Bayesian Inference
BARD: A structured technique for group elicitation of Bayesian networks to support analytic reasoning
Nicholson, Ann E., Korb, Kevin B., Nyberg, Erik P., Wybrow, Michael, Zukerman, Ingrid, Mascaro, Steven, Thakur, Shreshth, Alvandi, Abraham Oshni, Riley, Jeff, Pearson, Ross, Morris, Shane, Herrmann, Matthieu, Azad, A. K. M., Bolger, Fergus, Hahn, Ulrike, Lagnado, David
In many complex, real-world situations, problem solving and decision making require effective reasoning about causation and uncertainty. However, human reasoning in these cases is prone to confusion and error. Bayesian networks (BNs) are an artificial intelligence technology that models uncertain situations, supporting probabilistic and causal reasoning and decision making. However, to date, BN methodologies and software require significant upfront training, do not provide much guidance on the model building process, and do not support collaboratively building BNs. BARD (Bayesian ARgumentation via Delphi) is both a methodology and an expert system that utilises (1) BNs as the underlying structured representations for better argument analysis, (2) a multi-user web-based software platform and Delphi-style social processes to assist with collaboration, and (3) short, high-quality e-courses on demand, a highly structured process to guide BN construction, and a variety of helpful tools to assist in building and reasoning with BNs, including an automated explanation tool to assist effective report writing. The result is an end-to-end online platform, with associated online training, for groups without prior BN expertise to understand and analyse a problem, build a model of its underlying probabilistic causal structure, validate and reason with the causal model, and use it to produce a written analytic report. Initial experimental results demonstrate that BARD aids in problem solving, reasoning and collaboration.
The statistical physics of discovering exogenous and endogenous factors in a chain of events
Koyama, Shinsuke, Shinomoto, Shigeru
Event occurrence is not only subject to the environmental changes, but is also facilitated by the events that have occurred in a system. Here, we develop a method for estimating such extrinsic and intrinsic factors from a single series of event-occurrence times. The analysis is performed using a model that combines the inhomogeneous Poisson process and the Hawkes process, which represent exogenous fluctuations and endogenous chain-reaction mechanisms, respectively. The model is fit to a given dataset by minimizing the free energy, for which statistical physics and a path-integral method are utilized. Because the process of event occurrence is stochastic, parameter estimation is inevitably accompanied by errors, and it can ultimately occur that exogenous and endogenous factors cannot be captured even with the best estimator. We obtained four regimes categorized according to whether respective factors are detected. By applying the analytical method to real time series of debate in a social-networking service, we have observed that the estimated exogenous and endogenous factors are close to the first comments and the follow-up comments, respectively. This method is general and applicable to a variety of data, and we have provided an application program, by which anyone can analyze any series of event times.
Subadditivity of Probability Divergences on Bayes-Nets with Applications to Time Series GANs
Ding, Mucong, Daskalakis, Constantinos, Feizi, Soheil
GANs for time series data often use sliding windows or self-attention to capture underlying time dependencies. While these techniques have no clear theoretical justification, they are successful in significantly reducing the discriminator size, speeding up the training process, and improving the generation quality. In this paper, we provide both theoretical foundations and a practical framework of GANs for high-dimensional distributions with conditional independence structure captured by a Bayesian network, such as time series data. We prove that several probability divergences satisfy subadditivity properties with respect to the neighborhoods of the Bayes-net graph, providing an upper bound on the distance between two Bayes-nets by the sum of (local) distances between their marginals on every neighborhood of the graph. This leads to our proposed Subadditive GAN framework that uses a set of simple discriminators on the neighborhoods of the Bayes-net, rather than a giant discriminator on the entire network, providing significant statistical and computational benefits. We show that several probability distances including Jensen-Shannon, Total Variation, and Wasserstein, have subadditivity or generalized subadditivity. Moreover, we prove that Integral Probability Metrics (IPMs), which encompass commonly-used loss functions in GANs, also enjoy a notion of subadditivity under some mild conditions. Furthermore, we prove that nearly all f-divergences satisfy local subadditivity in which subadditivity holds when the distributions are relatively close. Our experiments on synthetic as well as real-world datasets verify the proposed theory and the benefits of subadditive GANs.
