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 Uncertainty


Robust Density Estimation under Besov IPM Losses

arXiv.org Machine Learning

We study minimax convergence rates of nonparametric density estimation in the Huber contamination model, in which a proportion of the data comes from an unknown outlier distribution. We provide the first results for this problem under a large family of losses, called Besov integral probability metrics (IPMs), that includes $\mathcal{L}^p$, Wasserstein, Kolmogorov-Smirnov, and other common distances between probability distributions. Specifically, under a range of smoothness assumptions on the population and outlier distributions, we show that a re-scaled thresholding wavelet series estimator achieves minimax optimal convergence rates under a wide variety of losses. Finally, based on connections that have recently been shown between nonparametric density estimation under IPM losses and generative adversarial networks (GANs), we show that certain GAN architectures also achieve these minimax rates.


Three Modern Roles for Logic in AI

arXiv.org Artificial Intelligence

We consider three modern roles for logic in artificial intelligence, which are based on the theory of tractable Boolean circuits: (1) logic as a basis for computation, (2) logic for learning from a combination of data and knowledge, and (3) logic for reasoning about the behavior of machine learning systems.


Protecting Classifiers From Attacks. A Bayesian Approach

arXiv.org Machine Learning

Over this decade, an increasing number of processes is being automated through classification algorithms, being essential that these are robust and reliable if we are to trust key operations based on their output. State-of-the-art classifiers perform extraordinarily well on standard data, but they have been shown to be vulnerable to adversarial examples, data instances specifically targeted at fooling the algorithms (Comiter, 2019). As a fundamental hypothesis, algorithms rely on the use of independent and identically distributed (iid) data for both the training and test phases. However, security aspects in classification, which form part of the field of adversarial machine learning (AML), question such hypothesis due to the presence of adversaries ready to modify the data to obtain a benefit and, thus, making both distributions differ. Stemming from the pioneering work in adversarial classification (AC) in Dalvi et al. (2004), the paradigm used to model the confrontation between adversaries and classification systems has been game theory, see recent reviews in Biggio and Roli (2018) and Zhou et al. (2018). As an example, the most popular attacks, including the fast gradient sign method (FGSM) (Goodfellow et al., 2014b), may be viewed from a game-theoretic perspective. Similarly, two of the most promising defence techniques, adversarial training (AT) (Madry et al., 2018), which trains the defender model with attacked samples, and adversarial logit pairing (ALP) (Kannan et al., 2018), which encourages the logits of the model to be the same for both standard and adversarial inputs, may be framed in game theoretic terms. This perspective typically entails common knowledge hypothesis (Hargreaves-Heap and Varoufakis, 2004) which, from a fundamental point of view, are not sustainable in settings such as security, as adversaries try to hide and conceal information. Recent work (Naveiro et al., 2019) presented ACRA, a novel approach for AC based on Adversarial Risk


Gaussian Process Learning-based Probabilistic Optimal Power Flow

arXiv.org Machine Learning

In this letter, we present a novel Gaussian Process Learning-based Probabilistic Optimal Power Flow (GP-POPF) for solving POPF under renewable and load uncertainties of arbitrary distribution. The proposed method relies on a non-parametric Bayesian inference-based uncertainty propagation approach, called Gaussian Process (GP). We also suggest a new type of sensitivity called Subspace-wise Sensitivity, using observations on the interpretability of GP-POPF hyperparameters. The simulation results on 14-bus and 30-bus systems show that the proposed method provides reasonably accurate solutions when compared with Monte-Carlo Simulations (MCS) solutions at different levels of uncertain renewable penetration as well as load uncertainties, while requiring much less number of samples and elapsed time.


Dyslexia and Dysgraphia prediction: A new machine learning approach

arXiv.org Machine Learning

Learning disabilities like dysgraphia, dyslexia, dyspraxia, etc. interfere with academic achievements but have also long terms consequences beyond the academic time. It is widely admitted that between 5% to 10% of the world population is subject to this kind of disabilities. For assessing such disabilities in early childhood, children have to solve a battery of tests. Human experts score these tests, and decide whether the children require specific education strategy on the basis of their marks. The assessment can be lengthy, costly and emotionally painful. In this paper, we investigate how Artificial Intelligence can help in automating this assessment. Gathering a dataset of handwritten text pictures and audio recordings, both from standard children and from dyslexic and/or dysgraphic children, we apply machine learning techniques for classification in order to analyze the differences between dyslexic/dysgraphic and standard readers/writers and to build a model. The model is trained on simple features obtained by analysing the pictures and the audio files. Our preliminary implementation shows relatively high performances on the dataset we have used. This suggests the possibility to screen dyslexia and dysgraphia via non-invasive methods in an accurate way as soon as enough data are available.


