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 Bayesian Inference


Early Detection of COVID-19 Hotspots Using Spatio-Temporal Data

arXiv.org Machine Learning

Recently, the Centers for Disease Control and Prevention (CDC) has worked with other federal agencies to identify counties with increasing coronavirus disease 2019 (COVID-19) incidence (hotspots) and offers support to local health departments to limit the spread of the disease. Understanding the spatio-temporal dynamics of hotspot events is of great importance to support policy decisions and prevent large-scale outbreaks. This paper presents a spatio-temporal Bayesian framework for early detection of COVID-19 hotspots (at the county level) in the United States. We assume both the observed number of cases and hotspots depend on a class of latent random variables, which encode the underlying spatio-temporal dynamics of the transmission of COVID-19. Such latent variables follow a zero-mean Gaussian process, whose covariance is specified by a non-stationary kernel function. The most salient feature of our kernel function is that deep neural networks are introduced to enhance the model's representative power while still enjoying the interpretability of the kernel. We derive a sparse model and fit the model using a variational learning strategy to circumvent the computational intractability for large data sets. Our model demonstrates better interpretability and superior hotspot-detection performance compared to other baseline methods.


Fine-Tuning the Odds in Bayesian Networks

arXiv.org Artificial Intelligence

This paper proposes various new analysis techniques for Bayes networks in which conditional probability tables (CPTs) may contain symbolic variables. The key idea is to exploit scalable and powerful techniques for synthesis problems in parametric Markov chains. Our techniques are applicable to arbitrarily many, possibly dependent parameters that may occur in various CPTs. This lifts the severe restrictions on parameters, e.g., by restricting the number of parametrized CPTs to one or two, or by avoiding parameter dependencies between several CPTs, in existing works for parametric Bayes networks (pBNs). We describe how our techniques can be used for various pBN synthesis problems studied in the literature such as computing sensitivity functions (and values), simple and difference parameter tuning, ratio parameter tuning, and minimal change tuning. Experiments on several benchmarks show that our prototypical tool built on top of the probabilistic model checker Storm can handle several hundreds of parameters.


Information Directed Sampling for Sparse Linear Bandits

arXiv.org Machine Learning

Stochastic sparse linear bandits offer a practical model for high-dimensional online decision-making problems and have a rich information-regret structure. In this work we explore the use of information-directed sampling (IDS), which naturally balances the information-regret trade-off. We develop a class of information-theoretic Bayesian regret bounds that nearly match existing lower bounds on a variety of problem instances, demonstrating the adaptivity of IDS. To efficiently implement sparse IDS, we propose an empirical Bayesian approach for sparse posterior sampling using a spike-and-slab Gaussian-Laplace prior. Numerical results demonstrate significant regret reductions by sparse IDS relative to several baselines.


Learning Graphon Autoencoders for Generative Graph Modeling

arXiv.org Machine Learning

Graphon is a nonparametric model that generates graphs with arbitrary sizes and can be induced from graphs easily. Based on this model, we propose a novel algorithmic framework called \textit{graphon autoencoder} to build an interpretable and scalable graph generative model. This framework treats observed graphs as induced graphons in functional space and derives their latent representations by an encoder that aggregates Chebshev graphon filters. A linear graphon factorization model works as a decoder, leveraging the latent representations to reconstruct the induced graphons (and the corresponding observed graphs). We develop an efficient learning algorithm to learn the encoder and the decoder, minimizing the Wasserstein distance between the model and data distributions. This algorithm takes the KL divergence of the graph distributions conditioned on different graphons as the underlying distance and leads to a reward-augmented maximum likelihood estimation. The graphon autoencoder provides a new paradigm to represent and generate graphs, which has good generalizability and transferability.


Network Activities Recognition and Analysis Based on Supervised Machine Learning Classification Methods Using J48 and Na\"ive Bayes Algorithm

arXiv.org Artificial Intelligence

Network activities recognition has always been a significant component of intrusion detection. However, with the increasing network traffic flow and complexity of network behavior, it is becoming more and more difficult to identify the specific behavior quickly and accurately by user network monitoring software. It also requires the system security staff to pay close attention to the latest intrusion monitoring technology and methods. All of these greatly increase the difficulty and complexity of intrusion detection tasks. The application of machine learning methods based on supervised classification technology would help to liberate the network security staff from the heavy and boring tasks. A finetuned model would accurately recognize user behavior, which could provide persistent monitoring with a relative high accuracy and good adaptability. Finally, the results of network activities recognition by J48 and Na\"ive Bayes algorithms are introduced and evaluated.


