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 Uncertainty


A hierarchical Bayesian model to find brain-behaviour associations in incomplete data sets

arXiv.org Machine Learning

Canonical Correlation Analysis (CCA) and its regularised versions have been widely used in the neuroimaging community to uncover multivariate associations between two data modalities (e.g., brain imaging and behaviour). However, these methods have inherent limitations: (1) statistical inferences about the associations are often not robust; (2) the associations within each data modality are not modelled; (3) missing values need to be imputed or removed. Group Factor Analysis (GFA) is a hierarchical model that addresses the first two limitations by providing Bayesian inference and modelling modality-specific associations. Here, we propose an extension of GFA that handles missing data, and highlight that GFA can be used as a predictive model. We applied GFA to synthetic and real data consisting of brain connectivity and non-imaging measures from the Human Connectome Project (HCP). In synthetic data, GFA uncovered the underlying shared and specific factors and predicted correctly the non-observed data modalities in complete and incomplete data sets. In the HCP data, we identified four relevant shared factors, capturing associations between mood, alcohol and drug use, cognition, demographics and psychopathological measures and the default mode, frontoparietal control, dorsal and ventral networks and insula, as well as two factors describing associations within brain connectivity. In addition, GFA predicted a set of non-imaging measures from brain connectivity. These findings were consistent in complete and incomplete data sets, and replicated previous findings in the literature. GFA is a promising tool that can be used to uncover associations between and within multiple data modalities in benchmark datasets (such as, HCP), and easily extended to more complex models to solve more challenging tasks.


A conditional, a fuzzy and a probabilistic interpretation of self-organising maps

arXiv.org Artificial Intelligence

In this paper we establish a link between preferential semantics for description logics and self-organising maps, which have been proposed as possible candidates to explain the psychological mechanisms underlying category generalisation. In particular, we show that a concept-wise multipreference semantics, which takes into account preferences with respect to different concepts and has been recently proposed for defeasible description logics, can be used to to provide a logical interpretation of SOMs. We also provide a logical interpretation of SOMs in terms of a fuzzy description logic as well as a probabilistic account.


A Variational Inference Framework for Inverse Problems

arXiv.org Machine Learning

We present a framework for fitting inverse problem models via variational Bayes approximations. This methodology guarantees flexibility to statistical model specification for a broad range of applications, good accuracy performances and reduced model fitting times, when compared with standard Markov chain Monte Carlo methods. The message passing and factor graph fragment approach to variational Bayes we describe facilitates streamlined implementation of approximate inference algorithms and forms the basis to software development. Such approach allows for supple inclusion of numerous response distributions and penalizations into the inverse problem model. Albeit our analysis is circumscribed to one- and two-dimensional response variables, we lay down an infrastructure where streamlining algorithmic steps based on nullifying weak interactions between variables are extendible to inverse problems in higher dimensions. Image processing applications motivated by biomedical and archaeological problems are included as illustrations.


Hierarchical Bayesian Model for the Transfer of Knowledge on Spatial Concepts based on Multimodal Information

arXiv.org Artificial Intelligence

This paper proposes a hierarchical Bayesian model based on spatial concepts that enables a robot to transfer the knowledge of places from experienced environments to a new environment. The transfer of knowledge based on spatial concepts is modeled as the calculation process of the posterior distribution based on the observations obtained in each environment with the parameters of spatial concepts generalized to environments as prior knowledge. We conducted experiments to evaluate the generalization performance of spatial knowledge for general places such as kitchens and the adaptive performance of spatial knowledge for unique places such as `Emma's room' in a new environment. In the experiments, the accuracies of the proposed method and conventional methods were compared in the prediction task of location names from an image and a position, and the prediction task of positions from a location name. The experimental results demonstrated that the proposed method has a higher prediction accuracy of location names and positions than the conventional method owing to the transfer of knowledge.


Topical Language Generation using Transformers

arXiv.org Artificial Intelligence

Large-scale transformer-based language models (LMs) demonstrate impressive capabilities in open text generation. However, controlling the generated text's properties such as the topic, style, and sentiment is challenging and often requires significant changes to the model architecture or retraining and fine-tuning the model on new supervised data. This paper presents a novel approach for Topical Language Generation (TLG) by combining a pre-trained LM with topic modeling information. We cast the problem using Bayesian probability formulation with topic probabilities as a prior, LM probabilities as the likelihood, and topical language generation probability as the posterior. In learning the model, we derive the topic probability distribution from the user-provided document's natural structure. Furthermore, we extend our model by introducing new parameters and functions to influence the quantity of the topical features presented in the generated text. This feature would allow us to easily control the topical properties of the generated text. Our experimental results demonstrate that our model outperforms the state-of-the-art results on coherency, diversity, and fluency while being faster in decoding.


