Uncertainty
Learning non-stationary and discontinuous functions using clustering, classification and Gaussian process modelling
Surrogate models have shown to be an extremely efficient aid in solving engineering problems that require repeated evaluations of an expensive computational model. They are built by sparsely evaluating the costly original model and have provided a way to solve otherwise intractable problems. A crucial aspect in surrogate modelling is the assumption of smoothness and regularity of the model to approximate. This assumption is however not always met in reality. For instance in civil or mechanical engineering, some models may present discontinuities or non-smoothness, e.g., in case of instability patterns such as buckling or snap-through. Building a single surrogate model capable of accounting for these fundamentally different behaviors or discontinuities is not an easy task. In this paper, we propose a three-stage approach for the approximation of non-smooth functions which combines clustering, classification and regression. The idea is to split the space following the localized behaviors or regimes of the system and build local surrogates that are eventually assembled. A sequence of well-known machine learning techniques are used: Dirichlet process mixtures models (DPMM), support vector machines and Gaussian process modelling. The approach is tested and validated on two analytical functions and a finite element model of a tensile membrane structure.
Learning Efficiently Function Approximation for Contextual MDP
We study learning contextual MDPs using a function approximation for both the rewards and the dynamics. We consider both the case that the dynamics dependent or independent of the context. For both models we derive polynomial sample and time complexity (assuming an efficient ERM oracle). Our methodology gives a general reduction from learning contextual MDP to supervised learning.
Causal de Finetti: On the Identification of Invariant Causal Structure in Exchangeable Data
Guo, Siyuan, Tóth, Viktor, Schölkopf, Bernhard, Huszár, Ferenc
Learning causal structure from observational data often assumes that we observe independent and identically distributed (i.\,i.\,d) data. The traditional approach aims to find a graphical representation that encodes the same set of conditional independence relationships as those present in the observed distribution. It is known that under i.\,i.\,d assumption, even with infinite data, there is a limit to how fine-grained a causal structure we can identify. To overcome this limitation, recent work has explored using data originating from different, related environments to learn richer causal structure. These approaches implicitly rely on the independent causal mechanisms (ICM) principle, which postulates that the mechanism giving rise to an effect given its causes and the mechanism which generates the causes do not inform or influence each other. Thus, components of the causal model can independently change from environment to environment. Despite its wide application in machine learning and causal inference, there is a lack of statistical formalization of the ICM principle and how it enables identification of richer causal structures from grouped data. Here we present new causal de Finetti theorems which offer a first statistical formalization of ICM principle and show how causal structure identification is possible from exchangeable data. Our work provides theoretical justification for a broad range of techniques leveraging multi-environment data to learn causal structure.
Strategy Graphs for Influence Diagrams
Hansen, Eric A. (Mississippi State University) | Shi, Jinchuan (Mississippi State University) | Kastrantas, James (Mississippi State University)
An influence diagram is a graphical model of a Bayesian decision problem that is solved by finding a strategy that maximizes expected utility. When an influence diagram is solved by variable elimination or a related dynamic programming algorithm, it is traditional to represent a strategy as a sequence of policies, one for each decision variable, where a policy maps the relevant history for a decision to an action. We propose an alternative representation of a strategy as a graph, called a strategy graph, and show how to modify a variable elimination algorithm so that it constructs a strategy graph. We consider both a classic variable elimination algorithm for influence diagrams and a recent extension of this algorithm that has more relaxed constraints on elimination order that allow improved performance. We consider the advantages of representing a strategy as a graph and, in particular, how to simplify a strategy graph so that it is easier to interpret and analyze.
Kernel Density Estimation Definition
The Kernel Density Estimation is a mathematic process of finding an estimate probability density function of a random variable. The estimation attempts to infer characteristics of a population, based on a finite data set. The data smoothing problem often is used in signal processing and data science, as it is a powerful way to estimate probability density. In short, the technique allows one to create a smooth curve given a set of random data. However, the estimation can also be used to generate points that only appear to have come from a specific sample set.
Bayesian Semiparametric Model for Sequential Treatment Decisions with Informative Timing
Oganisian, Arman, Getz, Kelly D., Alonzo, Todd A., Aplenc, Richard, Roy, Jason A.
We develop a Bayesian semi-parametric model for the estimating the impact of dynamic treatment rules on survival among patients diagnosed with pediatric acute myeloid leukemia (AML). The data consist of a subset of patients enrolled in the phase III AAML1031 clinical trial in which patients move through a sequence of four treatment courses. At each course, they undergo treatment that may or may not include anthracyclines (ACT). While ACT is known to be effective at treating AML, it is also cardiotoxic and can lead to early death for some patients. Our task is to estimate the potential survival probability under hypothetical dynamic ACT treatment strategies, but there are several impediments. First, since ACT was not randomized in the trial, its effect on survival is confounded over time. Second, subjects initiate the next course depending on when they recover from the previous course, making timing potentially informative of subsequent treatment and survival. Third, patients may die or drop out before ever completing the full treatment sequence. We develop a generative Bayesian semi-parametric model based on Gamma Process priors to address these complexities. At each treatment course, the model captures subjects' transition to subsequent treatment or death in continuous time under a given rule. A g-computation procedure is used to compute a posterior over potential survival probability that is adjusted for time-varying confounding. Using this approach, we conduct posterior inference for the efficacy of hypothetical treatment rules that dynamically modify ACT based on evolving cardiac function.
