Uncertainty
Recommending POIs for Tourists by User Behavior Modeling and Pseudo-Rating
Yi, Kun, Yamagishi, Ryu, Li, Taishan, Bai, Zhengyang, Ma, Qiang
POI recommendation is a key task in tourism information systems. However, in contrast to conventional point of interest (POI) recommender systems, the available data is extremely sparse; most tourist visit a few sightseeing spots once and most of these spots have no check-in data from new tourists. Most conventional systems rank sightseeing spots based on their popularity, reputations, and category-based similarities with users' preferences. They do not clarify what users can experience in these spots, which makes it difficult to meet diverse tourism needs. To this end, in this work, we propose a mechanism to recommend POIs to tourists. Our mechanism include two components: one is a probabilistic model that reveals the user behaviors in tourism; the other is a pseudo rating mechanism to handle the cold-start issue in POIs recommendations. We carried out extensive experiments with two datasets collected from Flickr. The experimental results demonstrate that our methods are superior to the state-of-the-art methods in both the recommendation performances (precision, recall and F-measure) and fairness. The experimental results also validate the robustness of the proposed methods, i.e., our methods can handle well the issue of data sparsity.
Bayesian logistic regression for online recalibration and revision of risk prediction models with performance guarantees
Feng, Jean, Gossmann, Alexej, Sahiner, Berkman, Pirracchio, Romain
After deploying a clinical prediction model, subsequently collected data can be used to fine-tune its predictions and adapt to temporal shifts. Because model updating carries risks of over-updating/fitting, we study online methods with performance guarantees. We introduce two procedures for continual recalibration or revision of an underlying prediction model: Bayesian logistic regression (BLR) and a Markov variant that explicitly models distribution shifts (MarBLR). We perform empirical evaluation via simulations and a real-world study predicting COPD risk. We derive "Type I and II" regret bounds, which guarantee the procedures are non-inferior to a static model and competitive with an oracle logistic reviser in terms of the average loss. Both procedures consistently outperformed the static model and other online logistic revision methods. In simulations, the average estimated calibration index (aECI) of the original model was 0.828 (95%CI 0.818-0.938). Online recalibration using BLR and MarBLR improved the aECI, attaining 0.265 (95%CI 0.230-0.300) and 0.241 (95%CI 0.216-0.266), respectively. When performing more extensive logistic model revisions, BLR and MarBLR increased the average AUC (aAUC) from 0.767 (95%CI 0.765-0.769) to 0.800 (95%CI 0.798-0.802) and 0.799 (95%CI 0.797-0.801), respectively, in stationary settings and protected against substantial model decay. In the COPD study, BLR and MarBLR dynamically combined the original model with a continually-refitted gradient boosted tree to achieve aAUCs of 0.924 (95%CI 0.913-0.935) and 0.925 (95%CI 0.914-0.935), compared to the static model's aAUC of 0.904 (95%CI 0.892-0.916). Despite its simplicity, BLR is highly competitive with MarBLR. MarBLR outperforms BLR when its prior better reflects the data. BLR and MarBLR can improve the transportability of clinical prediction models and maintain their performance over time.
Uncertainty-based out-of-distribution detection requires suitable function space priors
D'Angelo, Francesco, Henning, Christian
The need to avoid confident predictions on unfamiliar data has sparked interest in out-of-distribution (OOD) detection. It is widely assumed that Bayesian neural networks (BNNs) are well suited for this task, as the endowed epistemic uncertainty should lead to disagreement in predictions on outliers. In this paper, we question this assumption and show that proper Bayesian inference with function space priors induced by neural networks does not necessarily lead to good OOD detection. To circumvent the use of approximate inference, we start by studying the infinite-width case, where Bayesian inference can be exact due to the correspondence with Gaussian processes. Strikingly, the kernels induced under common architectural choices lead to uncertainties that do not reflect the underlying data generating process and are therefore unsuited for OOD detection. Importantly, we find this OOD behavior to be consistent with the corresponding finite-width networks. Desirable function space properties can be encoded in the prior in weight space, however, this currently only applies to a specified subset of the domain and thus does not inherently extend to OOD data. Finally, we argue that a trade-off between generalization and OOD capabilities might render the application of BNNs for OOD detection undesirable in practice. Overall, our study discloses fundamental problems when naively using BNNs for OOD detection and opens interesting avenues for future research.