A review of machine learning applications in wildfire science and management
Jain, Piyush, Coogan, Sean C P, Subramanian, Sriram Ganapathi, Crowley, Mark, Taylor, Steve, Flannigan, Mike D
Artificial intelligence has been applied in wildfire science and management since the 1990s, with early applications including neural networks and expert systems. Since then the field has rapidly progressed congruently with the wide adoption of machine learning (ML) in the environmental sciences. Here, we present a scoping review of ML in wildfire science and management. Our objective is to improve awareness of ML among wildfire scientists and managers, as well as illustrate the challenging range of problems in wildfire science available to data scientists. We first present an overview of popular ML approaches used in wildfire science to date, and then review their use in wildfire science within six problem domains: 1) fuels characterization, fire detection, and mapping; 2) fire weather and climate change; 3) fire occurrence, susceptibility, and risk; 4) fire behavior prediction; 5) fire effects; and 6) fire management. We also discuss the advantages and limitations of various ML approaches and identify opportunities for future advances in wildfire science and management within a data science context. We identified 298 relevant publications, where the most frequently used ML methods included random forests, MaxEnt, artificial neural networks, decision trees, support vector machines, and genetic algorithms. There exists opportunities to apply more current ML methods (e.g., deep learning and agent based learning) in wildfire science. However, despite the ability of ML models to learn on their own, expertise in wildfire science is necessary to ensure realistic modelling of fire processes across multiple scales, while the complexity of some ML methods requires sophisticated knowledge for their application. Finally, we stress that the wildfire research and management community plays an active role in providing relevant, high quality data for use by practitioners of ML methods.
Evaluating Gaussian Process Metamodels and Sequential Designs for Noisy Level Set Estimation
Lyu, Xiong, Binois, Mickael, Ludkovski, Michael
We consider the problem of learning the level set for which a noisy black-box function exceeds a given threshold. To efficiently reconstruct the level set, we investigate Gaussian process (GP) metamodels. Our focus is on strongly stochastic samplers, in particular with heavy-tailed simulation noise and low signal-to-noise ratio. To guard against noise misspecification, we assess the performance of three variants: (i) GPs with Student-$t$ observations; (ii) Student-$t$ processes (TPs); and (iii) classification GPs modeling the sign of the response. In conjunction with these metamodels, we analyze several acquisition functions for guiding the sequential experimental designs, extending existing stepwise uncertainty reduction criteria to the stochastic contour-finding context. This also motivates our development of (approximate) updating formulas to efficiently compute such acquisition functions. Our schemes are benchmarked by using a variety of synthetic experiments in 1--6 dimensions. We also consider an application of level set estimation for determining the optimal exercise policy of Bermudan options in finance.
Stein Variational Inference for Discrete Distributions
Han, Jun, Ding, Fan, Liu, Xianglong, Torresani, Lorenzo, Peng, Jian, Liu, Qiang
Gradient-based approximate inference methods, such as Stein variational gradient descent (SVGD), provide simple and general-purpose inference engines for differentiable continuous distributions. However, existing forms of SVGD cannot be directly applied to discrete distributions. In this work, we fill this gap by proposing a simple yet general framework that transforms discrete distributions to equivalent piecewise continuous distributions, on which the gradient-free SVGD is applied to perform efficient approximate inference. The empirical results show that our method outperforms traditional algorithms such as Gibbs sampling and discontinuous Hamiltonian Monte Carlo on various challenging benchmarks of discrete graphical models. We demonstrate that our method provides a promising tool for learning ensembles of binarized neural network (BNN), outperforming other widely used ensemble methods on learning binarized AlexNet on CIFAR-10 dataset. In addition, such transform can be straightforwardly employed in gradient-free kernelized Stein discrepancy to perform goodness-of-fit (GOF) test on discrete distributions. Our proposed method outperforms existing GOF test methods for intractable discrete distributions.
