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 Uncertainty


Ensuring Fairness under Prior Probability Shifts

arXiv.org Artificial Intelligence

In this paper, we study the problem of fair classification in the presence of prior probability shifts, where the training set distribution differs from the test set. This phenomenon can be observed in the yearly records of several real-world datasets, such as recidivism records and medical expenditure surveys. If unaccounted for, such shifts can cause the predictions of a classifier to become unfair towards specific population subgroups. While the fairness notion called Proportional Equality (PE) accounts for such shifts, a procedure to ensure PE-fairness was unknown. In this work, we propose a method, called CAPE, which provides a comprehensive solution to the aforementioned problem. CAPE makes novel use of prevalence estimation techniques, sampling and an ensemble of classifiers to ensure fair predictions under prior probability shifts. We introduce a metric, called prevalence difference (PD), which CAPE attempts to minimize in order to ensure PE-fairness. We theoretically establish that this metric exhibits several desirable properties. We evaluate the efficacy of CAPE via a thorough empirical evaluation on synthetic datasets. We also compare the performance of CAPE with several popular fair classifiers on real-world datasets like COMPAS (criminal risk assessment) and MEPS (medical expenditure panel survey). The results indicate that CAPE ensures PE-fair predictions, while performing well on other performance metrics.


Online Parameter Estimation for Human Driver Behavior Prediction

arXiv.org Artificial Intelligence

Driver models are invaluable for planning in autonomous vehicles as well as validating their safety in simulation. Highly parameterized black-box driver models are very expressive, and can capture nuanced behavior. However, they usually lack interpretability and sometimes exhibit unrealistic-even dangerous-behavior. Rule-based models are interpretable, and can be designed to guarantee "safe" behavior, but are less expressive due to their low number of parameters. In this article, we show that online parameter estimation applied to the Intelligent Driver Model captures nuanced individual driving behavior while providing collision free trajectories. We solve the online parameter estimation problem using particle filtering, and benchmark performance against rule-based and black-box driver models on two real world driving data sets. We evaluate the closeness of our driver model to ground truth data demonstration and also assess the safety of the resulting emergent driving behavior.


A Ladder of Causal Distances

arXiv.org Artificial Intelligence

Causal discovery, the task of automatically constructing a causal model from data, is of major significance across the sciences. Evaluating the performance of causal discovery algorithms should ideally involve comparing the inferred models to ground-truth models available for benchmark datasets, which in turn requires a notion of distance between causal models. While such distances have been proposed previously, they are limited by focusing on graphical properties of the causal models being compared. Here, we overcome this limitation by defining distances derived from the causal distributions induced by the models, rather than exclusively from their graphical structure. Pearl and Mackenzie (2018) have arranged the properties of causal models in a hierarchy called the "ladder of causation" spanning three rungs: observational, interventional, and counterfactual. Following this organization, we introduce a hierarchy of three distances, one for each rung of the ladder. Our definitions are intuitively appealing as well as efficient to compute approximately. We put our causal distances to use by benchmarking standard causal discovery systems on both synthetic and real-world datasets for which ground-truth causal models are available. Finally, we highlight the usefulness of our causal distances by briefly discussing further applications beyond the evaluation of causal discovery techniques.


Variational Bayes In Private Settings (VIPS)

Journal of Artificial Intelligence Research

Many applications of Bayesian data analysis involve sensitive information such as personal documents or medical records, motivating methods which ensure that privacy is protected. We introduce a general privacy-preserving framework for Variational Bayes (VB), a widely used optimization-based Bayesian inference method. Our framework respects differential privacy, the gold-standard privacy criterion, and encompasses a large class of probabilistic models, called the Conjugate Exponential (CE) family. We observe that we can straightforwardly privatise VB's approximate posterior distributions for models in the CE family, by perturbing the expected sufficient statistics of the complete-data likelihood. For a broadly-used class of non-CE models, those with binomial likelihoods, we show how to bring such models into the CE family, such that inferences in the modified model resemble the private variational Bayes algorithm as closely as possible, using the Pรณlya-Gamma data augmentation scheme. The iterative nature of variational Bayes presents a further challenge since iterations increase the amount of noise needed. We overcome this by combining: (1) an improved composition method for differential privacy, called the moments accountant, which provides a tight bound on the privacy cost of multiple VB iterations and thus significantly decreases the amount of additive noise; and (2) the privacy amplification effect of subsampling mini-batches from large-scale data in stochastic learning. We empirically demonstrate the effectiveness of our method in CE and non-CE models including latent Dirichlet allocation, Bayesian logistic regression, and sigmoid belief networks, evaluated on real-world datasets.


Sum-Product-Transform Networks: Exploiting Symmetries using Invertible Transformations

arXiv.org Machine Learning

In this work, we propose Sum-Product-Transform Networks (SPTN), an extension of sum-product networks that uses invertible transformations as additional internal nodes. The type and placement of transformations determine properties of the resulting SPTN with many interesting special cases. Importantly, SPTN with Gaussian leaves and affine transformations pose the same inference task tractable that can be computed efficiently in SPNs. We propose to store affine transformations in their SVD decompositions using an efficient parametrization of unitary matrices by a set of Givens rotations. Last but not least, we demonstrate that G-SPTNs achieve state-of-the-art results on the density estimation task and are competitive with state-of-the-art methods for anomaly detection.


