Bayesian Inference
Deep Adaptive Design: Amortizing Sequential Bayesian Experimental Design
Foster, Adam, Ivanova, Desi R., Malik, Ilyas, Rainforth, Tom
We introduce Deep Adaptive Design (DAD), a general method for amortizing the cost of performing sequential adaptive experiments using the framework of Bayesian optimal experimental design (BOED). Traditional sequential BOED approaches require substantial computational time at each stage of the experiment. This makes them unsuitable for most real-world applications, where decisions must typically be made quickly. DAD addresses this restriction by learning an amortized design network upfront and then using this to rapidly run (multiple) adaptive experiments at deployment time. This network takes as input the data from previous steps, and outputs the next design using a single forward pass; these design decisions can be made in milliseconds during the live experiment. To train the network, we introduce contrastive information bounds that are suitable objectives for the sequential setting, and propose a customized network architecture that exploits key symmetries. We demonstrate that DAD successfully amortizes the process of experimental design, outperforming alternative strategies on a number of problems.
Oil and Gas Reservoirs Parameters Analysis Using Mixed Learning of Bayesian Networks
Deeva, Irina, Bubnova, Anna, Andriushchenko, Petr, Voskresenskiy, Anton, Bukhanov, Nikita, Nikitin, Nikolay O., Kalyuzhnaya, Anna V.
In this paper, a multipurpose Bayesian-based method for data analysis, causal inference and prediction in the sphere of oil and gas reservoir development is considered. This allows analysing parameters of a reservoir, discovery dependencies among parameters (including cause and effects relations), checking for anomalies, prediction of expected values of missing parameters, looking for the closest analogues, and much more. The method is based on extended algorithm MixLearn@BN for structural learning of Bayesian networks. Key ideas of MixLearn@BN are following: (1) learning the network structure on homogeneous data subsets, (2) assigning a part of the structure by an expert, and (3) learning the distribution parameters on mixed data (discrete and continuous). Homogeneous data subsets are identified as various groups of reservoirs with similar features (analogues), where similarity measure may be based on several types of distances. The aim of the described technique of Bayesian network learning is to improve the quality of predictions and causal inference on such networks. Experimental studies prove that the suggested method gives a significant advantage in missing values prediction and anomalies detection accuracy. Moreover, the method was applied to the database of more than a thousand petroleum reservoirs across the globe and allowed to discover novel insights in geological parameters relationships.
Low-level cognitive skill transfer between two individuals' minds via computer game-based framework
The novel technique introduced here aims to accomplish the first stage of transferring low-level cognitive skills between two individuals (e.g. from expert to learner) to ease the consecutive higher level declarative learning process for the target "learner" individual in a game environment. Such low-level cognitive skill is associated with the procedural knowledge and established at low-level of mind which can be unveiled and transferred by only a novel technique (rather than by a traditional educational environment ) like a highly interactive computer game domain in which a user exposes his/her unconscious mind behaviors via the game-hero non-deliberately during the game sessions. The cognitive data exposed by the game-hero would be recorded, and then be modelled by the artificial intelligence technique like Bayesian networks for an early stage of cognitive skill transfer and the cognitive stimuli are also generated to be used as game agents to train the learner.
Parsimonious Inference
Duersch, Jed A., Catanach, Thomas A.
Bayesian inference provides a uniquely rigorous approach to obtain principled justification for uncertainty in predictions, yet it is difficult to articulate suitably general prior belief in the machine learning context, where computational architectures are pure abstractions subject to frequent modifications by practitioners attempting to improve results. Parsimonious inference is an information-theoretic formulation of inference over arbitrary architectures that formalizes Occam's Razor; we prefer simple and sufficient explanations. Our universal hyperprior assigns plausibility to prior descriptions, encoded as sequences of symbols, by expanding on the core relationships between program length, Kolmogorov complexity, and Solomonoff's algorithmic probability. We then cast learning as information minimization over our composite change in belief when an architecture is specified, training data are observed, and model parameters are inferred. By distinguishing model complexity from prediction information, our framework also quantifies the phenomenon of memorization. Although our theory is general, it is most critical when datasets are limited, e.g. small or skewed. We develop novel algorithms for polynomial regression and random forests that are suitable for such data, as demonstrated by our experiments. Our approaches combine efficient encodings with prudent sampling strategies to construct predictive ensembles without cross-validation, thus addressing a fundamental challenge in how to efficiently obtain predictions from data.
