Uncertainty
Are uGLAD? Time will tell!
Imani, Shima, Shrivastava, Harsh
We frequently encounter multiple series that are temporally correlated in our surroundings, such as EEG data to examine alterations in brain activity or sensors to monitor body movements. Segmentation of multivariate time series data is a technique for identifying meaningful patterns or changes in the time series that can signal a shift in the system's behavior. However, most segmentation algorithms have been designed primarily for univariate time series, and their performance on multivariate data remains largely unsatisfactory, making this a challenging problem. In this work, we introduce a novel approach for multivariate time series segmentation using conditional independence (CI) graphs. CI graphs are probabilistic graphical models that represents the partial correlations between the nodes. We propose a domain agnostic multivariate segmentation framework `$\texttt{tGLAD}$' which draws a parallel between the CI graph nodes and the variables of the time series. Consider applying a graph recovery model $\texttt{uGLAD}$ to a short interval of the time series, it will result in a CI graph that shows partial correlations among the variables. We extend this idea to the entire time series by utilizing a sliding window to create a batch of time intervals and then run a single $\texttt{uGLAD}$ model in multitask learning mode to recover all the CI graphs simultaneously. As a result, we obtain a corresponding temporal CI graphs representation. We then designed a first-order and second-order based trajectory tracking algorithms to study the evolution of these graphs across distinct intervals. Finally, an `Allocation' algorithm is used to determine a suitable segmentation of the temporal graph sequence. $\texttt{tGLAD}$ provides a competitive time complexity of $O(N)$ for settings where number of variables $D<
Blow-up Algorithm for Sum-of-Products Polynomials and Real Log Canonical Thresholds
When considering an invariant that gives a Bayesian generalization error, that is a real log canonical threshold, in general, papers replace a mean error function with a relatively simple polynomial whose real log canonical threshold corresponds to that of the mean error function, and obtain its real log canonical threshold by resolving its singularities through an algebraic operation called blow-up. Though it is known that the singularities of any polynomial can be resolved by a finite number of blow-up iterations, it is not clarified well whether or not it is possible to resolve singularities of a specific polynomial by applying a specific blow-up algorithm. Therefore this paper proposes a blow-up algorithm that can be applied to the polynomials called sum-of-products polynomials and proves that it halts. Furthermore, this paper considers real log canonical thresholds of sum-of-products polynomials by using the algorithm. First, this section explains the foundation of Bayesian learning theory and details the relation to a real log canonical threshold and blow-up. Then this section defines exclusive sum-of-products polynomials which is subject to previous studies and explains the novelty and utility of this paper.
Uncertainty-aware deep learning for digital twin-driven monitoring: Application to fault detection in power lines
Das, Laya, Gjorgiev, Blazhe, Sansavini, Giovanni
Deep neural networks (DNNs) are often coupled with physics-based models or data-driven surrogate models to perform fault detection and health monitoring of systems in the low data regime. These models serve as digital twins to generate large quantities of data to train DNNs which would otherwise be difficult to obtain from the real-life system. However, such models can exhibit parametric uncertainty that propagates to the generated data. In addition, DNNs exhibit uncertainty in the parameters learnt during training. In such a scenario, the performance of the DNN model will be influenced by the uncertainty in the physics-based model as well as the parameters of the DNN. In this article, we quantify the impact of both these sources of uncertainty on the performance of the DNN. We perform explicit propagation of uncertainty in input data through all layers of the DNN, as well as implicit prediction of output uncertainty to capture the former. Furthermore, we adopt Monte Carlo dropout to capture uncertainty in DNN parameters. We demonstrate the approach for fault detection of power lines with a physics-based model, two types of input data and three different neural network architectures. We compare the performance of such uncertainty-aware probabilistic models with their deterministic counterparts. The results show that the probabilistic models provide important information regarding the confidence of predictions, while also delivering an improvement in performance over deterministic models.
