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 Uncertainty


Distributed Bayesian Estimation in Sensor Networks: Consensus on Marginal Densities

arXiv.org Artificial Intelligence

In this paper, we aim to design and analyze distributed Bayesian estimation algorithms for sensor networks. The challenges we address are to (i) derive a distributed provably-correct algorithm in the functional space of probability distributions over continuous variables, and (ii) leverage these results to obtain new distributed estimators restricted to subsets of variables observed by individual agents. This relates to applications such as cooperative localization and federated learning, where the data collected at any agent depends on a subset of all variables of interest. We present Bayesian density estimation algorithms using data from non-linear likelihoods at agents in centralized, distributed, and marginal distributed settings. After setting up a distributed estimation objective, we prove almost-sure convergence to the optimal set of pdfs at each agent. Then, we prove the same for a storage-aware algorithm estimating densities only over relevant variables at each agent. Finally, we present a Gaussian version of these algorithms and implement it in a mapping problem using variational inference to handle non-linear likelihood models associated with LiDAR sensing.


Luck, skill, and depth of competition in games and social hierarchies

arXiv.org Machine Learning

Patterns of wins and losses in pairwise contests, such as occur in sports and games, consumer research and paired comparison studies, and human and animal social hierarchies, are commonly analyzed using probabilistic models that allow one to quantify the strength of competitors or predict the outcome of future contests. Here we generalize this approach to incorporate two additional features: an element of randomness or luck that leads to upset wins, and a "depth of competition" variable that measures the complexity of a game or hierarchy. Fitting the resulting model to a large collection of data sets we estimate depth and luck in a range of games, sports, and social situations. In general, we find that social competition tends to be "deep," meaning it has a pronounced hierarchy with many distinct levels, but also that there is often a nonzero chance of an upset victory, meaning that dominance challenges can be won even by significant underdogs. Competition in sports and games, by contrast, tends to be shallow and in most cases there is little evidence of upset wins, beyond those already implied by the shallowness of the hierarchy.


Horizon-Free and Instance-Dependent Regret Bounds for Reinforcement Learning with General Function Approximation

arXiv.org Machine Learning

To tackle long planning horizon problems in reinforcement learning with general function approximation, we propose the first algorithm, termed as UCRL-WVTR, that achieves both \emph{horizon-free} and \emph{instance-dependent}, since it eliminates the polynomial dependency on the planning horizon. The derived regret bound is deemed \emph{sharp}, as it matches the minimax lower bound when specialized to linear mixture MDPs up to logarithmic factors. Furthermore, UCRL-WVTR is \emph{computationally efficient} with access to a regression oracle. The achievement of such a horizon-free, instance-dependent, and sharp regret bound hinges upon (i) novel algorithm designs: weighted value-targeted regression and a high-order moment estimator in the context of general function approximation; and (ii) fine-grained analyses: a novel concentration bound of weighted non-linear least squares and a refined analysis which leads to the tight instance-dependent bound. We also conduct comprehensive experiments to corroborate our theoretical findings.


Evaluation of Active Feature Acquisition Methods for Static Feature Settings

arXiv.org Machine Learning

Machine learning (ML) methods generally assume the ready availability of the complete set of input features at deployment, typically incurring little to no cost. However, this assumption does not hold universally, especially in scenarios where feature acquisitions are associated with substantial costs. In contexts like medical diagnostics, the cost of acquiring certain features, such as X-rays, biopsies, etc. encompasses not only financial costs but also poses potential risks to patient well-being. In such cases, the cost or harm of the feature acquisition should be balanced against the predictive value of the feature. Active feature acquisition (AFA) addresses this problem by training two AI components: i) the "AFA agent," an AI system tasked with determining which features should be observed, and ii) an ML prediction model that undertakes the prediction task based on the acquired feature set. While missingness was effectively determined by, for example, a physician during the acquisition of the retrospective dataset, the missingness at the deployment of the AFA agent is determined by the AFA agent, thereby leading to a missingness distribution shift. In our companion paper [1], we formulate the problem of active feature acquisition performance evaluation (AFAPE) which addresses the task of estimating the performance an AFA agent would have at deployment, from the retrospective dataset. Consequently, upon completing the AFAPE problem, the physician will be well-informed about expected rates of incorrect diagnoses and the average costs associated with feature acquisitions when the AFA system is put into operation.


Statistical Guarantees for Variational Autoencoders using PAC-Bayesian Theory

arXiv.org Machine Learning

Since their inception, Variational Autoencoders (VAEs) have become central in machine learning. Despite their widespread use, numerous questions regarding their theoretical properties remain open. Using PAC-Bayesian theory, this work develops statistical guarantees for VAEs. First, we derive the first PAC-Bayesian bound for posterior distributions conditioned on individual samples from the data-generating distribution. Then, we utilize this result to develop generalization guarantees for the VAE's reconstruction loss, as well as upper bounds on the distance between the input and the regenerated distributions. More importantly, we provide upper bounds on the Wasserstein distance between the input distribution and the distribution defined by the VAE's generative model.