The Sigma-Max System Induced from Randomness and Fuzziness
Mei, Wei, Li, Ming, Cheng, Yuanzeng, Liu, Limin
This paper managed to induce probability theory (sigma system) and possibility theory (max system) respectively from randomness and fuzziness, through which the premature theory of possibility is expected to be well founded. Such an objective is achieved by addressing three open key issues: a) the lack of clear mathematical definitions of randomness and fuzziness; b) the lack of intuitive mathematical definition of possibility; c) the lack of abstraction procedure of the axiomatic definitions of probability/possibility from their intuitive definitions. Especially, the last issue involves the question why the key axiom of "maxitivity" is adopted for possibility measure. By taking advantage of properties of the well-defined randomness and fuzziness, we derived the important conclusion that "max" is the only but un-strict disjunctive operator that is applicable across the fuzzy event space, and is an exact operator for fuzzy feature extraction that assures the max inference is an exact mechanism. It is fair to claim that the long-standing problem of lack of consensus to the foundation of possibility theory is well resolved, which would facilitate wider adoption of possibility theory in practice and promote cross prosperity of the two uncertainty theories of probability and possibility. Randomness and fuzziness are well recognized as two kinds of fundamental uncertainties of this world. It remains as an open topic on how to correctly comprehend these uncertainties and effectively handle them in practice. For modeling of random uncertainty, probability theory and the derivative subjects of statistics and stochastic process are no doubt the classic tool set. Probability theory, which satisfies the key axiom of "additivity" [18,23], has grown up to be mature, upon which nearly the whole building of information sciences is based and applications of which could be found over a great diversity of communities [22, 29,41,42,52,53].
Reward-Free Model-Based Reinforcement Learning with Linear Function Approximation
Zhang, Weitong, Zhou, Dongruo, Gu, Quanquan
We study the model-based reward-free reinforcement learning with linear function approximation for episodic Markov decision processes (MDPs). In this setting, the agent works in two phases. In the exploration phase, the agent interacts with the environment and collects samples without the reward. In the planning phase, the agent is given a specific reward function and uses samples collected from the exploration phase to learn a good policy. We propose a new provably efficient algorithm, called UCRL-RFE under the Linear Mixture MDP assumption, where the transition probability kernel of the MDP can be parameterized by a linear function over certain feature mappings defined on the triplet of state, action, and next state. We show that to obtain an $\epsilon$-optimal policy for arbitrary reward function, UCRL-RFE needs to sample at most $\tilde O(H^5d^2\epsilon^{-2})$ episodes during the exploration phase. Here, $H$ is the length of the episode, $d$ is the dimension of the feature mapping. We also propose a variant of UCRL-RFE using Bernstein-type bonus and show that it needs to sample at most $\tilde O(H^4d(H + d)\epsilon^{-2})$ to achieve an $\epsilon$-optimal policy. By constructing a special class of linear Mixture MDPs, we also prove that for any reward-free algorithm, it needs to sample at least $\tilde \Omega(H^2d\epsilon^{-2})$ episodes to obtain an $\epsilon$-optimal policy. Our upper bound matches the lower bound in terms of the dependence on $\epsilon$ and the dependence on $d$ if $H \ge d$.
Efficient Bayesian network structure learning via local Markov boundary search
We analyze the complexity of learning directed acyclic graphical models from observational data in general settings without specific distributional assumptions. Our approach is information-theoretic and uses a local Markov boundary search procedure in order to recursively construct ancestral sets in the underlying graphical model. Perhaps surprisingly, we show that for certain graph ensembles, a simple forward greedy search algorithm (i.e. without a backward pruning phase) suffices to learn the Markov boundary of each node. This substantially improves the sample complexity, which we show is at most polynomial in the number of nodes. This is then applied to learn the entire graph under a novel identifiability condition that generalizes existing conditions from the literature. As a matter of independent interest, we establish finite-sample guarantees for the problem of recovering Markov boundaries from data. Moreover, we apply our results to the special case of polytrees, for which the assumptions simplify, and provide explicit conditions under which polytrees are identifiable and learnable in polynomial time. We further illustrate the performance of the algorithm, which is easy to implement, in a simulation study. Our approach is general, works for discrete or continuous distributions without distributional assumptions, and as such sheds light on the minimal assumptions required to efficiently learn the structure of directed graphical models from data.
Information Theoretic Structured Generative Modeling
Hu, Bo, Yu, Shujian, Principe, Jose C.
