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 Uncertainty


pRSL: Interpretable Multi-label Stacking by Learning Probabilistic Rules

arXiv.org Machine Learning

A key task in multi-label classification is modeling the structure between the involved classes. Modeling this structure by probabilistic and interpretable means enables application in a broad variety of tasks such as zero-shot learning or learning from incomplete data. In this paper, we present the probabilistic rule stacking learner (pRSL) which uses probabilistic propositional logic rules and belief propagation to combine the predictions of several underlying classifiers. We derive algorithms for exact and approximate inference and learning, and show that pRSL reaches state-of-the-art performance on various benchmark datasets. In the process, we introduce a novel multicategorical generalization of the noisy-or gate. Additionally, we report simulation results on the quality of loopy belief propagation algorithms for approximate inference in bipartite noisy-or networks.


Confident in the Crowd: Bayesian Inference to Improve Data Labelling in Crowdsourcing

arXiv.org Artificial Intelligence

With the increased interest in machine learning and big data problems, the need for large amounts of labelled data has also grown. However, it is often infeasible to get experts to label all of this data, which leads many practitioners to crowdsourcing solutions. In this paper, we present new techniques to improve the quality of the labels while attempting to reduce the cost. The naive approach to assigning labels is to adopt a majority vote method, however, in the context of data labelling, this is not always ideal as data labellers are not equally reliable. One might, instead, give higher priority to certain labellers through some kind of weighted vote based on past performance. This paper investigates the use of more sophisticated methods, such as Bayesian inference, to measure the performance of the labellers as well as the confidence of each label. The methods we propose follow an iterative improvement algorithm which attempts to use the least amount of workers necessary to achieve the desired confidence in the inferred label. This paper explores simulated binary classification problems with simulated workers and questions to test the proposed methods. Our methods outperform the standard voting methods in both cost and accuracy while maintaining higher reliability when there is disagreement within the crowd.


Bridging the Gap Between Practice and PAC-Bayes Theory in Few-Shot Meta-Learning

arXiv.org Machine Learning

Despite recent advances in its theoretical understanding, there still remains a significant gap in the ability of existing PAC-Bayesian theories on meta-learning to explain performance improvements in the few-shot learning setting, where the number of training examples in the target tasks is severely limited. This gap originates from an assumption in the existing theories which supposes that the number of training examples in the observed tasks and the number of training examples in the target tasks follow the same distribution, an assumption that rarely holds in practice. By relaxing this assumption, we develop two PAC-Bayesian bounds tailored for the few-shot learning setting and show that two existing meta-learning algorithms (MAML and Reptile) can be derived from our bounds, thereby bridging the gap between practice and PAC-Bayesian theories. Furthermore, we derive a new computationally-efficient PACMAML algorithm, and show it outperforms existing meta-learning algorithms on several few-shot benchmark datasets.


Socioeconomic status determines COVID-19 incidence and related mortality in Santiago, Chile

