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 Uncertainty


A Generalization of Spatial Monte Carlo Integration

arXiv.org Artificial Intelligence

Spatial Monte Carlo integration (SMCI) is an extension of standard Monte Carlo integration and can approximate expectations on Markov random fields with high accuracy. SMCI was applied to pairwise Boltzmann machine (PBM) learning, with superior results to those from some existing methods. The approximation level of SMCI can be changed, and it was proved that a higher-order approximation of SMCI is statistically more accurate than a lower-order approximation. However, SMCI as proposed in the previous studies suffers from a limitation that prevents the application of a higher-order method to dense systems. This study makes two different contributions as follows. A generalization of SMCI (called generalized SMCI (GSMCI)) is proposed, which allows relaxation of the above-mentioned limitation; moreover, a statistical accuracy bound of GSMCI is proved. This is the first contribution of this study. A new PBM learning method based on SMCI is proposed, which is obtained by combining SMCI and the persistent contrastive divergence. The proposed learning method greatly improves the accuracy of learning. This is the second contribution of this study.


A Survey of Knowledge-based Sequential Decision Making under Uncertainty

arXiv.org Artificial Intelligence

Reasoning with declarative knowledge (RDK) and sequential decision-making (SDM) are two key research areas in artificial intelligence. RDK methods reason with declarative domain knowledge, including commonsense knowledge, that is either provided a priori or acquired over time, while SDM methods (probabilistic planning and reinforcement learning) seek to compute action policies that maximize the expected cumulative utility over a time horizon; both classes of methods reason in the presence of uncertainty. Despite the rich literature in these two areas, researchers have not fully explored their complementary strengths. In this paper, we survey algorithms that leverage RDK methods while making sequential decisions under uncertainty. We discuss significant developments, open problems, and directions for future work.


Discond-VAE: Disentangling Continuous Factors from the Discrete

arXiv.org Machine Learning

We propose a variant of VAE capable of disentangling both variations within each class and variations shared across all classes. To represent these generative factors of data, we introduce two sets of continuous latent variables, private variable and public variable. Our proposed framework models the private variable as a Mixture of Gaussian and the public variable as a Gaussian, respectively. Each mode of the private variable is responsible for a class of the discrete variable. Most of the previous attempts to integrate the discrete generative factors to disentanglement assume statistical independence between the continuous and discrete variables. However, this assumption does not hold in general. Our proposed model, which we call Discond-VAE, DISentangles the class-dependent CONtinuous factors from the Discrete factors by introducing the private variables. The experiments show that Discond-VAE can discover the private and public factors from data qualitatively and quantitatively.


Comparison Lift: Bandit-based Experimentation System for Online Advertising

arXiv.org Machine Learning

Comparison Lift is an experimentation-as-a-service (EaaS) application for testing online advertising audiences and creatives at JD.com. Unlike many other EaaS tools that focus primarily on fixed sample A/B testing, Comparison Lift deploys a custom bandit-based experimentation algorithm. The advantages of the bandit-based approach are two-fold. First, it aligns the randomization induced in the test with the advertiser's goals from testing. Second, by adapting experimental design to information acquired during the test, it reduces substantially the cost of experimentation to the advertiser. Since launch in May 2019, Comparison Lift has been utilized in over 1,500 experiments. We estimate that utilization of the product has helped increase click-through rates of participating advertising campaigns by 46% on average. We estimate that the adaptive design in the product has generated 27% more clicks on average during testing compared to a fixed sample A/B design. Both suggest significant value generation and cost savings to advertisers from the product.


Efficient Variational Bayesian Structure Learning of Dynamic Graphical Models

arXiv.org Machine Learning

Estimating time-varying graphical models are of paramount importance in various social, financial, biological, and engineering systems, since the evolution of such networks can be utilized for example to spot trends, detect anomalies, predict vulnerability, and evaluate the impact of interventions. Existing methods require extensive tuning of parameters that control the graph sparsity and temporal smoothness. Furthermore, these methods are computationally burdensome with time complexity O(NP^3) for P variables and N time points. As a remedy, we propose a low-complexity tuning-free Bayesian approach, named BADGE. Specifically, we impose temporally-dependent spike-and-slab priors on the graphs such that they are sparse and varying smoothly across time. A variational inference algorithm is then derived to learn the graph structures from the data automatically. Owning to the pseudo-likelihood and the mean-field approximation, the time complexity of BADGE is only O(NP^2). Additionally, by identifying the frequency-domain resemblance to the time-varying graphical models, we show that BADGE can be extended to learning frequency-varying inverse spectral density matrices, and yields graphical models for multivariate stationary time series. Numerical results on both synthetic and real data show that that BADGE can better recover the underlying true graphs, while being more efficient than the existing methods, especially for high-dimensional cases.


