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 Uncertainty


Nested Sampling for Non-Gaussian Inference in SLAM Factor Graphs

arXiv.org Artificial Intelligence

We present nested sampling for factor graphs (NSFG), a novel nested sampling approach to approximate inference for posterior distributions expressed over factor-graphs. Performing such inference is a key step in simultaneous localization and mapping (SLAM). Although the Gaussian approximation often works well, in other more challenging SLAM situations, the posterior distribution is non-Gaussian and cannot be explicitly represented with standard distributions. Our technique applies to settings where the posterior distribution is substantially non-Gaussian (e.g., multi-modal) and thus needs a more expressive representation. NSFG exploits nested sampling methods to directly sample the posterior to represent the distribution without parametric density models. While nested sampling methods are known for their powerful capability in sampling multi-modal distributions, the application of the methods to SLAM factor graphs is not straightforward. NSFG leverages the structure of factor graphs to construct informative prior distributions which are efficiently sampled and provide notable computational benefits for nested sampling methods. We present simulated experiments which demonstrate that NSFG is more robust and computes solutions over an order of magnitude faster than state-of-the-art sampling techniques. Similarly, we compare NSFG to state-of-the-art Gaussian and non-Gaussian SLAM approaches and demonstrate that NSFG is notably more robust in describing non-Gaussian posteriors.


Uncertain Bayesian Networks: Learning from Incomplete Data

arXiv.org Artificial Intelligence

When the historical data are limited, the conditional probabilities associated with the nodes of Bayesian networks are uncertain and can be empirically estimated. Second order estimation methods provide a framework for both estimating the probabilities and quantifying the uncertainty in these estimates. We refer to these cases as uncer tain or second-order Bayesian networks. When such data are complete, i.e., all variable values are observed for each instantiation, the conditional probabilities are known to be Dirichlet-distributed. This paper improves the current state-of-the-art approaches for handling uncertain Bayesian networks by enabling them to learn distributions for their parameters, i.e., conditional probabilities, with incomplete data. We extensively evaluate various methods to learn the posterior of the parameters through the desired and empirically derived strength of confidence bounds for various queries.


Dynamic Maintenance of Kernel Density Estimation Data Structure: From Practice to Theory

arXiv.org Artificial Intelligence

Kernel density estimation (KDE) stands out as a challenging task in machine learning. The problem is defined in the following way: given a kernel function $f(x,y)$ and a set of points $\{x_1, x_2, \cdots, x_n \} \subset \mathbb{R}^d$, we would like to compute $\frac{1}{n}\sum_{i=1}^{n} f(x_i,y)$ for any query point $y \in \mathbb{R}^d$. Recently, there has been a growing trend of using data structures for efficient KDE. However, the proposed KDE data structures focus on static settings. The robustness of KDE data structures over dynamic changing data distributions is not addressed. In this work, we focus on the dynamic maintenance of KDE data structures with robustness to adversarial queries. Especially, we provide a theoretical framework of KDE data structures. In our framework, the KDE data structures only require subquadratic spaces. Moreover, our data structure supports the dynamic update of the dataset in sublinear time. Furthermore, we can perform adaptive queries with the potential adversary in sublinear time.


A Parallel Technique for Multi-objective Bayesian Global Optimization: Using a Batch Selection of Probability of Improvement

arXiv.org Artificial Intelligence

Bayesian global optimization (BGO) is an efficient surrogate-assisted technique for problems involving expensive evaluations. A parallel technique can be used to parallelly evaluate the true-expensive objective functions in one iteration to boost the execution time. An effective and straightforward approach is to design an acquisition function that can evaluate the performance of a bath of multiple solutions, instead of a single point/solution, in one iteration. This paper proposes five alternatives of \emph{Probability of Improvement} (PoI) with multiple points in a batch (q-PoI) for multi-objective Bayesian global optimization (MOBGO), taking the covariance among multiple points into account. Both exact computational formulas and the Monte Carlo approximation algorithms for all proposed q-PoIs are provided. Based on the distribution of the multiple points relevant to the Pareto-front, the position-dependent behavior of the five q-PoIs is investigated. Moreover, the five q-PoIs are compared with the other nine state-of-the-art and recently proposed batch MOBGO algorithms on twenty bio-objective benchmarks. The empirical experiments on different variety of benchmarks are conducted to demonstrate the effectiveness of two greedy q-PoIs ($\kpoi_{\mbox{best}}$ and $\kpoi_{\mbox{all}}$) on low-dimensional problems and the effectiveness of two explorative q-PoIs ($\kpoi_{\mbox{one}}$ and $\kpoi_{\mbox{worst}}$) on high-dimensional problems with difficult-to-approximate Pareto front boundaries.


