Uncertainty
Bayesian structure learning and sampling of Bayesian networks with the R package BiDAG
Suter, Polina, Kuipers, Jack, Moffa, Giusi, Beerenwinkel, Niko
A Bayesian network is a probabilistic graphical model, which represents conditional independence relationships between a set of random variables by a directed acyclic graph (DAG).The problem of DAG learning from observational data is hard (Chickering 1996), and the number of DAGs grows super-exponentially with the number of nodes. Hence, developing and implementing methods to learn an underlying DAG from observational data in reasonable time continues to be the focus of much research (Bartlett and Cussens 2017; Goudie and Mukherjee 2016; Scanagatta, de Campos, and Corani 2015). Drton and Maathuis (2017) provide an overview of the approaches for structure learning of graphical models including Bayesian networks. The R (R Development Core Team 2008) packages pcalg (Kalisch, Mรคchler, Colombo, Maathuis, and Bรผhlmann 2012), BNlearn (Scutari 2010), bnstruct (Franzin, Sambo, and Camillo 2017) and the Java-based toolbox TETRAD (Glymour, Scheines, Spirtes, and Ramsey 2017) implement multiple approaches to structure learning, including both constraint-based and searcharXiv:2105.00488v1
CARL-DTN: Context Adaptive Reinforcement Learning based Routing Algorithm in Delay Tolerant Network
Yesuf, Fuad Yimer, Prathap, M.
The term Delay/Disruption-Tolerant Networks (DTN) invented to describe and cover all types of long-delay, disconnected, intermittently connected networks, where mobility and outages or scheduled contacts may be experienced. This environment is characterized by frequent network partitioning, intermittent connectivity, large or variable delay, asymmetric data rate, and low transmission reliability. There have been routing protocols developed in DTN. However, those routing algorithms are design based upon specific assumptions. The assumption makes existing algorithms suitable for specific environment scenarios. Different routing algorithm uses different relay node selection criteria to select the replication node. Too Frequently forwarding messages can result in excessive packet loss and large buffer and network overhead. On the other hand, less frequent transmission leads to a lower delivery ratio. In DTN there is a trade-off off between delivery ratio and overhead. In this study, we proposed context-adaptive reinforcement learning based routing(CARL-DTN) protocol to determine optimal replicas of the message based on the real-time density. Our routing protocol jointly uses a real-time physical context, social-tie strength, and real-time message context using fuzzy logic in the routing decision. Multi-hop forwarding probability is also considered for the relay node selection by employing Q-Learning algorithm to estimate the encounter probability between nodes and to learn about nodes available in the neighbor by discounting reward. The performance of the proposed protocol is evaluated based on various simulation scenarios. The result shows that the proposed protocol has better performance in terms of message delivery ratio and overhead.
Bayesian and frequentist results are not the same, ever
I often hear people say that the results from Bayesian methods are the same as the results from frequentist methods, at least under certain conditions. And sometimes it even comes from people who understand Bayesian methods. Today I saw this tweet from Julia Rohrer: "Running a Bayesian multi-membership multi-level probit model with a custom function to generate average marginal effects only to find that the estimate is precisely the same as the one generated by linear regression with dummy-coded group membership." Which elicited what I interpret as good-natured teasing, like this tweet from Daniรซl Lakens: "I always love it when people realize that the main difference between a frequentist and Bayesian analysis is that for the latter approach you first need to wait 24 hours for the results." Ok, that's funny, but there is a serious point here I want to respond to because both of these comments are based on the premise that we can compare the results from Bayesian and frequentist methods.
Ontology-based Feature Selection: A Survey
Sikelis, Konstantinos, Tsekouras, George E, Kotis, Konstantinos I
The Semantic Web emerged as an extension to the traditional Web, towards adding meaning to a distributed Web of structured and linked data. At its core, the concept of ontology provides the means to semantically describe and structure information and data and expose it to software and human agents in a machine and human-readable form. For software agents to be realized, it is crucial to develop powerful artificial intelligence and machine learning techniques, able to extract knowledge from information and data sources and represent it in the underlying ontology. This survey aims to provide insight into key aspects of ontology-based knowledge extraction, from various sources such as text, images, databases and human expertise, with emphasis on the task of feature selection. First, some of the most common classification and feature selection algorithms are briefly presented. Then, selected methodologies, which utilize ontologies to represent features and perform feature selection and classification, are described. The presented examples span diverse application domains, e.g., medicine, tourism, mechanical and civil engineering, and demonstrate the feasibility and applicability of such methods.
Dynamic Slate Recommendation with Gated Recurrent Units and Thompson Sampling
Eide, Simen, Leslie, David S., Frigessi, Arnoldo
We consider the problem of recommending relevant content to users of an internet platform in the form of lists of items, called slates. We introduce a variational Bayesian Recurrent Neural Net recommender system that acts on time series of interactions between the internet platform and the user, and which scales to real world industrial situations. The recommender system is tested both online on real users, and on an offline dataset collected from a Norwegian web-based marketplace, FINN.no, that is made public for research. This is one of the first publicly available datasets which includes all the slates that are presented to users as well as which items (if any) in the slates were clicked on. Such a data set allows us to move beyond the common assumption that implicitly assumes that users are considering all possible items at each interaction. Instead we build our likelihood using the items that are actually in the slate, and evaluate the strengths and weaknesses of both approaches theoretically and in experiments. We also introduce a hierarchical prior for the item parameters based on group memberships. Both item parameters and user preferences are learned probabilistically. Furthermore, we combine our model with bandit strategies to ensure learning, and introduce `in-slate Thompson Sampling' which makes use of the slates to maximise explorative opportunities. We show experimentally that explorative recommender strategies perform on par or above their greedy counterparts. Even without making use of exploration to learn more effectively, click rates increase simply because of improved diversity in the recommended slates.