R\'enyi's information provides a theoretical foundation for tractable and data-efficient non-parametric density estimation, based on pair-wise evaluations in a reproducing kernel Hilbert space (RKHS). This paper extends this framework to parametric probabilistic modeling, motivated by the fact that R\'enyi's information can be estimated in closed-form for Gaussian mixtures. Based on this special connection, a novel generative model framework called the structured generative model (SGM) is proposed that makes straightforward optimization possible, because costs are scale-invariant, avoiding high gradient variance while imposing less restrictions on absolute continuity, which is a huge advantage in parametric information theoretic optimization. The implementation employs a single neural network driven by an orthonormal input appended to a single white noise source adapted to learn an infinite Gaussian mixture model (IMoG), which provides an empirically tractable model distribution in low dimensions. To train SGM, we provide three novel variational cost functions, based on R\'enyi's second-order entropy and divergence, to implement minimization of cross-entropy, minimization of variational representations of $f$-divergence, and maximization of the evidence lower bound (conditional probability). We test the framework for estimation of mutual information and compare the results with the mutual information neural estimation (MINE), for density estimation, for conditional probability estimation in Markov models as well as for training adversarial networks. Our preliminary results show that SGM significantly improves MINE estimation in terms of data efficiency and variance, conventional and variational Gaussian mixture models, as well as the performance of generative adversarial networks.
AI in Wellbeing & Comfort in Automotive Industry - IEBS
Ingenious e-Brain Solutions forecasts that artificial intelligence will transform the cars in the near future as many companies such as Hyundai, Lear Corporation, Yamaha, Volkswagen, and others are working around different AI algorithms and have developed their solutions at various stages (ideation or concept, prototype, pre-commercialized, and commercial). In the automotive industry, AI provides solutions to drivers or passengers to relieve stress, discomfort, anxiety, drowsiness, maintaining temperature, humidity, weather, climate, and improving visualizations. The AI technologies used are machine learning, deep learning, neural network, facial recognition, bayesian network, fuzzy logic, and classification algorithm. In this report, the use of artificial intelligence or any other computational algorithm for the wellbeing or comfort of passengers and drivers is highlighted along with some of their technology development partners, solutions from other industries such as healthcare, aerospace, entertainment, and others which can be implemented in the automotive industry are listed, along with some other sections which are listed in the table of content of the report. The key players profiled in the report are Tesla, Toyota, Volkswagen, Nio, Daimler, General Motors, BMW, Stellantis, Honda, and Hyundai.
Review of Kernel Learning for Intra-Hour Solar Forecasting with Infrared Sky Images and Cloud Dynamic Feature Extraction
Terrén-Serrano, Guillermo, Martínez-Ramón, Manel
The uncertainty of the energy generated by photovoltaic systems incurs an additional cost for a guaranteed, reliable supply of energy (i.e., energy storage). This investigation aims to decrease the additional cost by introducing probabilistic multi-task intra-hour solar forecasting (feasible in real time applications) to increase the penetration of photovoltaic systems in power grids. The direction of moving clouds is estimated in consecutive sequences of sky images by extracting features of cloud dynamics with the objective of forecasting the global solar irradiance that reaches photovoltaic systems. The sky images are acquired using a low-cost infrared sky imager mounted on a solar tracker. The solar forecasting algorithm is based on kernel learning methods, and uses the clear sky index as predictor and features extracted from clouds as feature vectors. The proposed solar forecasting algorithm achieved 16.45\% forecasting skill 8 minutes ahead with a resolution of 15 seconds. In contrast, previous work reached 15.4\% forecasting skill with the resolution of 1 minute. Therefore, this solar forecasting algorithm increases the performances with respect to the state-of-the-art, providing grid operators with the capability of managing the inherent uncertainties of power grids with a high penetration of photovoltaic systems.
\beta-Intact-VAE: Identifying and Estimating Causal Effects under Limited Overlap
As an important problem in causal inference, we discuss the identification and estimation of treatment effects (TEs) under limited overlap; that is, when subjects with certain features belong to a single treatment group. We use a latent variable to model a prognostic score which is widely used in biostatistics and sufficient for TEs; i.e., we build a generative prognostic model. We prove that the latent variable recovers a prognostic score, and the model identifies individualized treatment effects. The model is then learned as \beta-Intact-VAE--a new type of variational autoencoder (VAE). We derive the TE error bounds that enable representations balanced for treatment groups conditioned on individualized features. The proposed method is compared with recent methods using (semi-)synthetic datasets.