Uncertainty
Decision Making for Hierarchical Multi-label Classification with Multidimensional Local Precision Rate
Ye, Yuting, Ho, Christine, Jiang, Ci-Ren, Lee, Wayne Tai, Huang, Haiyan
Hierarchical multi-label classification (HMC) has drawn increasing attention in the past few decades. It is applicable when hierarchical relationships among classes are available and need to be incorporated along with the multi-label classification whereby each object is assigned to one or more classes. There are two key challenges in HMC: i) optimizing the classification accuracy, and meanwhile ii) ensuring the given class hierarchy. To address these challenges, in this article, we introduce a new statistic called the multidimensional local precision rate (mLPR) for each object in each class. We show that classification decisions made by simply sorting objects across classes in descending order of their true mLPRs can, in theory, ensure the class hierarchy and lead to the maximization of CATCH, an objective function we introduce that is related to the area under a hit curve. This approach is the first of its kind that handles both challenges in one objective function without additional constraints, thanks to the desirable statistical properties of CATCH and mLPR. In practice, however, true mLPRs are not available. In response, we introduce HierRank, a new algorithm that maximizes an empirical version of CATCH using estimated mLPRs while respecting the hierarchy. The performance of this approach was evaluated on a synthetic data set and two real data sets; ours was found to be superior to several comparison methods on evaluation criteria based on metrics such as precision, recall, and $F_1$ score.
Efficient Knowledge Compilation Beyond Weighted Model Counting
Kiesel, Rafael, Totis, Pietro, Kimmig, Angelika
Quantitative extensions of logic programming often require the solution of so called second level inference tasks, i.e., problems that involve a third operation, such as maximization or normalization, on top of addition and multiplication, and thus go beyond the well-known weighted or algebraic model counting setting of probabilistic logic programming under the distribution semantics. We introduce Second Level Algebraic Model Counting (2AMC) as a generic framework for these kinds of problems. As 2AMC is to (algebraic) model counting what forall-exists-SAT is to propositional satisfiability, it is notoriously hard to solve. First level techniques based on Knowledge Compilation (KC) have been adapted for specific 2AMC instances by imposing variable order constraints on the resulting circuit. However, those constraints can severely increase the circuit size and thus decrease the efficiency of such approaches. We show that we can exploit the logical structure of a 2AMC problem to omit parts of these constraints, thus limiting the negative effect. Furthermore, we introduce and implement a strategy to generate a sufficient set of constraints statically, with a priori guarantees for the performance of KC. Our empirical evaluation on several benchmarks and tasks confirms that our theoretical results can translate into more efficient solving in practice. Under consideration for acceptance in TPLP.
Fat-Tailed Variational Inference with Anisotropic Tail Adaptive Flows
Liang, Feynman, Hodgkinson, Liam, Mahoney, Michael W.
While fat-tailed densities commonly arise as posterior and marginal distributions in robust models and scale mixtures, they present challenges when Gaussian-based variational inference fails to capture tail decay accurately. We first improve previous theory on tails of Lipschitz flows by quantifying how the tails affect the rate of tail decay and by expanding the theory to non-Lipschitz polynomial flows. Then, we develop an alternative theory for multivariate tail parameters which is sensitive to tail-anisotropy. In doing so, we unveil a fundamental problem which plagues many existing flow-based methods: they can only model tail-isotropic distributions (i.e., distributions having the same tail parameter in every direction). To mitigate this and enable modeling of tail-anisotropic targets, we propose anisotropic tail-adaptive flows (ATAF). Experimental results on both synthetic and real-world targets confirm that ATAF is competitive with prior work while also exhibiting appropriate tail-anisotropy.
Gaussian mixture modeling of nodes in Bayesian network according to maximal parental cliques
This paper uses Gaussian mixture model instead of linear Gaussian model to fit the distribution of every node in Bayesian network. We will explain why and how we use Gaussian mixture models in Bayesian network. Meanwhile we propose a new method, called double iteration algorithm, to optimize the mixture model, the double iteration algorithm combines the expectation maximization algorithm and gradient descent algorithm, and it performs perfectly on the Bayesian network with mixture models. In experiments we test the Gaussian mixture model and the optimization algorithm on different graphs which is generated by different structure learning algorithm on real data sets, and give the details of every experiment.
