Uncertainty
Modelling variability in vibration-based PBSHM via a generalised population form
Dardeno, Tina A, Bull, Lawrence A, Mills, Robin S, Dervilis, Nikolaos, Worden, Keith
Structural health monitoring (SHM) has been an active research area for the last three decades, and has accumulated a number of critical advances over that period, as can be seen in the literature. However, SHM is still facing challenges because of the paucity of damage-state data, operational and environmental fluctuations, repeatability issues, and changes in boundary conditions. These issues present as inconsistencies in the captured features and can have a huge impact on the practical implementation, but more critically, on the generalisation of the technology. Population-based SHM has been designed to address some of these concerns by modelling and transferring missing information using data collected from groups of similar structures. In this work, vibration data were collected from four healthy, nominally-identical, full-scale composite helicopter blades. Manufacturing differences (e.g., slight differences in geometry and/or material properties), among the blades presented as variability in their structural dynamics, which can be very problematic for SHM based on machine learning from vibration data. This work aims to address this variability by defining a general model for the frequency response functions of the blades, called a form, using mixtures of Gaussian processes.
Community recovery in non-binary and temporal stochastic block models
Avrachenkov, Konstantin, Dreveton, Maximilien, Leskelä, Lasse
This article studies the estimation of latent community memberships from pairwise interactions in a network of $N$ nodes, where the observed interactions can be of arbitrary type, including binary, categorical, and vector-valued, and not excluding even more general objects such as time series or spatial point patterns. As a generative model for such data, we introduce a stochastic block model with a general measurable interaction space $\mathcal S$, for which we derive information-theoretic bounds for the minimum achievable error rate. These bounds yield sharp criteria for the existence of consistent and strongly consistent estimators in terms of data sparsity, statistical similarity between intra- and inter-block interaction distributions, and the shape and size of the interaction space. The general framework makes it possible to study temporal and multiplex networks with $\mathcal S = \{0,1\}^T$, in settings where both $N \to \infty$ and $T \to \infty$, and the temporal interaction patterns are correlated over time. For temporal Markov interactions, we derive sharp consistency thresholds. We also present fast online estimation algorithms which fully utilise the non-binary nature of the observed data. Numerical experiments on synthetic and real data show that these algorithms rapidly produce accurate estimates even for very sparse data arrays.
Neural Enhancement of Factor Graph-based Symbol Detection
Schmid, Luca, Schmalen, Laurent
We study the application of the factor graph framework for symbol detection on linear inter-symbol interference channels. Cyclic factor graphs have the potential to yield low-complexity symbol detectors, but are suboptimal if the ubiquitous sum-product algorithm is applied. In this paper, we present and evaluate strategies to improve the performance of cyclic factor graph-based symbol detection algorithms by means of neural enhancement. In particular, we apply neural belief propagation as an effective way to counteract the effect of cycles within the factor graph. We further propose the application and optimization of a linear preprocessor of the channel output. By modifying the observation model, the preprocessing can effectively change the underlying factor graph, thereby significantly improving the detection performance as well as reducing the complexity.
The case for fully Bayesian optimisation in small-sample trials
While sample efficiency is the main motive for use of Bayesian optimisation when black-box functions are expensive to evaluate, the standard approach based on type II maximum likelihood (ML-II) may fail and result in disappointing performance in small-sample trials. The paper provides three compelling reasons to adopt fully Bayesian optimisation (FBO) as an alternative. First, failures of ML-II are more commonplace than implied by the existing studies using the contrived settings. Second, FBO is more robust than ML-II, and the price of robustness is almost trivial. Third, FBO has become simple to implement and fast enough to be practical. The paper supports the argument using relevant experiments, which reflect the current practice regarding models, algorithms, and software platforms. Since the benefits seem to outweigh the costs, researchers should consider adopting FBO for their applications so that they can guard against potential failures that end up wasting precious research resources.
Towards Reliable Simulation-Based Inference with Balanced Neural Ratio Estimation
Delaunoy, Arnaud, Hermans, Joeri, Rozet, François, Wehenkel, Antoine, Louppe, Gilles
Modern approaches for simulation-based inference rely upon deep learning surrogates to enable approximate inference with computer simulators. In practice, the estimated posteriors' computational faithfulness is, however, rarely guaranteed. For example, Hermans et al. (2021) show that current simulation-based inference algorithms can produce posteriors that are overconfident, hence risking false inferences. In this work, we introduce Balanced Neural Ratio Estimation (BNRE), a variation of the NRE algorithm designed to produce posterior approximations that tend to be more conservative, hence improving their reliability, while sharing the same Bayes optimal solution. We achieve this by enforcing a balancing condition that increases the quantified uncertainty in small simulation budget regimes while still converging to the exact posterior as the budget increases. We provide theoretical arguments showing that BNRE tends to produce posterior surrogates that are more conservative than NRE's. We evaluate BNRE on a wide variety of tasks and show that it produces conservative posterior surrogates on all tested benchmarks and simulation budgets. Finally, we emphasize that BNRE is straightforward to implement over NRE and does not introduce any computational overhead.