Monotonicity in practice of adaptive testing

arXiv.org Artificial Intelligence

In our previous work we have shown how Bayesian networks can be used for adaptive testing of student skills. Later, we have taken the advantage of monotonicity restrictions in order to learn models fitting data better. This article provides a synergy between these two phases as it evaluates Bayesian network models used for computerized adaptive testing and learned with a recently proposed monotonicity gradient algorithm. This learning method is compared with another monotone method, the isotonic regression EM algorithm. The quality of methods is empirically evaluated on a large data set of the Czech National Mathematics Exam. Besides advantages of adaptive testing approach we observed also advantageous behavior of monotonic methods, especially for small learning data set sizes. Another novelty of this work is the use of the reliability interval of the score distribution, which is used to predict student's final score and grade. In the experiments we have clearly shown we can shorten the test while keeping its reliability. We have also shown that the monotonicity increases the prediction quality with limited training data sets. The monotone model learned by the gradient method has a lower question prediction quality than unrestricted models but it is better in the main target of this application, which is the student score prediction. It is an important observation that a mere optimization of the model likelihood or the prediction accuracy do not necessarily lead to a model that describes best the student.


Constrained Labeling for Weakly Supervised Learning

arXiv.org Artificial Intelligence

Curation of large fully supervised datasets has become one of the major roadblocks for machine learning. Weak supervision provides an alternative to supervised learning by training with cheap, noisy, and possibly correlated labeling functions from varying sources. The key challenge in weakly supervised learning is combining the different weak supervision signals while navigating misleading correlations in their errors. In this paper, we propose a simple data-free approach for combining weak supervision signals by defining a constrained space for the possible labels of the weak signals and training with a random labeling within this constrained space. Our method is efficient and stable, converging after a few iterations of gradient descent. We prove theoretical conditions under which the worst-case error of the randomized label decreases with the rank of the linear constraints. We show experimentally that our method outperforms other weak supervision methods on various text- and image-classification tasks.


Information-Theoretic Multi-Objective Bayesian Optimization with Continuous Approximations

arXiv.org Artificial Intelligence

Many real-world applications involve black-box optimization of multiple objectives using continuous function approximations that trade-off accuracy and resource cost of evaluation. For example, in rocket launching research, we need to find designs that trade-off return-time and angular distance using continuous-fidelity simulators (e.g., varying tolerance parameter to trade-off simulation time and accuracy) for design evaluations. The goal is to approximate the optimal Pareto set by minimizing the cost for evaluations. In this paper, we propose a novel approach referred to as information-Theoretic Multi-Objective Bayesian Optimization with Continuous Approximations (iMOCA)} to solve this problem. The key idea is to select the sequence of input and function approximations for multiple objectives which maximize the information gain per unit cost for the optimal Pareto front. Our experiments on diverse synthetic and real-world benchmarks show that iMOCA significantly improves over existing single-fidelity methods.


Diagnosing Concept Drift with Visual Analytics

arXiv.org Machine Learning

Concept drift is a phenomenon in which the distribution of a data stream changes over time in unforeseen ways, causing prediction models built on historical data to become inaccurate. While a variety of automated methods have been developed to identify when concept drift occurs, there is limited support for analysts who need to understand and correct their models when drift is detected. In this paper, we present a visual analytics method, DriftVis, to support model builders and analysts in the identification and correction of concept drift in streaming data. DriftVis combines a distribution-based drift detection method with a streaming scatterplot to support the analysis of drift caused by the distribution changes of data streams and to explore the impact of these changes on the model's accuracy. A quantitative experiment and two case studies on weather prediction and text classification have been conducted to demonstrate our proposed tool and illustrate how visual analytics can be used to support the detection, examination, and correction of concept drift.


METASET: Exploring Shape and Property Spaces for Data-Driven Metamaterials Design

arXiv.org Machine Learning

Data-driven design of mechanical metamaterials is an increasingly popular method to combat costly physical simulations and immense, often intractable, geometrical design spaces. Using a precomputed dataset of unit cells, a multiscale structure can be quickly filled via combinatorial search algorithms, and machine learning models can be trained to accelerate the process. However, the dependence on data induces a unique challenge: An imbalanced dataset containing more of certain shapes or physical properties can be detrimental to the efficacy of data-driven approaches. In answer, we posit that a smaller yet diverse set of unit cells leads to scalable search and unbiased learning. To select such subsets, we propose METASET, a methodology that 1) uses similarity metrics and positive semi-definite kernels to jointly measure the closeness of unit cells in both shape and property spaces, and 2) incorporates Determinantal Point Processes for efficient subset selection. Moreover, METASET allows the trade-off between shape and property diversity so that subsets can be tuned for various applications. Through the design of 2D metamaterials with target displacement profiles, we demonstrate that smaller, diverse subsets can indeed improve the search process as well as structural performance. By eliminating inherent overlaps in a dataset of 3D unit cells created with symmetry rules, we also illustrate that our flexible method can distill unique subsets regardless of the metric employed. Our diverse subsets are provided publicly for use by any designer.