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 Uncertainty


Analyzing Complex Systems with Cascades Using Continuous-Time Bayesian Networks

arXiv.org Machine Learning

Interacting systems of events may exhibit cascading behavior where events tend to be temporally clustered. While the cascades themselves may be obvious from the data, it is important to understand which states of the system trigger them. For this purpose, we propose a modeling framework based on continuous-time Bayesian networks (CTBNs) to analyze cascading behavior in complex systems. This framework allows us to describe how events propagate through the system and to identify likely sentry states, that is, system states that may lead to imminent cascading behavior. Moreover, CTBNs have a simple graphical representation and provide interpretable outputs, both of which are important when communicating with domain experts. We also develop new methods for knowledge extraction from CTBNs and we apply the proposed methodology to a data set of alarms in a large industrial system.


On Exact Bayesian Credible Sets for Classification and Pattern Recognition

arXiv.org Machine Learning

The current definition of a Bayesian credible set cannot, in general, achieve an arbitrarily preassigned credible level. This drawback is particularly acute for classification problems, where there are only a finite number of achievable credible levels. As a result, there is as of today no general way to construct an exact credible set for classification. In this paper, we introduce a generalized credible set that can achieve any preassigned credible level. The key insight is a simple connection between the Bayesian highest posterior density credible set and the Neyman--Pearson lemma, which, as far as we know, hasn't been noticed before. Using this connection, we introduce a randomized decision rule to fill the gaps among the discrete credible levels. Accompanying this methodology, we also develop the Steering Wheel Plot to represent the credible set, which is useful in visualizing the uncertainty in classification. By developing the exact credible set for discrete parameters, we make the theory of Bayesian inference more complete.


Embedded Object Detection and Mapping in Soft Materials Using Optical Tactile Sensing

arXiv.org Artificial Intelligence

In this paper, we present a methodology that uses an optical tactile sensor for efficient tactile exploration of embedded objects within soft materials. The methodology consists of an exploration phase, where a probabilistic estimate of the location of the embedded objects is built using a Bayesian approach. The exploration phase is then followed by a mapping phase which exploits the probabilistic map to reconstruct the underlying topography of the workspace by sampling in more detail regions where there is expected to be embedded objects. To demonstrate the effectiveness of the method, we tested our approach on an experimental setup that consists of a series of quartz beads located underneath a polyethylene foam that prevents direct observation of the configuration and requires the use of tactile exploration to recover the location of the beads. We show the performance of our methodology using ten different configurations of the beads where the proposed approach is able to approximate the underlying configuration. We benchmark our results against a random sampling policy.


A Modular and Adaptive System for Business Email Compromise Detection

arXiv.org Artificial Intelligence

The growing sophistication of Business Email Compromise (BEC) and spear phishing attacks poses significant challenges to organizations worldwide. The techniques featured in traditional spam and phishing detection are insufficient due to the tailored nature of modern BEC attacks as they often blend in with the regular benign traffic. Recent advances in machine learning, particularly in Natural Language Understanding (NLU), offer a promising avenue for combating such attacks but in a practical system, due to limitations such as data availability, operational costs, verdict explainability requirements or a need to robustly evolve the system, it is essential to combine multiple approaches together. We present CAPE, a comprehensive and efficient system for BEC detection that has been proven in a production environment for a period of over two years. Rather than being a single model, CAPE is a system that combines independent ML models and algorithms detecting BEC-related behaviors across various email modalities such as text, images, metadata and the email's communication context. This decomposition makes CAPE's verdicts naturally explainable. In the paper, we describe the design principles and constraints behind its architecture, as well as the challenges of model design, evaluation and adapting the system continuously through a Bayesian approach that combines limited data with domain knowledge. Furthermore, we elaborate on several specific behavioral detectors, such as those based on Transformer neural architectures.


Deep Evidential Learning for Bayesian Quantile Regression

arXiv.org Artificial Intelligence

It is desirable to have accurate uncertainty estimation from a single deterministic forward-pass model, as traditional methods for uncertainty quantification are computationally expensive. However, this is difficult because single forward-pass models do not sample weights during inference and often make assumptions about the target distribution, such as assuming it is Gaussian. This can be restrictive in regression tasks, where the mean and standard deviation are inadequate to model the target distribution accurately. This paper proposes a deep Bayesian quantile regression model that can estimate the quantiles of a continuous target distribution without the Gaussian assumption. The proposed method is based on evidential learning, which allows the model to capture aleatoric and epistemic uncertainty with a single deterministic forward-pass model. This makes the method efficient and scalable to large models and datasets. We demonstrate that the proposed method achieves calibrated uncertainties on non-Gaussian distributions, disentanglement of aleatoric and epistemic uncertainty, and robustness to out-of-distribution samples.


