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 Uncertainty


Probabilistic Loss and its Online Characterization for Simplified Decision Making Under Uncertainty

arXiv.org Artificial Intelligence

It is a long-standing objective to ease the computation burden incurred by the decision making process. Identification of this mechanism's sensitivity to simplification has tremendous ramifications. Yet, algorithms for decision making under uncertainty usually lean on approximations or heuristics without quantifying their effect. Therefore, challenging scenarios could severely impair the performance of such methods. In this paper, we extend the decision making mechanism to the whole by removing standard approximations and considering all previously suppressed stochastic sources of variability. On top of this extension, our key contribution is a novel framework to simplify decision making while assessing and controlling online the simplification's impact. Furthermore, we present novel stochastic bounds on the return and characterize online the effect of simplification using this framework on a particular simplification technique - reducing the number of samples in belief representation for planning. Finally, we verify the advantages of our approach through extensive simulations.


Unsupervised Knowledge Graph Alignment by Probabilistic Reasoning and Semantic Embedding

arXiv.org Artificial Intelligence

Knowledge Graph (KG) alignment is to discover the mappings (i.e., equivalent entities, relations, and others) between two KGs. The existing methods can be divided into the embedding-based models, and the conventional reasoning and lexical matching based systems. The former compute the similarity of entities via their cross-KG embeddings, but they usually rely on an ideal supervised learning setting for good performance and lack appropriate reasoning to avoid logically wrong mappings; while the latter address the reasoning issue but are poor at utilizing the KG graph structures and the entity contexts. In this study, we aim at combining the above two solutions and thus propose an iterative framework named PRASE which is based on probabilistic reasoning and semantic embedding. It learns the KG embeddings via entity mappings from a probabilistic reasoning system named PARIS, and feeds the resultant entity mappings and embeddings back into PARIS for augmentation. The PRASE framework is compatible with different embedding-based models, and our experiments on multiple datasets have demonstrated its state-of-the-art performance.


Factoring Multidimensional Data to Create a Sophisticated Bayes Classifier

arXiv.org Machine Learning

In this paper we derive an explicit formula for calculating the marginal likelihood of a given factorization of a categorical dataset. Since the marginal likelihood is proportional to the posterior probability of the factorization, these likelihoods can be used to order all possible factorizations and select the "best" way to factor the overall distribution from which the dataset is drawn. The best factorization can then be used to construct a Bayes classifier which benefits from factoring out mutually independent sets of variables.


Estimation of population size based on capture recapture designs and evaluation of the estimation reliability

arXiv.org Machine Learning

We propose a modern method to estimate population size based on capture-recapture designs of K samples. The observed data is formulated as a sample of n i.i.d. K-dimensional vectors of binary indicators, where the k-th component of each vector indicates the subject being caught by the k-th sample, such that only subjects with nonzero capture vectors are observed. The target quantity is the unconditional probability of the vector being nonzero across both observed and unobserved subjects. We cover models assuming a single constraint (identification assumption) on the K-dimensional distribution such that the target quantity is identified and the statistical model is unrestricted. We present solutions for linear and non-linear constraints commonly assumed to identify capture-recapture models, including no K-way interaction in linear and log-linear models, independence or conditional independence. We demonstrate that the choice of constraint has a dramatic impact on the value of the estimand, showing that it is crucial that the constraint is known to hold by design. For the commonly assumed constraint of no K-way interaction in a log-linear model, the statistical target parameter is only defined when each of the $2^K - 1$ observable capture patterns is present, and therefore suffers from the curse of dimensionality. We propose a targeted MLE based on undersmoothed lasso model to smooth across the cells while targeting the fit towards the single valued target parameter of interest. For each identification assumption, we provide simulated inference and confidence intervals to assess the performance on the estimator under correct and incorrect identifying assumptions. We apply the proposed method, alongside existing estimators, to estimate prevalence of a parasitic infection using multi-source surveillance data from a region in southwestern China, under the four identification assumptions.


Real-time Ionospheric Imaging of S4 Scintillation from Limited Data with Parallel Kalman Filters and Smoothness

arXiv.org Machine Learning

In this paper, we propose a Bayesian framework to create two dimensional ionospheric images of high spatio-temporal resolution to monitor ionospheric irregularities as measured by the S4 index. Here, we recast the standard Bayesian recursive filtering for a linear Gaussian state-space model, also referred to as the Kalman filter, first by augmenting the (pierce point) observation model with connectivity information stemming from the insight and assumptions/standard modeling about the spatial distribution of the scintillation activity on the ionospheric shell at 350 km altitude. Thus, we achieve to handle the limited spatio-temporal observations. Then, by introducing a set of Kalman filters running in parallel, we mitigate the uncertainty related to a tuning parameter of the proposed augmented model. The output images are a weighted average of the state estimates of the individual filters. We demonstrate our approach by rendering two dimensional real-time ionospheric images of S4 amplitude scintillation at 350 km over South America with temporal resolution of one minute. Furthermore, we employ extra S4 data that was not used in producing these ionospheric images, to check and verify the ability of our images to predict this extra data in particular ionospheric pierce points. Our results show that in areas with a network of ground receivers with a relatively good coverage (e.g. within a couple of kilometers distance) the produced images can provide reliable real-time results. Our proposed algorithmic framework can be readily used to visualize real-time ionospheric images taking as inputs the available scintillation data provided from freely available web-servers.