Stochastic Gradient MCMC with Multi-Armed Bandit Tuning

arXiv.org Machine Learning

Most MCMC algorithms contain user-controlled hyperparameters which need to be carefully selected to ensure that the MCMC algorithm explores the posterior distribution efficiently. Optimal tuning rates for many popular MCMC algorithms such the random-walk (Gelman et al., 1997) or Metropolis-adjusted Langevin algorithms (Roberts and Rosenthal, 1998) rely on setting the tuning parameters according to the Metropolis-Hastings acceptance rate. Using metrics such as the acceptance rate, hyperparameters can be optimized on-the-fly within the MCMC algorithm using adaptive MCMC (Andrieu and Thoms, 2008; Vihola, 2012). However, in the context of stochastic gradient MCMC (SGMCMC), there is no acceptance rate to tune against and the trade-off between bias and variance for a fixed computational budget means that tuning approaches designed for target invariant MCMC algorithms are not applicable. Related work Previous adaptive SGMCMC algorithms have focused on embedding ideas from the optimization literature within the SGMCMC framework, e.g.


Confident in the Crowd: Bayesian Inference to Improve Data Labelling in Crowdsourcing

arXiv.org Artificial Intelligence

With the increased interest in machine learning and big data problems, the need for large amounts of labelled data has also grown. However, it is often infeasible to get experts to label all of this data, which leads many practitioners to crowdsourcing solutions. In this paper, we present new techniques to improve the quality of the labels while attempting to reduce the cost. The naive approach to assigning labels is to adopt a majority vote method, however, in the context of data labelling, this is not always ideal as data labellers are not equally reliable. One might, instead, give higher priority to certain labellers through some kind of weighted vote based on past performance. This paper investigates the use of more sophisticated methods, such as Bayesian inference, to measure the performance of the labellers as well as the confidence of each label. The methods we propose follow an iterative improvement algorithm which attempts to use the least amount of workers necessary to achieve the desired confidence in the inferred label. This paper explores simulated binary classification problems with simulated workers and questions to test the proposed methods. Our methods outperform the standard voting methods in both cost and accuracy while maintaining higher reliability when there is disagreement within the crowd.


Bridging the Gap Between Practice and PAC-Bayes Theory in Few-Shot Meta-Learning

arXiv.org Machine Learning

Despite recent advances in its theoretical understanding, there still remains a significant gap in the ability of existing PAC-Bayesian theories on meta-learning to explain performance improvements in the few-shot learning setting, where the number of training examples in the target tasks is severely limited. This gap originates from an assumption in the existing theories which supposes that the number of training examples in the observed tasks and the number of training examples in the target tasks follow the same distribution, an assumption that rarely holds in practice. By relaxing this assumption, we develop two PAC-Bayesian bounds tailored for the few-shot learning setting and show that two existing meta-learning algorithms (MAML and Reptile) can be derived from our bounds, thereby bridging the gap between practice and PAC-Bayesian theories. Furthermore, we derive a new computationally-efficient PACMAML algorithm, and show it outperforms existing meta-learning algorithms on several few-shot benchmark datasets.


Socioeconomic status determines COVID-19 incidence and related mortality in Santiago, Chile

