Uncertainty
Probabilistic Object Classification using CNN ML-MAP layers
Melotti, G., Premebida, C., Bird, J. J., Faria, D. R., Gonรงalves, N.
Deep networks are currently the state-of-the-art for sensory perception in autonomous driving and robotics. However, deep models often generate overconfident predictions precluding proper probabilistic interpretation which we argue is due to the nature of the SoftMax layer. To reduce the overconfidence without compromising the classification performance, we introduce a CNN probabilistic approach based on distributions calculated in the network's Logit layer. The approach enables Bayesian inference by means of ML and MAP layers. Experiments with calibrated and the proposed prediction layers are carried out on object classification using data from the KITTI database. Results are reported for camera (RGB) and LiDAR (range-view) modalities, where the new approach shows promising performance compared to SoftMax. Keywords: Probabilistic inference, Perception systems, CNN probabilistic layer, object classification.
Handling of uncertainty in medical data using machine learning and probability theory techniques: A review of 30 years (1991-2020)
Alizadehsani, Roohallah, Roshanzamir, Mohamad, Hussain, Sadiq, Khosravi, Abbas, Koohestani, Afsaneh, Zangooei, Mohammad Hossein, Abdar, Moloud, Beykikhoshk, Adham, Shoeibi, Afshin, Zare, Assef, Panahiazar, Maryam, Nahavandi, Saeid, Srinivasan, Dipti, Atiya, Amir F., Acharya, U. Rajendra
Understanding data and reaching valid conclusions are of paramount importance in the present era of big data. Machine learning and probability theory methods have widespread application for this purpose in different fields. One critically important yet less explored aspect is how data and model uncertainties are captured and analyzed. Proper quantification of uncertainty provides valuable information for optimal decision making. This paper reviewed related studies conducted in the last 30 years (from 1991 to 2020) in handling uncertainties in medical data using probability theory and machine learning techniques. Medical data is more prone to uncertainty due to the presence of noise in the data. So, it is very important to have clean medical data without any noise to get accurate diagnosis. The sources of noise in the medical data need to be known to address this issue. Based on the medical data obtained by the physician, diagnosis of disease, and treatment plan are prescribed. Hence, the uncertainty is growing in healthcare and there is limited knowledge to address these problems. We have little knowledge about the optimal treatment methods as there are many sources of uncertainty in medical science. Our findings indicate that there are few challenges to be addressed in handling the uncertainty in medical raw data and new models. In this work, we have summarized various methods employed to overcome this problem. Nowadays, application of novel deep learning techniques to deal such uncertainties have significantly increased.
Drive Safe: Cognitive-Behavioral Mining for Intelligent Transportation Cyber-Physical System
Munir, Md. Shirajum, Abedin, Sarder Fakhrul, Kim, Ki Tae, Kim, Do Hyeon, Alam, Md. Golam Rabiul, Hong, Choong Seon
This paper presents a cognitive behavioral-based driver mood repairment platform in intelligent transportation cyber-physical systems (IT-CPS) for road safety. In particular, we propose a driving safety platform for distracted drivers, namely \emph{drive safe}, in IT-CPS. The proposed platform recognizes the distracting activities of the drivers as well as their emotions for mood repair. Further, we develop a prototype of the proposed drive safe platform to establish proof-of-concept (PoC) for the road safety in IT-CPS. In the developed driving safety platform, we employ five AI and statistical-based models to infer a vehicle driver's cognitive-behavioral mining to ensure safe driving during the drive. Especially, capsule network (CN), maximum likelihood (ML), convolutional neural network (CNN), Apriori algorithm, and Bayesian network (BN) are deployed for driver activity recognition, environmental feature extraction, mood recognition, sequential pattern mining, and content recommendation for affective mood repairment of the driver, respectively. Besides, we develop a communication module to interact with the systems in IT-CPS asynchronously. Thus, the developed drive safe PoC can guide the vehicle drivers when they are distracted from driving due to the cognitive-behavioral factors. Finally, we have performed a qualitative evaluation to measure the usability and effectiveness of the developed drive safe platform. We observe that the P-value is 0.0041 (i.e., < 0.05) in the ANOVA test. Moreover, the confidence interval analysis also shows significant gains in prevalence value which is around 0.93 for a 95% confidence level. The aforementioned statistical results indicate high reliability in terms of driver's safety and mental state.
Blindness of score-based methods to isolated components and mixing proportions
A large family of score-based methods are developed recently to solve unsupervised learning problems including density estimation, statistical testing and variational inference. These methods are attractive because they exploit the derivative of the log density, which is independent of the normaliser, and are thus suitable for tasks involving unnormalised densities. Despite the theoretical guarantees on the performance, here we illustrate a common practical issue suffered by these methods when the unnormalised distribution of interest has isolated components. In particular, we study the behaviour of some popular score-based methods on tasks involving 1-D mixture of Gaussian. These methods fail to identify appropriate mixing proportions when the unnormalised distribution is multimodal. Finally, some directions for finding a remedy are discussed in light of recent successes in specific tasks. We hope to bring the attention of theoreticians and practitioners to this issue when developing new algorithms and applications.
