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 Uncertainty


Muesli: Combining Improvements in Policy Optimization

arXiv.org Artificial Intelligence

We propose a novel policy update that combines regularized policy optimization with model learning as an auxiliary loss. The update (henceforth Muesli) matches MuZero's state-of-the-art performance on Atari. Notably, Muesli does so without using deep search: it acts directly with a policy network and has computation speed comparable to model-free baselines. The Atari results are complemented by extensive ablations, and by additional results on continuous control and 9x9 Go.


The computational asymptotics of Gaussian variational inference

arXiv.org Machine Learning

Variational inference is a popular alternative to Markov chain Monte Carlo methods that constructs a Bayesian posterior approximation by minimizing a discrepancy to the true posterior within a pre-specified family. This converts Bayesian inference into an optimization problem, enabling the use of simple and scalable stochastic optimization algorithms. However, a key limitation of variational inference is that the optimal approximation is typically not tractable to compute; even in simple settings the problem is nonconvex. Thus, recently developed statistical guarantees -- which all involve the (data) asymptotic properties of the optimal variational distribution -- are not reliably obtained in practice. In this work, we provide two major contributions: a theoretical analysis of the asymptotic convexity properties of variational inference in the popular setting with a Gaussian family; and consistent stochastic variational inference (CSVI), an algorithm that exploits these properties to find the optimal approximation in the asymptotic regime. CSVI consists of a tractable initialization procedure that finds the local basin of the optimal solution, and a scaled gradient descent algorithm that stays locally confined to that basin. Experiments on nonconvex synthetic and real-data examples show that compared with standard stochastic gradient descent, CSVI improves the likelihood of obtaining the globally optimal posterior approximation.


Approximate Bayesian Computation of B\'ezier Simplices

arXiv.org Machine Learning

B\'ezier simplex fitting algorithms have been recently proposed to approximate the Pareto set/front of multi-objective continuous optimization problems. These new methods have shown to be successful at approximating various shapes of Pareto sets/fronts when sample points exactly lie on the Pareto set/front. However, if the sample points scatter away from the Pareto set/front, those methods often likely suffer from over-fitting. To overcome this issue, in this paper, we extend the B\'ezier simplex model to a probabilistic one and propose a new learning algorithm of it, which falls into the framework of approximate Bayesian computation (ABC) based on the Wasserstein distance. We also study the convergence property of the Wasserstein ABC algorithm. An extensive experimental evaluation on publicly available problem instances shows that the new algorithm converges on a finite sample. Moreover, it outperforms the deterministic fitting methods on noisy instances.


Semi-Supervised Learning of Classifiers from a Statistical Perspective: A Brief Review

arXiv.org Machine Learning

Due to the scarcity and often high acquisition cost of labelled data, machine learning methods that make effective use of large quantities of unlabelled data are being increasingly used. One such method is semi-supervised learning (SSL) where, in addition to labelled data, possibly large numbers of unlabelled observations are available at the time of the construction of the classification rule (classifier) to be used. Not surprisingly, semisupervised learning approaches have been gaining much attention in both the application oriented and the theoretical machine learning communities. However, theoretical analysis of SSL has so far been scarce. But last year, Ahfock and McLachlan (2020) provided an asymptotic basis on how to increase in certain situations the accuracy of the commonly used linear discriminant function formed from a partially classified sample as in SSL (Ahfock and McLachlan, 2020). The increase in accuracy can be of sufficient magnitude for this SSL-based classifier to have smaller error rate than that if it were formed from a completely classified sample.


Revisiting Bayesian Autoencoders with MCMC

arXiv.org Artificial Intelligence

Bayes' theorem is used as foundation Autoencoders are a family of unsupervised learning methods for inference in Bayesian neural networks, and Markov that use neural network architectures and learning algorithms chain Monte Carlo (MCMC) sampling methods [25] are used to learn a lower-dimensional representation (encoding) for constructing the posterior distribution. Variational inference of the data, which can then be used to reconstruct a representation [26] is another way to approximate the posterior distribution, close to the original input. They thus facilitate dimensionality which approximates an intractable posterior distribution by a reduction for prediction and classification [1, 2], and have tractable one. This makes it particularly suited to large data been successfully applied to image classification [3, 4], face sets and models, and so it has been popular for autoencoders recognition [5, 6], geoscience and remote sensing [7], speechbased and neural networks [13, 27].


