Bayesian Inference
Foundations of Bayesian Learning from Synthetic Data
Wilde, Harrison, Jewson, Jack, Vollmer, Sebastian, Holmes, Chris
There is significant growth and interest in the use of synthetic data as an enabler for machine learning in environments where the release of real data is restricted due to privacy or availability constraints. Despite a large number of methods for synthetic data generation, there are comparatively few results on the statistical properties of models learnt on synthetic data, and fewer still for situations where a researcher wishes to augment real data with another party's synthesised data. We use a Bayesian paradigm to characterise the updating of model parameters when learning in these settings, demonstrating that caution should be taken when applying conventional learning algorithms without appropriate consideration of the synthetic data generating process and learning task. Recent results from general Bayesian updating support a novel and robust approach to Bayesian synthetic-learning founded on decision theory that outperforms standard approaches across repeated experiments on supervised learning and inference problems.
Neural Network Gaussian Process Considering Input Uncertainty for Composite Structures Assembly
Lee, Cheolhei, Wu, Jianguo, Wang, Wenjia, Yue, Xiaowei
Developing machine learning enabled smart manufacturing is promising for composite structures assembly process. To improve production quality and efficiency of the assembly process, accurate predictive analysis on dimensional deviations and residual stress of the composite structures is required. The novel composite structures assembly involves two challenges: (i) the highly nonlinear and anisotropic properties of composite materials; and (ii) inevitable uncertainty in the assembly process. To overcome those problems, we propose a neural network Gaussian process model considering input uncertainty for composite structures assembly. Deep architecture of our model allows us to approximate a complex process better, and consideration of input uncertainty enables robust modeling with complete incorporation of the process uncertainty. Based on simulation and case study, the NNGPIU can outperform other benchmark methods when the response function is nonsmooth and nonlinear. Although we use composite structure assembly as an example, the proposed methodology can be applicable to other engineering systems with intrinsic uncertainties.
Adversarial Classification: Necessary conditions and geometric flows
Trillos, Nicolas Garcia, Murray, Ryan
We study a version of adversarial classification where an adversary is empowered to corrupt data inputs up to some distance $\varepsilon$, using tools from variational analysis. In particular, we describe necessary conditions associated with the optimal classifier subject to such an adversary. Using the necessary conditions, we derive a geometric evolution equation which can be used to track the change in classification boundaries as $\varepsilon$ varies. This evolution equation may be described as an uncoupled system of differential equations in one dimension, or as a mean curvature type equation in higher dimension. In one dimension we rigorously prove that one can use the initial value problem starting from $\varepsilon=0$, which is simply the Bayes classifier, in order to solve for the global minimizer of the adversarial problem. Numerical examples illustrating these ideas are also presented.
A General Framework for Distributed Inference with Uncertain Models
Hare, James Z., Uribe, Cesar A., Kaplan, Lance, Jadbabaie, Ali
This paper studies the problem of distributed classification with a network of heterogeneous agents. The agents seek to jointly identify the underlying target class that best describes a sequence of observations. The problem is first abstracted to a hypothesis-testing framework, where we assume that the agents seek to agree on the hypothesis (target class) that best matches the distribution of observations. Non-Bayesian social learning theory provides a framework that solves this problem in an efficient manner by allowing the agents to sequentially communicate and update their beliefs for each hypothesis over the network. Most existing approaches assume that agents have access to exact statistical models for each hypothesis. However, in many practical applications, agents learn the likelihood models based on limited data, which induces uncertainty in the likelihood function parameters. In this work, we build upon the concept of uncertain models to incorporate the agents' uncertainty in the likelihoods by identifying a broad set of parametric distribution that allows the agents' beliefs to converge to the same result as a centralized approach. Furthermore, we empirically explore extensions to non-parametric models to provide a generalized framework of uncertain models in non-Bayesian social learning.
FSPN: A New Class of Probabilistic Graphical Model
Wu, Ziniu, Zhu, Rong, Pfadler, Andreas, Han, Yuxing, Li, Jiangneng, Qian, Zhengping, Zeng, Kai, Zhou, Jingren
We introduce factorize sum split product networks (FSPNs), a new class of probabilistic graphical models (PGMs). FSPNs are designed to overcome the drawbacks of existing PGMs in terms of estimation accuracy and inference efficiency. Specifically, Bayesian networks (BNs) have low inference speed and performance of tree structured sum product networks(SPNs) significantly degrades in presence of highly correlated variables. FSPNs absorb their advantages by adaptively modeling the joint distribution of variables according to their dependence degree, so that one can simultaneously attain the two desirable goals: high estimation accuracy and fast inference speed. We present efficient probability inference and structure learning algorithms for FSPNs, along with a theoretical analysis and extensive evaluation evidence. Our experimental results on synthetic and benchmark datasets indicate the superiority of FSPN over other PGMs.
