Uncertainty
Overview of Machine Learning
In layman's terms, machine learning is to allow computers to learn automatically from data to obtain certain knowledge. As a discipline, machine learning usually refers to a type of problem and the method to solve this type of problem, that is, how to find the law from the observation data, and use the learned law to predict the unknown or unobservable data. In the early engineering field, machine learning is often called pattern recognition, but pattern recognition is more biased towards specific application tasks, such as optical character recognition, speech recognition, and face recognition. The characteristic of these tasks is that for us humans, these tasks are easy to complete, but we do not know how we do it, so it is difficult to manually design a computer program to complete these tasks. A feasible method is to design an algorithm that allows the computer to learn the rules from the labeled samples and use it to complete various recognition tasks. With the increasing application of machine learning technology, the concept of machine learning is now gradually replacing pattern recognition, becoming the general term for this type of problem and its solutions. Taking handwritten digit recognition as an example, we need to allow the computer to automatically recognize handwritten digits. Handwritten digit recognition is a classic machine learning task, which is simple for humans, but very difficult for computers. It is difficult for us to summarize the handwriting characteristics of each digit, or the rules for distinguishing different digits, so designing a set of recognition algorithms is an almost impossible task. In real life, many problems are similar to those of handwritten number recognition, such as object recognition and speech recognition. For this kind of problem, we don't know how to design a computer program to solve it. Even if it can be realized by some heuristic rules, the process is extremely complicated. Therefore, people began to try another way of thinking, that is, let the computer see a large number of samples, and learn some experience from them, and then use these experiences to identify new samples. To recognize handwritten digits, first manually annotate a large number of handwritten digital images (that is, each image is manually marked with what number it is), these images are used as training data, and then a set of models are automatically generated through the learning algorithm, and rely on it. This method of learning through data is called the method of machine learning. First, we use a life example to introduce some basic concepts in machine learning: samples, features, labels, models, learning algorithms, etc. Suppose we want to buy mangoes in the market, but we have no previous experience in selecting mangoes, how can we obtain this knowledge through learning? First, we randomly select some mangoes from the market and list the characteristics of each mango.
Approximate Inference for Stochastic Planning in Factored Spaces
Stochastic planning can be reduced to probabilistic inference in large discrete graphical models, but hardness of inference requires approximation schemes to be used. In this paper we argue that such applications can be disentangled along two dimensions. The first is the direction of information flow in the idealized exact optimization objective, i.e., forward vs backward inference. The second is the type of approximation used to compute this objective, e.g., Belief Propagation (BP) vs mean field variational inference (MFVI). This new categorization allows us to unify a large amount of isolated efforts in prior work explaining their connections and differences as well as potential improvements. An extensive experimental evaluation over large stochastic planning problems shows the advantage of forward BP over several algorithms based on MFVI. An analysis of practical limitations of MFVI motivates a novel algorithm, collapsed state variational inference (CSVI), which provides a tighter approximation and achieves comparable planning performance with forward BP.
CKH: Causal Knowledge Hierarchy for Estimating Structural Causal Models from Data and Priors
Adib, Riddhiman, Naved, Md Mobasshir Arshed, Fang, Chih-Hao, Gani, Md Osman, Grama, Ananth, Griffin, Paul, Ahamed, Sheikh Iqbal, Adibuzzaman, Mohammad
Structural causal models (SCMs) provide a principled approach to identifying causation from observational and experimental data in disciplines ranging from economics to medicine. However, SCMs, which is typically represented as graphical models, cannot rely only on data, rather require support of domain knowledge. A key challenge in this context is the absence of a methodological framework for encoding priors (background knowledge) into causal models in a systematic manner. We propose an abstraction called causal knowledge hierarchy (CKH) for encoding priors into causal models. Our approach is based on the foundation of "levels of evidence" in medicine, with a focus on confidence in causal information. Using CKH, we present a methodological framework for encoding causal priors from various information sources and combining them to derive an SCM. We evaluate our approach on a simulated dataset and demonstrate overall performance compared to the ground truth causal model with sensitivity analysis.
On the Optimality of Vagueness: "Around", "Between", and the Gricean Maxims
Egrรฉ, Paul, Spector, Benjamin, Mortier, Adรจle, Verheyen, Steven
Why is ordinary language vague? We argue that in contexts in which a cooperative speaker is not perfectly informed about the world, the use of vague expressions can offer an optimal tradeoff between truthfulness (Gricean Quality) and informativeness (Gricean Quantity). Focusing on expressions of approximation such as "around", which are semantically vague, we show that they allow the speaker to convey indirect probabilistic information, in a way that can give the listener a more accurate representation of the information available to the speaker than any more precise expression would (intervals of the form "between"). That is, vague sentences can be more informative than their precise counterparts. We give a probabilistic treatment of the interpretation of "around", and offer a model for the interpretation and use of "around"-statements within the Rational Speech Act (RSA) framework. In our account the shape of the speaker's distribution matters in ways not predicted by the Lexical Uncertainty model standardly used in the RSA framework for vague predicates. We use our approach to draw further lessons concerning the semantic flexibility of vague expressions and their irreducibility to more precise meanings.
MIND: Maximum Mutual Information Based Neural Decoder
Tonello, Andrea M., Letizia, Nunzio A.
