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 Uncertainty


Partitioned hybrid learning of Bayesian network structures

arXiv.org Machine Learning

We develop a novel hybrid method for Bayesian network structure learning called partitioned hybrid greedy search (pHGS), composed of three distinct yet compatible new algorithms: Partitioned PC (pPC) accelerates skeleton learning via a divide-and-conquer strategy, $p$-value adjacency thresholding (PATH) effectively accomplishes parameter tuning with a single execution, and hybrid greedy initialization (HGI) maximally utilizes constraint-based information to obtain a high-scoring and well-performing initial graph for greedy search. We establish structure learning consistency of our algorithms in the large-sample limit, and empirically validate our methods individually and collectively through extensive numerical comparisons. The combined merits of pPC and PATH achieve significant computational reductions compared to the PC algorithm without sacrificing the accuracy of estimated structures, and our generally applicable HGI strategy reliably improves the estimation structural accuracy of popular hybrid algorithms with negligible additional computational expense. Our empirical results demonstrate the superior empirical performance of pHGS against many state-of-the-art structure learning algorithms.


Numerical comparisons between Bayesian and frequentist low-rank matrix completion: estimation accuracy and uncertainty quantification

arXiv.org Machine Learning

In this paper we perform a numerious numerical studies for the problem of low-rank matrix completion. We compare the Bayesain approaches and a recently introduced de-biased estimator which provides a useful way to build confidence intervals of interest. From a theoretical viewpoint, the de-biased estimator comes with a sharp minimax-optinmal rate of estimation error whereas the Bayesian approach reaches this rate with an additional logarithmic factor. Our simulation studies show originally interesting results that the de-biased estimator is just as good as the Bayesain estimators. Moreover, Bayesian approaches are much more stable and can outperform the de-biased estimator in the case of small samples. However, we also find that the length of the confidence intervals revealed by the de-biased estimator for an entry is absolutely shorter than the length of the considered credible interval. These suggest further theoretical studies on the estimation error and the concentration for Bayesian methods as they are being quite limited up to present.


d3p -- A Python Package for Differentially-Private Probabilistic Programming

arXiv.org Machine Learning

Probabilistic modelling presents a natural way to model data by describing their (assumed) generative process. The model is then fit to observations by probabilistic inference algorithms. Learning from sensitive data, however, clearly raises concerns about privacy, calling for privacy-preserving model inference algorithms. Differential privacy (DP) [10] provides a rigorous mathematical framework for addressing such concerns and has become the de-facto standard notion for privacy. It essentially assures that an algorithms outputs will not differ significantly whether a specific individual's data record is included in the data set or not.


UCB-based Algorithms for Multinomial Logistic Regression Bandits

arXiv.org Machine Learning

Out of the rich family of generalized linear bandits, perhaps the most well studied ones are logisitc bandits that are used in problems with binary rewards: for instance, when the learner/agent tries to maximize the profit over a user that can select one of two possible outcomes (e.g., `click' vs `no-click'). Despite remarkable recent progress and improved algorithms for logistic bandits, existing works do not address practical situations where the number of outcomes that can be selected by the user is larger than two (e.g., `click', `show me later', `never show again', `no click'). In this paper, we study such an extension. We use multinomial logit (MNL) to model the probability of each one of $K+1\geq 2$ possible outcomes (+1 stands for the `not click' outcome): we assume that for a learner's action $\mathbf{x}_t$, the user selects one of $K+1\geq 2$ outcomes, say outcome $i$, with a multinomial logit (MNL) probabilistic model with corresponding unknown parameter $\bar{\boldsymbol\theta}_{\ast i}$. Each outcome $i$ is also associated with a revenue parameter $\rho_i$ and the goal is to maximize the expected revenue. For this problem, we present MNL-UCB, an upper confidence bound (UCB)-based algorithm, that achieves regret $\tilde{\mathcal{O}}(dK\sqrt{T})$ with small dependency on problem-dependent constants that can otherwise be arbitrarily large and lead to loose regret bounds. We present numerical simulations that corroborate our theoretical results.


Detecting Label Noise via Leave-One-Out Cross Validation

arXiv.org Machine Learning

We present a simple algorithm for identifying and correcting real-valued noisy labels from a mixture of clean and corrupted samples using Gaussian process regression. A heteroscedastic noise model is employed, in which additive Gaussian noise terms with independent variances are associated with each and all of the observed labels. Thus, the method effectively applies a sample-specific Tikhonov regularization term, generalizing the uniform regularization prevalent in standard Gaussian process regression. Optimizing the noise model using maximum likelihood estimation leads to the containment of the GPR model's predictive error by the posterior standard deviation in leave-one-out cross-validation. A multiplicative update scheme is proposed for solving the maximum likelihood estimation problem under non-negative constraints. While we provide a proof of monotonic convergence for certain special cases, the multiplicative scheme has empirically demonstrated monotonic convergence behavior in virtually all our numerical experiments. We show that the presented method can pinpoint corrupted samples and lead to better regression models when trained on synthetic and real-world scientific data sets.