Science

Santiago, Chile, is a highly segregated city with distinct zones of affluence and deprivation. This setting offers a window on how social factors propel the severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) pandemic in an economically vulnerable society with high levels of income inequality. Mena et al. analyzed incidence and mortality attributed to SARS-CoV-2 to understand spatial variations in disease burden. Infection fatality rates were higher in lower-income municipalities because of comorbidities and lack of access to health care. Disparities between municipalities in the quality of their health care delivery system became apparent in testing delays and capacity. These indicators explain a large part of the variation in COVID-19 underreporting and deaths and show that these inequalities disproportionately affected younger people. Science , abg5298, this issue p. [eabg5298][1] ### INTRODUCTION The COVID-19 crisis has exposed major inequalities between communities. Understanding the societal risk factors that make some groups particularly vulnerable is essential to ensure more effective interventions for this and future pandemics. Here, we focus on socioeconomic status as a risk factor. Although it is broadly understood that social and economic inequality has a negative impact on health outcomes, the mechanisms by which socioeconomic status affects disease outcomes remain unclear. These mechanisms can be mediated by a range of systemic structural factors, such as access to health care and economic safety nets. We address this gap by providing an in-depth characterization of disease incidence and mortality and their dependence on demographic and socioeconomic strata in Santiago, a highly segregated city and the capital of Chile. ### RATIONALE Combining publicly available data sources, we conducted a comprehensive analysis of case incidence and mortality during the first wave of the pandemic. We correlated COVID-19 outcomes with behavioral and health care system factors while studying their interaction with age and socioeconomic status. To overcome the intrinsic biases of incomplete case count data, we used detailed mortality data. We developed a parsimonious Gaussian process model to study excess deaths and their uncertainty and reconstructed true incidence from the time series of deaths with a new regularized maximum likelihood deconvolution method. To estimate infection fatality rates by age and socioeconomic status, we implemented a hierarchical Bayesian model that adjusts for reporting biases while accounting for incompleteness in case information. ### RESULTS We find robust associations between COVID-19 outcomes and socioeconomic status, based on health and behavioral indicators. Specifically, we show in lowerโ€“socioeconomic status municipalities that testing was almost absent early in the pandemic and that human mobility was not reduced by lockdowns as much as it was in more affluent locations. Test positivity and testing delays were much higher in these locations, indicating an impaired capacity of the health care system to contain the spread of the epidemic. We also find that 73% more deaths than in a normal year were observed between May and July 2020, and municipalities at the lower end of the socioeconomic spectrum were hit the hardest, both in relation to COVID-19โ€“attributed deaths and excess deaths. Finally, the socioeconomic gradient of the infection fatality rate appeared particularly steep for younger age groups, reflecting worse baseline health status and limited access to health care in municipalities with low socioeconomic status. ### CONCLUSION Together, these findings highlight the substantial consequences of socioeconomic and health care disparities in a highly segregated city and provide practical methodological approaches useful for characterizing the COVID-19 burden and mortality in other urban centers based on public data, even if reports are incomplete and biased. ![Figure][2] Effect of socioeconomic inequalities on COVID-19 outcomes. The map on the left shows the municipalities that were included in this study, colored by their socioeconomic status score. For the comparison between COVID-19 deaths and excess deaths (top right), COVID-19โ€“confirmed deaths are shown in light green and COVID-19โ€“attributed deaths in dark green. Excess deaths, shown in gray, correspond to the difference between observed and predicted deaths. Predicted deaths were estimated using a Gaussian process model. The shading indicates 95% credible intervals for the excess deaths. The infection fatality rates (bottom right) were inferred by implementing a hierarchical Bayesian model, with vertical lines representing credible intervals by age and socioeconomic status. The COVID-19 pandemic has affected cities particularly hard. Here, we provide an in-depth characterization of disease incidence and mortality and their dependence on demographic and socioeconomic strata in Santiago, a highly segregated city and the capital of Chile. Our analyses show a strong association between socioeconomic status and both COVID-19 outcomes and public health capacity. People living in municipalities with low socioeconomic status did not reduce their mobility during lockdowns as much as those in more affluent municipalities. Testing volumes may have been insufficient early in the pandemic in those places, and both test positivity rates and testing delays were much higher. We find a strong association between socioeconomic status and mortality, measured by either COVID-19โ€“attributed deaths or excess deaths. Finally, we show that infection fatality rates in young people are higher in low-income municipalities. Together, these results highlight the critical consequences of socioeconomic inequalities on health outcomes. [1]: /lookup/doi/10.1126/science.abg5298 [2]: pending:yes


Model Selection for Production System via Automated Online Experiments

arXiv.org Machine Learning

A challenge that machine learning practitioners in the industry face is the task of selecting the best model to deploy in production. As a model is often an intermediate component of a production system, online controlled experiments such as A/B tests yield the most reliable estimation of the effectiveness of the whole system, but can only compare two or a few models due to budget constraints. We propose an automated online experimentation mechanism that can efficiently perform model selection from a large pool of models with a small number of online experiments. We derive the probability distribution of the metric of interest that contains the model uncertainty from our Bayesian surrogate model trained using historical logs. Our method efficiently identifies the best model by sequentially selecting and deploying a list of models from the candidate set that balance exploration-exploitation. Using simulations based on real data, we demonstrate the effectiveness of our method on two different tasks.


