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 Uncertainty


Learning Sparse Fixed-Structure Gaussian Bayesian Networks

arXiv.org Machine Learning

Gaussian Bayesian networks (a.k.a. linear Gaussian structural equation models) are widely used to model causal interactions among continuous variables. In this work, we study the problem of learning a fixed-structure Gaussian Bayesian network up to a bounded error in total variation distance. We analyze the commonly used node-wise least squares regression (LeastSquares) and prove that it has a near-optimal sample complexity. We also study a couple of new algorithms for the problem: - BatchAvgLeastSquares takes the average of several batches of least squares solutions at each node, so that one can interpolate between the batch size and the number of batches. We show that BatchAvgLeastSquares also has near-optimal sample complexity. - CauchyEst takes the median of solutions to several batches of linear systems at each node. We show that the algorithm specialized to polytrees, CauchyEstTree, has near-optimal sample complexity. Experimentally, we show that for uncontaminated, realizable data, the LeastSquares algorithm performs best, but in the presence of contamination or DAG misspecification, CauchyEst/CauchyEstTree and BatchAvgLeastSquares respectively perform better.


Typing assumptions improve identification in causal discovery

arXiv.org Artificial Intelligence

Causal discovery from observational data is a challenging task to which an exact solution cannot always be identified. Under assumptions about the data-generative process, the causal graph can often be identified up to an equivalence class. Proposing new realistic assumptions to circumscribe such equivalence classes is an active field of research. In this work, we propose a new set of assumptions that constrain possible causal relationships based on the nature of the variables. We thus introduce typed directed acyclic graphs, in which variable types are used to determine the validity of causal relationships. We demonstrate, both theoretically and empirically, that the proposed assumptions can result in significant gains in the identification of the causal graph.


Efficient Neural Causal Discovery without Acyclicity Constraints

arXiv.org Artificial Intelligence

Learning the structure of a causal graphical model using both observational and interventional data is a fundamental problem in many scientific fields. A promising direction is continuous optimization for score-based methods, which efficiently learn the causal graph in a data-driven manner. However, to date, those methods require constrained optimization to enforce acyclicity or lack convergence guarantees. In this paper, we present ENCO, an efficient structure learning method for directed, acyclic causal graphs leveraging observational and interventional data. ENCO formulates the graph search as an optimization of independent edge likelihoods, with the edge orientation being modeled as a separate parameter. Consequently, we can provide convergence guarantees of ENCO under mild conditions without constraining the score function with respect to acyclicity. In experiments, we show that ENCO can efficiently recover graphs with hundreds of nodes, an order of magnitude larger than what was previously possible, while handling deterministic variables and latent confounders.


Decision Making Using Rough Set based Spanning Sets for a Decision System

arXiv.org Artificial Intelligence

Rough Set based concepts of Span and Spanning Sets were recently proposed to deal with uncertainties in data. Here, this paper, presents novel concepts for generic decision-making process using Rough Set based span for a decision table. Majority of problems in Artificial Intelligence deal with decision making. This paper provides real life applications of proposed Rough Set based span for decision tables. Here, novel concept of span for a decision table is proposed, illustrated with real life example of flood relief and rescue team assignment. Its uses, applications and properties are explored. The key contribution of paper is primarily to study decision making using Rough Set based Span for a decision tables, as against an information system in prior works. Here, the main contribution is that decision classes are automatically learned by the technique of Rough Set based span, for a particular problem, hence automating the decision-making process. These decision-making tools based on span can guide an expert in taking decisions in tough and time-bound situations.


Optimal Operation of Power Systems with Energy Storage under Uncertainty: A Scenario-based Method with Strategic Sampling

arXiv.org Artificial Intelligence

The multi-period dynamics of energy storage (ES), intermittent renewable generation and uncontrollable power loads, make the optimization of power system operation (PSO) challenging. A multi-period optimal PSO under uncertainty is formulated using the chance-constrained optimization (CCO) modeling paradigm, where the constraints include the nonlinear energy storage and AC power flow models. Based on the emerging scenario optimization method which does not rely on pre-known probability distribution functions, this paper develops a novel solution method for this challenging CCO problem. The proposed meth-od is computationally effective for mainly two reasons. First, the original AC power flow constraints are approximated by a set of learning-assisted quadratic convex inequalities based on a generalized least absolute shrinkage and selection operator. Second, considering the physical patterns of data and motived by learning-based sampling, the strategic sampling method is developed to significantly reduce the required number of scenarios through different sampling strategies. The simulation results on IEEE standard systems indicate that 1) the proposed strategic sampling significantly improves the computational efficiency of the scenario-based approach for solving the chance-constrained optimal PSO problem, 2) the data-driven convex approximation of power flow can be promising alternatives of nonlinear and nonconvex AC power flow.