Informative Neural Ensemble Kalman Learning
Trautner, Margaret, Margolis, Gabriel, Ravela, Sai
In stochastic systems, informative approaches select key measurement or decision variables that maximize information gain to enhance the efficacy of model-related inferences. Neural Learning also embodies stochastic dynamics, but informative Learning is less developed. Here, we propose Informative Ensemble Kalman Learning, which replaces backpropagation with an adaptive Ensemble Kalman Filter to quantify uncertainty and enables maximizing information gain during Learning. After demonstrating Ensemble Kalman Learning's competitive performance on standard datasets, we apply the informative approach to neural structure learning. In particular, we show that when trained from the Lorenz-63 system's simulations, the efficaciously learned structure recovers the dynamical equations. To the best of our knowledge, Informative Ensemble Kalman Learning is new. Results suggest that this approach to optimized Learning is promising.
Transforming Probabilistic Programs for Model Checking
Bernstein, Ryan, Vรกkรกr, Matthijs, Wing, Jeannette
Probabilistic programming is perfectly suited to reliable and transparent data science, as it allows the user to specify their models in a high-level language without worrying about the complexities of how to fit the models. Static analysis of probabilistic programs presents even further opportunities for enabling a high-level style of programming, by automating time-consuming and error-prone tasks. We apply static analysis to probabilistic programs to automate large parts of two crucial model checking methods: Prior Predictive Checks and Simulation-Based Calibration. Our method transforms a probabilistic program specifying a density function into an efficient forward-sampling form. To achieve this transformation, we extract a factor graph from a probabilistic program using static analysis, generate a set of proposal directed acyclic graphs using a SAT solver, select a graph which will produce provably correct sampling code, then generate one or more sampling programs. We allow minimal user interaction to broaden the scope of application beyond what is possible with static analysis alone. We present an implementation targeting the popular Stan probabilistic programming language, automating large parts of a robust Bayesian workflow for a wide community of probabilistic programming users.
Counterfactual-based minority oversampling for imbalanced classification
A key challenge of oversampling in imbalanced classification is that the generation of new minority samples often neglects the usage of majority classes, resulting in most new minority sampling spreading the whole minority space. In view of this, we present a new oversampling framework based on the counterfactual theory. Our framework introduces a counterfactual objective by leveraging the rich inherent information of majority classes and explicitly perturbing majority samples to generate new samples in the territory of minority space. It can be analytically shown that the new minority samples satisfy the minimum inversion, and therefore most of them locate near the decision boundary. Empirical evaluations on benchmark datasets suggest that our approach significantly outperforms the state-of-the-art methods.
A Practical Introduction to Bayesian Estimation of Causal Effects: Parametric and Nonparametric Approaches
Oganisian, Arman, Roy, Jason A.
Substantial advances in Bayesian methods for causal inference have been developed in recent years. We provide an introduction to Bayesian inference for causal effects for practicing statisticians who have some familiarity with Bayesian models and would like an overview of what it can add to causal estimation in practical settings. In the paper, we demonstrate how priors can induce shrinkage and sparsity on parametric models and be used to perform probabilistic sensitivity analyses around causal assumptions. We provide an overview of nonparametric Bayesian estimation and survey their applications in the causal inference literature. Inference in the point-treatment and time-varying treatment settings are considered. For the latter, we explore both static and dynamic treatment regimes. Throughout, we illustrate implementation using off-the-shelf open source software. We hope the reader will walk away with implementation-level knowledge of Bayesian causal inference using both parametric and nonparametric models. All synthetic examples and code used in the paper are publicly available on a companion GitHub repository.
From Optimizing Engagement to Measuring Value
Milli, Smitha, Belli, Luca, Hardt, Moritz
Most recommendation engines today are based on predicting user engagement, e.g. predicting whether a user will click on an item or not. However, there is potentially a large gap between engagement signals and a desired notion of "value" that is worth optimizing for. We use the framework of measurement theory to (a) confront the designer with a normative question about what the designer values, (b) provide a general latent variable model approach that can be used to operationalize the target construct and directly optimize for it, and (c) guide the designer in evaluating and revising their operationalization. We implement our approach on the Twitter platform on millions of users. In line with established approaches to assessing the validity of measurements, we perform a qualitative evaluation of how well our model captures a desired notion of "value".
Would Bayesian approaches improve COVID-19 forecasts?
Modelling for the pandemic has shown that this debate should still be front and center. The frequentists are mostly in the spotlight advising world leaders. If you listen close you will hear a common refrain'we just need more data.' This is, of course, the age-old problem of statistical significance. However, today, we aren't in a harmless lab study, these data are only realized through death.