combine the information from different modalities to improve the performance of learning tasks. In reality, the multimodal data may have missing modalities due to various reasons, such as sensor failure and data transmission error. In previous works, the information of the modality-missing data has not been well exploited. To address this problem, we propose an efficient approach based on maximum likelihood estimation to incorporate the knowledge in the modality-missing data. Specifically, we design a likelihood function to characterize the conditional distribution of the modality-complete data and the modality-missing data, which is theoretically optimal. Moreover, we develop a generalized form of the softmax function to effectively implement maximum likelihood estimation in an end-to-end manner. Such training strategy guarantees the computability of our algorithm capably. Finally, we conduct a series of experiments on real-world multimodal datasets. Our results demonstrate the effectiveness of the proposed approach, even when 95% of the training data has missing modality.