Uncertainty
Knowledge Informed Machine Learning using a Weibull-based Loss Function
von Hahn, Tim, Mechefske, Chris K
Machine learning can be enhanced through the integration of external knowledge. This method, called knowledge informed machine learning, is also applicable within the field of Prognostics and Health Management (PHM). In this paper, the various methods of knowledge informed machine learning, from a PHM context, are reviewed with the goal of helping the reader understand the domain. In addition, a knowledge informed machine learning technique is demonstrated, using the common IMS and PRONOSTIA bearing data sets, for remaining useful life (RUL) prediction. Specifically, knowledge is garnered from the field of reliability engineering which is represented through the Weibull distribution. The knowledge is then integrated into a neural network through a novel Weibull-based loss function. A thorough statistical analysis of the Weibull-based loss function is conducted, demonstrating the effectiveness of the method on the PRONOSTIA data set. However, the Weibull-based loss function is less effective on the IMS data set. The results, shortcomings, and benefits of the approach are discussed in length. Finally, all the code is publicly available for the benefit of other researchers.
A integrating critic-waspas group decision making method under interval-valued q-rung orthogonal fuzzy enviroment
This paper provides a new tool for multi-attribute multi-objective group decision-making with unknown weights and attributes' weights. An interval-valued generalized orthogonal fuzzy group decision-making method is proposed based on the Yager operator and CRITIC-WASPAS method with unknown weights. The method integrates Yager operator, CRITIC, WASPAS, and interval value generalized orthogonal fuzzy group. Its merits lie in allowing decision-makers greater freedom, avoiding bias due to decision-makers' weight, and yielding accurate evaluation. The research includes: expanding the interval value generalized distance measurement method for comparison and application of similarity measurement and decision-making methods; developing a new scoring function for comparing the size of interval value generalized orthogonal fuzzy numbers,and further existing researches. The proposed interval-valued Yager weighted average operator (IVq-ROFYWA) and Yager weighted geometric average operator (IVq-ROFYWG) are used for information aggregation. The CRITIC-WASPAS combines the advantages of CRITIC and WASPAS, which not only work in the single decision but also serve as the basis of the group decision. The in-depth study of the decision-maker's weight matrix overcomes the shortcomings of taking the decision as a whole, and weighs the decision-maker's information aggregation. Finally, the group decision algorithm is used for hypertension risk management. The results are consistent with decision-makers' opinions. Practice and case analysis have proved the effectiveness of the method proposed in this paper. At the same time, it is compared with other operators and decision-making methods, which proves the method effective and feasible.
Have I done enough planning or should I plan more?
He, Ruiqi, Jain, Yash Raj, Lieder, Falk
People's decisions about how to allocate their limited computational resources are essential to human intelligence. An important component of this metacognitive ability is deciding whether to continue thinking about what to do and move on to the next decision. Here, we show that people acquire this ability through learning and reverse-engineer the underlying learning mechanisms. Using a process-tracing paradigm that externalises human planning, we find that people quickly adapt how much planning they perform to the cost and benefit of planning. To discover the underlying metacognitive learning mechanisms we augmented a set of reinforcement learning models with metacognitive features and performed Bayesian model selection. Our results suggest that the metacognitive ability to adjust the amount of planning might be learned through a policy-gradient mechanism that is guided by metacognitive pseudo-rewards that communicate the value of planning.
3 Main Approaches to Machine Learning Models - KDnuggets
In September 2018, I published a blog about my forthcoming book on The Mathematical Foundations of Data Science. The central question we address is: How can we bridge the gap between mathematics needed for Artificial Intelligence (Deep Learning and Machine learning) with that taught in high schools (up to ages 17/18)? In this post, we present a chapter from this book called "A Taxonomy of Machine Learning Models." The book is now available for an early bird discount released as chapters. If you are interested in getting early discounted copies, please contact ajit.jaokar at feynlabs.ai.
Matrix Completion with Hierarchical Graph Side Information
Elmahdy, Adel, Ahn, Junhyung, Suh, Changho, Mohajer, Soheil
We consider a matrix completion problem that exploits social or item similarity graphs as side information. We develop a universal, parameter-free, and computationally efficient algorithm that starts with hierarchical graph clustering and then iteratively refines estimates both on graph clustering and matrix ratings. Under a hierarchical stochastic block model that well respects practically-relevant social graphs and a low-rank rating matrix model (to be detailed), we demonstrate that our algorithm achieves the information-theoretic limit on the number of observed matrix entries (i.e., optimal sample complexity) that is derived by maximum likelihood estimation together with a lower-bound impossibility result. One consequence of this result is that exploiting the hierarchical structure of social graphs yields a substantial gain in sample complexity relative to the one that simply identifies different groups without resorting to the relational structure across them. We conduct extensive experiments both on synthetic and real-world datasets to corroborate our theoretical results as well as to demonstrate significant performance improvements over other matrix completion algorithms that leverage graph side information.