Probabilistic Inference for Structural Health Monitoring: New Modes of Learning from Data
Bull, Lawrence A., Gardner, Paul, Rogers, Timothy J., Cross, Elizabeth J., Dervilis, Nikolaos, Worden, Keith
This material may be downloaded for personal use only. Any other use requires prior permission of the American Society of Civil Engineers. This material may be found at https://doi.org/10.1061/AJRUA6.0001106 ABSTRACT In data-driven SHM, the signals recorded from systems in operation can be noisy and incomplete. Data corresponding to each of the operational, environmental, and damage states are rarely available a priori; furthermore, labelling to describe the measurements is often unavailable. In consequence, the algorithms used to implement SHM should be robust and adaptive, while accommodating for missing information in the training-data - such that new information can be included if it becomes available. By reviewing novel techniques for statistical learning (introduced in previous work), it is argued that probabilistic algorithms offer a natural solution to the modelling of SHM data in practice. In three case-studies, probabilistic methods are adapted for applications to SHM signals -- including semi-supervised learning, active learning, and multi-task learning. Various machine learning tools have been applied in the literature, for example (Vanik et al. 2000; Sohn et al. 2003; Chatzi and Smyth 2009), and used to infer the health or performance state of the monitored system, either directly or indirectly. Generally, algorithms for regression, classification, density estimation, or clustering learn patterns in the measured signals (available for training), and the associated patterns can be used to infer the state of the system in operation, given future measurements (Worden and Manson 2006). Unsurprisingly, there are numerous ways to apply machine learning to SHM. Notably (and categorised generally), advances have focussed on various probabilistic (e.g. Each approach has its advantages; however, considering certain challenges associated with SHM data (outlined in the next section) the current work focusses on probabilistic (i.e. Additionally, probabilistic methods can lead to predictions under uncertainty (Papoulis 1965) - a significant advantage in risk-based applications.
Calculate Maximum Likelihood Estimator with Newton-Raphson Method using R
In statistical modeling, we have to calculate the estimator to determine the equation of your model. The problem is, the estimator itself is difficult to calculate, especially when it involves some distributions like Beta, Gamma, or even Gompertz distribution. Maximum Likelihood Estimator (MLE) is one of many methods to calculate the estimator for those distributions. In this article, I will give you some examples to calculate MLE with the Newton-Raphson method using R. Newton-Raphson method is an iterative procedure to calculate the roots of function f. The goal of this method is to make the approximated result as close as possible with the exact result (that is, the roots of the function).
Interpretable Hyperspectral AI: When Non-Convex Modeling meets Hyperspectral Remote Sensing
Hong, Danfeng, He, Wei, Yokoya, Naoto, Yao, Jing, Gao, Lianru, Zhang, Liangpei, Chanussot, Jocelyn, Zhu, Xiao Xiang
Hyperspectral imaging, also known as image spectrometry, is a landmark technique in geoscience and remote sensing (RS). In the past decade, enormous efforts have been made to process and analyze these hyperspectral (HS) products mainly by means of seasoned experts. However, with the ever-growing volume of data, the bulk of costs in manpower and material resources poses new challenges on reducing the burden of manual labor and improving efficiency. For this reason, it is, therefore, urgent to develop more intelligent and automatic approaches for various HS RS applications. Machine learning (ML) tools with convex optimization have successfully undertaken the tasks of numerous artificial intelligence (AI)-related applications. However, their ability in handling complex practical problems remains limited, particularly for HS data, due to the effects of various spectral variabilities in the process of HS imaging and the complexity and redundancy of higher dimensional HS signals. Compared to the convex models, non-convex modeling, which is capable of characterizing more complex real scenes and providing the model interpretability technically and theoretically, has been proven to be a feasible solution to reduce the gap between challenging HS vision tasks and currently advanced intelligent data processing models.
BayeSuites: An open web framework for massive Bayesian networks focused on neuroscience
BayeSuites is the first web framework for learning, visualizing, and interpreting Bayesian networks (BNs) that can scale to tens of thousands of nodes while providing fast and friendly user experience. All the necessary features that enable this are reviewed in this paper; these features include scalability, extensibility, interoperability, ease of use, and interpretability. Scalability is the key factor in learning and processing massive networks within reasonable time; for a maintainable software open to new functionalities, extensibility and interoperability are necessary. Ease of use and interpretability are fundamental aspects of model interpretation, fairly similar to the case of the recent explainable artificial intelligence trend. We present the capabilities of our proposed framework by highlighting a real example of a BN learned from genomic data obtained from Allen Institute for Brain Science.
A practical tutorial on Variational Bayes
Tran, Minh-Ngoc, Nguyen, Trong-Nghia, Dao, Viet-Hung
Bayesian inference has been long called for Bayesian computation techniques that are scalable to large data sets and applicable in big and complex models with a huge number of unknown parameters to infer. Sampling methods, such as Markov Chain Monte Carlo (MCMC) and Sequential Monte Carlo (SMC), in their current development do not meet this need. Sampling methods have not been successfully used in some modern areas such as deep neural networks. Even in more traditional areas such as graphical modelling and mixture modelling, it is very challenging to use MCMC and SMC. Variational Bayes (VB) is an optimization-based technique for approximate Bayesian inference, and provides a computationally efficient alternative to sampling methods.