Uncertainty
Welcome -- Bayesian Modeling and Computation in Python
Welcome to the online version Bayesian Modeling and Computation in Python. If you'd like a physical copy it can purchased from the publisher here or on Amazon. This site contains an online version of the book and all the code used to produce the book. This includes the visible code, and all code used to generate figures, tables, etc. To run the code you will need to install the correct packages in a computational environment.
Data augmentation through multivariate scenario forecasting in Data Centers using Generative Adversarial Networks
Pérez, Jaime, Arroba, Patricia, Moya, José M.
The Cloud paradigm is at a critical point in which the existing energy-efficiency techniques are reaching a plateau, while the computing resources demand at Data Center facilities continues to increase exponentially. The main challenge in achieving a global energy efficiency strategy based on Artificial Intelligence is that we need massive amounts of data to feed the algorithms. Nowadays, any optimization strategy must begin with data. However, companies with access to these large amounts of data decide not to share them because it could compromise their security. This paper proposes a time-series data augmentation methodology based on synthetic scenario forecasting within the Data Center. For this purpose, we will implement a powerful generative algorithm: Generative Adversarial Networks (GANs). The use of GANs will allow us to handle multivariate data and data from different natures (e.g., categorical). On the other hand, adapting Data Centers' operational management to the occurrence of sporadic anomalies is complicated due to the reduced frequency of failures in the system. Therefore, we also propose a methodology to increase the generated data variability by introducing on-demand anomalies. We validated our approach using real data collected from an operating Data Center, successfully obtaining forecasts of random scenarios with several hours of prediction. Our research will help to optimize the energy consumed in Data Centers, although the proposed methodology can be employed in any similar time-series-like problem.
A Non-Classical Parameterization for Density Estimation Using Sample Moments
Wu, Guangyu, Lindquist, Anders
Moment methods are an important means of density estimation, but they are generally strongly dependent on the choice of feasible functions, which severely affects the performance. We propose a non-classical parameterization for density estimation using the sample moments, which does not require the choice of such functions. The parameterization is induced by the Kullback-Leibler distance, and the solution of it, which is proved to exist and be unique subject to simple prior that does not depend on data, can be obtained by convex optimization. Simulation results show the performance of the proposed estimator in estimating multi-modal densities which are mixtures of different types of functions.
Data transformation based optimized customer churn prediction model for the telecommunication industry
Sana, Joydeb Kumar, Abedin, Mohammad Zoynul, Rahman, M. Sohel, Rahman, M. Saifur
Data transformation (DT) is a process that transfers the original data into a form which supports a particular classification algorithm and helps to analyze the data for a special purpose. To improve the prediction performance we investigated various data transform methods. This study is conducted in a customer churn prediction (CCP) context in the telecommunication industry (TCI), where customer attrition is a common phenomenon. We have proposed a novel approach of combining data transformation methods with the machine learning models for the CCP problem. We conducted our experiments on publicly available TCI datasets and assessed the performance in terms of the widely used evaluation measures (e.g. AUC, precision, recall, and F-measure). In this study, we presented comprehensive comparisons to affirm the effect of the transformation methods. The comparison results and statistical test proved that most of the proposed data transformation based optimized models improve the performance of CCP significantly. Overall, an efficient and optimized CCP model for the telecommunication industry has been presented through this manuscript.
An Efficient and Accurate Rough Set for Feature Selection, Classification and Knowledge Representation
Xia, Shuyin, Bai, Xinyu, Wang, Guoyin, Meng, Deyu, Gao, Xinbo, Chen, Zizhong, Giem, Elisabeth
This paper present a strong data mining method based on rough set, which can realize feature selection, classification and knowledge representation at the same time. Rough set has good interpretability, and is a popular method for feature selections. But low efficiency and low accuracy are its main drawbacks that limits its application ability. In this paper,corresponding to the accuracy, we first find the ineffectiveness of rough set because of overfitting, especially in processing noise attribute, and propose a robust measurement for an attribute, called relative importance.we proposed the concept of "rough concept tree" for knowledge representation and classification. Experimental results on public benchmark data sets show that the proposed framework achieves higher accurcy than seven popular or the state-of-the-art feature selection methods.