Vocabulary Alignment in Openly Specified Interactions

Journal of Artificial Intelligence Research

The problem of achieving common understanding between agents that use different vocabularies has been mainly addressed by techniques that assume the existence of shared external elements, such as a meta-language or a physical environment. In this article, we consider agents that use different vocabularies and only share knowledge of how to perform a task, given by the specification of an interaction protocol. We present a framework that lets agents learn a vocabulary alignment from the experience of interacting. Unlike previous work in this direction, we use open protocols that constrain possible actions instead of defining procedures, making our approach more general. We present two techniques that can be used either to learn an alignment from scratch or to repair an existent one, and we evaluate their performance experimentally.


Hierarchical Bayesian Approach for Improving Weights for Solving Multi-Objective Route Optimization Problem

arXiv.org Artificial Intelligence

The weighted sum method is a simple and widely used technique that scalarizes multiple conflicting objectives into a single objective function. It suffers from the problem of determining the appropriate weights corresponding to the objectives. This paper proposes a novel Hierarchical Bayesian model based on Multinomial distribution and Dirichlet prior to refine the weights for solving such multi-objective route optimization problems. The model and methodologies revolve around data obtained from a small scale pilot survey. The method aims at improving the existing methods of weight determination in the field of Intelligent Transport Systems as data driven choice of weights through appropriate probabilistic modelling ensures, on an average, much reliable results than non-probabilistic techniques. Application of this model and methodologies to simulated as well as real data sets revealed quite encouraging performances with respect to stabilizing the estimates of weights.


A Formal Critique of the Value of the Colombian P\'aramo

arXiv.org Artificial Intelligence

ESF thus beckons the valuation of ecosystem services (VES) as a means to signalling nature's contribution to the (re)production of value (Barbier et al., 2009; Villa et al., 2009; Fisher et al., 2010; Gรณmez-Baggethun et al., 2016); for value is the central category of modern capitalist societies, and the valorisation of value -- i.e., economic growth sublimated into economic development -- their driving force (see, e.g., Mankiw (2016) and Holden et al. (2017)). VES is, in this sense, inscribed in an interpretive approach to modern capitalist praxis, not only invoking assumptions that are instrumentally validated in a retroactive manner, but also taking for granted precisely those historical and material conditions which VES is meant to interpret and, in doing so, reproduce. Overlooking the historical basis of ESF and VES has important practical consequences. When VES practitioners elicit value, a moment or specific field of the social praxis embodied in the valorisation of value is inaugurated, allowing value to mediate other social constructs built around the idea of nature. Since the patterns of actions that make up the capitalist social praxis are presupposed within this new ambit, value takes on a transhistorical quality that justifies its allencompassing and unreflective usage (see, e.g., Badura et al. (2016) and Gรณmez-Baggethun and Martรญn-Lรณpez (2015)).


Type-2 fuzzy reliability redundancy allocation problem and its solution using particle swarm optimization algorithm

arXiv.org Artificial Intelligence

In this paper, the fuzzy multi-objective reliability redundancy allocation problem (FMORRAP) is proposed, which maximizes the system reliability while simultaneously minimizing the system cost under the type 2 fuzzy uncertainty. In the proposed formulation, the higher order uncertainties (such as parametric, manufacturing, environmental, and designers uncertainty) associated with the system are modeled with interval type 2 fuzzy sets (IT2 FS). The footprint of uncertainty of the interval type 2 membership functions (IT2 MFs) accommodates these uncertainties by capturing the multiple opinions from several system experts. We consider IT2 MFs to represent the subsystem reliability and cost, which are to be further aggregated using extension principle to evaluate the total system reliability and cost according to their configurations, i.e., series parallel and parallel series. We proposed a particle swarm optimization (PSO) based novel solution approach to solve the FMORRAP. To demonstrate the applicability of two formulations, namely, series parallel FMORRAP and parallel series FMORRAP, we performed experimental simulations on various numerical data sets. The decision makers/system experts assign different importance to the objectives (system reliability and cost), and these preferences are represented by sets of weights. The optimal results are obtained from our solution approach, and the Pareto optimal front is established using these different weight sets. The genetic algorithm (GA) was implemented to compare the results obtained from our proposed solution approach. A statistical analysis was conducted between PSO and GA, and it was found that the PSO based Pareto solution outperforms the GA.


Large-scale Uncertainty Estimation and Its Application in Revenue Forecast of SMEs

arXiv.org Machine Learning

The economic and banking importance of the small and medium enterprise (SME) sector is well recognized in contemporary society. Business credit loans are very important for the operation of SMEs, and the revenue is a key indicator of credit limit management. Therefore, it is very beneficial to construct a reliable revenue forecasting model. If the uncertainty of an enterprise's revenue forecasting can be estimated, a more proper credit limit can be granted. Natural gradient boosting approach, which estimates the uncertainty of prediction by a multi-parameter boosting algorithm based on the natural gradient. However, its original implementation is not easy to scale into big data scenarios, and computationally expensive compared to state-of-the-art tree-based models (such as XGBoost). In this paper, we propose a Scalable Natural Gradient Boosting Machines that is simple to implement, readily parallelizable, interpretable and yields high-quality predictive uncertainty estimates. According to the characteristics of revenue distribution, we derive an uncertainty quantification function. We demonstrate that our method can distinguish between samples that are accurate and inaccurate on revenue forecasting of SMEs. What's more, interpretability can be naturally obtained from the model, satisfying the financial needs.