Uncertainty
Natural Language Syntax Complies with the Free-Energy Principle
Murphy, Elliot, Holmes, Emma, Friston, Karl
Natural language syntax yields an unbounded array of hierarchically structured expressions. We claim that these are used in the service of active inference in accord with the free-energy principle (FEP). While conceptual advances alongside modelling and simulation work have attempted to connect speech segmentation and linguistic communication with the FEP, we extend this program to the underlying computations responsible for generating syntactic objects. We argue that recently proposed principles of economy in language design - such as "minimal search" criteria from theoretical syntax - adhere to the FEP. This affords a greater degree of explanatory power to the FEP - with respect to higher language functions - and offers linguistics a grounding in first principles with respect to computability. We show how both tree-geometric depth and a Kolmogorov complexity estimate (recruiting a Lempel-Ziv compression algorithm) can be used to accurately predict legal operations on syntactic workspaces, directly in line with formulations of variational free energy minimization. This is used to motivate a general principle of language design that we term Turing-Chomsky Compression (TCC). We use TCC to align concerns of linguists with the normative account of self-organization furnished by the FEP, by marshalling evidence from theoretical linguistics and psycholinguistics to ground core principles of efficient syntactic computation within active inference.
Learning Causal Graphs in Manufacturing Domains using Structural Equation Models
Kertel, Maximilian, Harmeling, Stefan, Pauly, Markus
Many production processes are characterized by numerous and complex cause-and-effect relationships. Since they are only partially known they pose a challenge to effective process control. In this work we present how Structural Equation Models can be used for deriving cause-and-effect relationships from the combination of prior knowledge and process data in the manufacturing domain. Compared to existing applications, we do not assume linear relationships leading to more informative results.
Which is the best model for my data?
Nápoles, Gonzalo, Grau, Isel, Güven, Çiçek, Özdemir, Orçun, Salgueiro, Yamisleydi
In this paper, we tackle the problem of selecting the optimal model for a given structured pattern classification dataset. In this context, a model can be understood as a classifier and a hyperparameter configuration. The proposed meta-learning approach purely relies on machine learning and involves four major steps. Firstly, we present a concise collection of 62 meta-features that address the problem of information cancellation when aggregation measure values involving positive and negative measurements. Secondly, we describe two different approaches for synthetic data generation intending to enlarge the training data. Thirdly, we fit a set of pre-defined classification models for each classification problem while optimizing their hyperparameters using grid search. The goal is to create a meta-dataset such that each row denotes a multilabel instance describing a specific problem. The features of these meta-instances denote the statistical properties of the generated datasets, while the labels encode the grid search results as binary vectors such that best-performing models are positively labeled. Finally, we tackle the model selection problem with several multilabel classifiers, including a Convolutional Neural Network designed to handle tabular data. The simulation results show that our meta-learning approach can correctly predict an optimal model for 91% of the synthetic datasets and for 87% of the real-world datasets. Furthermore, we noticed that most meta-classifiers produced better results when using our meta-features. Overall, our proposal differs from other meta-learning approaches since it tackles the algorithm selection and hyperparameter tuning problems in a single step. Toward the end, we perform a feature importance analysis to determine which statistical features drive the model selection mechanism.
Streaming PAC-Bayes Gaussian process regression with a performance guarantee for online decision making
Liu, Tianyu, Lu, Jie, Yan, Zheng, Zhang, Guangquan
As a powerful Bayesian non-parameterized algorithm, the Gaussian process (GP) has performed a significant role in Bayesian optimization and signal processing. GPs have also advanced online decision-making systems because their posterior distribution has a closed-form solution. However, its training and inference process requires all historic data to be stored and the GP model to be trained from scratch. For those reasons, several online GP algorithms, such as O-SGPR and O-SVGP, have been specifically designed for streaming settings. In this paper, we present a new theoretical framework for online GPs based on the online probably approximately correct (PAC) Bayes theory. The framework offers both a guarantee of generalized performance and good accuracy. Instead of minimizing the marginal likelihood, our algorithm optimizes both the empirical risk function and a regularization item, which is in proportion to the divergence between the prior distribution and posterior distribution of parameters. In addition to its theoretical appeal, the algorithm performs well empirically on several regression datasets. Compared to other online GP algorithms, ours yields a generalization guarantee and very competitive accuracy.
Rhino: Deep Causal Temporal Relationship Learning With History-dependent Noise
Gong, Wenbo, Jennings, Joel, Zhang, Cheng, Pawlowski, Nick
Discovering causal relationships between different variables from time series data has been a long-standing challenge for many domains such as climate science, finance, and healthcare. Given the complexity of real-world relationships and the nature of observations in discrete time, causal discovery methods need to consider non-linear relations between variables, instantaneous effects and history-dependent noise (the change of noise distribution due to past actions). However, previous works do not offer a solution addressing all these problems together. In this paper, we propose a novel causal relationship learning framework for time-series data, called Rhino, which combines vector auto-regression, deep learning and variational inference to model non-linear relationships with instantaneous effects while allowing the noise distribution to be modulated by historical observations. Theoretically, we prove the structural identifiability of Rhino. Our empirical results from extensive synthetic experiments and two real-world benchmarks demonstrate better discovery performance compared to relevant baselines, with ablation studies revealing its robustness under model misspecification.