Causal discovery for observational sciences using supervised machine learning
Petersen, Anne Helby, Ramsey, Joseph, Ekstrøm, Claus Thorn, Spirtes, Peter
Causal inference can estimate causal effects, but unless data are collected experimentally, statistical analyses must rely on pre-specified causal models. Causal discovery algorithms are empirical methods for constructing such causal models from data. Several asymptotically correct methods already exist, but they generally struggle on smaller samples. Moreover, most methods focus on very sparse causal models, which may not always be a realistic representation of real-life data generating mechanisms. Finally, while causal relationships suggested by the methods often hold true, their claims about causal non-relatedness have high error rates. This non-conservative error tradeoff is not ideal for observational sciences, where the resulting model is directly used to inform causal inference: A causal model with many missing causal relations entails too strong assumptions and may lead to biased effect estimates. We propose a new causal discovery method that addresses these three shortcomings: Supervised learning discovery (SLdisco). SLdisco uses supervised machine learning to obtain a mapping from observational data to equivalence classes of causal models. We evaluate SLdisco in a large simulation study based on Gaussian data and we consider several choices of model size and sample size. We find that SLdisco is more conservative, only moderately less informative and less sensitive towards sample size than existing procedures. We furthermore provide a real epidemiological data application. We use random subsampling to investigate real data performance on small samples and again find that SLdisco is less sensitive towards sample size and hence seems to better utilize the information available in small datasets.
Bayesian Physics-Informed Extreme Learning Machine for Forward and Inverse PDE Problems with Noisy Data
Liu, Xu, Yao, Wen, Peng, Wei, Zhou, Weien
Physics-informed extreme learning machine (PIELM) has recently received significant attention as a rapid version of physics-informed neural network (PINN) for solving partial differential equations (PDEs). The key characteristic is to fix the input layer weights with random values and use Moore-Penrose generalized inverse for the output layer weights. The framework is effective, but it easily suffers from overfitting noisy data and lacks uncertainty quantification for the solution under noise scenarios.To this end, we develop the Bayesian physics-informed extreme learning machine (BPIELM) to solve both forward and inverse linear PDE problems with noisy data in a unified framework. In our framework, a prior probability distribution is introduced in the output layer for extreme learning machine with physic laws and the Bayesian method is used to estimate the posterior of parameters. Besides, for inverse PDE problems, problem parameters considered as new output layer weights are unified in a framework with forward PDE problems. Finally, we demonstrate BPIELM considering both forward problems, including Poisson, advection, and diffusion equations, as well as inverse problems, where unknown problem parameters are estimated. The results show that, compared with PIELM, BPIELM quantifies uncertainty arising from noisy data and provides more accurate predictions. In addition, BPIELM is considerably cheaper than PINN in terms of the computational cost.
Change-point Detection and Segmentation of Discrete Data using Bayesian Context Trees
Lungu, Valentinian, Papageorgiou, Ioannis, Kontoyiannis, Ioannis
A new Bayesian modelling framework is introduced for piece-wise homogeneous variable-memory Markov chains, along with a collection of effective algorithmic tools for change-point detection and segmentation of discrete time series. Building on the recently introduced Bayesian Context Trees (BCT) framework, the distributions of different segments in a discrete time series are described as variable-memory Markov chains. Inference for the presence and location of change-points is then performed via Markov chain Monte Carlo sampling. The key observation that facilitates effective sampling is that, using one of the BCT algorithms, the prior predictive likelihood of the data can be computed exactly, integrating out all the models and parameters in each segment. This makes it possible to sample directly from the posterior distribution of the number and location of the change-points, leading to accurate estimates and providing a natural quantitative measure of uncertainty in the results. Estimates of the actual model in each segment can also be obtained, at essentially no additional computational cost. Results on both simulated and real-world data indicate that the proposed methodology performs better than or as well as state-of-the-art techniques.
