Uncertainty
Explainable AI for clinical risk prediction: a survey of concepts, methods, and modalities
Mesinovic, Munib, Watkinson, Peter, Zhu, Tingting
Recent advancements in AI applications to healthcare have shown incredible promise in surpassing human performance in diagnosis and disease prognosis. With the increasing complexity of AI models, however, concerns regarding their opacity, potential biases, and the need for interpretability. To ensure trust and reliability in AI systems, especially in clinical risk prediction models, explainability becomes crucial. Explainability is usually referred to as an AI system's ability to provide a robust interpretation of its decision-making logic or the decisions themselves to human stakeholders. In clinical risk prediction, other aspects of explainability like fairness, bias, trust, and transparency also represent important concepts beyond just interpretability. In this review, we address the relationship between these concepts as they are often used together or interchangeably. This review also discusses recent progress in developing explainable models for clinical risk prediction, highlighting the importance of quantitative and clinical evaluation and validation across multiple common modalities in clinical practice. It emphasizes the need for external validation and the combination of diverse interpretability methods to enhance trust and fairness. Adopting rigorous testing, such as using synthetic datasets with known generative factors, can further improve the reliability of explainability methods. Open access and code-sharing resources are essential for transparency and reproducibility, enabling the growth and trustworthiness of explainable research. While challenges exist, an end-to-end approach to explainability in clinical risk prediction, incorporating stakeholders from clinicians to developers, is essential for success.
Integrating cognitive map learning and active inference for planning in ambiguous environments
Van de Maele, Toon, Dhoedt, Bart, Verbelen, Tim, Pezzulo, Giovanni
Living organisms need to acquire both cognitive maps for learning the structure of the world and planning mechanisms able to deal with the challenges of navigating ambiguous environments. Although significant progress has been made in each of these areas independently, the best way to integrate them is an open research question. In this paper, we propose the integration of a statistical model of cognitive map formation within an active inference agent that supports planning under uncertainty. Specifically, we examine the clone-structured cognitive graph (CSCG) model of cognitive map formation and compare a naive clone graph agent with an active inference-driven clone graph agent, in three spatial navigation scenarios. Our findings demonstrate that while both agents are effective in simple scenarios, the active inference agent is more effective when planning in challenging scenarios, in which sensory observations provide ambiguous information about location.
Two Phases of Scaling Laws for Nearest Neighbor Classifiers
Yang, Pengkun, Zhang, Jingzhao
A scaling law refers to the observation that the test performance of a model improves as the number of training data increases. A fast scaling law implies that one can solve machine learning problems by simply boosting the data and the model sizes. Yet, in many cases, the benefit of adding more data can be negligible. In this work, we study the rate of scaling laws of nearest neighbor classifiers. We show that a scaling law can have two phases: in the first phase, the generalization error depends polynomially on the data dimension and decreases fast; whereas in the second phase, the error depends exponentially on the data dimension and decreases slowly. Our analysis highlights the complexity of the data distribution in determining the generalization error. When the data distributes benignly, our result suggests that nearest neighbor classifier can achieve a generalization error that depends polynomially, instead of exponentially, on the data dimension.
Deep Generative Imputation Model for Missing Not At Random Data
Chen, Jialei, Xu, Yuanbo, Wang, Pengyang, Yang, Yongjian
Data analysis usually suffers from the Missing Not At Random (MNAR) problem, where the cause of the value missing is not fully observed. Compared to the naive Missing Completely At Random (MCAR) problem, it is more in line with the realistic scenario whereas more complex and challenging. Existing statistical methods model the MNAR mechanism by different decomposition of the joint distribution of the complete data and the missing mask. But we empirically find that directly incorporating these statistical methods into deep generative models is sub-optimal. Specifically, it would neglect the confidence of the reconstructed mask during the MNAR imputation process, which leads to insufficient information extraction and less-guaranteed imputation quality. In this paper, we revisit the MNAR problem from a novel perspective that the complete data and missing mask are two modalities of incomplete data on an equal footing. Along with this line, we put forward a generative-model-specific joint probability decomposition method, conjunction model, to represent the distributions of two modalities in parallel and extract sufficient information from both complete data and missing mask. Taking a step further, we exploit a deep generative imputation model, namely GNR, to process the real-world missing mechanism in the latent space and concurrently impute the incomplete data and reconstruct the missing mask. The experimental results show that our GNR surpasses state-of-the-art MNAR baselines with significant margins (averagely improved from 9.9% to 18.8% in RMSE) and always gives a better mask reconstruction accuracy which makes the imputation more principle.
Denoising Diffusion Samplers
Vargas, Francisco, Grathwohl, Will, Doucet, Arnaud
Denoising diffusion models are a popular class of generative models providing state-of-the-art results in many domains. One adds gradually noise to data using a diffusion to transform the data distribution into a Gaussian distribution. Samples from the generative model are then obtained by simulating an approximation of the time-reversal of this diffusion initialized by Gaussian samples. Practically, the intractable score terms appearing in the time-reversed process are approximated using score matching techniques. We explore here a similar idea to sample approximately from unnormalized probability density functions and estimate their normalizing constants. We consider a process where the target density diffuses towards a Gaussian. Denoising Diffusion Samplers (DDS) are obtained by approximating the corresponding time-reversal. While score matching is not applicable in this context, we can leverage many of the ideas introduced in generative modeling for Monte Carlo sampling. Existing theoretical results from denoising diffusion models also provide theoretical guarantees for DDS. We discuss the connections between DDS, optimal control and Schr\"odinger bridges and finally demonstrate DDS experimentally on a variety of challenging sampling tasks.
