Bayesian Inference
Semi-Supervised Learning of Classifiers from a Statistical Perspective: A Brief Review
Ahfock, Daniel, McLachlan, Geoffrey J.
Due to the scarcity and often high acquisition cost of labelled data, machine learning methods that make effective use of large quantities of unlabelled data are being increasingly used. One such method is semi-supervised learning (SSL) where, in addition to labelled data, possibly large numbers of unlabelled observations are available at the time of the construction of the classification rule (classifier) to be used. Not surprisingly, semisupervised learning approaches have been gaining much attention in both the application oriented and the theoretical machine learning communities. However, theoretical analysis of SSL has so far been scarce. But last year, Ahfock and McLachlan (2020) provided an asymptotic basis on how to increase in certain situations the accuracy of the commonly used linear discriminant function formed from a partially classified sample as in SSL (Ahfock and McLachlan, 2020). The increase in accuracy can be of sufficient magnitude for this SSL-based classifier to have smaller error rate than that if it were formed from a completely classified sample.
Revisiting Bayesian Autoencoders with MCMC
Chandra, Rohitash, Jain, Mahir, Maharana, Manavendra, Krivitsky, Pavel N.
Bayes' theorem is used as foundation Autoencoders are a family of unsupervised learning methods for inference in Bayesian neural networks, and Markov that use neural network architectures and learning algorithms chain Monte Carlo (MCMC) sampling methods [25] are used to learn a lower-dimensional representation (encoding) for constructing the posterior distribution. Variational inference of the data, which can then be used to reconstruct a representation [26] is another way to approximate the posterior distribution, close to the original input. They thus facilitate dimensionality which approximates an intractable posterior distribution by a reduction for prediction and classification [1, 2], and have tractable one. This makes it particularly suited to large data been successfully applied to image classification [3, 4], face sets and models, and so it has been popular for autoencoders recognition [5, 6], geoscience and remote sensing [7], speechbased and neural networks [13, 27].
From partners to populations: A hierarchical Bayesian account of coordination and convention
Hawkins, Robert D., Franke, Michael, Frank, Michael C., Smith, Kenny, Griffiths, Thomas L., Goodman, Noah D.
Languages are powerful solutions to coordination problems: they provide stable, shared expectations about how the words we say correspond to the beliefs and intentions in our heads. Yet language use in a variable and non-stationary social environment requires linguistic representations to be flexible: old words acquire new ad hoc or partner-specific meanings on the fly. In this paper, we introduce a hierarchical Bayesian theory of convention formation that aims to reconcile the long-standing tension between these two basic observations. More specifically, we argue that the central computational problem of communication is not simply transmission, as in classical formulations, but learning and adaptation over multiple timescales. Under our account, rapid learning within dyadic interactions allows for coordination on partner-specific common ground, while social conventions are stable priors that have been abstracted away from interactions with multiple partners. We present new empirical data alongside simulations showing how our model provides a cognitive foundation for explaining several phenomena that have posed a challenge for previous accounts: (1) the convergence to more efficient referring expressions across repeated interaction with the same partner, (2) the gradual transfer of partner-specific common ground to novel partners, and (3) the influence of communicative context on which conventions eventually form.
Random Intersection Chains
Interactions between several features sometimes play an important role in prediction tasks. But taking all the interactions into consideration will lead to an extremely heavy computational burden. For categorical features, the situation is more complicated since the input will be extremely high-dimensional and sparse if one-hot encoding is applied. Inspired by association rule mining, we propose a method that selects interactions of categorical features, called Random Intersection Chains. It uses random intersections to detect frequent patterns, then selects the most meaningful ones among them. At first a number of chains are generated, in which each node is the intersection of the previous node and a random chosen observation. The frequency of patterns in the tail nodes is estimated by maximum likelihood estimation, then the patterns with largest estimated frequency are selected. After that, their confidence is calculated by Bayes' theorem. The most confident patterns are finally returned by Random Intersection Chains. We show that if the number and length of chains are appropriately chosen, the patterns in the tail nodes are indeed the most frequent ones in the data set. We analyze the computation complexity of the proposed algorithm and prove the convergence of the estimators. The results of a series of experiments verify the efficiency and effectiveness of the algorithm.
Particle swarm optimization in constrained maximum likelihood estimation a case study
Cui, Elvis, Song, Dongyuan, Wong, Weng Kee
Parametric statistical models are commonly used in many sub-fields of bioinformatics [1], [2]. For simplicity and computational concerns, bioinformatic scientists prefer to use differentiable and unconstrained statistical models than non-differentiable and constrained ones. For example, in pseudotime analysis (see section 3), in [3], the authors propose to regress gene expression on pseudotime using cubic B-spline so that an analytical solution is available. Other authors suggest to replace B-spline with a generalized linear model and a gradient-based method is applied to find maximum likelihood estimation [4]. In zero imputation problem, the authors construct a Gamma-Normal mixture model so that parameters can be estimated analytically [5]. In [6], the authors propose an unconstrained LASSO-type objective function and optimize it with a convex optimization algorithm. However, in real applications, it is common to impose constraints on parameters for interpretability. Besides, analytically solutions are not always available and the likelihood function is not differentiable or convex if discrete parameters are contained. Thus, constrained models without desirable mathematical properties can be more realistic and interpretable in many cases.