From partners to populations: A hierarchical Bayesian account of coordination and convention

arXiv.org Artificial Intelligence

Languages are powerful solutions to coordination problems: they provide stable, shared expectations about how the words we say correspond to the beliefs and intentions in our heads. Yet language use in a variable and non-stationary social environment requires linguistic representations to be flexible: old words acquire new ad hoc or partner-specific meanings on the fly. In this paper, we introduce a hierarchical Bayesian theory of convention formation that aims to reconcile the long-standing tension between these two basic observations. More specifically, we argue that the central computational problem of communication is not simply transmission, as in classical formulations, but learning and adaptation over multiple timescales. Under our account, rapid learning within dyadic interactions allows for coordination on partner-specific common ground, while social conventions are stable priors that have been abstracted away from interactions with multiple partners. We present new empirical data alongside simulations showing how our model provides a cognitive foundation for explaining several phenomena that have posed a challenge for previous accounts: (1) the convergence to more efficient referring expressions across repeated interaction with the same partner, (2) the gradual transfer of partner-specific common ground to novel partners, and (3) the influence of communicative context on which conventions eventually form.


A Fast Evidential Approach for Stock Forecasting

arXiv.org Artificial Intelligence

In the framework of evidence theory, data fusion combines the confidence functions of multiple different information sources to obtain a combined confidence function. Stock price prediction is the focus of economics. Stock price forecasts can provide reference data. The Dempster combination rule is a classic method of fusing different information. By using the Dempster combination rule and confidence function based on the entire time series fused at each time point and future time points, and the preliminary forecast value obtained through the time relationship, the accurate forecast value can be restored. This article will introduce the prediction method of evidence theory. This method has good running performance, can make a rapid response on a large amount of stock price data, and has far-reaching significance.


QZNs: Quantum Z-numbers

arXiv.org Artificial Intelligence

Because of the efficiency of modeling fuzziness and vagueness, Z-number plays an important role in real practice. However, Z-numbers, defined in the real number field, lack the ability to process the quantum information in quantum environment. It is reasonable to generalize Z-number into its quantum counterpart. In this paper, we propose quantum Z-numbers (QZNs), which are the quantum generalization of Z-numbers. In addition, seven basic quantum fuzzy operations of QZNs and their corresponding quantum circuits are presented and illustrated by numerical examples. Moreover, based on QZNs, a novel quantum multi-attributes decision making (MADM) algorithm is proposed and applied in medical diagnosis. The results show that, with the help of quantum computation, the proposed algorithm can make diagnoses correctly and efficiently.


ALT-MAS: A Data-Efficient Framework for Active Testing of Machine Learning Algorithms

arXiv.org Artificial Intelligence

This is clearly demonstrated by the performance of BALD. To be specific, the BNNs trained with BALD have accuracies ranging from 70 90%, but for the models-under-test M-FashionMNIST and M-MNIST-ES (average & bad models), the metric estimation accuracies range from 90 100% - which are much higher than the BNNs' accuracies. For our proposed method ALT-MAS, with the models-under-test M-FashionMNIST, M-MNIST-ES, the behaviours are similar to those of BALD. That is, the metric estimation accuracies are always higher than the BNNs accuracies, especially for per-class metrics. It is worth noting that, for the per-class metrics, even though the BNNs accuracies by ALT-MAS are much lower than the BNNs by BALD, but the metric estimations by ALT-MAS are much higher than by BALD. This asserts the motivation of our sampling approach, that is, the BNN only needs to accurately predict the data points that contribute to the metric estimation. On the other hand, with the good model-under-test M-MNIST, due to our data augmentation training strategy, the BNN accuracies by ALT-MAS are much higher than those of BALD, and thus, the metric estimations by ALT-MAS are also more accurate than those by BALD. Figure 2: The accuracy of the BNN, for each combination of model-under-test (M-MNIST, M-FashionMNIST, & M-MNIST-ES) and metric set. Plotting mean and standard error over 3 repetitions (Best seen in color).


Supervised Feature Selection Techniques in Network Intrusion Detection: a Critical Review

arXiv.org Artificial Intelligence

Machine Learning (ML) techniques are becoming an invaluable support for network intrusion detection, especially in revealing anomalous flows, which often hide cyber-threats. Typically, ML algorithms are exploited to classify/recognize data traffic on the basis of statistical features such as inter-arrival times, packets length distribution, mean number of flows, etc. Dealing with the vast diversity and number of features that typically characterize data traffic is a hard problem. This results in the following issues: i) the presence of so many features leads to lengthy training processes (particularly when features are highly correlated), while prediction accuracy does not proportionally improve; ii) some of the features may introduce bias during the classification process, particularly those that have scarce relation with the data traffic to be classified. To this end, by reducing the feature space and retaining only the most significant features, Feature Selection (FS) becomes a crucial pre-processing step in network management and, specifically, for the purposes of network intrusion detection. In this review paper, we complement other surveys in multiple ways: i) evaluating more recent datasets (updated w.r.t. obsolete KDD 99) by means of a designed-from-scratch Python-based procedure; ii) providing a synopsis of most credited FS approaches in the field of intrusion detection, including Multi-Objective Evolutionary techniques; iii) assessing various experimental analyses such as feature correlation, time complexity, and performance. Our comparisons offer useful guidelines to network/security managers who are considering the incorporation of ML concepts into network intrusion detection, where trade-offs between performance and resource consumption are crucial.