Maximum margin learning of t-SPNs for cell classification with filtered input
Kang, Haeyong, Yoo, Chang D., Na, Yongcheon
An algorithm based on a deep probabilistic architecture referred to as a tree-structured sum-product network (t-SPN) is considered for cell classification. The t-SPN is constructed such that the unnormalized probability is represented as conditional probabilities of a subset of most similar cell classes. The constructed t-SPN architecture is learned by maximizing the margin, which is the difference in the conditional probability between the true and the most competitive false label. To enhance the generalization ability of the architecture, L2-regularization (REG) is considered along with the maximum margin (MM) criterion in the learning process. To highlight cell features, this paper investigates the effectiveness of two generic high-pass filters: ideal high-pass filtering and the Laplacian of Gaussian (LOG) filtering. On both HEp-2 and Feulgen benchmark datasets, the t-SPN architecture learned based on the max-margin criterion with regularization produced the highest accuracy rate compared to other state-of-the-art algorithms that include convolutional neural network (CNN) based algorithms. The ideal high-pass filter was more effective on the HEp-2 dataset, which is based on immunofluorescence staining, while the LOG was more effective on the Feulgen dataset, which is based on Feulgen staining.
A fuzzy adaptive evolutionary-based feature selection and machine learning framework for single and multi-objective body fat prediction
Keivanian, Farshid, Chiong, Raymond, Fan, Zongwen
Predicting body fat can provide medical practitioners and users with essential information for preventing and diagnosing heart diseases. Hybrid machine learning models offer better performance than simple regression analysis methods by selecting relevant body measurements and capturing complex nonlinear relationships among selected features in modelling body fat prediction problems. There are, however, some disadvantages to them. Current machine learning. Modelling body fat prediction as a combinatorial single- and multi-objective optimisation problem often gets stuck in local optima. When multiple feature subsets produce similar or close predictions, avoiding local optima becomes more complex. Evolutionary feature selection has been used to solve several machine-learning-based optimisation problems. A fuzzy set theory determines appropriate levels of exploration and exploitation while managing parameterisation and computational costs. A weighted-sum body fat prediction approach was explored using evolutionary feature selection, fuzzy set theory, and machine learning algorithms, integrating contradictory metrics into a single composite goal optimised by fuzzy adaptive evolutionary feature selection. Hybrid fuzzy adaptive global learning local search universal diversity-based feature selection is applied to this single-objective feature selection-machine learning framework (FAGLSUD-based FS-ML). While using fewer features, this model achieved a more accurate and stable estimate of body fat percentage than other hybrid and state-of-the-art machine learning models. A multi-objective FAGLSUD-based FS-MLP is also proposed to analyse accuracy, stability, and dimensionality conflicts simultaneously. To make informed decisions about fat deposits in the most vital body parts and blood lipid levels, medical practitioners and users can use a well-distributed Pareto set of trade-off solutions.
Curiosity-based Robot Navigation under Uncertainty in Crowded Environments
Cai, Kuanqi, Chen, Weinan, Wang, Chaoqun, Zhang, Hong, Meng, Max Q. -H.
Mobile robots have become more and more popular in large-scale and crowded environments, such as airports, shopping malls, etc. However, due to sparse landmarks and crowd noise, localization in this environment is a great challenge. Furthermore, it is unreliable for the robot to navigate safely in crowds while considering human comfort. Thus, how to navigate safely with localization precision in that environment is a critical problem. To solve this problem, we proposed a curiosity-based framework that can find an effective path with the consideration of human comfort and crowds, localization uncertainty, and the cost-to-go to the target. Three parts are involved in the proposed framework: the distance assessment module, the Curiosity for Positive Content (CPC), namely information-rich areas, and the Curiosity for Negative Content (CNC), namely crowded areas. CPC is introduced when the real-time localization uncertainty evaluation is not satisfied. This factor is predicted through the propagation of uncertainty along the candidate trajectory to provoke the robot to approach localization-referenced landmarks. The Human Comfort and Crowd Density Map (HCCDM) based on the Gaussian Mixture Model (GMM) is established to calculate CNC, which drives the robot to bypass the crowd and consider human comfort. The evaluation is conducted in a series of large-scale and crowded environments. The results show that our method can find a feasible path that can consider the localization uncertainty while simultaneously avoiding the crowded area.