We are assisting at a growing interest in the development of learning architectures with application to digital communication systems. Herein, we consider the detection/decoding problem. We aim at developing an optimal neural architecture for such a task. The definition of the optimal criterion is a fundamental step. We propose to use the mutual information (MI) of the channel input-output signal pair, which yields to the minimization of the a-posteriori information of the transmitted codeword given the communication channel output observation. The computation of the a-posteriori information is a formidable task, and for the majority of channels it is unknown. Therefore, it has to be learned. For such an objective, we propose a novel neural estimator based on a discriminative formulation. This leads to the derivation of the mutual information neural decoder (MIND). The developed neural architecture is capable not only to solve the decoding problem in unknown channels, but also to return an estimate of the average MI achieved with the coding scheme, as well as the decoding error probability. Several numerical results are reported and compared with maximum a-posteriori and maximum likelihood decoding strategies.
Efficient CDF Approximations for Normalizing Flows
Sastry, Chandramouli Shama, Lehrmann, Andreas, Brubaker, Marcus, Radovic, Alexander
Normalizing flows model a complex target distribution in terms of a bijective transform operating on a simple base distribution. As such, they enable tractable computation of a number of important statistical quantities, particularly likelihoods and samples. Despite these appealing properties, the computation of more complex inference tasks, such as the cumulative distribution function (CDF) over a complex region (e.g., a polytope) remains challenging. Traditional CDF approximations using Monte-Carlo techniques are unbiased but have unbounded variance and low sample efficiency. Instead, we build upon the diffeomorphic properties of normalizing flows and leverage the divergence theorem to estimate the CDF over a closed region in target space in terms of the flux across its \emph{boundary}, as induced by the normalizing flow. We describe both deterministic and stochastic instances of this estimator: while the deterministic variant iteratively improves the estimate by strategically subdividing the boundary, the stochastic variant provides unbiased estimates. Our experiments on popular flow architectures and UCI benchmark datasets show a marked improvement in sample efficiency as compared to traditional estimators.
Bayesian Variable Selection in a Million Dimensions
Bayesian variable selection is a powerful tool for data analysis, as it offers a principled method for variable selection that accounts for prior information and uncertainty. However, wider adoption of Bayesian variable selection has been hampered by computational challenges, especially in difficult regimes with a large number of covariates P or non-conjugate likelihoods. To scale to the large P regime we introduce an efficient MCMC scheme whose cost per iteration is sublinear in P. In addition we show how this scheme can be extended to generalized linear models for count data, which are prevalent in biology, ecology, economics, and beyond. In particular we design efficient algorithms for variable selection in binomial and negative binomial regression, which includes logistic regression as a special case. In experiments we demonstrate the effectiveness of our methods, including on cancer and maize genomic data.
Asymptotic Normality of Log Likelihood Ratio and Fundamental Limit of the Weak Detection for Spiked Wigner Matrices
Chung, Hye Won, Lee, Jiho, Lee, Ji Oon
We consider the problem of detecting the presence of a signal in a rank-one spiked Wigner model. For general non-Gaussian noise, assuming that the signal is drawn from the Rademacher prior, we prove that the log likelihood ratio (LR) of the spiked model against the null model converges to a Gaussian when the signal-to-noise ratio is below a certain threshold. The threshold is optimal in the sense that the reliable detection is possible by a transformed principal component analysis (PCA) above it. From the mean and the variance of the limiting Gaussian for the log LR, we compute the limit of the sum of the Type-I error and the Type-II error of the likelihood ratio test. We also prove similar results for a rank-one spiked IID model where the noise is asymmetric but the signal is symmetric.
Continuous-time Particle Filtering for Latent Stochastic Differential Equations
Deng, Ruizhi, Mori, Greg, Lehrmann, Andreas M.
Particle filtering is a standard Monte-Carlo approach for a wide range of sequential inference tasks. The key component of a particle filter is a set of particles with importance weights that serve as a proxy of the true posterior distribution of some stochastic process. In this work, we propose continuous latent particle filters, an approach that extends particle filtering to the continuous-time domain. We demonstrate how continuous latent particle filters can be used as a generic plug-in replacement for inference techniques relying on a learned variational posterior. Our experiments with different model families based on latent neural stochastic differential equations demonstrate superior performance of continuous-time particle filtering in inference tasks like likelihood estimation and sequential prediction for a variety of stochastic processes.
Mathematical Models of Human Drivers Using Artificial Risk Fields
Jensen, Emily, Luster, Maya, Yoon, Hansol, Pitts, Brandon, Sankaranarayanan, Sriram
In this paper, we use the concept of artificial risk fields to predict how human operators control a vehicle in response to upcoming road situations. A risk field assigns a non-negative risk measure to the state of the system in order to model how close that state is to violating a safety property, such as hitting an obstacle or exiting the road. Using risk fields, we construct a stochastic model of the operator that maps from states to likely actions. We demonstrate our approach on a driving task wherein human subjects are asked to drive a car inside a realistic driving simulator while avoiding obstacles placed on the road. We show that the most likely risk field given the driving data is obtained by solving a convex optimization problem. Next, we apply the inferred risk fields to generate distinct driving behaviors while comparing predicted trajectories against ground truth measurements. We observe that the risk fields are excellent at predicting future trajectory distributions with high prediction accuracy for up to twenty seconds prediction horizons. At the same time, we observe some challenges such as the inability to account for how drivers choose to accelerate/decelerate based on the road conditions.