Uncertainty
Max-min Learning of Approximate Weight Matrices from Fuzzy Data
In this article, we study the approximate solutions set $\Lambda_b$ of an inconsistent system of $\max-\min$ fuzzy relational equations $(S): A \Box_{\min}^{\max}x =b$. Using the $L_\infty$ norm, we compute by an explicit analytical formula the Chebyshev distance $\Delta~=~\inf_{c \in \mathcal{C}} \Vert b -c \Vert$, where $\mathcal{C}$ is the set of second members of the consistent systems defined with the same matrix $A$. We study the set $\mathcal{C}_b$ of Chebyshev approximations of the second member $b$ i.e., vectors $c \in \mathcal{C}$ such that $\Vert b -c \Vert = \Delta$, which is associated to the approximate solutions set $\Lambda_b$ in the following sense: an element of the set $\Lambda_b$ is a solution vector $x^\ast$ of a system $A \Box_{\min}^{\max}x =c$ where $c \in \mathcal{C}_b$. As main results, we describe both the structure of the set $\Lambda_b$ and that of the set $\mathcal{C}_b$. We then introduce a paradigm for $\max-\min$ learning weight matrices that relates input and output data from training data. The learning error is expressed in terms of the $L_\infty$ norm. We compute by an explicit formula the minimal value of the learning error according to the training data. We give a method to construct weight matrices whose learning error is minimal, that we call approximate weight matrices. Finally, as an application of our results, we show how to learn approximately the rule parameters of a possibilistic rule-based system according to multiple training data.
Optimizing the Noise in Self-Supervised Learning: from Importance Sampling to Noise-Contrastive Estimation
Chehab, Omar, Gramfort, Alexandre, Hyvarinen, Aapo
Self-supervised learning is an increasingly popular approach to unsupervised learning, achieving state-of-the-art results. A prevalent approach consists in contrasting data points and noise points within a classification task: this requires a good noise distribution which is notoriously hard to specify. While a comprehensive theory is missing, it is widely assumed that the optimal noise distribution should in practice be made equal to the data distribution, as in Generative Adversarial Networks (GANs). We here empirically and theoretically challenge this assumption. We turn to Noise-Contrastive Estimation (NCE) which grounds this self-supervised task as an estimation problem of an energy-based model of the data. This ties the optimality of the noise distribution to the sample efficiency of the estimator, which is rigorously defined as its asymptotic variance, or mean-squared error. In the special case where the normalization constant only is unknown, we show that NCE recovers a family of Importance Sampling estimators for which the optimal noise is indeed equal to the data distribution. However, in the general case where the energy is also unknown, we prove that the optimal noise density is the data density multiplied by a correction term based on the Fisher score. In particular, the optimal noise distribution is different from the data distribution, and is even from a different family. Nevertheless, we soberly conclude that the optimal noise may be hard to sample from, and the gain in efficiency can be modest compared to choosing the noise distribution equal to the data's.
A Tale of Two Latent Flows: Learning Latent Space Normalizing Flow with Short-run Langevin Flow for Approximate Inference
Xie, Jianwen, Zhu, Yaxuan, Xu, Yifei, Li, Dingcheng, Li, Ping
We study a normalizing flow in the latent space of a top-down generator model, in which the normalizing flow model plays the role of the informative prior model of the generator. We propose to jointly learn the latent space normalizing flow prior model and the top-down generator model by a Markov chain Monte Carlo (MCMC)-based maximum likelihood algorithm, where a short-run Langevin sampling from the intractable posterior distribution is performed to infer the latent variables for each observed example, so that the parameters of the normalizing flow prior and the generator can be updated with the inferred latent variables. We show that, under the scenario of non-convergent short-run MCMC, the finite step Langevin dynamics is a flow-like approximate inference model and the learning objective actually follows the perturbation of the maximum likelihood estimation (MLE). We further point out that the learning framework seeks to (i) match the latent space normalizing flow and the aggregated posterior produced by the short-run Langevin flow, and (ii) bias the model from MLE such that the short-run Langevin flow inference is close to the true posterior. Empirical results of extensive experiments validate the effectiveness of the proposed latent space normalizing flow model in the tasks of image generation, image reconstruction, anomaly detection, supervised image inpainting and unsupervised image recovery.
Distributed Bayesian: A Continuous Distributed Constraint Optimization Problem Solver
Fransman, Jeroen (a:1:{s:5:"en_US";s:30:"Delft University of Technology";}) | Sijs, Joris | Dol, Henry | Theunissen, Erik | De Schutter, Bart
In this paper, the novel Distributed Bayesian (D-Bay) algorithm is presented for solving multi-agent problems within the Continuous Distributed Constraint Optimization Problem (C-DCOP) framework. This framework extends the classical DCOP framework towards utility functions with continuous domains. D-Bay solves a C-DCOP by utilizing Bayesian optimization for the adaptive sampling of variables. We theoretically show that D-Bay converges to the global optimum of the C-DCOP for Lipschitz continuous utility functions. The performance of the algorithm is evaluated empirically based on the sample efficiency. The proposed algorithm is compared to state-of-the-art DCOP and C-DCOP solvers. The algorithm generates better solutions while requiring fewer samples.
