Uncertainty
Boosting in Univariate Nonparametric Maximum Likelihood Estimation
Nonparametric maximum likelihood estimation is intended to infer the unknown density distribution while making as few assumptions as possible. To alleviate the over parameterization in nonparametric data fitting, smoothing assumptions are usually merged into the estimation. In this paper a novel boosting-based method is introduced to the nonparametric estimation in univariate cases. We deduce the boosting algorithm by the second-order approximation of nonparametric log-likelihood. Gaussian kernel and smooth spline are chosen as weak learners in boosting to satisfy the smoothing assumptions. Simulations and real data experiments demonstrate the efficacy of the proposed approach.
Enhancing Generative Models via Quantum Correlations
Gao, Xun, Anschuetz, Eric R., Wang, Sheng-Tao, Cirac, J. Ignacio, Lukin, Mikhail D.
Generative modeling using samples drawn from the probability distribution constitutes a powerful approach for unsupervised machine learning. Quantum mechanical systems can produce probability distributions that exhibit quantum correlations which are difficult to capture using classical models. We show theoretically that such quantum correlations provide a powerful resource for generative modeling. In particular, we provide an unconditional proof of separation in expressive power between a class of widely-used generative models, known as Bayesian networks, and its minimal quantum extension. We show that this expressivity advantage is associated with quantum nonlocality and quantum contextuality. Furthermore, we numerically test this separation on standard machine learning data sets and show that it holds for practical problems. The possibility of quantum advantage demonstrated in this work not only sheds light on the design of useful quantum machine learning protocols but also provides inspiration to draw on ideas from quantum foundations to improve purely classical algorithms.
A Similarity Measure of Gaussian Process Predictive Distributions
Asencio-Martín, Lucia, Garrido-Merchán, Eduardo C.
Some scenarios require the computation of a predictive distribution of a new value evaluated on an objective function conditioned on previous observations. We are interested on using a model that makes valid assumptions on the objective function whose values we are trying to predict. Some of these assumptions may be smoothness or stationarity. Gaussian process (GPs) are probabilistic models that can be interpreted as flexible distributions over functions. They encode the assumptions through covariance functions, making hypotheses about new data through a predictive distribution by being fitted to old observations. We can face the case where several GPs are used to model different objective functions. GPs are non-parametric models whose complexity is cubic on the number of observations. A measure that represents how similar is one GP predictive distribution with respect to another would be useful to stop using one GP when they are modelling functions of the same input space. We are really inferring that two objective functions are correlated, so one GP is enough to model both of them by performing a transformation of the prediction of the other function in case of inverse correlation. We show empirical evidence in a set of synthetic and benchmark experiments that GPs predictive distributions can be compared and that one of them is enough to predict two correlated functions in the same input space. This similarity metric could be extremely useful used to discard objectives in Bayesian many-objective optimization.
Evaluating uncertainties in electrochemical impedance spectra of solid oxide fuel cells
Žnidarič, Luka, Nusev, Gjorgji, Morel, Bertrand, Mougin, Julie, Juričić, Đani, Boškoski, Pavle
Electrochemical impedance spectra is a widely used tool for characterization of fuel cells and electrochemical conversion systems in general. When applied to the on-line monitoring in context of in-field applications, the disturbances, drifts and sensor noise may cause severe distortions in the evaluated spectra, especially in the low-frequency part. Failure to account for the random effects can implicate difficulties in interpreting the spectra and misleading diagnostic reasoning. In the literature, this fact has been largely ignored. In this paper, we propose a computationally efficient approach to the quantification of the spectral uncertainty by quantifying the uncertainty of the equivalent circuit model (ECM) parameters by means of the Variational Bayes (VB) approach. To assess the quality of the VB posterior estimates, we compare the results of VB approach with those obtained with the Markov Chain Monte Carlo (MCMC) algorithm. Namely, MCMC algorithm is expected to return accurate posterior distributions, while VB approach provides the approximative distributions. By using simulated and real data we show that VB approach generates approximations, which although slightly over-optimistic, are still pretty close to the more realistic MCMC estimates. A great advantage of the VB method for online monitoring is low computational load, which is several orders of magnitude lighter than that of MCMC. The performance of VB algorithm is demonstrated on a case of ECM parameters estimation in a 6 cell solid-oxide fuel cell stack. The complete numerical implementation for recreating the results can be found at https://repo.ijs.si/lznidaric/variational-bayes-supplementary-material.
Learning based signal detection for MIMO systems with unknown noise statistics
He, Ke, He, Le, Fan, Lisheng, Deng, Yansha, Karagiannidis, George K., Nallanathan, Arumugam
This paper aims to devise a generalized maximum likelihood (ML) estimator to robustly detect signals with unknown noise statistics in multiple-input multiple-output (MIMO) systems. In practice, there is little or even no statistical knowledge on the system noise, which in many cases is non-Gaussian, impulsive and not analyzable. Existing detection methods have mainly focused on specific noise models, which are not robust enough with unknown noise statistics. To tackle this issue, we propose a novel ML detection framework to effectively recover the desired signal. Our framework is a fully probabilistic one that can efficiently approximate the unknown noise distribution through a normalizing flow. Importantly, this framework is driven by an unsupervised learning approach, where only the noise samples are required. To reduce the computational complexity, we further present a low-complexity version of the framework, by utilizing an initial estimation to reduce the search space. Simulation results show that our framework outperforms other existing algorithms in terms of bit error rate (BER) in non-analytical noise environments, while it can reach the ML performance bound in analytical noise environments. The code of this paper is available at https://github.com/skypitcher/manfe.