From concrete mixture to structural design -- a holistic optimization procedure in the presence of uncertainties

arXiv.org Machine Learning

Designing civil structures such as bridges, dams or buildings is a complex task requiring many synergies from several experts. Each is responsible for different parts of the process. This is often done in a sequential manner, e.g. the structural engineer makes a design under the assumption of certain material properties (e.g. the strength class of the concrete), and then the material engineer optimizes the material with these restrictions. This paper proposes a holistic optimization procedure, which combines the concrete mixture design and structural simulations in a joint, forward workflow that we ultimately seek to invert. In this manner, new mixtures beyond standard ranges can be considered. Any design effort should account for the presence of uncertainties which can be aleatoric or epistemic as when data is used to calibrate physical models or identify models that fill missing links in the workflow. Inverting the causal relations established poses several challenges especially when these involve physics-based models which most often than not do not provide derivatives/sensitivities or when design constraints are present. To this end, we advocate Variational Optimization, with proposed extensions and appropriately chosen heuristics to overcome the aforementioned challenges. The proposed methodology is illustrated using the design of a precast concrete beam with the objective to minimize the global warming potential while satisfying a number of constraints associated with its load-bearing capacity after 28days according to the Eurocode, the demoulding time as computed by a complex nonlinear Finite Element model, and the maximum temperature during the hydration.


Evaluating The Accuracy of Classification Algorithms for Detecting Heart Disease Risk

arXiv.org Artificial Intelligence

The healthcare industry generates enormous amounts of complex clinical data that make the prediction of disease detection a complicated process. In medical informatics, making effective and efficient decisions is very important. Data Mining (DM) techniques are mainly used to identify and extract hidden patterns and interesting knowledge to diagnose and predict diseases in medical datasets. Nowadays, heart disease is considered one of the most important problems in the healthcare field. Therefore, early diagnosis leads to a reduction in deaths. DM techniques have proven highly effective for predicting and diagnosing heart diseases. This work utilizes the classification algorithms with a medical dataset of heart disease; namely, J48, Random Forest, and Na\"ive Bayes to discover the accuracy of their performance. We also examine the impact of the feature selection method. A comparative and analysis study was performed to determine the best technique using Waikato Environment for Knowledge Analysis (Weka) software, version 3.8.6. The performance of the utilized algorithms was evaluated using standard metrics such as accuracy, sensitivity and specificity. The importance of using classification techniques for heart disease diagnosis has been highlighted. We also reduced the number of attributes in the dataset, which showed a significant improvement in prediction accuracy. The results indicate that the best algorithm for predicting heart disease was Random Forest with an accuracy of 99.24%.


Adaptive Dependency Learning Graph Neural Networks

arXiv.org Artificial Intelligence

Graph Neural Networks (GNN) have recently gained popularity in the forecasting domain due to their ability to model complex spatial and temporal patterns in tasks such as traffic forecasting and region-based demand forecasting. Most of these methods require a predefined graph as input, whereas in real-life multivariate time series problems, a well-predefined dependency graph rarely exists. This requirement makes it harder for GNNs to be utilised widely for multivariate forecasting problems in other domains such as retail or energy. In this paper, we propose a hybrid approach combining neural networks and statistical structure learning models to self-learn the dependencies and construct a dynamically changing dependency graph from multivariate data aiming to enable the use of GNNs for multivariate forecasting even when a well-defined graph does not exist. The statistical structure modeling in conjunction with neural networks provides a well-principled and efficient approach by bringing in causal semantics to determine dependencies among the series. Finally, we demonstrate significantly improved performance using our proposed approach on real-world benchmark datasets without a pre-defined dependency graph.


Domain constraints improve risk prediction when outcome data is missing

arXiv.org Artificial Intelligence

Machine learning models are often trained to predict the outcome resulting from a human decision. For example, if a doctor decides to test a patient for disease, will the patient test positive? A challenge is that the human decision censors the outcome data: we only observe test outcomes for patients doctors historically tested. Untested patients, for whom outcomes are unobserved, may differ from tested patients along observed and unobserved dimensions. We propose a Bayesian model class which captures this setting. The purpose of the model is to accurately estimate risk for both tested and untested patients. Estimating this model is challenging due to the wide range of possibilities for untested patients. To address this, we propose two domain constraints which are plausible in health settings: a prevalence constraint, where the overall disease prevalence is known, and an expertise constraint, where the human decision-maker deviates from purely risk-based decision-making only along a constrained feature set. We show theoretically and on synthetic data that domain constraints improve parameter inference. We apply our model to a case study of cancer risk prediction, showing that the model's inferred risk predicts cancer diagnoses, its inferred testing policy captures known public health policies, and it can identify suboptimalities in test allocation. Though our case study is in healthcare, our analysis reveals a general class of domain constraints which can improve model estimation in many settings.


Molecule Joint Auto-Encoding: Trajectory Pretraining with 2D and 3D Diffusion

arXiv.org Artificial Intelligence

Recently, artificial intelligence for drug discovery has raised increasing interest in both machine learning and chemistry domains. The fundamental building block for drug discovery is molecule geometry and thus, the molecule's geometrical representation is the main bottleneck to better utilize machine learning techniques for drug discovery. In this work, we propose a pretraining method for molecule joint auto-encoding (MoleculeJAE). MoleculeJAE can learn both the 2D bond (topology) and 3D conformation (geometry) information, and a diffusion process model is applied to mimic the augmented trajectories of such two modalities, based on which, MoleculeJAE will learn the inherent chemical structure in a self-supervised manner. Thus, the pretrained geometrical representation in MoleculeJAE is expected to benefit downstream geometry-related tasks. Empirically, MoleculeJAE proves its effectiveness by reaching state-of-the-art performance on 15 out of 20 tasks by comparing it with 12 competitive baselines.