Uncertainty
Quantification of Predictive Uncertainty via Inference-Time Sampling
Tóthová, Katarína, Ladický, Ľubor, Thul, Daniel, Pollefeys, Marc, Konukoglu, Ender
Predictive variability due to data ambiguities has typically been addressed via construction of dedicated models with built-in probabilistic capabilities that are trained to predict uncertainty estimates as variables of interest. These approaches require distinct architectural components and training mechanisms, may include restrictive assumptions and exhibit overconfidence, i.e., high confidence in imprecise predictions. In this work, we propose a post-hoc sampling strategy for estimating predictive uncertainty accounting for data ambiguity. The method can generate different plausible outputs for a given input and does not assume parametric forms of predictive distributions. It is architecture agnostic and can be applied to any feed-forward deterministic network without changes to the architecture or training procedure. Experiments on regression tasks on imaging and non-imaging input data show the method's ability to generate diverse and multi-modal predictive distributions, and a desirable correlation of the estimated uncertainty with the prediction error.
A Global Transport Capacity Risk Prediction Method for Rail Transit Based on Gaussian Bayesian Network
Zhengyang, Zhang, Wei, Dong, jun, Liu, Xinya, Sun, Yindong, Ji
Rail transit plays an increasingly important role in modern Since transport capacity risks at the rail transit network level urban transportation with its advantages of large capacity, good have a large influence surface and propagation inertia, different punctuality, high safety, environmental friendliness and low cost, passenger flow conditions will also have different impacts on the and has become the backbone and important support of modern safety of the network, if effective preventive measures are not transportation. Although the safety of rail transit is higher than taken, once the risk propagation starts, it can easily lead to a that of conventional road traffic, due to the large scale of rail rapid decline in the safety of the whole network and eventually transit network, heavy transportation tasks and close coupling lead to safety accidents. Therefore, the prediction of transport between lines, once a failure or safety accident occurs, it will capacity risk on the basis of transport capacity risk assessment have a great impact on urban transportation. For example, on has important practical significance for the safe operation of rail December 22, 2009, around 7:00 a.m., a collision occurred on transit network.
Causal Discovery from Temporal Data: An Overview and New Perspectives
Gong, Chang, Yao, Di, Zhang, Chuzhe, Li, Wenbin, Bi, Jingping
Temporal data, representing chronological observations of complex systems, has always been a typical data structure that can be widely generated by many domains, such as industry, medicine and finance. Analyzing this type of data is extremely valuable for various applications. Thus, different temporal data analysis tasks, eg, classification, clustering and prediction, have been proposed in the past decades. Among them, causal discovery, learning the causal relations from temporal data, is considered an interesting yet critical task and has attracted much research attention. Existing causal discovery works can be divided into two highly correlated categories according to whether the temporal data is calibrated, ie, multivariate time series causal discovery, and event sequence causal discovery. However, most previous surveys are only focused on the time series causal discovery and ignore the second category. In this paper, we specify the correlation between the two categories and provide a systematical overview of existing solutions. Furthermore, we provide public datasets, evaluation metrics and new perspectives for temporal data causal discovery.
Meaningful human command: Advance control directives as a method to enable moral and legal responsibility for autonomous weapons systems
21st Century war is increasing in speed, with conventional forces combined with massed use of autonomous systems and human-machine integration. However, a significant challenge is how humans can ensure moral and legal responsibility for systems operating outside of normal temporal parameters. This chapter considers whether humans can stand outside of real time and authorise actions for autonomous systems by the prior establishment of a contract, for actions to occur in a future context particularly in faster than real time or in very slow operations where human consciousness and concentration could not remain well informed. The medical legal precdent found in 'advance care directives' suggests how the time-consuming, deliberative process required for accountability and responsibility of weapons systems may be achievable outside real time captured in an 'advance control driective' (ACD). The chapter proposes 'autonomy command' scaffolded and legitimised through the construction of ACD ahead of the deployment of autonomous systems.
Confident Neural Network Regression with Bootstrapped Deep Ensembles
Sluijterman, Laurens, Cator, Eric, Heskes, Tom
With the rise of the popularity and usage of neural networks, trustworthy uncertainty estimation is becoming increasingly essential. One of the most prominent uncertainty estimation methods is Deep Ensembles (Lakshminarayanan et al., 2017) . A classical parametric model has uncertainty in the parameters due to the fact that the data on which the model is build is a random sample. A modern neural network has an additional uncertainty component since the optimization of the network is random. Lakshminarayanan et al. (2017) noted that Deep Ensembles do not incorporate the classical uncertainty induced by the effect of finite data. In this paper, we present a computationally cheap extension of Deep Ensembles for the regression setting, called Bootstrapped Deep Ensembles, that explicitly takes this classical effect of finite data into account using a modified version of the parametric bootstrap. We demonstrate through an experimental study that our method significantly improves upon standard Deep Ensembles
A Probabilistic Approach to Self-Supervised Learning using Cyclical Stochastic Gradient MCMC
Javanbakhat, Masoumeh, Lippert, Christoph
In this paper we present a practical Bayesian self-supervised learning method with Cyclical Stochastic Gradient Hamiltonian Monte Carlo (cSGHMC). Within this framework, we place a prior over the parameters of a self-supervised learning model and use cSGHMC to approximate the high dimensional and multimodal posterior distribution over the embeddings. By exploring an expressive posterior over the embeddings, Bayesian self-supervised learning produces interpretable and diverse representations. Marginalizing over these representations yields a significant gain in performance, calibration and out-of-distribution detection on a variety of downstream classification tasks. We provide experimental results on multiple classification tasks on four challenging datasets. Moreover, we demonstrate the effectiveness of the proposed method in out-of-distribution detection using the SVHN and CIFAR-10 datasets.