A Survey on the Explainability of Supervised Machine Learning
Burkart, Nadia (Fraunhofer IOSB) | Huber, Marco F. (Fraunhofer IPA, University of Stuttgart)
Predictions obtained by, e.g., artificial neural networks have a high accuracy but humans often perceive the models as black boxes. Insights about the decision making are mostly opaque for humans. Particularly understanding the decision making in highly sensitive areas such as healthcare or finance, is of paramount importance. The decision-making behind the black boxes requires it to be more transparent, accountable, and understandable for humans. This survey paper provides essential definitions, an overview of the different principles and methodologies of explainable Supervised Machine Learning (SML). We conduct a state-of-the-art survey that reviews past and recent explainable SML approaches and classifies them according to the introduced definitions. Finally, we illustrate principles by means of an explanatory case study and discuss important future directions.
Obsolete Personal Information Update System for the Prevention of Falls among Elderly Patients
Chaieb, Salma, Hnich, Brahim, Mrad, Ali Ben
Falls are a common problem affecting the older adults and a major public health issue. Centers for Disease Control and Prevention, and World Health Organization report that one in three adults over the age of 65 and half of the adults over 80 fall each year. In recent years, an ever-increasing range of applications have been developed to help deliver more effective falls prevention interventions. All these applications rely on a huge elderly personal database collected from hospitals, mutual health, and other organizations in caring for elderly. The information describing an elderly is continually evolving and may become obsolete at a given moment and contradict what we already know on the same person. So, it needs to be continuously checked and updated in order to restore the database consistency and then provide better service. This paper provides an outline of an Obsolete personal Information Update System (OIUS) designed in the context of the elderly-fall prevention project. Our OIUS aims to control and update in real-time the information acquired about each older adult, provide on-demand consistent information and supply tailored interventions to caregivers and fall-risk patients. The approach outlined for this purpose is based on a polynomial-time algorithm build on top of a causal Bayesian network representing the elderly data. The result is given as a recommendation tree with some accuracy level. We conduct a thorough empirical study for such a model on an elderly personal information base. Experiments confirm the viability and effectiveness of our OIUS.
Scalable Optimization for Wind Farm Control using Coordination Graphs
Verstraeten, Timothy, Daems, Pieter-Jan, Bargiacchi, Eugenio, Roijers, Diederik M., Libin, Pieter J. K., Helsen, Jan
Wind farms are a crucial driver toward the generation of ecological and renewable energy. Due to their rapid increase in capacity, contemporary wind farms need to adhere to strict constraints on power output to ensure stability of the electricity grid. Specifically, a wind farm controller is required to match the farm's power production with a power demand imposed by the grid operator. This is a non-trivial optimization problem, as complex dependencies exist between the wind turbines. State-of-the-art wind farm control typically relies on physics-based heuristics that fail to capture the full load spectrum that defines a turbine's health status. When this is not taken into account, the long-term viability of the farm's turbines is put at risk. Given the complex dependencies that determine a turbine's lifetime, learning a flexible and optimal control strategy requires a data-driven approach. However, as wind farms are large-scale multi-agent systems, optimizing control strategies over the full joint action space is intractable. We propose a new learning method for wind farm control that leverages the sparse wind farm structure to factorize the optimization problem. Using a Bayesian approach, based on multi-agent Thompson sampling, we explore the factored joint action space for configurations that match the demand, while considering the lifetime of turbines. We apply our method to a grid-like wind farm layout, and evaluate configurations using a state-of-the-art wind flow simulator. Our results are competitive with a physics-based heuristic approach in terms of demand error, while, contrary to the heuristic, our method prolongs the lifetime of high-risk turbines.
Safe and Efficient Model-free Adaptive Control via Bayesian Optimization
König, Christopher, Turchetta, Matteo, Lygeros, John, Rupenyan, Alisa, Krause, Andreas
Adaptive control approaches yield high-performance controllers when a precise system model or suitable parametrizations of the controller are available. Existing data-driven approaches for adaptive control mostly augment standard model-based methods with additional information about uncertainties in the dynamics or about disturbances. In this work, we propose a purely data-driven, model-free approach for adaptive control. Tuning low-level controllers based solely on system data raises concerns on the underlying algorithm safety and computational performance. Thus, our approach builds on GoOSE, an algorithm for safe and sample-efficient Bayesian optimization. We introduce several computational and algorithmic modifications in GoOSE that enable its practical use on a rotational motion system. We numerically demonstrate for several types of disturbances that our approach is sample efficient, outperforms constrained Bayesian optimization in terms of safety, and achieves the performance optima computed by grid evaluation. We further demonstrate the proposed adaptive control approach experimentally on a rotational motion system.
Paraconsistent Foundations for Quantum Probability
The mathematics of quantum mechanics has been viewed and analyzed from a huge variety of different perspectives, each shedding light on different subtleties of its underlying structure and its connection to our everyday reality. Here we add an additional thread to this conceptual polyphony, demonstrating a close connection between fuzzy paraconsistent logic and quantum probabilities. This connection suggests new variations on existing interpretations of quantum reality and measurement. It also provides some tantalizing connections between the probabilistic and fuzzy logic used in modern AI systems and quantum probabilistic reasoning, which may have implications for quantum-computing implementations of logical inference based AI. The ideas here arose as a spinoff from the work reported in [Goe21], which uses a variety of paraconsistent intuitionistic logic called Constructible Duality (CD) Logic as a means for giving a rigorous logic foundation to the PLN (Probabilistic Logic Networks) logic [GIGH08] that has been used in the OpenCog AI project [GPG13a, GPG13b] for well over a decade now.