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 Uncertainty


Probabilistic learning constrained by realizations using a weak formulation of Fourier transform of probability measures

arXiv.org Machine Learning

This paper deals with the taking into account a given set of realizations as constraints in the Kullback-Leibler minimum principle, which is used as a probabilistic learning algorithm. This permits the effective integration of data into predictive models. We consider the probabilistic learning of a random vector that is made up of either a quantity of interest (unsupervised case) or the couple of the quantity of interest and a control parameter (supervised case). A training set of independent realizations of this random vector is assumed to be given and to be generated with a prior probability measure that is unknown. A target set of realizations of the QoI is available for the two considered cases. The framework is the one of non-Gaussian problems in high dimension. A functional approach is developed on the basis of a weak formulation of the Fourier transform of probability measures (characteristic functions). The construction makes it possible to take into account the target set of realizations of the QoI in the Kullback-Leibler minimum principle. The proposed approach allows for estimating the posterior probability measure of the QoI (unsupervised case) or of the posterior joint probability measure of the QoI with the control parameter (supervised case). The existence and the uniqueness of the posterior probability measure is analyzed for the two cases. The numerical aspects are detailed in order to facilitate the implementation of the proposed method. The presented application in high dimension demonstrates the efficiency and the robustness of the proposed algorithm.


The interventional Bayesian Gaussian equivalent score for Bayesian causal inference with unknown soft interventions

arXiv.org Machine Learning

Describing the causal relations governing a system is a fundamental task in many scientific fields, ideally addressed by experimental studies. However, obtaining data under intervention scenarios may not always be feasible, while discovering causal relations from purely observational data is notoriously challenging. In certain settings, such as genomics, we may have data from heterogeneous study conditions, with soft (partial) interventions only pertaining to a subset of the study variables, whose effects and targets are possibly unknown. Combining data from experimental and observational studies offers the opportunity to leverage both domains and improve on the identifiability of causal structures. To this end, we define the interventional BGe score for a mixture of observational and interventional data, where the targets and effects of intervention may be unknown. To demonstrate the approach we compare its performance to other state-of-the-art algorithms, both in simulations and data analysis applications. Prerogative of our method is that it takes a Bayesian perspective leading to a full characterisation of the posterior distribution of the DAG structures. Given a sample of DAGs one can also automatically derive full posterior distributions of the intervention effects. Consequently the method effectively captures the uncertainty both in the structure and the parameter estimates. Codes to reproduce the simulations and analyses are publicly available at github.com/jackkuipers/iBGe


On the Prediction of Evaporation in Arid Climate Using Machine Learning Model

#artificialintelligence

Evaporation calculations are important for the proper management of hydrological resources, such as reservoirs, lakes, and rivers. Data-driven approaches, such as adaptive neuro fuzzy inference, are getting popular in many hydrological fields. This paper investigates the effective implementation of artificial intelligence on the prediction of evaporation for agricultural area. In particular, it presents the adaptive neuro fuzzy inference system (ANFIS) and hybridization of ANFIS with three optimizers, which include the genetic algorithm (GA), firefly algorithm (FFA), and particle swarm optimizer (PSO). Six different measured weather variables are taken for the proposed modelling approach, including the maximum, minimum, and average air temperature, sunshine hours, wind speed, and relative humidity of a given location. Models are separately calibrated with a total of 86 data points over an eight-year period, from 2010 to 2017, at the specified station, located in Arizona, United States of America. Farming lands and humid climates are the reason for choosing this location. Ten statistical indices are calculated to find the best fit model. Comparisons shows that ANFIS and ANFIS–PSO are slightly better than ANFIS–FFA and ANFIS–GA. Though the hybrid ANFIS–PSO (R2= 0.99, VAF = 98.85, RMSE = 9.73, SI = 0.05) is very close to the ANFIS (R2 = 0.99, VAF = 99.04, RMSE = 8.92, SI = 0.05) model, preference can be given to ANFIS, due to its simplicity and easy operation.


Uncertainty estimation of pedestrian future trajectory using Bayesian approximation

arXiv.org Artificial Intelligence

Past research on pedestrian trajectory forecasting mainly focused on deterministic predictions which provide only point estimates of future states. These future estimates can help an autonomous vehicle plan its trajectory and avoid collision. However, under dynamic traffic scenarios, planning based on deterministic predictions is not trustworthy. Rather, estimating the uncertainty associated with the predicted states with a certain level of confidence can lead to robust path planning. Hence, the authors propose to quantify this uncertainty during forecasting using stochastic approximation which deterministic approaches fail to capture. The current method is simple and applies Bayesian approximation during inference to standard neural network architectures for estimating uncertainty. The authors compared the predictions between the probabilistic neural network (NN) models with the standard deterministic models. The results indicate that the mean predicted path of probabilistic models was closer to the ground truth when compared with the deterministic prediction. Further, the effect of stochastic dropout of weights and long-term prediction on future state uncertainty has been studied. It was found that the probabilistic models produced better performance metrics like average displacement error (ADE) and final displacement error (FDE). Finally, the study has been extended to multiple datasets providing a comprehensive comparison for each model.


