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 Uncertainty


Scaling Bayesian inference of mixed multinomial logit models to very large datasets

arXiv.org Machine Learning

Variational inference methods have been shown to lead to significant improvements in the computational efficiency of approximate Bayesian inference in mixed multinomial logit models when compared to standard Markov-chain Monte Carlo (MCMC) methods without compromising accuracy. However, despite their demonstrated efficiency gains, existing methods still suffer from important limitations that prevent them to scale to very large datasets, while providing the flexibility to allow for rich prior distributions and to capture complex posterior distributions. In this paper, we propose an Amortized Variational Inference approach that leverages stochastic backpropagation, automatic differentiation and GPU-accelerated computation, for effectively scaling Bayesian inference in Mixed Multinomial Logit models to very large datasets. Moreover, we show how normalizing flows can be used to increase the flexibility of the variational posterior approximations. Through an extensive simulation study, we empirically show that the proposed approach is able to achieve computational speedups of multiple orders of magnitude over traditional MSLE and MCMC approaches for large datasets without compromising estimation accuracy.


Ivy: Instrumental Variable Synthesis for Causal Inference

arXiv.org Machine Learning

A popular way to estimate the causal effect of a variable x on y from observational data is to use an instrumental variable (IV): a third variable z that affects y only through x. The more strongly z is associated with x, the more reliable the estimate is, but such strong IVs are difficult to find. Instead, practitioners combine more commonly available IV candidates---which are not necessarily strong, or even valid, IVs---into a single "summary" that is plugged into causal effect estimators in place of an IV. In genetic epidemiology, such approaches are known as allele scores. Allele scores require strong assumptions---independence and validity of all IV candidates---for the resulting estimate to be reliable. To relax these assumptions, we propose Ivy, a new method to combine IV candidates that can handle correlated and invalid IV candidates in a robust manner. Theoretically, we characterize this robustness, its limits, and its impact on the resulting causal estimates. Empirically, Ivy can correctly identify the directionality of known relationships and is robust against false discovery (median effect size <= 0.025) on three real-world datasets with no causal effects, while allele scores return more biased estimates (median effect size >= 0.118).


Robert John obituary

The Guardian

My friend Robert John, professor of computer science at the University of Nottingham, who has died of liver cancer aged 64, pioneered the use of "type-2 fuzzy sets" in computational intelligence, to establish ways of reasoning algorithmically about linguistic concepts that involve uncertainty โ€“ something humans are good at, but computers are not. In the 1990s, while Rob (as he was known to family, though called Bob by work colleagues) was working at De Montfort University, he became involved in research into solving a community transport scheduling problem using fuzzy logic. Working from the foundations laid by Prof Lotfi Zadeh, Rob, through his PhD in 2000 and subsequent work with Prof Jerry Mendel and others, developed the mathematical techniques to use type-2 fuzzy sets. Two papers on type-2 and interval type-2 that he wrote with Mendel are among the most frequently cited and influential in the world on the topic. Rob was a founder member in 1995 of the Centre for Computational Intelligence at De Montfort and led its growth through the 2000s, established his reputation in the Institute of Electrical and Electronics Engineers' conferences and in journals on fuzzy logic, and was promoted over time to deputy dean.


Machine Learning Based Solutions for Security of Internet of Things (IoT): A Survey

arXiv.org Machine Learning

Over the last decade, IoT platforms have been developed into a global giant that grabs every aspect of our daily lives by advancing human life with its unaccountable smart services. Because of easy accessibility and fast-growing demand for smart devices and network, IoT is now facing more security challenges than ever before. There are existing security measures that can be applied to protect IoT. However, traditional techniques are not as efficient with the advancement booms as well as different attack types and their severeness. Thus, a strong-dynamically enhanced and up to date security system is required for next-generation IoT system. A huge technological advancement has been noticed in Machine Learning (ML) which has opened many possible research windows to address ongoing and future challenges in IoT. In order to detect attacks and identify abnormal behaviors of smart devices and networks, ML is being utilized as a powerful technology to fulfill this purpose. In this survey paper, the architecture of IoT is discussed, following a comprehensive literature review on ML approaches the importance of security of IoT in terms of different types of possible attacks. Moreover, ML-based potential solutions for IoT security has been presented and future challenges are discussed.


Supervised Autoencoders Learn Robust Joint Factor Models of Neural Activity

arXiv.org Machine Learning

Factor models are routinely used for dimensionality reduction in modeling of correlated, high-dimensional data. We are particularly motivated by neuroscience applications collecting high-dimensional `predictors' corresponding to brain activity in different regions along with behavioral outcomes. Joint factor models for the predictors and outcomes are natural, but maximum likelihood estimates of these models can struggle in practice when there is model misspecification. We propose an alternative inference strategy based on supervised autoencoders; rather than placing a probability distribution on the latent factors, we define them as an unknown function of the high-dimensional predictors. This mapping function, along with the loadings, can be optimized to explain variance in brain activity while simultaneously being predictive of behavior. In practice, the mapping function can range in complexity from linear to more complex forms, such as splines or neural networks, with the usual tradeoff between bias and variance. This approach yields distinct solutions from a maximum likelihood inference strategy, as we demonstrate by deriving analytic solutions for a linear Gaussian factor model. Using synthetic data, we show that this function-based approach is robust against multiple types of misspecification. We then apply this technique to a neuroscience application resulting in substantial gains in predicting behavioral tasks from electrophysiological measurements in multiple factor models.