Wheel-SLAM: Simultaneous Localization and Terrain Mapping Using One Wheel-mounted IMU
Wu, Yibin, Kuang, Jian, Niu, Xiaoji, Behley, Jens, Klingbeil, Lasse, Kuhlmann, Heiner
A reliable pose estimator robust to environmental disturbances is desirable for mobile robots. To this end, inertial measurement units (IMUs) play an important role because they can perceive the full motion state of the vehicle independently. However, it suffers from accumulative error due to inherent noise and bias instability, especially for low-cost sensors. In our previous studies on Wheel-INS \cite{niu2021, wu2021}, we proposed to limit the error drift of the pure inertial navigation system (INS) by mounting an IMU to the wheel of the robot to take advantage of rotation modulation. However, Wheel-INS still drifted over a long period of time due to the lack of external correction signals. In this letter, we propose to exploit the environmental perception ability of Wheel-INS to achieve simultaneous localization and mapping (SLAM) with only one IMU. To be specific, we use the road bank angles (mirrored by the robot roll angles estimated by Wheel-INS) as terrain features to enable the loop closure with a Rao-Blackwellized particle filter. The road bank angle is sampled and stored according to the robot position in the grid maps maintained by the particles. The weights of the particles are updated according to the difference between the currently estimated roll sequence and the terrain map. Field experiments suggest the feasibility of the idea to perform SLAM in Wheel-INS using the robot roll angle estimates. In addition, the positioning accuracy is improved significantly (more than 30\%) over Wheel-INS. The source code of our implementation is publicly available (https://github.com/i2Nav-WHU/Wheel-SLAM).
On Learning Fairness and Accuracy on Multiple Subgroups
Shui, Changjian, Xu, Gezheng, Chen, Qi, Li, Jiaqi, Ling, Charles, Arbel, Tal, Wang, Boyu, Gagné, Christian
We propose an analysis in fair learning that preserves the utility of the data while reducing prediction disparities under the criteria of group sufficiency. We focus on the scenario where the data contains multiple or even many subgroups, each with limited number of samples. As a result, we present a principled method for learning a fair predictor for all subgroups via formulating it as a bilevel objective. Specifically, the subgroup specific predictors are learned in the lower-level through a small amount of data and the fair predictor. In the upper-level, the fair predictor is updated to be close to all subgroup specific predictors. We further prove that such a bilevel objective can effectively control the group sufficiency and generalization error. We evaluate the proposed framework on real-world datasets. Empirical evidence suggests the consistently improved fair predictions, as well as the comparable accuracy to the baselines.
BinauralGrad: A Two-Stage Conditional Diffusion Probabilistic Model for Binaural Audio Synthesis
Leng, Yichong, Chen, Zehua, Guo, Junliang, Liu, Haohe, Chen, Jiawei, Tan, Xu, Mandic, Danilo, He, Lei, Li, Xiang-Yang, Qin, Tao, Zhao, Sheng, Liu, Tie-Yan
Binaural audio plays a significant role in constructing immersive augmented and virtual realities. As it is expensive to record binaural audio from the real world, synthesizing them from mono audio has attracted increasing attention. This synthesis process involves not only the basic physical warping of the mono audio, but also room reverberations and head/ear related filtrations, which, however, are difficult to accurately simulate in traditional digital signal processing. In this paper, we formulate the synthesis process from a different perspective by decomposing the binaural audio into a common part that shared by the left and right channels as well as a specific part that differs in each channel. Accordingly, we propose BinauralGrad, a novel two-stage framework equipped with diffusion models to synthesize them respectively. Specifically, in the first stage, the common information of the binaural audio is generated with a single-channel diffusion model conditioned on the mono audio, based on which the binaural audio is generated by a two-channel diffusion model in the second stage. Combining this novel perspective of two-stage synthesis with advanced generative models (i.e., the diffusion models), the proposed BinauralGrad is able to generate accurate and high-fidelity binaural audio samples. Experiment results show that on a benchmark dataset, BinauralGrad outperforms the existing baselines by a large margin in terms of both object and subject evaluation metrics (Wave L2: 0.128 vs. 0.157, MOS: 3.80 vs. 3.61).
Projectivity revisited
The behaviour of statistical relational representations across differently sized domains has become a focal area of research from both a modelling and a complexity viewpoint.Recently, projectivity of a family of distributions emerged as a key property, ensuring that marginal probabilities are independent of the domain size. However, the formalisation used currently assumes that the domain is characterised only by its size. This contribution extends the notion of projectivity from families of distributions indexed by domain size to functors taking extensional data from a database. This makes projectivity available for the large range of applications taking structured input. We transfer key known results on projective families of distributions to the new setting. This includes a characterisation of projective fragments in different statistical relational formalisms as well as a general representation theorem for projective families of distributions. Furthermore, we prove a correspondence between projectivity and distributions on countably infinite domains, which we use to unify and generalise earlier work on statistical relational representations in infinite domains. Finally, we use the extended notion of projectivity to define a further strengthening, which we call $\sigma$-projectivity, and which allows the use of the same representation in different modes while retaining projectivity.