A Change Dynamic Model for the Online Detection of Gradual Change

arXiv.org Machine Learning

Natural processes may undergo transient periods of nonstationarity which produce lasting change in process behavior across time. When driven by exogeneous influences these changes can be challenging to predict in advance. To circumvent this challenge, works in online (sequential) change detection aim to deduce the occurrence of change in process behavior as it occurs via direct observation of an online data stream. While such changes in process behavior are most commonly modeled via change-points, in which the parameters and/or densities defining an associated process model are assumed to undergo an abrupt and instantaneous transition, changes in the behavior of some processes may occur gradually, taking time to reach their full effect. In such cases change-point models may be ill suited, producing either inaccurate estimates for the timing of these changes or, when this gradual change occurs slowly and when change detection is performed concurrently with model estimation, failing to properly detect change occurrence, as we show empirically in Section 4. This effect can have a significant impact in application, where automated system controls may not be appropriately applied at the correct times, and can result in inaccurate models of process behavior during and after this gradual change.


Diffusion Models Made Easy

#artificialintelligence

In the recent past, I have talked about GANs and VAEs as two important Generative Models that have found a lot of success and recognition. GANs work great for multiple applications however, they are difficult to train, and their output lack diversity due to several challenges such as mode collapse and vanishing gradients to name a few. Although VAEs have the most solid theoretical foundation however, the modelling of a good loss function is a challenge in VAEs which makes their output to be suboptimal. There is another set of techniques which originate from probabilistic likelihood estimation methods and take inspiration from physical phenomenon; it is called, Diffusion Models. The central idea behind Diffusion Models comes from the thermodynamics of gas molecules whereby the molecules diffuse from high density to low density areas.


Machine Learning in Nuclear Physics

arXiv.org Artificial Intelligence

Advances in machine learning methods provide tools that have broad applicability in scientific research. These techniques are being applied across the diversity of nuclear physics research topics, leading to advances that will facilitate scientific discoveries and societal applications. This Review gives a snapshot of nuclear physics research which has been transformed by machine learning techniques.


COMET Flows: Towards Generative Modeling of Multivariate Extremes and Tail Dependence

arXiv.org Machine Learning

Normalizing flows, a popular class of deep generative models, often fail to represent extreme phenomena observed in real-world processes. In particular, existing normalizing flow architectures struggle to model multivariate extremes, characterized by heavy-tailed marginal distributions and asymmetric tail dependence among variables. In light of this shortcoming, we propose COMET (COpula Multivariate ExTreme) Flows, which decompose the process of modeling a joint distribution into two parts: (i) modeling its marginal distributions, and (ii) modeling its copula distribution. COMET Flows capture heavy-tailed marginal distributions by combining a parametric tail belief at extreme quantiles of the marginals with an empirical kernel density function at mid-quantiles. In addition, COMET Flows capture asymmetric tail dependence among multivariate extremes by viewing such dependence as inducing a low-dimensional manifold structure in feature space. Experimental results on both synthetic and real-world datasets demonstrate the effectiveness of COMET Flows in capturing both heavy-tailed marginals and asymmetric tail dependence compared to other state-of-the-art baseline architectures. All code is available on GitHub at https://github.com/andrewmcdonald27/COMETFlows.


Skeptical binary inferences in multi-label problems with sets of probabilities

arXiv.org Machine Learning

In this paper, we consider the problem of making distributionally robust, skeptical inferences for the multi-label problem, or more generally for Boolean vectors. By distributionally robust, we mean that we consider a set of possible probability distributions, and by skeptical we understand that we consider as valid only those inferences that are true for every distribution within this set. Such inferences will provide partial predictions whenever the considered set is sufficiently big. We study in particular the Hamming loss case, a common loss function in multi-label problems, showing how skeptical inferences can be made in this setting. Our experimental results are organised in three sections; (1) the first one indicates the gain computational obtained from our theoretical results by using synthetical data sets, (2) the second one indicates that our approaches produce relevant cautiousness on those hard-to-predict instances where its precise counterpart fails, and (3) the last one demonstrates experimentally how our approach copes with imperfect information (generated by a downsampling procedure) better than the partial abstention [31] and the rejection rules.


PRM path smoothening by circular arc fillet method for mobile robot navigation

arXiv.org Artificial Intelligence

Motion planning and navigation, especially for mobile robots operating in complex navigational environments, has been a central problem since robotics started. A heuristic way to address it is the construction of a graph-based representation (a path) capturing the connectivity of the configuration space. Probabilistic Roadmap is a commonly used method by the robotics community to build a path for navigational mobile robot path planning. In this study, path smoothening by arc fillets is proposed for mobile robot path planning after obtaining the path from PRM in the presence of the obstacle. The proposed method runs in two steps; the first one is generating the shortest path between the initial state to one of the goal states in the obstacle presence environment, wherein the PRM is used to construct a straight-lined path by connecting the intermediate nodes. The second step is smoothening every corner caused by node presence. Smoothening the corners with arc fillets ensures smooth turns for the mobile robots. The suggested method has been simulated and tested with different PRM features. Experiment results show that the constructed path is not just providing smooth turning; it is also shorter and quicker to finish for a robot while avoiding obstacles.