Optimism in Face of a Context: Regret Guarantees for Stochastic Contextual MDP
We present regret minimization algorithms for stochastic contextual MDPs under minimum reachability assumption, using an access to an offline least square regression oracle. We analyze three different settings: where the dynamics is known, where the dynamics is unknown but independent of the context and the most challenging setting where the dynamics is unknown and context-dependent. For the latter, our algorithm obtains regret bound of $\widetilde{O}( (H+{1}/{p_{min}})H|S|^{3/2}\sqrt{|A|T\log(\max\{|\mathcal{G}|,|\mathcal{P}|\}/\delta)})$ with probability $1-\delta$, where $\mathcal{P}$ and $\mathcal{G}$ are finite and realizable function classes used to approximate the dynamics and rewards respectively, $p_{min}$ is the minimum reachability parameter, $S$ is the set of states, $A$ the set of actions, $H$ the horizon, and $T$ the number of episodes. To our knowledge, our approach is the first optimistic approach applied to contextual MDPs with general function approximation (i.e., without additional knowledge regarding the function class, such as it being linear and etc.). We present a lower bound of $\Omega(\sqrt{T H |S| |A| \ln(|\mathcal{G}|)/\ln(|A|)})$, on the expected regret which holds even in the case of known dynamics. Lastly, we discuss an extension of our results to CMDPs without minimum reachability, that obtains $\widetilde{O}(T^{3/4})$ regret.
Parallel Approaches to Accelerate Bayesian Decision Trees
Drousiotis, Efthyvoulos, Spirakis, Paul G., Maskell, Simon
Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Existing work on Bayesian decision trees uses MCMC. Unforunately, this can be slow, especially when considering large volumes of data. It is hard to parallelise the accept-reject component of the MCMC. None-the-less, we propose two methods for exploiting parallelism in the MCMC: in the first, we replace the MCMC with another numerical Bayesian approach, the Sequential Monte Carlo (SMC) sampler, which has the appealing property that it is an inherently parallel algorithm; in the second, we consider data partitioning. Both methods use multi-core processing with a High-Performance Computing (HPC) resource. We test the two methods in various study settings to determine which method is the most beneficial for each test case. Experiments show that data partitioning has limited utility in the settings we consider and that the use of the SMC sampler can improve run-time (compared to the sequential implementation) by up to a factor of 343.
Proactive and Reactive Engagement of Artificial Intelligence Methods for Education: A Review
Mallik, Sruti, Gangopadhyay, Ahana
Quality education, one of the seventeen sustainable development goals (SDGs) identified by the United Nations General Assembly, stands to benefit enormously from the adoption of artificial intelligence (AI) driven tools and technologies. The concurrent boom of necessary infrastructure, digitized data and general social awareness has propelled massive research and development efforts in the artificial intelligence for education (AIEd) sector. In this review article, we investigate how artificial intelligence, machine learning and deep learning methods are being utilized to support students, educators and administrative staff. We do this through the lens of a novel categorization approach. We consider the involvement of AI-driven methods in the education process in its entirety - from students admissions, course scheduling etc. in the proactive planning phase to knowledge delivery, performance assessment etc. in the reactive execution phase. We outline and analyze the major research directions under proactive and reactive engagement of AI in education using a representative group of 194 original research articles published in the past two decades i.e., 2003 - 2022. We discuss the paradigm shifts in the solution approaches proposed, i.e., in the choice of data and algorithms used over this time. We further dive into how the COVID-19 pandemic challenged and reshaped the education landscape at the fag end of this time period. Finally, we pinpoint existing limitations in adopting artificial intelligence for education and reflect on the path forward.
Agent-based Simulation of District-based Elections
In district-based elections, electors cast votes in their respective districts. In each district, the party with maximum votes wins the corresponding seat in the governing body. The election result is based on the number of seats won by different parties. In this system, locations of electors across the districts may severely affect the election result even if the total number of votes obtained by different parties remains unchanged. A less popular party may end up winning more seats if their supporters are suitably distributed spatially. This happens due to various regional and social influences on individual voters which modulate their voting choice. In this paper, we explore agent-based models for district-based elections, where we consider each elector as an agent, and try to represent their social and geographical attributes and political inclinations using probability distributions. This model can be used to simulate election results by Monte Carlo sampling. The models allow us to explore the full space of possible outcomes of an electoral setting, though they can also be calibrated to actual election results for suitable values of parameters. We use Approximate Bayesian Computation (ABC) framework to estimate model parameters. We show that our model can reproduce the results of elections held in India and USA, and can also produce counterfactual scenarios.
machine-learning-engineer-skills-career-path
Machine Learning (ML) is the branch of Artificial Intelligence in which we use algorithms to learn from data provided to make predictions on unseen data. Recently, the demand for Machine Learning engineers has rapidly grown across healthcare, Finance, e-commerce, etc. According to Glassdoor, the median ML Engineer Salary is $131,290 per annum. In 2021, the global ML market was valued at $15.44 billion. It is expected to grow at a significant compound annual growth rate (CAGR) above 38% until 2029.
How to Measure Evidence: Bayes Factors or Relative Belief Ratios?
Al-Labadi, Luai, Alzaatreh, Ayman, Evans, Michael
One of the virtues of the Bayesianapproachto statistical analysisis that it gives an unambiguous definition of what it means for there to be evidence in favor of or against a particular value of a parameter. This is provided by the following principle. Principle of Evidence: if the posterior probability of an event is greater than (less than, equal to) its prior probability, then there is evidence in favor of (against, no evidence either way of) the event being true. This seems like a very simple and intuitively satisfying way of characterizing evidence and it has long been considered to be quite natural and obvious. For example, Popper (1968) The Logic of Scientific Discovery, Appendix ix "If we are asked to give a criterion of the fact that the evidence y supports or corroborates a statement x, the most obvious reply is: that y increases the probability of x." Achinstein (2001) "for a fact e to be evidence that a hypothesis h is true, it is both necessary and sufficient for e to increase h's probability over its prior probability".