Weighting by Tying: A New Approach to Weighted Rank Correlation

arXiv.org Artificial Intelligence

Measures of rank correlation are commonly used in statistics to capture the degree of concordance between two orderings of the same set of items. Standard measures like Kendall's tau and Spearman's rho coefficient put equal emphasis on each position of a ranking. Yet, motivated by applications in which some of the positions (typically those on the top) are more important than others, a few weighted variants of these measures have been proposed. Most of these generalizations fail to meet desirable formal properties, however. Besides, they are often quite inflexible in the sense of committing to a fixed weighing scheme. In this paper, we propose a weighted rank correlation measure on the basis of fuzzy order relations. Our measure, called scaled gamma, is related to Goodman and Kruskal's gamma rank correlation. It is parametrized by a fuzzy equivalence relation on the rank positions, which in turn is specified conveniently by a so-called scaling function. This approach combines soundness with flexibility: it has a sound formal foundation and allows for weighing rank positions in a flexible way.


Reliable Detection and Quantification of Selective Forces in Language Change

arXiv.org Artificial Intelligence

Language change is a cultural evolutionary process in which variants of linguistic variables change in frequency through processes analogous to mutation, selection and genetic drift. In this work, we apply a recently-introduced method to corpus data to quantify the strength of selection in specific instances of historical language change. We first demonstrate, in the context of English irregular verbs, that this method is more reliable and interpretable than similar methods that have previously been applied. We further extend this study to demonstrate that a bias towards phonological simplicity overrides that favouring grammatical simplicity when these are in conflict. Finally, with reference to Spanish spelling reforms, we show that the method can also detect points in time at which selection strengths change, a feature that is generically expected for socially-motivated language change. Together, these results indicate how hypotheses for mechanisms of language change can be tested quantitatively using historical corpus data.


What's the Problem, Linda? The Conjunction Fallacy as a Fairness Problem

arXiv.org Artificial Intelligence

The field of Artificial Intelligence (AI) is focusing on creating automated decision-making (ADM) systems that operate as close as possible to human-like intelligence. This effort has pushed AI researchers into exploring cognitive fields like psychology. The work of Daniel Kahneman and the late Amos Tversky on biased human decision-making, including the study of the conjunction fallacy, has experienced a second revival because of this. Under the conjunction fallacy a human decision-maker will go against basic probability laws and rank as more likely a conjunction over one of its parts. It has been proven overtime through a set of experiments with the Linda Problem being the most famous one. Although this interdisciplinary effort is welcomed, we fear that AI researchers ignore the driving force behind the conjunction fallacy as captured by the Linda Problem: the fact that Linda must be stereotypically described as a woman. In this paper we revisit the Linda Problem and formulate it as a fairness problem. In doing so we introduce perception as a parameter of interest through the structural causal perception framework. Using an illustrative decision-making example, we showcase the proposed conceptual framework and its potential impact for developing fair ADM systems.


Bias and Extrapolation in Markovian Linear Stochastic Approximation with Constant Stepsizes

arXiv.org Artificial Intelligence

We consider Linear Stochastic Approximation (LSA) with a constant stepsize and Markovian data. Viewing the joint process of the data and LSA iterate as a time-homogeneous Markov chain, we prove its convergence to a unique limiting and stationary distribution in Wasserstein distance and establish non-asymptotic, geometric convergence rates. Furthermore, we show that the bias vector of this limit admits an infinite series expansion with respect to the stepsize. Consequently, the bias is proportional to the stepsize up to higher order terms. This result stands in contrast with LSA under i.i.d. data, for which the bias vanishes. In the reversible chain setting, we provide a general characterization of the relationship between the bias and the mixing time of the Markovian data, establishing that they are roughly proportional to each other. While Polyak-Ruppert tail-averaging reduces the variance of the LSA iterates, it does not affect the bias. The above characterization allows us to show that the bias can be reduced using Richardson-Romberg extrapolation with $m\ge 2$ stepsizes, which eliminates the $m-1$ leading terms in the bias expansion. This extrapolation scheme leads to an exponentially smaller bias and an improved mean squared error, both in theory and empirically. Our results immediately apply to the Temporal Difference learning algorithm with linear function approximation, Markovian data, and constant stepsizes.


Generative Pretraining for Black-Box Optimization

arXiv.org Artificial Intelligence

Many problems in science and engineering involve optimizing an expensive black-box function over a high-dimensional space. For such black-box optimization (BBO) problems, we typically assume a small budget for online function evaluations, but also often have access to a fixed, offline dataset for pretraining. Prior approaches seek to utilize the offline data to approximate the function or its inverse but are not sufficiently accurate far from the data distribution. We propose BONET, a generative framework for pretraining a novel black-box optimizer using offline datasets. In BONET, we train an autoregressive model on fixed-length trajectories derived from an offline dataset. We design a sampling strategy to synthesize trajectories from offline data using a simple heuristic of rolling out monotonic transitions from low-fidelity to high-fidelity samples. Empirically, we instantiate BONET using a causally masked Transformer and evaluate it on Design-Bench, where we rank the best on average, outperforming state-of-the-art baselines.