PlaNet of the Bayesians: Reconsidering and Improving Deep Planning Network by Incorporating Bayesian Inference
Okada, Masashi, Kosaka, Norio, Taniguchi, Tadahiro
In the present paper, we propose an extension of the Deep Planning Network (PlaNet), also referred to as PlaNet of the Bayesians (PlaNet-Bayes). There has been a growing demand in model predictive control (MPC) in partially observable environments in which complete information is unavailable because of, for example, lack of expensive sensors. PlaNet is a promising solution to realize such latent MPC, as it is used to train state-space models via model-based reinforcement learning (MBRL) and to conduct planning in the latent space. However, recent state-of-the-art strategies mentioned in MBRR literature, such as involving uncertainty into training and planning, have not been considered, significantly suppressing the training performance. The proposed extension is to make PlaNet uncertainty-aware on the basis of Bayesian inference, in which both model and action uncertainty are incorporated. Uncertainty in latent models is represented using a neural network ensemble to approximately infer model posteriors. The ensemble of optimal action candidates is also employed to capture multimodal uncertainty in the optimality. The concept of the action ensemble relies on a general variational inference MPC (VI-MPC) framework and its instance, probabilistic action ensemble with trajectory sampling (PaETS). In this paper, we extend VI-MPC and PaETS, which have been originally introduced in previous literature, to address partially observable cases. We experimentally compare the performances on continuous control tasks, and conclude that our method can consistently improve the asymptotic performance compared with PlaNet.
An estimation-based method to segment PET images
Liu, Ziping, Laforest, Richard, Mhlanga, Joyce, Moon, Hae Sol, Fraum, Tyler J., Itani, Malak, Mintz, Aaron, Dehdashti, Farrokh, Siegel, Barry A., Jha, Abhinav K.
Tumor segmentation in oncological PET images is challenging, a major reason being the partial-volume effects that arise from low system resolution and a finite pixel size. The latter results in pixels containing more than one region, also referred to as tissue-fraction effects. Conventional classification-based segmentation approaches are inherently limited in accounting for the tissue-fraction effects. To address this limitation, we pose the segmentation task as an estimation problem. We propose a Bayesian method that estimates the posterior mean of the tumorfraction area within each pixel and uses these estimates to define the segmented tumor boundary. The method was implemented using an autoencoder. Quantitative evaluation of the method was performed using realistic simulation studies conducted in the context of segmenting the primary tumor in PET images of patients with lung cancer. For these studies, a framework was developed to generate clinically realistic simulated PET images. Realism of these images was quantitatively confirmed using a two-alternative-forced-choice study by six trained readers with expertise in reading PET scans. The evaluation studies demonstrated that the proposed segmentation method was accurate, significantly outperformed widely used conventional methods on the tasks of tumor segmentation and estimation of tumor-fraction areas, was relatively insensitive to partial-volume effects, and reliably estimated the ground-truth tumor boundaries. Further, these results were obtained across different clinical-scanner configurations. This proof-of-concept study demonstrates the efficacy of an estimation-based approach to PET segmentation.
Synchronization in 5G: a Bayesian Approach
Goodarzi, M., Cvetkovski, D., Maletic, N., Gutierrez, J., Grass, E.
In this work, we propose a hybrid approach to synchronize large scale networks. In particular, we draw on Kalman Filtering (KF) along with time-stamps generated by the Precision Time Protocol (PTP) for pairwise node synchronization. Furthermore, we investigate the merit of Factor Graphs (FGs) along with Belief Propagation (BP) algorithm in achieving high precision end-to-end network synchronization. Finally, we present the idea of dividing the large-scale network into local synchronization domains, for each of which a suitable sync algorithm is utilized. The simulation results indicate that, despite the simplifications in the hybrid approach, the error in the offset estimation remains below 5 ns.
A Comprehensive Scoping Review of Bayesian Networks in Healthcare: Past, Present and Future
Kyrimi, Evangelia, McLachlan, Scott, Dube, Kudakwashe, Neves, Mariana R., Fahmi, Ali, Fenton, Norman
No comprehensive review of Bayesian networks (BNs) in healthcare has been published in the past, making it difficult to organize the research contributions in the present and identify challenges and neglected areas that need to be addressed in the future. This unique and novel scoping review of BNs in healthcare provides an analytical framework for comprehensively characterizing the domain and its current state. The review shows that: (1) BNs in healthcare are not used to their full potential; (2) a generic BN development process is lacking; (3) limitations exists in the way BNs in healthcare are presented in the literature, which impacts understanding, consensus towards systematic methodologies, practice and adoption of BNs; and (4) a gap exists between having an accurate BN and a useful BN that impacts clinical practice. This review empowers researchers and clinicians with an analytical framework and findings that will enable understanding of the need to address the problems of restricted aims of BNs, ad hoc BN development methods, and the lack of BN adoption in practice. To map the way forward, the paper proposes future research directions and makes recommendations regarding BN development methods and adoption in practice.