An Introduction to Neural Data Compression
Yang, Yibo, Mandt, Stephan, Theis, Lucas
Neural compression is the application of neural networks and other machine learning methods to data compression. Recent advances in statistical machine learning have opened up new possibilities for data compression, allowing compression algorithms to be learned end-to-end from data using powerful generative models such as normalizing flows, variational autoencoders, diffusion probabilistic models, and generative adversarial networks. The present article aims to introduce this field of research to a broader machine learning audience by reviewing the necessary background in information theory (e.g., entropy coding, rate-distortion theory) and computer vision (e.g., image quality assessment, perceptual metrics), and providing a curated guide through the essential ideas and methods in the literature thus far.
Time-Synchronized Full System State Estimation Considering Practical Implementation Challenges
Varghese, Antos Cheeramban, Shah, Hritik, Azimian, Behrouz, Pal, Anamitra, Farantatos, Evangelos
As phasor measurement units (PMUs) are usually placed on the highest voltage buses, many lower voltage levels of the bulk power system are not observed by them. This lack of visibility makes time-synchronized state estimation of the full system a challenging problem. We propose a Deep Neural network-based State Estimator (DeNSE) to overcome this problem. The DeNSE employs a Bayesian framework to indirectly combine inferences drawn from slow timescale but widespread supervisory control and data acquisition (SCADA) data with fast timescale but local PMU data to attain sub-second situational awareness of the entire system. The practical utility of the proposed approach is demonstrated by considering topology changes, non-Gaussian measurement noise, and bad data detection and correction. The results obtained using the IEEE 118-bus system show the superiority of the DeNSE over a purely SCADA state estimator, a SCADA-PMU hybrid state estimator, and a PMU-only linear state estimator from a techno-economic viability perspective. Lastly, the scalability of the DeNSE is proven by performing state estimation on a large and realistic 2000-bus Synthetic Texas system.
An Adaptive Approach for Probabilistic Wind Power Forecasting Based on Meta-Learning
Meng, Zichao, Guo, Ye, Sun, Hongbin
This paper studies an adaptive approach for probabilistic wind power forecasting (WPF) including offline and online learning procedures. In the offline learning stage, a base forecast model is trained via inner and outer loop updates of meta-learning, which endows the base forecast model with excellent adaptability to different forecast tasks, i.e., probabilistic WPF with different lead times or locations. In the online learning stage, the base forecast model is applied to online forecasting combined with incremental learning techniques. On this basis, the online forecast takes full advantage of recent information and the adaptability of the base forecast model. Two applications are developed based on our proposed approach concerning forecasting with different lead times (temporal adaptation) and forecasting for newly established wind farms (spatial adaptation), respectively. Numerical tests were conducted on real-world wind power data sets. Simulation results validate the advantages in adaptivity of the proposed methods compared with existing alternatives.
Conformal Frequency Estimation using Discrete Sketched Data with Coverage for Distinct Queries
Sesia, Matteo, Favaro, Stefano, Dobriban, Edgar
This paper develops conformal inference methods to construct a confidence interval for the frequency of a queried object in a very large discrete data set, based on a sketch with a lower memory footprint. This approach requires no knowledge of the data distribution and can be combined with any sketching algorithm, including but not limited to the renowned count-min sketch, the count-sketch, and variations thereof. After explaining how to achieve marginal coverage for exchangeable random queries, we extend our solution to provide stronger inferences that can account for the discreteness of the data and for heterogeneous query frequencies, increasing also robustness to possible distribution shifts. These results are facilitated by a novel conformal calibration technique that guarantees valid coverage for a large fraction of distinct random queries. Finally, we show our methods have improved empirical performance compared to existing frequentist and Bayesian alternatives in simulations as well as in examples of text and SARS-CoV-2 DNA data.
IoT Data Trust Evaluation via Machine Learning
Tadj, Timothy, Arablouei, Reza, Dedeoglu, Volkan
Various approaches based on supervised or unsupervised machine learning (ML) have been proposed for evaluating IoT data trust. However, assessing their real-world efficacy is hard mainly due to the lack of related publicly-available datasets that can be used for benchmarking. Since obtaining such datasets is challenging, we propose a data synthesis method, called random walk infilling (RWI), to augment IoT time-series datasets by synthesizing untrustworthy data from existing trustworthy data. Thus, RWI enables us to create labeled datasets that can be used to develop and validate ML models for IoT data trust evaluation. We also extract new features from IoT time-series sensor data that effectively capture its auto-correlation as well as its cross-correlation with the data of the neighboring (peer) sensors. These features can be used to learn ML models for recognizing the trustworthiness of IoT sensor data. Equipped with our synthesized ground-truth-labeled datasets and informative correlation-based feature, we conduct extensive experiments to critically examine various approaches to evaluating IoT data trust via ML. The results reveal that commonly used ML-based approaches to IoT data trust evaluation, which rely on unsupervised cluster analysis to assign trust labels to unlabeled data, perform poorly. This poor performance can be attributed to the underlying unsubstantiated assumption that clustering provides reliable labels for data trust, a premise that is found to be untenable. The results also show that the ML models learned from datasets augmented via RWI while using the proposed features generalize well to unseen data and outperform existing related approaches. Moreover, we observe that a semi-supervised ML approach that requires only about 10% of the data labeled offers competitive performance while being practically more appealing compared to the fully-supervised approaches.