Scalable Marginal Likelihood Estimation for Model Selection in Deep Learning

arXiv.org Machine Learning

Marginal-likelihood based model-selection, even though promising, is rarely used in deep learning due to estimation difficulties. Instead, most approaches rely on validation data, which may not be readily available. In this work, we present a scalable marginal-likelihood estimation method to select both the hyperparameters and network architecture based on the training data alone. Some hyperparameters can be estimated online during training, simplifying the procedure. Our marginal-likelihood estimate is based on Laplace's method and Gauss-Newton approximations to the Hessian, and it outperforms cross-validation and manual-tuning on standard regression and image classification datasets, especially in terms of calibration and out-of-distribution detection. Our work shows that marginal likelihoods can improve generalization and be useful when validation data is unavailable (e.g., in nonstationary settings).


Bayesian Model Averaging for Data Driven Decision Making when Causality is Partially Known

arXiv.org Artificial Intelligence

Probabilistic machine learning models are often insufficient to help with decisions on interventions because those models find correlations - not causal relationships. If observational data is only available and experimentation are infeasible, the correct approach to study the impact of an intervention is to invoke Pearl's causality framework. Even that framework assumes that the underlying causal graph is known, which is seldom the case in practice. When the causal structure is not known, one may use out-of-the-box algorithms to find causal dependencies from observational data. However, there exists no method that also accounts for the decision-maker's prior knowledge when developing the causal structure either. The objective of this paper is to develop rational approaches for making decisions from observational data in the presence of causal graph uncertainty and prior knowledge from the decision-maker. We use ensemble methods like Bayesian Model Averaging (BMA) to infer set of causal graphs that can represent the data generation process. We provide decisions by computing the expected value and risk of potential interventions explicitly. We demonstrate our approach by applying them in different example contexts.


Robotic Assistant Agent for Student and Machine Co-Learning on AI-FML Practice with AIoT Application

arXiv.org Artificial Intelligence

In this paper, the Robotic Assistant Agent for student and machine co-learning on AI-FML practice with AIoT application is presented. The structure of AI-FML contains three parts, including fuzzy logic, neural network, and evolutionary computation. Besides, the Robotic Assistant Agent (RAA) can assist students and machines in co-learning English and AI-FML practice based on the robot Kebbi Air and AIoT-FML learning tool. Since Sept. 2019, we have introduced an Intelligent Speaking English Assistant (ISEA) App and AI-FML platform to English and computer science learning classes at two elementary schools in Taiwan. We use the collected English-learning data to train a predictive regression model based on students' monthly examination scores. In Jan. 2021, we further combined the developed AI-FML platform with a novel AIoT-FML learning tool to enhance students' interests in learning English and AI-FML with basic hands-on practice. The proposed RAA is responsible for reasoning students' learning performance and showing the results on the AIoT-FML learning tool after communicating with the AI-FML platform. The experimental results and the collection of students' feedback show that this kind of learning model is popular with elementary-school and high-school students, and the learning performance of elementary-school students is improved.


Selective Probabilistic Classifier Based on Hypothesis Testing

arXiv.org Artificial Intelligence

In this paper, we propose a simple yet effective method to deal with the violation of the Closed-World Assumption for a classifier. Previous works tend to apply a threshold either on the classification scores or the loss function to reject the inputs that violate the assumption. However, these methods cannot achieve the low False Positive Ratio (FPR) required in safety applications. The proposed method is a rejection option based on hypothesis testing with probabilistic networks. With probabilistic networks, it is possible to estimate the distribution of outcomes instead of a single output. By utilizing Z-test over the mean and standard deviation for each class, the proposed method can estimate the statistical significance of the network certainty and reject uncertain outputs. The proposed method was experimented on with different configurations of the COCO and CIFAR datasets. The performance of the proposed method is compared with the Softmax Response, which is a known top-performing method. It is shown that the proposed method can achieve a broader range of operation and cover a lower FPR than the alternative.


Deep Bandits Show-Off: Simple and Efficient Exploration with Deep Networks

arXiv.org Machine Learning

Designing efficient exploration is central to Reinforcement Learning due to the fundamental problem posed by the exploration-exploitation dilemma. Bayesian exploration strategies like Thompson Sampling resolve this trade-off in a principled way by modeling and updating the distribution of the parameters of the the action-value function, the outcome model of the environment. However, this technique becomes infeasible for complex environments due to the difficulty of representing and updating probability distributions over parameters of outcome models of corresponding complexity. Moreover, the approximation techniques introduced to mitigate this issue typically result in poor exploration-exploitation trade-offs, as observed in the case of deep neural network models with approximate posterior methods that have been shown to underperform in the deep bandit scenario. In this paper we introduce Sample Average Uncertainty (SAU), a simple and efficient uncertainty measure for contextual bandits. While Bayesian approaches like Thompson Sampling estimate outcomes uncertainty indirectly by first quantifying the variability over the parameters of the outcome model, SAU is a frequentist approach that directly estimates the uncertainty of the outcomes based on the value predictions. Importantly, we show theoretically that the uncertainty measure estimated by SAU asymptotically matches the uncertainty provided by Thompson Sampling, as well as its regret bounds. Because of its simplicity SAU can be seamlessly applied to deep contextual bandits as a very scalable drop-in replacement for epsilon-greedy exploration. Finally, we empirically confirm our theory by showing that SAU-based exploration outperforms current state-of-the-art deep Bayesian bandit methods on several real-world datasets at modest computation cost.