Science

Santiago, Chile, is a highly segregated city with distinct zones of affluence and deprivation. This setting offers a window on how social factors propel the severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) pandemic in an economically vulnerable society with high levels of income inequality. Mena et al. analyzed incidence and mortality attributed to SARS-CoV-2 to understand spatial variations in disease burden. Infection fatality rates were higher in lower-income municipalities because of comorbidities and lack of access to health care. Disparities between municipalities in the quality of their health care delivery system became apparent in testing delays and capacity. These indicators explain a large part of the variation in COVID-19 underreporting and deaths and show that these inequalities disproportionately affected younger people. Science , abg5298, this issue p. [eabg5298][1] ### INTRODUCTION The COVID-19 crisis has exposed major inequalities between communities. Understanding the societal risk factors that make some groups particularly vulnerable is essential to ensure more effective interventions for this and future pandemics. Here, we focus on socioeconomic status as a risk factor. Although it is broadly understood that social and economic inequality has a negative impact on health outcomes, the mechanisms by which socioeconomic status affects disease outcomes remain unclear. These mechanisms can be mediated by a range of systemic structural factors, such as access to health care and economic safety nets. We address this gap by providing an in-depth characterization of disease incidence and mortality and their dependence on demographic and socioeconomic strata in Santiago, a highly segregated city and the capital of Chile. ### RATIONALE Combining publicly available data sources, we conducted a comprehensive analysis of case incidence and mortality during the first wave of the pandemic. We correlated COVID-19 outcomes with behavioral and health care system factors while studying their interaction with age and socioeconomic status. To overcome the intrinsic biases of incomplete case count data, we used detailed mortality data. We developed a parsimonious Gaussian process model to study excess deaths and their uncertainty and reconstructed true incidence from the time series of deaths with a new regularized maximum likelihood deconvolution method. To estimate infection fatality rates by age and socioeconomic status, we implemented a hierarchical Bayesian model that adjusts for reporting biases while accounting for incompleteness in case information. ### RESULTS We find robust associations between COVID-19 outcomes and socioeconomic status, based on health and behavioral indicators. Specifically, we show in lower–socioeconomic status municipalities that testing was almost absent early in the pandemic and that human mobility was not reduced by lockdowns as much as it was in more affluent locations. Test positivity and testing delays were much higher in these locations, indicating an impaired capacity of the health care system to contain the spread of the epidemic. We also find that 73% more deaths than in a normal year were observed between May and July 2020, and municipalities at the lower end of the socioeconomic spectrum were hit the hardest, both in relation to COVID-19–attributed deaths and excess deaths. Finally, the socioeconomic gradient of the infection fatality rate appeared particularly steep for younger age groups, reflecting worse baseline health status and limited access to health care in municipalities with low socioeconomic status. ### CONCLUSION Together, these findings highlight the substantial consequences of socioeconomic and health care disparities in a highly segregated city and provide practical methodological approaches useful for characterizing the COVID-19 burden and mortality in other urban centers based on public data, even if reports are incomplete and biased. ![Figure][2] Effect of socioeconomic inequalities on COVID-19 outcomes. The map on the left shows the municipalities that were included in this study, colored by their socioeconomic status score. For the comparison between COVID-19 deaths and excess deaths (top right), COVID-19–confirmed deaths are shown in light green and COVID-19–attributed deaths in dark green. Excess deaths, shown in gray, correspond to the difference between observed and predicted deaths. Predicted deaths were estimated using a Gaussian process model. The shading indicates 95% credible intervals for the excess deaths. The infection fatality rates (bottom right) were inferred by implementing a hierarchical Bayesian model, with vertical lines representing credible intervals by age and socioeconomic status. The COVID-19 pandemic has affected cities particularly hard. Here, we provide an in-depth characterization of disease incidence and mortality and their dependence on demographic and socioeconomic strata in Santiago, a highly segregated city and the capital of Chile. Our analyses show a strong association between socioeconomic status and both COVID-19 outcomes and public health capacity. People living in municipalities with low socioeconomic status did not reduce their mobility during lockdowns as much as those in more affluent municipalities. Testing volumes may have been insufficient early in the pandemic in those places, and both test positivity rates and testing delays were much higher. We find a strong association between socioeconomic status and mortality, measured by either COVID-19–attributed deaths or excess deaths. Finally, we show that infection fatality rates in young people are higher in low-income municipalities. Together, these results highlight the critical consequences of socioeconomic inequalities on health outcomes. [1]: /lookup/doi/10.1126/science.abg5298 [2]: pending:yes


Model Selection for Production System via Automated Online Experiments

arXiv.org Machine Learning

A challenge that machine learning practitioners in the industry face is the task of selecting the best model to deploy in production. As a model is often an intermediate component of a production system, online controlled experiments such as A/B tests yield the most reliable estimation of the effectiveness of the whole system, but can only compare two or a few models due to budget constraints. We propose an automated online experimentation mechanism that can efficiently perform model selection from a large pool of models with a small number of online experiments. We derive the probability distribution of the metric of interest that contains the model uncertainty from our Bayesian surrogate model trained using historical logs. Our method efficiently identifies the best model by sequentially selecting and deploying a list of models from the candidate set that balance exploration-exploitation. Using simulations based on real data, we demonstrate the effectiveness of our method on two different tasks.