Combining Gaussian processes and polynomial chaos expansions for stochastic nonlinear model predictive control

arXiv.org Machine Learning

Model predictive control is an advanced control approach for multivariable systems with constraints, which is reliant on an accurate dynamic model. Most real dynamic models are however affected by uncertainties, which can lead to closed-loop performance deterioration and constraint violations. In this paper we introduce a new algorithm to explicitly consider time-invariant stochastic uncertainties in optimal control problems. The difficulty of propagating stochastic variables through nonlinear functions is dealt with by combining Gaussian processes with polynomial chaos expansions. The main novelty in this paper is to use this combination in an efficient fashion to obtain mean and variance estimates of nonlinear transformations. Using this algorithm, it is shown how to formulate both chance-constraints and a probabilistic objective for the optimal control problem. On a batch reactor case study we firstly verify the ability of the new approach to accurately approximate the probability distributions required. Secondly, a tractable stochastic nonlinear model predictive control approach is formulated with an economic objective to demonstrate the closed-loop performance of the method via Monte Carlo simulations.


Non-asymptotic Confidence Intervals of Off-policy Evaluation: Primal and Dual Bounds

arXiv.org Machine Learning

Off-policy evaluation (OPE) is the task of estimating the expected reward of a given policy based on offline data previously collected under different policies. Therefore, OPE is a key step in applying reinforcement learning to real-world domains such as medical treatment, where interactive data collection is expensive or even unsafe. As the observed data tends to be noisy and limited, it is essential to provide rigorous uncertainty quantification, not just a point estimation, when applying OPE to make high stakes decisions. This work considers the problem of constructing non-asymptotic confidence intervals in infinite-horizon off-policy evaluation, which remains a challenging open question. We develop a practical algorithm through a primal-dual optimization-based approach, which leverages the kernel Bellman loss (KBL) of Feng et al.(2019) and a new martingale concentration inequality of KBL applicable to time-dependent data with unknown mixing conditions. Our algorithm makes minimum assumptions on the data and the function class of the Q-function, and works for the behavior-agnostic settings where the data is collected under a mix of arbitrary unknown behavior policies. We present empirical results that clearly demonstrate the advantages of our approach over existing methods.


Maximum Likelihood Estimation for Hawkes Processes with self-excitation or inhibition

arXiv.org Machine Learning

The Hawkes model is a point process observed on the real line, which generally corresponds to the time, where any previously encountered event has a direct influence on the chances of future events occurring. This past-dependent mathematical model was introduced in [1] and its first application was to model earthquakes occurrences [2, 3]. Since then, Hawkes processes have been widely used in various fields, for instance finance [4], social media [5, 6], epidemiology [7], sociology [8] and neuroscience [9]. The main advantage of Hawkes processes is their ability to model different kinds of relationships between phenomena through an unknown kernel or transfer function. The Hawkes model was originally introduced as a self-exciting point process where the appearance of an event increases the chances of another one triggering. Several estimation procedures have been proposed for the kernel function, both in parametric [2, 10, 11] and nonparametric [9, 12] frameworks. However, the inhibition setting, where the presence of an event decreases the chance of another occurring, has drawn less attention in the literature, although it can be of great interest in several fields, in particular in neuroscience [13]. In this inhibition context, the cluster representation [14] on which is based the construction of a self-exciting Hawkes process, is no longer valid.


Nested sampling with any prior you like

arXiv.org Machine Learning

Nested sampling is an important tool for conducting Bayesian analysis in Astronomy and other fields, both for sampling complicated posterior distributions for parameter inference, and for computing marginal likelihoods for model comparison. One technical obstacle to using nested sampling in practice is the requirement (for most common implementations) that prior distributions be provided in the form of transformations from the unit hyper-cube to the target prior density. For many applications - particularly when using the posterior from one experiment as the prior for another - such a transformation is not readily available. In this letter we show that parametric bijectors trained on samples from a desired prior density provide a general-purpose method for constructing transformations from the uniform base density to a target prior, enabling the practical use of nested sampling under arbitrary priors. We demonstrate the use of trained bijectors in conjunction with nested sampling on a number of examples from cosmology.


Analyzing Human Models that Adapt Online

arXiv.org Artificial Intelligence

Predictive human models often need to adapt their parameters online from human data. This raises previously ignored safety-related questions for robots relying on these models such as what the model could learn online and how quickly could it learn it. For instance, when will the robot have a confident estimate in a nearby human's goal? Or, what parameter initializations guarantee that the robot can learn the human's preferences in a finite number of observations? To answer such analysis questions, our key idea is to model the robot's learning algorithm as a dynamical system where the state is the current model parameter estimate and the control is the human data the robot observes. This enables us to leverage tools from reachability analysis and optimal control to compute the set of hypotheses the robot could learn in finite time, as well as the worst and best-case time it takes to learn them. We demonstrate the utility of our analysis tool in four human-robot domains, including autonomous driving and indoor navigation.