NeBula: Quest for Robotic Autonomy in Challenging Environments; TEAM CoSTAR at the DARPA Subterranean Challenge

arXiv.org Artificial Intelligence

This paper presents and discusses algorithms, hardware, and software architecture developed by the TEAM CoSTAR (Collaborative SubTerranean Autonomous Robots), competing in the DARPA Subterranean Challenge. Specifically, it presents the techniques utilized within the Tunnel (2019) and Urban (2020) competitions, where CoSTAR achieved 2nd and 1st place, respectively. We also discuss CoSTAR's demonstrations in Martian-analog surface and subsurface (lava tubes) exploration. The paper introduces our autonomy solution, referred to as NeBula (Networked Belief-aware Perceptual Autonomy). NeBula is an uncertainty-aware framework that aims at enabling resilient and modular autonomy solutions by performing reasoning and decision making in the belief space (space of probability distributions over the robot and world states). We discuss various components of the NeBula framework, including: (i) geometric and semantic environment mapping; (ii) a multi-modal positioning system; (iii) traversability analysis and local planning; (iv) global motion planning and exploration behavior; (i) risk-aware mission planning; (vi) networking and decentralized reasoning; and (vii) learning-enabled adaptation. We discuss the performance of NeBula on several robot types (e.g. wheeled, legged, flying), in various environments. We discuss the specific results and lessons learned from fielding this solution in the challenging courses of the DARPA Subterranean Challenge competition.


SELM: Software Engineering of Machine Learning Models

arXiv.org Artificial Intelligence

One of the pillars of any machine learning model is its concepts. Using software engineering, we can engineer these concepts and then develop and expand them. In this article, we present a SELM framework for Software Engineering of machine Learning Models. We then evaluate this framework through a case study. Using the SELM framework, we can improve a machine learning process efficiency and provide more accuracy in learning with less processing hardware resources and a smaller training dataset. This issue highlights the importance of an interdisciplinary approach to machine learning. Therefore, in this article, we have provided interdisciplinary teams' proposals for machine learning.


Uncertainty Estimation in SARS-CoV-2 B-cell Epitope Prediction for Vaccine Development

arXiv.org Artificial Intelligence

B-cell epitopes play a key role in stimulating B-cells, triggering the primary immune response which results in antibody production as well as the establishment of long-term immunity in the form of memory cells. Consequently, being able to accurately predict appropriate linear B-cell epitope regions would pave the way for the development of new protein-based vaccines. Knowing how much confidence there is in a prediction is also essential for gaining clinicians' trust in the technology. In this article, we propose a calibrated uncertainty estimation in deep learning to approximate variational Bayesian inference using MC-DropWeights to predict epitope regions using the data from the immune epitope database. Having applied this onto SARS-CoV-2, it can more reliably predict B-cell epitopes than standard methods. This will be able to identify safe and effective vaccine candidates against Covid-19.


Sparse Algorithms for Markovian Gaussian Processes

arXiv.org Machine Learning

Approximate Bayesian inference methods that scale to very large datasets are crucial in leveraging probabilistic models for real-world time series. Sparse Markovian Gaussian processes combine the use of inducing variables with efficient Kalman filter-like recursions, resulting in algorithms whose computational and memory requirements scale linearly in the number of inducing points, whilst also enabling parallel parameter updates and stochastic optimisation. Under this paradigm, we derive a general site-based approach to approximate inference, whereby we approximate the non-Gaussian likelihood with local Gaussian terms, called sites. Our approach results in a suite of novel sparse extensions to algorithms from both the machine learning and signal processing literature, including variational inference, expectation propagation, and the classical nonlinear Kalman smoothers. The derived methods are suited to large time series, and we also demonstrate their applicability to spatio-temporal data, where the model has separate inducing points in both time and space.


Bayesian imaging using Plug & Play priors: when Langevin meets Tweedie

arXiv.org Machine Learning

Since the seminal work of Venkatakrishnan et al. (2013), Plug & Play (PnP) methods have become ubiquitous in Bayesian imaging. These methods derive Minimum Mean Square Error (MMSE) or Maximum A Posteriori (MAP) estimators for inverse problems in imaging by combining an explicit likelihood function with a prior that is implicitly defined by an image denoising algorithm. The PnP algorithms proposed in the literature mainly differ in the iterative schemes they use for optimisation or for sampling. In the case of optimisation schemes, some recent works guarantee the convergence to a fixed point, albeit not necessarily a MAP estimate. In the case of sampling schemes, to the best of our knowledge, there is no known proof of convergence. There also remain important open questions regarding whether the underlying Bayesian models and estimators are well defined, well-posed, and have the basic regularity properties required to support these numerical schemes. To address these limitations, this paper develops theory, methods, and provably convergent algorithms for performing Bayesian inference with PnP priors. We introduce two algorithms: 1) PnP-ULA (Unadjusted Langevin Algorithm) for Monte Carlo sampling and MMSE inference; and 2) PnP-SGD (Stochastic Gradient Descent) for MAP inference. Using recent results on the quantitative convergence of Markov chains, we establish detailed convergence guarantees for these two algorithms under realistic assumptions on the denoising operators used, with special attention to denoisers based on deep neural networks. We also show that these algorithms approximately target a decision-theoretically optimal Bayesian model that is well-posed. The proposed algorithms are demonstrated on several canonical problems such as image deblurring, inpainting, and denoising, where they are used for point estimation as well as for uncertainty visualisation and quantification.