The Parametric Cost Function Approximation: A new approach for multistage stochastic programming
Powell, Warren B, Ghadimi, Saeed
The most common approaches for solving multistage stochastic programming problems in the research literature have been to either use value functions ("dynamic programming") or scenario trees ("stochastic programming") to approximate the impact of a decision now on the future. By contrast, common industry practice is to use a deterministic approximation of the future which is easier to understand and solve, but which is criticized for ignoring uncertainty. We show that a parameterized version of a deterministic optimization model can be an effective way of handling uncertainty without the complexity of either stochastic programming or dynamic programming. We present the idea of a parameterized deterministic optimization model, and in particular a deterministic lookahead model, as a powerful strategy for many complex stochastic decision problems. This approach can handle complex, high-dimensional state variables, and avoids the usual approximations associated with scenario trees or value function approximations. Instead, it introduces the offline challenge of designing and tuning the parameterization. We illustrate the idea by using a series of application settings, and demonstrate its use in a nonstationary energy storage problem with rolling forecasts.
Triangular Flows for Generative Modeling: Statistical Consistency, Smoothness Classes, and Fast Rates
Irons, Nicholas J., Scetbon, Meyer, Pal, Soumik, Harchaoui, Zaid
Triangular flows, also known as Kn\"{o}the-Rosenblatt measure couplings, comprise an important building block of normalizing flow models for generative modeling and density estimation, including popular autoregressive flow models such as real-valued non-volume preserving transformation models (Real NVP). We present statistical guarantees and sample complexity bounds for triangular flow statistical models. In particular, we establish the statistical consistency and the finite sample convergence rates of the Kullback-Leibler estimator of the Kn\"{o}the-Rosenblatt measure coupling using tools from empirical process theory. Our results highlight the anisotropic geometry of function classes at play in triangular flows, shed light on optimal coordinate ordering, and lead to statistical guarantees for Jacobian flows. We conduct numerical experiments on synthetic data to illustrate the practical implications of our theoretical findings.
Formal Verification of Unknown Dynamical Systems via Gaussian Process Regression
Jackson, John, Laurenti, Luca, Frew, Eric, Lahijanian, Morteza
Leveraging autonomous systems in safety-critical scenarios requires verifying their behaviors in the presence of uncertainties and black-box components that influence the system dynamics. In this article, we develop a framework for verifying partially-observable, discrete-time dynamical systems with unmodelled dynamics against temporal logic specifications from a given input-output dataset. The verification framework employs Gaussian process (GP) regression to learn the unknown dynamics from the dataset and abstract the continuous-space system as a finite-state, uncertain Markov decision process (MDP). This abstraction relies on space discretization and transition probability intervals that capture the uncertainty due to the error in GP regression by using reproducible kernel Hilbert space analysis as well as the uncertainty induced by discretization. The framework utilizes existing model checking tools for verification of the uncertain MDP abstraction against a given temporal logic specification. We establish the correctness of extending the verification results on the abstraction to the underlying partially-observable system. We show that the computational complexity of the framework is polynomial in the size of the dataset and discrete abstraction. The complexity analysis illustrates a trade-off between the quality of the verification results and the computational burden to handle larger datasets and finer abstractions. Finally, we demonstrate the efficacy of our learning and verification framework on several case studies with linear, nonlinear, and switched dynamical systems.
Studying the Interplay between Information Loss and Operation Loss in Representations for Classification
Silva, Jorge F., Tobar, Felipe, Vicuña, Mario, Cordova, Felipe
Information-theoretic measures have been widely adopted in the design of features for learning and decision problems. Inspired by this, we look at the relationship between i) a weak form of information loss in the Shannon sense and ii) the operation loss in the minimum probability of error (MPE) sense when considering a family of lossy continuous representations (features) of a continuous observation. We present several results that shed light on this interplay. Our first result offers a lower bound on a weak form of information loss as a function of its respective operation loss when adopting a discrete lossy representation (quantization) instead of the original raw observation. From this, our main result shows that a specific form of vanishing information loss (a weak notion of asymptotic informational sufficiency) implies a vanishing MPE loss (or asymptotic operational sufficiency) when considering a general family of lossy continuous representations. Our theoretical findings support the observation that the selection of feature representations that attempt to capture informational sufficiency is appropriate for learning, but this selection is a rather conservative design principle if the intended goal is achieving MPE in classification. Supporting this last point, and under some structural conditions, we show that it is possible to adopt an alternative notion of informational sufficiency (strictly weaker than pure sufficiency in the mutual information sense) to achieve operational sufficiency in learning.
What is Event Knowledge Graph: A Survey
Guan, Saiping, Cheng, Xueqi, Bai, Long, Zhang, Fujun, Li, Zixuan, Zeng, Yutao, Jin, Xiaolong, Guo, Jiafeng
Besides entity-centric knowledge, usually organized as Knowledge Graph (KG), events are also an essential kind of knowledge in the world, which trigger the spring up of event-centric knowledge representation form like Event KG (EKG). It plays an increasingly important role in many machine learning and artificial intelligence applications, such as intelligent search, question-answering, recommendation, and text generation. This paper provides a comprehensive survey of EKG from history, ontology, instance, and application views. Specifically, to characterize EKG thoroughly, we focus on its history, definitions, schema induction, acquisition, related representative graphs/systems, and applications. The development processes and trends are studied therein. We further summarize perspective directions to facilitate future research on EKG.