Indeterminate Probability Neural Network
Yang, Tao, Liu, Chuang, Ma, Xiaofeng, Lu, Weijia, Wu, Ning, Li, Bingyang, Yang, Zhifei, Liu, Peng, Sun, Lin, Zhang, Xiaodong, Zhang, Can
We propose a new general model called IPNN - Indeterminate Probability Neural Network, which combines neural network and probability theory together. In the classical probability theory, the calculation of probability is based on the occurrence of events, which is hardly used in current neural networks. In this paper, we propose a new general probability theory, which is an extension of classical probability theory, and makes classical probability theory a special case to our theory. Besides, for our proposed neural network framework, the output of neural network is defined as probability events, and based on the statistical analysis of these events, the inference model for classification task is deduced. IPNN shows new property: It can perform unsupervised clustering while doing classification. Besides, IPNN is capable of making very large classification with very small neural network, e.g. model with 100 output nodes can classify 10 billion categories. Theoretical advantages are reflected in experimental results.
Long-tailed Classification from a Bayesian-decision-theory Perspective
Long-tailed classification poses a challenge due to its heavy imbalance in class probabilities and tail-sensitivity risks with asymmetric misprediction costs. Recent attempts have used re-balancing loss and ensemble methods, but they are largely heuristic and depend heavily on empirical results, lacking theoretical explanation. Furthermore, existing methods overlook the decision loss, which characterizes different costs associated with tailed classes. This paper presents a general and principled framework from a Bayesian-decision-theory perspective, which unifies existing techniques including re-balancing and ensemble methods, and provides theoretical justifications for their effectiveness. From this perspective, we derive a novel objective based on the integrated risk and a Bayesian deep-ensemble approach to improve the accuracy of all classes, especially the "tail". Besides, our framework allows for task-adaptive decision loss which provides provably optimal decisions in varying task scenarios, along with the capability to quantify uncertainty. Finally, We conduct comprehensive experiments, including standard classification, tail-sensitive classification with a new False Head Rate metric, calibration, and ablation studies. Our framework significantly improves the current SOTA even on large-scale real-world datasets like ImageNet.
Fully Bayesian inference for latent variable Gaussian process models
Yerramilli, Suraj, Iyer, Akshay, Chen, Wei, Apley, Daniel W.
Real engineering and scientific applications often involve one or more qualitative inputs. Standard Gaussian processes (GPs), however, cannot directly accommodate qualitative inputs. The recently introduced latent variable Gaussian process (LVGP) overcomes this issue by first mapping each qualitative factor to underlying latent variables (LVs), and then uses any standard GP covariance function over these LVs. The LVs are estimated similarly to the other GP hyperparameters through maximum likelihood estimation, and then plugged into the prediction expressions. However, this plug-in approach will not account for uncertainty in estimation of the LVs, which can be significant especially with limited training data. In this work, we develop a fully Bayesian approach for the LVGP model and for visualizing the effects of the qualitative inputs via their LVs. We also develop approximations for scaling up LVGPs and fully Bayesian inference for the LVGP hyperparameters. We conduct numerical studies comparing plug-in inference against fully Bayesian inference over a few engineering models and material design applications. In contrast to previous studies on standard GP modeling that have largely concluded that a fully Bayesian treatment offers limited improvements, our results show that for LVGP modeling it offers significant improvements in prediction accuracy and uncertainty quantification over the plug-in approach.
Diffusion probabilistic modeling of protein backbones in 3D for the motif-scaffolding problem
Trippe, Brian L., Yim, Jason, Tischer, Doug, Baker, David, Broderick, Tamara, Barzilay, Regina, Jaakkola, Tommi
Construction of a scaffold structure that supports a desired motif, conferring protein function, shows promise for the design of vaccines and enzymes. But a general solution to this motif-scaffolding problem remains open. Current machine-learning techniques for scaffold design are either limited to unrealistically small scaffolds (up to length 20) or struggle to produce multiple diverse scaffolds. We propose to learn a distribution over diverse and longer protein backbone structures via an E(3)-equivariant graph neural network. We develop SMCDiff to efficiently sample scaffolds from this distribution conditioned on a given motif; our algorithm is the first to theoretically guarantee conditional samples from a diffusion model in the large-compute limit. We evaluate our designed backbones by how well they align with AlphaFold2-predicted structures. We show that our method can (1) sample scaffolds up to 80 residues and (2) achieve structurally diverse scaffolds for a fixed motif.