Lightweight Data Fusion with Conjugate Mappings
Dean, Christopher L., Lee, Stephen J., Pacheco, Jason, Fisher, John W. III
We present an approach to data fusion that combines the interpretability of structured probabilistic graphical models with the flexibility of neural networks. The proposed method, lightweight data fusion (LDF), emphasizes posterior analysis over latent variables using two types of information: primary data, which are well-characterized but with limited availability, and auxiliary data, readily available but lacking a well-characterized statistical relationship to the latent quantity of interest. The lack of a forward model for the auxiliary data precludes the use of standard data fusion approaches, while the inability to acquire latent variable observations severely limits direct application of most supervised learning methods. LDF addresses these issues by utilizing neural networks as conjugate mappings of the auxiliary data: nonlinear transformations into sufficient statistics with respect to the latent variables. This facilitates efficient inference by preserving the conjugacy properties of the primary data and leads to compact representations of the latent variable posterior distributions. We demonstrate the LDF methodology on two challenging inference problems: (1) learning electrification rates in Rwanda from satellite imagery, high-level grid infrastructure, and other sources; and (2) inferring county-level homicide rates in the USA by integrating socio-economic data using a mixture model of multiple conjugate mappings.
Bayesian inference problem, MCMC and variational inference
Bayesian inference is a major problem in statistics that is also encountered in many machine learning methods. For example, Gaussian mixture models, for classification, or Latent Dirichlet Allocation, for topic modelling, are both graphical models requiring to solve such a problem when fitting the data. Meanwhile, it can be noticed that Bayesian inference problems can sometimes be very difficult to solve depending on the model settings (assumptions, dimensionality, โฆ). In large problems, exact solutions require, indeed, heavy computations that often become intractable and some approximation techniques have to be used to overcome this issue and build fast and scalable systems. In this post we will discuss the two main methods that can be used to tackle the Bayesian inference problem: Markov Chain Monte Carlo (MCMC), that is a sampling based approach, and Variational Inference (VI), that is an approximation based approach.
Improving Bayesian Network Structure Learning in the Presence of Measurement Error
Liu, Yang, Constantinou, Anthony C., Guo, ZhiGao
Structure learning algorithms that learn the graph of a Bayesian network from observational data often do so by assuming the data correctly reflect the true distribution of the variables. However, this assumption does not hold in the presence of measurement error, which can lead to spurious edges. This is one of the reasons why the synthetic performance of these algorithms often overestimates real-world performance. This paper describes an algorithm that can be added as an additional learning phase at the end of any structure learning algorithm, and serves as a correction learning phase that removes potential false positive edges. The results show that the proposed correction algorithm successfully improves the graphical score of four well-established structure learning algorithms spanning different classes of learning in the presence of measurement error.
Active Inference and Behavior Trees for Reactive Action Planning and Execution in Robotics
Pezzato, Corrado, Hernandez, Carlos, Wisse, Martijn
This paper presents how the hybrid combination of behavior trees and the neuroscientific principle of active inference can be used for action planning and execution for reactive robot behaviors in dynamic environments. We show how complex robotic tasks can be formulated as a free-energy minimisation problem, and how state estimation and symbolic decision making are handled within the same framework. The general behavior is specified offline through behavior trees, where the leaf nodes represent desired states, not actions as in classical behavior trees. The decision of which action to execute to reach a state is left to the online active inference routine, in order to resolve unexpected contingencies. This hybrid combination improves the robustness of plans specified through behavior trees, while allowing to cope with the curse of dimensionality in active inference. The properties of the proposed algorithm are analysed in terms of robustness and convergence, and the theoretical results are validated using a mobile manipulator in a retail environment.
A systematic review of causal methods enabling predictions under hypothetical interventions
Lin, Lijing, Sperrin, Matthew, Jenkins, David A., Martin, Glen P., Peek, Niels
Background: The methods with which prediction models are usually developed mean that neither the parameters nor the predictions should be interpreted causally. For many applications this is perfectly acceptable. However, when prediction models are used to support decision making, there is often a need for predicting outcomes under hypothetical interventions. Aims: We aimed to identify and compare published methods for developing and validating prediction models that enable risk estimation of outcomes under hypothetical interventions, utilizing causal inference. We aimed to identify the main methodological approaches, their underlying assumptions, targeted estimands, and possible sources of bias. Finally, we aimed to highlight unresolved methodological challenges. Methods: We systematically reviewed literature published by December 2019, considering papers in the health domain that used causal considerations to enable prediction models to be used to evaluate predictions under hypothetical interventions. We included both methodology development studies and applied studies. Results: We identified 4919 papers through database searches and a further 115 papers through manual searches. Of these, 87 papers were retained for full text screening, of which 12 were selected for inclusion. We found papers from both the statistical and the machine learning literature. Most of the identified methods for causal inference from observational data were based on marginal structural models and g-estimation.