Stopping Criterion for Active Learning Based on Error Stability
Ishibashi, Hideaki, Hino, Hideitsu
Active learning is a framework for supervised learning to improve the predictive performance by adaptively annotating a small number of samples. To realize efficient active learning, both an acquisition function that determines the next datum and a stopping criterion that determines when to stop learning should be considered. In this study, we propose a stopping criterion based on error stability, which guarantees that the change in generalization error upon adding a new sample is bounded by the annotation cost and can be applied to any Bayesian active learning. We demonstrate that the proposed criterion stops active learning at the appropriate timing for various learning models and real datasets.
Approximate Bayesian inference from noisy likelihoods with Gaussian process emulated MCMC
Järvenpää, Marko, Corander, Jukka
We present an efficient approach for doing approximate Bayesian inference when only a limited number of noisy likelihood evaluations can be obtained due to computational constraints, which is becoming increasingly common for applications of complex models. Our main methodological innovation is to model the log-likelihood function using a Gaussian process (GP) in a local fashion and apply this model to emulate the progression that an exact Metropolis-Hastings (MH) algorithm would take if it was applicable. New log-likelihood evaluation locations are selected using sequential experimental design strategies such that each MH accept/reject decision is done within a pre-specified error tolerance. The resulting approach is conceptually simple and sample-efficient as it takes full advantage of the GP model. It is also more robust to violations of GP modelling assumptions and better suited for the typical situation where the posterior is substantially more concentrated than the prior, compared with various existing inference methods based on global GP surrogate modelling. We discuss the probabilistic interpretations and central theoretical aspects of our approach, and we then demonstrate the benefits of the resulting algorithm in the context of likelihood-free inference for simulator-based statistical models.
Bayesian Variational Federated Learning and Unlearning in Decentralized Networks
Gong, Jinu, Simeone, Osvaldo, Kang, Joonhyuk
Federated Bayesian learning offers a principled framework for the definition of collaborative training algorithms that are able to quantify epistemic uncertainty and to produce trustworthy decisions. Upon the completion of collaborative training, an agent may decide to exercise her legal "right to be forgotten", which calls for her contribution to the jointly trained model to be deleted and discarded. This paper studies federated learning and unlearning in a decentralized network within a Bayesian framework. It specifically develops federated variational inference (VI) solutions based on the decentralized solution of local free energy minimization problems within exponential-family models and on local gossip-driven communication. The proposed protocols are demonstrated to yield efficient unlearning mechanisms.
A Bayesian Approach to Reinforcement Learning of Vision-Based Vehicular Control
Gharaee, Zahra, Holmquist, Karl, He, Linbo, Felsberg, Michael
In this paper, we present a state-of-the-art reinforcement learning method for autonomous driving. Our approach employs temporal difference learning in a Bayesian framework to learn vehicle control signals from sensor data. The agent has access to images from a forward facing camera, which are preprocessed to generate semantic segmentation maps. We trained our system using both ground truth and estimated semantic segmentation input. Based on our observations from a large set of experiments, we conclude that training the system on ground truth input data leads to better performance than training the system on estimated input even if estimated input is used for evaluation. The system is trained and evaluated in a realistic simulated urban environment using the CARLA simulator. The simulator also contains a benchmark that allows for comparing to other systems and methods. The required training time of the system is shown to be lower and the performance on the benchmark superior to competing approaches.
Informative Path Planning for Extreme Anomaly Detection in Environment Exploration and Monitoring
Blanchard, Antoine, Sapsis, Themistoklis
This includes missions related to environment exploration and monitoring in which an UAV is tasked with producing a map for a quantity of interest (e.g., pollutant concentration, terrain elevation, or vegetation growth) by collecting measurements at various locations across a region of interest (e.g., a reservoir, a city, or a crop) [10, 13, 17, 23, 40]. The data collected by the UAV can be used to construct a statistical model for the quantity of interest, which in turn can be used for analysis and policy making. Of course, the statistical model is only as good as the measurements made by the UAV. Therefore, the question of data collection (i.e., how, when, and where to make measurements) is of paramount importance, especially from the standpoint of detecting anomalies in the environment. Path-planning algorithms for environment exploration come in two flavors. Approaches in which the UAV decides on its next move one step at a time are referred to as myopic [24, 42]. Myopic algorithms are suitable for most situations but lack a mechanism for anticipation, which may be problematic in cases where path-planning decisions may have negative longterm consequences (e.g., the UAV gets stuck because of maneuverability constraints).