Robust Contextual Linear Bandits
Model misspecification is a major consideration in applications of statistical methods and machine learning. However, it is often neglected in contextual bandits. This paper studies a common form of misspecification, an inter-arm heterogeneity that is not captured by context. To address this issue, we assume that the heterogeneity arises due to arm-specific random variables, which can be learned. We call this setting a robust contextual bandit. The arm-specific variables explain the unknown inter-arm heterogeneity, and we incorporate them in the robust contextual estimator of the mean reward and its uncertainty. We develop two efficient bandit algorithms for our setting: a UCB algorithm called RoLinUCB and a posterior-sampling algorithm called RoLinTS. We analyze both algorithms and bound their $n$-round Bayes regret. Our experiments show that RoLinTS is comparably statistically efficient to the classic methods when the misspecification is low, more robust when the misspecification is high, and significantly more computationally efficient than its naive implementation.
Federated Fuzzy Neural Network with Evolutionary Rule Learning
Zhang, Leijie, Shi, Ye, Chang, Yu-Cheng, Lin, Chin-Teng
Distributed fuzzy neural networks (DFNNs) have attracted increasing attention recently due to their learning abilities in handling data uncertainties in distributed scenarios. However, it is challenging for DFNNs to handle cases in which the local data are non-independent and identically distributed (non-IID). In this paper, we propose a federated fuzzy neural network (FedFNN) with evolutionary rule learning (ERL) to cope with non-IID issues as well as data uncertainties. The FedFNN maintains a global set of rules in a server and a personalized subset of these rules for each local client. ERL is inspired by the theory of biological evolution; it encourages rule variations while activating superior rules and deactivating inferior rules for local clients with non-IID data. Specifically, ERL consists of two stages in an iterative procedure: a rule cooperation stage that updates global rules by aggregating local rules based on their activation statuses and a rule evolution stage that evolves the global rules and updates the activation statuses of the local rules. This procedure improves both the generalization and personalization of the FedFNN for dealing with non-IID issues and data uncertainties. Extensive experiments conducted on a range of datasets demonstrate the superiority of the FedFNN over state-of-the-art methods.
Arc travel time and path choice model estimation subsumed
Mohammadpour, Sobhan, Frejinger, Emma
We propose a method for maximum likelihood estimation of path choice model parameters and arc travel time using data of different levels of granularity. Hitherto these two tasks have been tackled separately under strong assumptions. Using a small example, we illustrate that this can lead to biased results. Results on both real (New York yellow cab) and simulated data show strong performance of our method compared to existing baselines.
No imputation without representation
Lenz, Oliver Urs, Peralta, Daniel, Cornelis, Chris
Imputation allows datasets to be used with algorithms that cannot handle missing values by themselves. However, missing values may in principle contribute useful information that is lost through imputation. The missing-indicator approach can be used to preserve this information. There are several theoretical considerations why missing-indicators may or may not be beneficial, but there has not been any large-scale practical experiment on real-life datasets to test this question for machine learning predictions. We perform this experiment for three imputation strategies and a range of different classification algorithms, on the basis of twenty real-life datasets. We find that missing-indicators generally increase classification performance, and that nearest neighbour and iterative imputation do not lead to better performance than simple mean/mode imputation. Therefore, we recommend the use of missing-indicators with mean/mode imputation as a safe default, with the caveat that for decision trees, pruning is necessary to prevent overfitting.
Sampling-Based Approximations to Minimum Bayes Risk Decoding for Neural Machine Translation
In NMT we search for the mode of the model distribution to form predictions. The mode and other high-probability translations found by beam search have been shown to often be inadequate in a number of ways. This prevents improving translation quality through better search, as these idiosyncratic translations end up selected by the decoding algorithm, a problem known as the beam search curse. Recently, an approximation to minimum Bayes risk (MBR) decoding has been proposed as an alternative decision rule that would likely not suffer from the same problems. We analyse this approximation and establish that it has no equivalent to the beam search curse. We then design approximations that decouple the cost of exploration from the cost of robust estimation of expected utility. This allows for much larger hypothesis spaces, which we show to be beneficial. We also show that mode-seeking strategies can aid in constructing compact sets of promising hypotheses and that MBR is effective in identifying good translations in them. We conduct experiments on three language pairs varying in amounts of resources available: English into and from German, Romanian, and Nepali.