EMG Pattern Recognition via Bayesian Inference with Scale Mixture-Based Stochastic Generative Models

arXiv.org Machine Learning

Electromyogram (EMG) has been utilized to interface signals for prosthetic hands and information devices owing to its ability to reflect human motion intentions. Although various EMG classification methods have been introduced into EMG-based control systems, they do not fully consider the stochastic characteristics of EMG signals. This paper proposes an EMG pattern classification method incorporating a scale mixture-based generative model. A scale mixture model is a stochastic EMG model in which the EMG variance is considered as a random variable, enabling the representation of uncertainty in the variance. This model is extended in this study and utilized for EMG pattern classification. The proposed method is trained by variational Bayesian learning, thereby allowing the automatic determination of the model complexity. Furthermore, to optimize the hyperparameters of the proposed method with a partial discriminative approach, a mutual information-based determination method is introduced. Simulation and EMG analysis experiments demonstrated the relationship between the hyperparameters and classification accuracy of the proposed method as well as the validity of the proposed method. The comparison using public EMG datasets revealed that the proposed method outperformed the various conventional classifiers. These results indicated the validity of the proposed method and its applicability to EMG-based control systems. In EMG pattern recognition, a classifier based on a generative model that reflects the stochastic characteristics of EMG signals can outperform the conventional general-purpose classifier.


A Bayesian Approach to Invariant Deep Neural Networks

arXiv.org Machine Learning

Contributions We propose a method to learn such weight-sharing schemes from data. As a proof of concept, we focus on being invariant We propose a novel Bayesian neural network architecture to two types of transformations applied on images, that can learn invariances from data namely rotations and flips. However, our algorithm can be alone by inferring a posterior distribution over applied to any other choice of symmetry, as long as the corresponding different weight-sharing schemes. We show that weight-sharing scheme is available. Apart from our model outperforms other non-invariant architectures, achieving good performance during inference, our model is when trained on datasets that contain able to learn such invariances from data. This is achieved by specific invariances. The same holds true when specifying a probability distribution over the weight-sharing no data augmentation is performed.


What is Machine Learning? A Primer for the Epidemiologist

#artificialintelligence

Machine learning is a branch of computer science that has the potential to transform epidemiologic sciences. Amid a growing focus on "Big Data," it offers epidemiologists new tools to tackle problems for which classical methods are not well-suited. In order to critically evaluate the value of integrating machine learning algorithms and existing methods, however, it is essential to address language and technical barriers between the two fields that can make it difficult for epidemiologists to read and assess machine learning studies. Here, we provide an overview of the concepts and terminology used in machine learning literature, which encompasses a diverse set of tools with goals ranging from prediction to classification to clustering. We provide a brief introduction to 5 common machine learning algorithms and 4 ensemble-based approaches. We then summarize epidemiologic applications of machine learning techniques in the published literature. We recommend approaches to incorporate machine learning in epidemiologic research and discuss opportunities and challenges for integrating machine learning and existing epidemiologic research methods. Machine learning is a branch of computer science that broadly aims to enable computers to "learn" without being directly programmed (1). It has origins in the artificial intelligence movement of the 1950s and emphasizes practical objectives and applications, particularly prediction and optimization. Computers "learn" in machine learning by improving their performance at tasks through "experience" (2, p. xv). In practice, "experience" usually means fitting to data; hence, there is not a clear boundary between machine learning and statistical approaches. Indeed, whether a given methodology is considered "machine learning" or "statistical" often reflects its history as much as genuine differences, and many algorithms (e.g., least absolute shrinkage and selection operator (LASSO), stepwise regression) may or may not be considered machine learning depending on who you ask. Still, despite methodological similarities, machine learning is philosophically and practically distinguishable. At the liberty of (considerable) oversimplification, machine learning generally emphasizes predictive accuracy over hypothesis-driven inference, usually focusing on large, high-dimensional (i.e., having many covariates) data sets (3, 4). Regardless of the precise distinction between approaches, in practice, machine learning offers epidemiologists important tools. In particular, a growing focus on "Big Data" emphasizes problems and data sets for which machine learning algorithms excel while more commonly used statistical approaches struggle. This primer provides a basic introduction to machine learning with the aim of providing readers a foundation for critically reading studies based on these methods and a jumping-off point for those interested in using machine learning techniques in epidemiologic research.


Reward-Weighted Regression Converges to a Global Optimum

arXiv.org Artificial Intelligence

Reward-Weighted Regression (RWR) belongs to a family of widely known iterative Reinforcement Learning algorithms based on the Expectation-Maximization framework. In this family, learning at each iteration consists of sampling a batch of trajectories using the current policy and fitting a new policy to maximize a return-weighted log-likelihood of actions. Although RWR is known to yield monotonic improvement of the policy under certain circumstances, whether and under which conditions RWR converges to the optimal policy have remained open questions. In this paper, we provide for the first time a proof that RWR converges to a global optimum when no function approximation is used.


Auto-differentiable Ensemble Kalman Filters

arXiv.org Machine Learning

Time series of data arising across geophysical sciences, remote sensing, automatic control, and a variety of other scientific and engineering applications often reflect observations of an underlying dynamical system operating in a latent state-space. Estimating the evolution of this latent state from data is the central challenge of data assimilation (DA) [28, 39, 49, 68, 75]. However, in these and other applications, we often lack an accurate model of the underlying dynamics, and the dynamical model needs to be learned from the observations to perform DA. This paper introduces auto-differentiable ensemble Kalman filters (AD-EnKFs), a machine learning (ML) framework for the principled co-learning of states and dynamics. This framework enables learning in three core categories of unknown dynamics: (a) parametric dynamical models with unknown parameter values; (b) fully-unknown dynamics captured using neural network (NN) surrogate models; and (c) inaccurate or partially-known dynamical models that can be improved using NN corrections. AD-EnKFs are designed to scale to high-dimensional states, observations, and NN surrogate models. In order to describe the main idea behind the AD-EnKF framework, let us introduce briefly the problem of interest. Our setting will be formalized in §2 below.