Towards GANs' Approximation Ability

arXiv.org Machine Learning

Generative adversarial networks (GANs) have attracted intense interest in the field of generative models. However, few investigations focusing either on the theoretical analysis or on algorithm design for the approximation ability of the generator of GANs have been reported. This paper will first theoretically analyze GANs' approximation property. Similar to the universal approximation property of the full connected neural networks with one hidden layer, we prove that the generator with the input latent variable in GANs can universally approximate the potential data distribution given the increasing hidden neurons. Furthermore, we propose an approach named stochastic data generation (SDG) to enhance GANs' approximation ability. Our approach is based on the simple idea of imposing randomness through data generation in GANs by a prior distribution on the conditional probability between the layers. Our approach can be easily implemented by using the reparameterization trick. The experimental results on synthetic dataset verify the improved approximation ability obtained by this SDG approach. In the practical dataset, the NSGAN/WGANGP with SDG can also outperform traditional GANs with little change in the model architectures.


Exemplar VAEs for Exemplar based Generation and Data Augmentation

arXiv.org Machine Learning

This paper presents a framework for exemplar based generative modeling, featuring Exemplar VAEs. To generate a sample from the Exemplar VAE, one first draws a random exemplar from a training dataset, and then stochastically transforms that exemplar into a latent code, which is then used to generate a new observation. We show that the Exemplar VAE can be interpreted as a VAE with a mixture of Gaussians prior in the latent space, with Gaussian means defined by the latent encoding of the exemplars. To enable optimization and avoid overfitting, Exemplar VAE's parameters are learned using leave-one-out and exemplar subsampling, where, for the generation of each data point, we build a prior based on a random subset of the remaining data points. To accelerate learning, which requires finding the exemplars that exert the greatest influence on the generation of each data point, we use approximate nearest neighbor search in the latent space, yielding a lower bound on the log marginal likelihood. Experiments demonstrate the effectiveness of Exemplar VAEs in density estimation, representation learning, and generative data augmentation for supervised learning.


Probabilistic embeddings for speaker diarization

arXiv.org Machine Learning

Speaker embeddings (x-vectors) extracted from very short segments of speech have recently been shown to give competitive performance in speaker diarization. We generalize this recipe by extracting from each speech segment, in parallel with the x-vector, also a diagonal precision matrix, thus providing a path for the propagation of information about the quality of the speech segment into a PLDA scoring backend. These precisions quantify the uncertainty about what the values of the embeddings might have been if they had been extracted from high quality speech segments. The proposed probabilistic embeddings (x-vectors with precisions) are interfaced with the PLDA model by treating the x-vectors as hidden variables and marginalizing them out. We apply the proposed probabilistic embeddings as input to an agglomerative hierarchical clustering (AHC) algorithm to do diarization in the DIHARD'19 evaluation set. We compute the full PLDA likelihood 'by the book' for each clustering hypothesis that is considered by AHC. We do joint discriminative training of the PLDA parameters and of the probabilistic x-vector extractor. We demonstrate accuracy gains relative to a baseline AHC algorithm, applied to traditional xvectors (without uncertainty), and which uses averaging of binary log-likelihood-ratios, rather than by-the-book scoring.


Comparison of Evolving Granular Classifiers applied to Anomaly Detection for Predictive Maintenance in Computing Centers

arXiv.org Machine Learning

Log-based predictive maintenance of computing centers is a main concern regarding the worldwide computing grid that supports the CERN (European Organization for Nuclear Research) physics experiments. A log, as event-oriented adhoc information, is quite often given as unstructured big data. Log data processing is a time-consuming computational task. The goal is to grab essential information from a continuously changeable grid environment to construct a classification model. Evolving granular classifiers are suited to learn from time-varying log streams and, therefore, perform online classification of the severity of anomalies. We formulated a 4-class online anomaly classification problem, and employed time windows between landmarks and two granular computing methods, namely, Fuzzy-set-Based evolving Modeling (FBeM) and evolving Granular Neural Network (eGNN), to model and monitor logging activity rate. The results of classification are of utmost importance for predictive maintenance because priority can be given to specific time intervals in which the classifier indicates the existence of high or medium severity anomalies.


Nonlinear Dimensionality Reduction for Data Visualization: An Unsupervised Fuzzy Rule-based Approach

arXiv.org Machine Learning

Here, we propose an unsupervised fuzzy rule-based dimensionality reduction method primarily for data visualization. It considers the following important issues relevant to dimensionality reduction-based data visualization: (i) preservation of neighborhood relationships, (ii) handling data on a non-linear manifold, (iii) the capability of predicting projections for new test data points, (iv) interpretability of the system, and (v) the ability to reject test points if required. For this, we use a first-order Takagi-Sugeno type model. We generate rule antecedents using clusters in the input data. In this context, we also propose a new variant of the Geodesic c-means clustering algorithm. We estimate the rule parameters by minimizing an error function that preserves the inter-point geodesic distances (distances over the manifold) as Euclidean distances on the projected space. We apply the proposed method on three synthetic and three real-world data sets and visually compare the results with four other standard data visualization methods. The obtained results show that the proposed method behaves desirably and performs better than or comparable to the methods compared with. The proposed method is found to be robust to the initial conditions. The predictability of the proposed method for test points is validated by experiments. We also assess the ability of our method to reject output points when it should. Then, we extend this concept to provide a general framework for learning an unsupervised fuzzy model for data projection with different objective functions. To the best of our knowledge, this is the first attempt to manifold learning using unsupervised fuzzy modeling.