Degenerate Gaussian factors for probabilistic inference
Schoeman, J. C., van Daalen, C. E., Preez, J. A. du
In this paper, we propose a parametrised factor that enables inference on Gaussian networks where linear dependencies exist among the random variables. Our factor representation is a generalisation of traditional Gaussian parametrisations where the positive-definite constraint (of covariance and precision matrices) has been relaxed. For this purpose, we derive various statistical operations and results (such as marginalisation, multiplication and affine transformations of random variables) which extend the capabilities of Gaussian factors to these degenerate settings. By using this principled factor definition, degeneracies can be accommodated accurately and automatically at little additional computational cost. As illustration, we apply our methodology to a representative example involving recursive state estimation of cooperative mobile robots.
10 Must-Know Statistical Concepts for Data Scientists - KDnuggets
Data science is an interdisciplinary field. One of the building blocks of data science is statistics. Without a decent level of statistics knowledge, it would be highly difficult to understand or interpret the data. Statistics helps us explain the data. We use statistics to infer results about a population based on a sample drawn from that population.
Inspect, Understand, Overcome: A Survey of Practical Methods for AI Safety
Houben, Sebastian, Abrecht, Stephanie, Akila, Maram, Bรคr, Andreas, Brockherde, Felix, Feifel, Patrick, Fingscheidt, Tim, Gannamaneni, Sujan Sai, Ghobadi, Seyed Eghbal, Hammam, Ahmed, Haselhoff, Anselm, Hauser, Felix, Heinzemann, Christian, Hoffmann, Marco, Kapoor, Nikhil, Kappel, Falk, Klingner, Marvin, Kronenberger, Jan, Kรผppers, Fabian, Lรถhdefink, Jonas, Mlynarski, Michael, Mock, Michael, Mualla, Firas, Pavlitskaya, Svetlana, Poretschkin, Maximilian, Pohl, Alexander, Ravi-Kumar, Varun, Rosenzweig, Julia, Rottmann, Matthias, Rรผping, Stefan, Sรคmann, Timo, Schneider, Jan David, Schulz, Elena, Schwalbe, Gesina, Sicking, Joachim, Srivastava, Toshika, Varghese, Serin, Weber, Michael, Wirkert, Sebastian, Wirtz, Tim, Woehrle, Matthias
The use of deep neural networks (DNNs) in safety-critical applications like mobile health and autonomous driving is challenging due to numerous model-inherent shortcomings. These shortcomings are diverse and range from a lack of generalization over insufficient interpretability to problems with malicious inputs. Cyber-physical systems employing DNNs are therefore likely to suffer from safety concerns. In recent years, a zoo of state-of-the-art techniques aiming to address these safety concerns has emerged. This work provides a structured and broad overview of them. We first identify categories of insufficiencies to then describe research activities aiming at their detection, quantification, or mitigation. Our paper addresses both machine learning experts and safety engineers: The former ones might profit from the broad range of machine learning topics covered and discussions on limitations of recent methods. The latter ones might gain insights into the specifics of modern ML methods. We moreover hope that our contribution fuels discussions on desiderata for ML systems and strategies on how to propel existing approaches accordingly.
MuyGPs: Scalable Gaussian Process Hyperparameter Estimation Using Local Cross-Validation
Muyskens, Amanda, Priest, Benjamin, Goumiri, Imรจne, Schneider, Michael
Gaussian processes (GPs) are non-linear probabilistic models popular in many applications. However, na\"ive GP realizations require quadratic memory to store the covariance matrix and cubic computation to perform inference or evaluate the likelihood function. These bottlenecks have driven much investment in the development of approximate GP alternatives that scale to the large data sizes common in modern data-driven applications. We present in this manuscript MuyGPs, a novel efficient GP hyperparameter estimation method. MuyGPs builds upon prior methods that take advantage of the nearest neighbors structure of the data, and uses leave-one-out cross-validation to optimize covariance (kernel) hyperparameters without realizing a possibly expensive likelihood. We describe our model and methods in detail, and compare our implementations against the state-of-the-art competitors in a benchmark spatial statistics problem. We show that our method outperforms all known competitors both in terms of time-to-solution and the root mean squared error of the predictions.
What Are Bayesian Neural Network Posteriors Really Like?
Izmailov, Pavel, Vikram, Sharad, Hoffman, Matthew D., Wilson, Andrew Gordon
The posterior over Bayesian neural network (BNN) parameters is extremely high-dimensional and non-convex. For computational reasons, researchers approximate this posterior using inexpensive mini-batch methods such as mean-field variational inference or stochastic-gradient Markov chain Monte Carlo (SGMCMC). To investigate foundational questions in Bayesian deep learning, we instead use full-batch Hamiltonian Monte Carlo (HMC) on modern architectures. We show that (1) BNNs can achieve significant performance gains over standard training and deep ensembles; (2) a single long HMC chain can provide a comparable representation of the posterior to multiple shorter chains; (3) in contrast to recent studies, we find posterior tempering is not needed for near-optimal performance, with little evidence for a "cold posterior" effect, which we show is largely an artifact of data augmentation; (4) BMA performance is robust to the choice of prior scale, and relatively similar for diagonal Gaussian, mixture of Gaussian, and logistic priors; (5) Bayesian neural networks show surprisingly poor generalization under domain shift; (6) while cheaper alternatives such as deep ensembles and SGMCMC methods can provide good generalization, they provide distinct predictive distributions from HMC. Notably, deep ensemble predictive distributions are similarly close to HMC as standard SGLD, and closer than standard variational inference.