Approach of variable clustering and compression for learning large Bayesian networks
This paper describes a new approach for learning structures of large Bayesian networks based on blocks resulting from feature space clustering. This clustering is obtained using normalized mutual information. And the subsequent aggregation of blocks is done using classical learning methods except that they are input with compressed information about combinations of feature values for each block. Validation of this approach is done for Hill-Climbing as a graph enumeration algorithm for two score functions: BIC and MI. In this way, potentially parallelizable block learning can be implemented even for those score functions that are considered unsuitable for parallelizable learning. The advantage of the approach is evaluated in terms of speed of work as well as the accuracy of the found structures.
Eliciting and Learning with Soft Labels from Every Annotator
Collins, Katherine M., Bhatt, Umang, Weller, Adrian
The labels used to train machine learning (ML) models are of paramount importance. Typically for ML classification tasks, datasets contain hard labels, yet learning using soft labels has been shown to yield benefits for model generalization, robustness, and calibration. Earlier work found success in forming soft labels from multiple annotators' hard labels; however, this approach may not converge to the best labels and necessitates many annotators, which can be expensive and inefficient. We focus on efficiently eliciting soft labels from individual annotators. We collect and release a dataset of soft labels (which we call CIFAR-10S) over the CIFAR-10 test set via a crowdsourcing study (N=248). We demonstrate that learning with our labels achieves comparable model performance to prior approaches while requiring far fewer annotators -- albeit with significant temporal costs per elicitation. Our elicitation methodology therefore shows nuanced promise in enabling practitioners to enjoy the benefits of improved model performance and reliability with fewer annotators, and serves as a guide for future dataset curators on the benefits of leveraging richer information, such as categorical uncertainty, from individual annotators.
Robust Distributed Bayesian Learning with Stragglers via Consensus Monte Carlo
Chittoor, Hari Hara Suthan, Simeone, Osvaldo
This paper studies distributed Bayesian learning in a setting encompassing a central server and multiple workers by focusing on the problem of mitigating the impact of stragglers. The standard one-shot, or embarrassingly parallel, Bayesian learning protocol known as consensus Monte Carlo (CMC) is generalized by proposing two straggler-resilient solutions based on grouping and coding. Two main challenges in designing straggler-resilient algorithms for CMC are the need to estimate the statistics of the workers' outputs across multiple shots, and the joint non-linear post-processing of the outputs of the workers carried out at the server. This is in stark contrast to other distributed settings like gradient coding, which only require the per-shot sum of the workers' outputs. The proposed methods, referred to as Group-based CMC (G-CMC) and Coded CMC (C-CMC), leverage redundant computing at the workers in order to enable the estimation of global posterior samples at the server based on partial outputs from the workers. Simulation results show that C-CMC may outperform G-CMC for a small number of workers, while G-CMC is generally preferable for a larger number of workers.
Maximum-Likelihood Quantum State Tomography by Soft-Bayes
Lin, Chien-Ming, Hsu, Yu-Ming, Li, Yen-Huan
Quantum state tomography (QST), the task of estimating an unknown quantum state given measurement outcomes, is essential to building reliable quantum computing devices. Whereas computing the maximum-likelihood (ML) estimate corresponds to solving a finite-sum convex optimization problem, the objective function is not smooth nor Lipschitz, so most existing convex optimization methods lack sample complexity guarantees; moreover, both the sample size and dimension grow exponentially with the number of qubits in a QST experiment, so a desired algorithm should be highly scalable with respect to the dimension and sample size, just like stochastic gradient descent. In this paper, we propose a stochastic first-order algorithm that computes an $\varepsilon$-approximate ML estimate in $O( ( D \log D ) / \varepsilon ^ 2 )$ iterations with $O( D^3 )$ per-iteration time complexity, where $D$ denotes the dimension of the unknown quantum state and $\varepsilon$ denotes the optimization error. Our algorithm is an extension of Soft-Bayes to the quantum setup.
Opinion Leader Detection in Online Social Networks Based on Output and Input Links
Ghorbani, Zahra, Khasteh, Seyed Hossein, Ghafouri, Saeid
The understanding of how users in a network update their opinions based on their neighbours opinions has attracted a great deal of interest in the field of network science, and a growing body of literature recognises the significance of this issue. In this research paper, we propose a new dynamic model of opinion formation in directed networks. In this model, the opinion of each node is updated as the weighted average of its neighbours opinions, where the weights represent social influence. We define a new centrality measure as a social influence metric based on both influence and conformity. We measure this new approach using two opinion formation models: (i) the Degroot model and (ii) our own proposed model. Previously published research studies have not considered conformity, and have only considered the influence of the nodes when computing the social influence. In our definition, nodes with low in-degree and high out-degree that were connected to nodes with high out-degree and low in-degree had higher centrality. As the main contribution of this research, we propose an algorithm for finding a small subset of nodes in a social network that can have a significant impact on the opinions of other nodes. Experiments on real-world data demonstrate that the proposed algorithm significantly outperforms previously published state-of-the-art methods.