Bayesian predictive modeling of multi-source multi-way data

arXiv.org Machine Learning

We develop a Bayesian approach to predict a continuous or binary outcome from data that are collected from multiple sources with a multi-way (i.e.. multidimensional tensor) structure. As a motivating example we consider molecular data from multiple 'omics sources, each measured over multiple developmental time points, as predictors of early-life iron deficiency (ID) in a rhesus monkey model. We use a linear model with a low-rank structure on the coefficients to capture multi-way dependence and model the variance of the coefficients separately across each source to infer their relative contributions. Conjugate priors facilitate an efficient Gibbs sampling algorithm for posterior inference, assuming a continuous outcome with normal errors or a binary outcome with a probit link. Simulations demonstrate that our model performs as expected in terms of misclassification rates and correlation of estimated coefficients with true coefficients, with large gains in performance by incorporating multi-way structure and modest gains when accounting for differing signal sizes across the different sources. Moreover, it provides robust classification of ID monkeys for our motivating application. Software in the form of R code is available at https://github.com/BiostatsKim/BayesMSMW .


Motivating explanations in Bayesian networks using MAP-independence

arXiv.org Artificial Intelligence

Motivating explanations in Bayesian networks using MAP-independence Johan Kwisthout We introduce MAP-independence as a novel concept in Bayesian networks, indicating potential impact of an intermediate (hidden) variable to the MAP explanation. We discuss how this concept may contribute to justifying MAP explanations, for example in the context of a decision support system. Abstract In decision support systems the motivation and justification of the system's diagnosis or classification is crucial for the acceptance of the system by the human user. In Bayesian networks a diagnosis or classification is typically formalized as the computation of the most probable joint value assignment to the hypothesis variables, given the observed values of the evidence variables (generally known as the MAP problem). While solving the MAP problem gives the most probable explanation of the evidence, the computation is a black box as far as the human user is concerned and it does not give additional insights that allow the user to appreciate and accept the decision. For example, a user might want to know to whether an unobserved variable could potentially (upon observation) impact the explanation, or whether it is irrelevant in this aspect.


An astronomer's introduction to NumPyro

#artificialintelligence

Over the past year or so, I've been using JAX extensively for my research, and I've also been encouraging other astronomers to give it a try. In particular, I've been using JAX as the computation engine for probabilistic inference tasks. There's more to it, but one way that I like to think about JAX is as NumPy with just-in-time compilation and automatic differentiation. The just-in-time compilation features of JAX can be used to speed up you NumPy computations by removing some Python overhead and by executing it on your GPU. Then, automatic differentiation can be used to efficiently compute the derivatives of your code with respect to its input parameters.


AG2U -- Autonomous Grading Under Uncertainties

arXiv.org Artificial Intelligence

Surface grading, the process of leveling an uneven area containing pre-dumped sand piles, is an important task in the construction site pipeline. This labour-intensive process is often carried out by a dozer, a key machinery tool at any construction site. Current attempts to automate surface grading assume perfect localization. However, in real-world scenarios, this assumption fails, as agents are presented with imperfect perception, which leads to degraded performance. In this work, we address the problem of autonomous grading under uncertainties. First, we implement a simulation and a scaled real-world prototype environment to enable rapid policy exploration and evaluation in this setting. Second, we formalize the problem as a partially observable markov decision process and train an agent capable of handling such uncertainties. We show, through rigorous experiments, that an agent trained under perfect localization will suffer degraded performance when presented with localization uncertainties. However, an agent trained using our method will develop a more robust policy for addressing such errors and, consequently, exhibit a better grading performance.


Analyzing social media with crowdsourcing in Crowd4SDG

arXiv.org Artificial Intelligence

Social media have the potential to provide timely information about emergency situations and sudden events. However, finding relevant information among millions of posts being posted every day can be difficult, and developing a data analysis project usually requires time and technical skills. This study presents an approach that provides flexible support for analyzing social media, particularly during emergencies. Different use cases in which social media analysis can be adopted are introduced, and the challenges of retrieving information from large sets of posts are discussed. The focus is on analyzing images and text contained in social media posts and a set of automatic data processing tools for filtering, classification, and geolocation of content with a human-in-the-loop approach to support the data analyst. Such support includes both feedback and suggestions to configure automated tools, and crowdsourcing to gather inputs from citizens. The results are validated by discussing three case studies developed within the Crowd4SDG H2020 European project.


Using Mixed-Effects Models to Learn Bayesian Networks from Related Data Sets

arXiv.org Artificial Intelligence

We commonly assume that data are a homogeneous set of observations when learning the structure of Bayesian networks. However, they often comprise different data sets that are related but not homogeneous because they have been collected in different ways or from different populations. In our previous work (Azzimonti, Corani and Scutari, 2021), we proposed a closed-form Bayesian Hierarchical Dirichlet score for discrete data that pools information across related data sets to learn a single encompassing network structure, while taking into account the differences in their probabilistic structures. In this paper, we provide an analogous solution for learning a Bayesian network from continuous data using mixed-effects models to pool information across the related data sets. We study its structural, parametric, predictive and classification accuracy and we show that it outperforms both conditional Gaussian Bayesian networks (that do not perform any pooling) and classical Gaussian Bayesian networks (that disregard the heterogeneous nature of the data). The improvement is marked for low sample sizes and for unbalanced data sets.