Towards Collaborative Simultaneous Localization and Mapping: a Survey of the Current Research Landscape
Lajoie, Pierre-Yves, Ramtoula, Benjamin, Wu, Fang, Beltrame, Giovanni
Motivated by the tremendous progress we witnessed in recent years, this paper presents a survey of the scientific literature on the topic of Collaborative Simultaneous Localization and Mapping (C-SLAM), also known as multi-robot SLAM. With fleets of self-driving cars on the horizon and the rise of multi-robot systems in industrial applications, we believe that Collaborative SLAM will soon become a cornerstone of future robotic applications. In this survey, we introduce the basic concepts of C-SLAM and present a thorough literature review. We also outline the major challenges and limitations of C-SLAM in terms of robustness, communication, and resource management. We conclude by exploring the area's current trends and promising research avenues.
pymdp: A Python library for active inference in discrete state spaces
Heins, Conor, Millidge, Beren, Demekas, Daphne, Klein, Brennan, Friston, Karl, Couzin, Iain, Tschantz, Alexander
Active inference is an account of cognition and behavior in complex systems which brings together action, perception, and learning under the theoretical mantle of Bayesian inference. Active inference has seen growing applications in academic research, especially in fields that seek to model human or animal behavior. While in recent years, some of the code arising from the active inference literature has been written in open source languages like Python and Julia, to-date, the most popular software for simulating active inference agents is the DEM toolbox of SPM, a MATLAB library originally developed for the statistical analysis and modelling of neuroimaging data. Increasing interest in active inference, manifested both in terms of sheer number as well as diversifying applications across scientific disciplines, has thus created a need for generic, widely-available, and user-friendly code for simulating active inference in open-source scientific computing languages like Python. The Python package we present here, pymdp (see https://github.com/infer-actively/pymdp), represents a significant step in this direction: namely, we provide the first open-source package for simulating active inference with partially-observable Markov Decision Processes or POMDPs. We review the package's structure and explain its advantages like modular design and customizability, while providing in-text code blocks along the way to demonstrate how it can be used to build and run active inference processes with ease. We developed pymdp to increase the accessibility and exposure of the active inference framework to researchers, engineers, and developers with diverse disciplinary backgrounds. In the spirit of open-source software, we also hope that it spurs new innovation, development, and collaboration in the growing active inference community.
Descriptive vs. inferential community detection: pitfalls, myths and half-truths
Community detection is one of the most important methodological fields of network science, and one which has attracted a significant amount of attention over the past decades. This area deals with the automated division of a network into fundamental building blocks, with the objective of providing a summary of its large-scale structure. Despite its importance and widespread adoption, there is a noticeable gap between what is considered the state-of-the-art and the methods that are actually used in practice in a variety of fields. Here we attempt to address this discrepancy by dividing existing methods according to whether they have a "descriptive" or an "inferential" goal. While descriptive methods find patterns in networks based on intuitive notions of community structure, inferential methods articulate a precise generative model, and attempt to fit it to data. In this way, they are able to provide insights into the mechanisms of network formation, and separate structure from randomness in a manner supported by statistical evidence. We review how employing descriptive methods with inferential aims is riddled with pitfalls and misleading answers, and thus should be in general avoided. We argue that inferential methods are more typically aligned with clearer scientific questions, yield more robust results, and should be in many cases preferred. We attempt to dispel some myths and half-truths often believed when community detection is employed in practice, in an effort to improve both the use of such methods as well as the interpretation of their results.
AIDA: An Active Inference-based Design Agent for Audio Processing Algorithms
Podusenko, Albert, van Erp, Bart, Koudahl, Magnus, de Vries, Bert
In this paper we present AIDA, which is an active inference-based agent that iteratively designs a personalized audio processing algorithm through situated interactions with a human client. The target application of AIDA is to propose on-the-spot the most interesting alternative values for the tuning parameters of a hearing aid (HA) algorithm, whenever a HA client is not satisfied with their HA performance. AIDA interprets searching for the "most interesting alternative" as an issue of optimal (acoustic) context-aware Bayesian trial design. In computational terms, AIDA is realized as an active inference-based agent with an Expected Free Energy criterion for trial design. This type of architecture is inspired by neuro-economic models on efficient (Bayesian) trial design in brains and implies that AIDA comprises generative probabilistic models for acoustic signals and user responses. We propose a novel generative model for acoustic signals as a sum of time-varying auto-regressive filters and a user response model based on a Gaussian Process Classifier. The full AIDA agent has been implemented in a factor graph for the generative model and all tasks (parameter learning, acoustic context classification, trial design, etc.) are realized by variational message passing on the factor graph. All verification and validation experiments and demonstrations are freely accessible at our GitHub repository.
Systems Challenges for Trustworthy Embodied Systems
A new generation of increasingly autonomous and self-learning systems, which we call embodied systems, is about to be developed. When deploying these systems into a real-life context we face various engineering challenges, as it is crucial to coordinate the behavior of embodied systems in a beneficial manner, ensure their compatibility with our human-centered social values, and design verifiably safe and reliable human-machine interaction. We are arguing that raditional systems engineering is coming to a climacteric from embedded to embodied systems, and with assuring the trustworthiness of dynamic federations of situationally aware, intent-driven, explorative, ever-evolving, largely non-predictable, and increasingly autonomous embodied systems in uncertain, complex, and unpredictable real-world contexts. We are also identifying a number of urgent systems challenges for trustworthy embodied systems, including robust and human-centric AI, cognitive architectures, uncertainty quantification, trustworthy self-integration, and continual analysis and assurance.