Machine Learning Small Molecule Properties in Drug Discovery
Schapin, Nikolai, Majewski, Maciej, Varela, Alejandro, Arroniz, Carlos, De Fabritiis, Gianni
Machine learning (ML) is a promising approach for predicting small molecule properties in drug discovery. Here, we provide a comprehensive overview of various ML methods introduced for this purpose in recent years. We review a wide range of properties, including binding affinities, solubility, and ADMET (Absorption, Distribution, Metabolism, Excretion, and Toxicity). We discuss existing popular datasets and molecular descriptors and embeddings, such as chemical fingerprints and graph-based neural networks. We highlight also challenges of predicting and optimizing multiple properties during hit-to-lead and lead optimization stages of drug discovery and explore briefly possible multi-objective optimization techniques that can be used to balance diverse properties while optimizing lead candidates. Finally, techniques to provide an understanding of model predictions, especially for critical decision-making in drug discovery are assessed. Overall, this review provides insights into the landscape of ML models for small molecule property predictions in drug discovery. So far, there are multiple diverse approaches, but their performances are often comparable. Neural networks, while more flexible, do not always outperform simpler models. This shows that the availability of high-quality training data remains crucial for training accurate models and there is a need for standardized benchmarks, additional performance metrics, and best practices to enable richer comparisons between the different techniques and models that can shed a better light on the differences between the many techniques.
An enhanced motion planning approach by integrating driving heterogeneity and long-term trajectory prediction for automated driving systems
Dong, Ni, Chen, Shuming, Wu, Yina, Feng, Yiheng, Liu, Xiaobo
The benefits of ADSs can be guaranteed by making the driving experience in complex driving environments more comfortable and safer (Sarker et al., 2019). New perception technologies enable ADSs to detect the surrounding traffic. When surrounding traffic, such as other vehicles, pedestrians, and cyclists, is detected, a motion-planning algorithm can generate a safe path for the ADS (Frazzoli, 2000; Shiller and Gwo, 1991). The generated path is continuously updated using decision and control technologies based on the surrounding environment. One of the greatest challenges for ADSs is the uncertainty of the surrounding dynamic environment (González et al., 2016). An ADS must adapt to these changing conditions and make decisions that prioritize safety and efficiency.
Simulation-based inference using surjective sequential neural likelihood estimation
Dirmeier, Simon, Albert, Carlo, Perez-Cruz, Fernando
We present Surjective Sequential Neural Likelihood (SSNL) estimation, a novel method for simulation-based inference in models where the evaluation of the likelihood function is not tractable and only a simulator that can generate synthetic data is available. SSNL fits a dimensionality-reducing surjective normalizing flow model and uses it as a surrogate likelihood function which allows for conventional Bayesian inference using either Markov chain Monte Carlo methods or variational inference. By embedding the data in a low-dimensional space, SSNL solves several issues previous likelihood-based methods had when applied to high-dimensional data sets that, for instance, contain non-informative data dimensions or lie along a lower-dimensional manifold. We evaluate SSNL on a wide variety of experiments and show that it generally outperforms contemporary methods used in simulation-based inference, for instance, on a challenging real-world example from astrophysics which models the magnetic field strength of the sun using a solar dynamo model.
FaDIn: Fast Discretized Inference for Hawkes Processes with General Parametric Kernels
Staerman, Guillaume, Allain, Cédric, Gramfort, Alexandre, Moreau, Thomas
Temporal point processes (TPP) are a natural tool for modeling event-based data. Among all TPP models, Hawkes processes have proven to be the most widely used, mainly due to their adequate modeling for various applications, particularly when considering exponential or non-parametric kernels. Although non-parametric kernels are an option, such models require large datasets. While exponential kernels are more data efficient and relevant for specific applications where events immediately trigger more events, they are ill-suited for applications where latencies need to be estimated, such as in neuroscience. This work aims to offer an efficient solution to TPP inference using general parametric kernels with finite support. The developed solution consists of a fast $\ell_2$ gradient-based solver leveraging a discretized version of the events. After theoretically supporting the use of discretization, the statistical and computational efficiency of the novel approach is demonstrated through various numerical experiments. Finally, the method's effectiveness is evaluated by modeling the occurrence of stimuli-induced patterns from brain signals recorded with magnetoencephalography (MEG). Given the use of general parametric kernels, results show that the proposed approach leads to an improved estimation of pattern latency than the state-of-the-art.