Non-negative matrix factorization algorithms greatly improve topic model fits

arXiv.org Machine Learning

We report on the potential for using algorithms for non-negative matrix factorization (NMF) to improve parameter estimation in topic models. While several papers have studied connections between NMF and topic models, none have suggested leveraging these connections to develop new algorithms for fitting topic models. Importantly, NMF avoids the "sum-to-one" constraints on the topic model parameters, resulting in an optimization problem with simpler structure and more efficient computations. Building on recent advances in optimization algorithms for NMF, we show that first solving the NMF problem then recovering the topic model fit can produce remarkably better fits, and in less time, than standard algorithms for topic models. While we focus primarily on maximum likelihood estimation, we show that this approach also has the potential to improve variational inference for topic models. Our methods are implemented in the R package fastTopics.


Algebras of Sets and Coherent Sets of Gambles

arXiv.org Artificial Intelligence

In a recent work we have shown how to construct an information algebra of coherent sets of gambles defined on general possibility spaces. Here we analyze the connection of such an algebra with the set algebra of subsets of the possibility space on which gambles are defined and the set algebra of sets of its atoms. Set algebras are particularly important information algebras since they are their prototypical structures. Furthermore, they are the algebraic counterparts of classical propositional logic. As a consequence, this paper also details how propositional logic is naturally embedded into the theory of imprecise probabilities.


Errors-in-Variables for deep learning: rethinking aleatoric uncertainty

arXiv.org Artificial Intelligence

We present a Bayesian treatment for deep regression using an Errors-in-Variables model which accounts for the uncertainty associated with the input to the employed neural network. It is shown how the treatment can be combined with already existing approaches for uncertainty quantification that are based on variational inference. Our approach yields a decomposition of the predictive uncertainty into an aleatoric and epistemic part that is more complete and, in many cases, more consistent from a statistical perspective. We illustrate and discuss the approach along various toy and real world examples.


Non-parametric Bayesian Causal Modeling of the SARS-CoV-2 Viral Load Distribution vs. Patient's Age

arXiv.org Machine Learning

The viral load of patients infected with SARS-CoV-2 varies on logarithmic scales and possibly with age. Controversial claims have been made in the literature regarding whether the viral load distribution actually depends on the age of the patients. Such a dependence would have implications for the COVID-19 spreading mechanism, the age-dependent immune system reaction, and thus for policymaking. We hereby develop a method to analyze viral-load distribution data as a function of the patients' age within a flexible, non-parametric, hierarchical, Bayesian, and causal model. This method can be applied to other contexts as well, and for this purpose, it is made freely available. The developed reconstruction method also allows testing for bias in the data. This could be due to, e.g., bias in patient-testing and data collection or systematic errors in the measurement of the viral load. We perform these tests by calculating the Bayesian evidence for each implied possible causal direction. When applying these tests to publicly available age and SARS-CoV-2 viral load data, we find a statistically significant increase in the viral load with age, but only for one of the two analyzed datasets. If we consider this dataset, and based on the current understanding of viral load's impact on patients' infectivity, we expect a non-negligible difference in the infectivity of different age groups. This difference is nonetheless too small to justify considering any age group as noninfectious.


MAGI-X: Manifold-Constrained Gaussian Process Inference for Unknown System Dynamics

arXiv.org Machine Learning

Ordinary differential equations (ODEs), commonly used to characterize the dynamic systems, are difficult to propose in closed-form for many complicated scientific applications, even with the help of domain expert. We propose a fast and accurate data-driven method, MAGI-X, to learn the unknown dynamic from the observation data in a non-parametric fashion, without the need of any domain knowledge. Unlike the existing methods that mainly rely on the costly numerical integration, MAGI-X utilizes the powerful functional approximator of neural network to learn the unknown nonlinear dynamic within the MAnifold-constrained Gaussian process Inference (MAGI) framework that completely circumvents the numerical integration. Comparing against the state-of-the-art methods on three realistic examples, MAGI-X achieves competitive accuracy in both fitting and forecasting while only taking a fraction of computational time. Moreover, MAGI-X provides practical solution for the inference of partial observed systems, which no previous method is able to handle.