A Probabilistic Generative Model of Free Categories
Sennesh, Eli, Xu, Tom, Maruyama, Yoshihiro
Applied category theory has recently developed libraries for computing with morphisms in interesting categories, while machine learning has developed ways of learning programs in interesting languages. Taking the analogy between categories and languages seriously, this paper defines a probabilistic generative model of morphisms in free monoidal categories over domain-specific generating objects and morphisms. The paper shows how acyclic directed wiring diagrams can model specifications for morphisms, which the model can use to generate morphisms. Amortized variational inference in the generative model then enables learning of parameters (by maximum likelihood) and inference of latent variables (by Bayesian inversion). A concrete experiment shows that the free category prior achieves competitive reconstruction performance on the Omniglot dataset.
A Tale of Two Flows: Cooperative Learning of Langevin Flow and Normalizing Flow Toward Energy-Based Model
Xie, Jianwen, Zhu, Yaxuan, Li, Jun, Li, Ping
This paper studies the cooperative learning of two generative flow models, in which the two models are iteratively updated based on the jointly synthesized examples. The first flow model is a normalizing flow that transforms an initial simple density into a target density by applying a sequence of invertible transformations. The second flow model is a Langevin flow that runs finite steps of gradient-based MCMC toward an energy-based model. We start from proposing a generative framework that trains an energy-based model with a normalizing flow as an amortized sampler to initialize the MCMC chains of the energy-based model. In each learning iteration, we generate synthesized examples by using a normalizing flow initialization followed by a short-run Langevin flow revision toward the current energy-based model. Then we treat the synthesized examples as fair samples from the energy-based model and update the model parameters with the maximum likelihood learning gradient, while the normalizing flow directly learns from the synthesized examples by maximizing the tractable likelihood. Under the short-run non-mixing MCMC scenario, the estimation of the energy-based model is shown to follow the perturbation of maximum likelihood, and the short-run Langevin flow and the normalizing flow form a two-flow generator that we call CoopFlow. We provide an understating of the CoopFlow algorithm by information geometry and show that it is a valid generator as it converges to a moment matching estimator. We demonstrate that the trained CoopFlow is capable of synthesizing realistic images, reconstructing images, and interpolating between images. Normalizing flows (Dinh et al., 2015; 2017; Kingma & Dhariwal, 2018) are a family of generative models that construct a complex distribution by transforming a simple probability density, such as Gaussian distribution, through a sequence of invertible and differentiable mappings. Due to the tractability of the exact log-likelihood and the efficiency of the inference and synthesis, normalizing flows have gained popularity in density estimation (Kingma & Dhariwal, 2018; Ho et al., 2019; Yang et al., 2019; Prenger et al., 2019; Kumar et al., 2020) and variational inference (Rezende & Mohamed, 2015; Kingma et al., 2016).
NR-RRT: Neural Risk-Aware Near-Optimal Path Planning in Uncertain Nonconvex Environments
Meng, Fei, Chen, Liangliang, Ma, Han, Wang, Jiankun, Meng, Max Q. -H.
Abstract--Balancing the trade-off between safety and efficiency paths in uncertain environments, especially under nonconvex and is of significant importance for path planning under uncertainty. The initial paths are often of poor Many risk-aware path planners have been developed to explicitly quality as well. Therefore, we propose the NR-RRT algorithm limit the probability of collision to an acceptable bound in to rapidly find near-optimal solutions with guaranteed bounded uncertain environments. It utilizes an informed bidirectional search strategy after uncertainties are usually assumed to make the problem tractable having past experiences in those challenging environments. These assumptions limit the generalization RRT can be applied in not only seen but also unseen uncertain and application of path planners in real-world implementations. However, the algorithm cannot handle entirely unseen In this article, we propose to apply deep learning methods to environments that contain new or additional obstacles. In future the sampling-based planner, developing a novel risk bounded research, we will address the problem of planning under robot near-optimal path planning algorithm named neural risk-aware model uncertainty. Specifically, a deterministic risk contours map is Index Terms--Planning under uncertainty, Sampling-based maintained by perceiving the probabilistic nonconvex obstacles, path planning, Learning from demonstration. and a neural network sampler is proposed to predict the next most-promising safe state.