Latent Bayesian Inference for Robust Earnings Estimates

arXiv.org Machine Learning

Equity research analysts at financial institutions play a pivotal role in capital markets; they provide an efficient conduit between investors and companies' management and facilitate the efficient flow of information from companies, promoting functional and liquid markets. However, previous research in the academic finance and behavioral economics communities has found that analysts' estimates of future company earnings and other financial quantities can be affected by a number of behavioral, incentive-based and discriminatory biases and systematic errors, which can detrimentally affect both investors and public companies. We propose a Bayesian latent variable model for analysts' systematic errors and biases which we use to generate a robust bias-adjusted consensus estimate of company earnings. Experiments using historical earnings estimates data show that our model is more accurate than the consensus average of estimates and other related approaches.


Adversarial Evaluation of Autonomous Vehicles in Lane-Change Scenarios

arXiv.org Machine Learning

Autonomous vehicles must be comprehensively evaluated before deployed in cities and highways. Current evaluation procedures lack the abilities of weakness-aiming and evolving, thus they could hardly generate adversarial environments for autonomous vehicles, leading to insufficient challenges. To overcome the shortage of static evaluation methods, this paper proposes a novel method to generate adversarial environments with deep reinforcement learning, and to cluster them with a nonparametric Bayesian method. As a representative task of autonomous driving, lane-change is used to demonstrate the superiority of the proposed method. First, two lane-change models are separately developed by a rule-based method and a learning-based method, waiting for evaluation and comparison. Next, adversarial environments are generated by training surrounding interactive vehicles with deep reinforcement learning for local optimal ensembles. Then, a nonparametric Bayesian approach is utilized to cluster the adversarial policies of the interactive vehicles. Finally, the adversarial environment patterns are illustrated and the performances of two lane-change models are evaluated and compared. The simulation results indicate that both models perform significantly worse in adversarial environments than in naturalistic environments, with plenty of weaknesses successfully extracted in a few tests.


The R Package stagedtrees for Structural Learning of Stratified Staged Trees

arXiv.org Machine Learning

In the past twenty years there has been an explosion of the use of graphical models to represent the relationship between a vector of random variables and perform distributed inference which takes advantage of the underlying graphical representations. Bayesian networks (BNs) (Darwiche 2009; Fenton and Neil 2012) are nowadays the most used graphical models, with applications to a wide array of domains and implementation in various software: for instance, the R packages bnlearn by Scutari (2010) and gRain by Højsgaard (2012), among others. However, BNs can only represent symmetric conditional independences which in practical applications may not be fully justified. For this reason, a variety of models that can take into account the asymmetric nature of real-world data have been proposed; for example, context-specific BNs (Boutilier, Friedman, Goldszmidt, and Koller 1996), labeled directed acyclic graphs (Pensar, Nyman, Koski, and Corander 2015) and probabilistic decision graphs (Jaeger, Nielsen, and Silander 2006). Unlike most of its competitors, the chain event graph (CEG) (Collazo, Görgen, and Smith 2018; Smith and Anderson 2008; Riccomagno and Smith 2004, 2009) can capture all (context-specific) conditional independences in a unique graph, obtained by a coalescence over the vertices of an appropriately constructed probability tree, called staged tree.


Measurement Error in Nutritional Epidemiology: A Survey

arXiv.org Machine Learning

This article reviews bias-correction models for measurement error of exposure variables in the field of nutritional epidemiology. Measurement error usually attenuates estimated slope towards zero. Due to the influence of measurement error, inference of parameter estimate is conservative and confidence interval of the slope parameter is too narrow. Bias-correction in estimators and confidence intervals are of primary interest. We review the following bias-correction models: regression calibration methods, likelihood based models, missing data models, simulation based methods, nonparametric models and sampling based procedures.


Learning from Aggregate Observations

arXiv.org Machine Learning

We study the problem of learning from aggregate observations where supervision signals are given to sets of instances instead of individual instances, while the goal is still to predict labels of unseen individuals. A well-known example is multiple instance learning (MIL). In this paper, we extend MIL beyond binary classification to other problems such as multiclass classification and regression. We present a probabilistic framework that is applicable to a variety of aggregate observations, e.g., pairwise similarity for classification and mean/difference/rank observation for regression. We propose a simple yet effective method based on the maximum likelihood principle, which can be simply implemented for various differentiable models such as deep neural networks and gradient boosting machines. Experiments on three novel problem settings -- classification via triplet comparison and regression via mean/rank observation indicate the effectiveness of the proposed method.