Uncertainty
Meta-CoTGAN: A Meta Cooperative Training Paradigm for Improving Adversarial Text Generation
Yin, Haiyan, Li, Dingcheng, Li, Xu, Li, Ping
Training generative models that can generate high-quality text with sufficient diversity is an important open problem for Natural Language Generation (NLG) community. Recently, generative adversarial models have been applied extensively on text generation tasks, where the adversarially trained generators alleviate the exposure bias experienced by conventional maximum likelihood approaches and result in promising generation quality. However, due to the notorious defect of mode collapse for adversarial training, the adversarially trained generators face a quality-diversity trade-off, i.e., the generator models tend to sacrifice generation diversity severely for increasing generation quality. In this paper, we propose a novel approach which aims to improve the performance of adversarial text generation via efficiently decelerating mode collapse of the adversarial training. To this end, we introduce a cooperative training paradigm, where a language model is cooperatively trained with the generator and we utilize the language model to efficiently shape the data distribution of the generator against mode collapse. Moreover, instead of engaging the cooperative update for the generator in a principled way, we formulate a meta learning mechanism, where the cooperative update to the generator serves as a high level meta task, with an intuition of ensuring the parameters of the generator after the adversarial update would stay resistant against mode collapse. In the experiment, we demonstrate our proposed approach can efficiently slow down the pace of mode collapse for the adversarial text generators. Overall, our proposed method is able to outperform the baseline approaches with significant margins in terms of both generation quality and diversity in the testified domains.
Estimating Basis Functions in Massive Fields under the Spatial Mixed Effects Model
Pazdernik, Karl T., Maitra, Ranjan
Spatial prediction is commonly achieved under the assumption of a Gaussian random field (GRF) by obtaining maximum likelihood estimates of parameters, and then using the kriging equations to arrive at predicted values. For massive datasets, fixed rank kriging using the Expectation-Maximization (EM) algorithm for estimation has been proposed as an alternative to the usual but computationally prohibitive kriging method. The method reduces computation cost of estimation by redefining the spatial process as a linear combination of basis functions and spatial random effects. A disadvantage of this method is that it imposes constraints on the relationship between the observed locations and the knots. We develop an alternative method that utilizes the Spatial Mixed Effects (SME) model, but allows for additional flexibility by estimating the range of the spatial dependence between the observations and the knots via an Alternating Expectation Conditional Maximization (AECM) algorithm. Experiments show that our methodology improves estimation without sacrificing prediction accuracy while also minimizing the additional computational burden of extra parameter estimation. The methodology is applied to a temperature data set archived by the United States National Climate Data Center, with improved results over previous methodology.
Causal datasheet: An approximate guide to practically assess Bayesian networks in the real world
Butcher, Bradley, Huang, Vincent S., Reffin, Jeremy, Sgaier, Sema K., Charles, Grace, Quadrianto, Novi
In solving real-world problems like changing healthcare-seeking behaviors, designing interventions to improve downstream outcomes requires an understanding of the causal links within the system. Causal Bayesian Networks (BN) have been proposed as one such powerful method. In real-world applications, however, confidence in the results of BNs are often moderate at best. This is due in part to the inability to validate against some ground truth, as the DAG is not available. This is especially problematic if the learned DAG conflicts with pre-existing domain doctrine. At the policy level, one must justify insights generated by such analysis, preferably accompanying them with uncertainty estimation. Here we propose a causal extension to the datasheet concept proposed by Gebru et al (2018) to include approximate BN performance expectations for any given dataset. To generate the results for a prototype Causal Datasheet, we constructed over 30,000 synthetic datasets with properties mirroring characteristics of real data. We then recorded the results given by state-of-the-art structure learning algorithms. These results were used to populate the Causal Datasheet, and recommendations were automatically generated dependent on expected performance. As a proof of concept, we used our Causal Datasheet Generation Tool (CDG-T) to assign expected performance expectations to a maternal health survey we conducted in Uttar Pradesh, India.
Estimation of Accurate and Calibrated Uncertainties in Deterministic models
Camporeale, Enrico, Carรจ, Algo
In this paper we focus on the problem of assigning uncertainties to single-point predictions generated by a deterministic model that outputs a continuous variable. This problem applies to any state-of-the-art physics or engineering models that have a computational cost that does not readily allow to run ensembles and to estimate the uncertainty associated to single-point predictions. Essentially, we devise a method to easily transform a deterministic prediction into a probabilistic one. We show that for doing so, one has to compromise between the accuracy and the reliability (calibration) of such a probabilistic model. Hence, we introduce a cost function that encodes their trade-off. We use the Continuous Rank Probability Score to measure accuracy and we derive an analytic formula for the reliability, in the case of forecasts of continuous scalar variables expressed in terms of Gaussian distributions. The new Accuracy-Reliability cost function is then used to estimate the input-dependent variance, given a black-box mean function, by solving a two-objective optimization problem. The simple philosophy behind this strategy is that predictions based on the estimated variances should not only be accurate, but also reliable (i.e. statistical consistent with observations). Conversely, early works based on the minimization of classical cost functions, such as the negative log probability density, cannot simultaneously enforce both accuracy and reliability. We show several examples both with synthetic data, where the underlying hidden noise can accurately be recovered, and with large real-world datasets.
Asian Handicap football betting with Rating-based Hybrid Bayesian Networks
Despite the massive popularity of the Asian Handicap (AH) football betting market, it has not been adequately studied by the relevant literature. This paper combines rating systems with hybrid Bayesian networks and presents the first published model specifically developed for prediction and assessment of the AH betting market. The results are based on 13 English Premier League seasons and are compared to the traditional 1X2 market. Different betting situations have been examined including a) both average and maximum (best available) market odds, b) all possible betting decision thresholds between predicted and published odds, c) optimisations for both return-on-investment and profit, and d) simple stake adjustments to investigate how the variance of returns changes when targeting equivalent profit in both 1X2 and AH markets. While the AH market is found to share the inefficiencies of the traditional 1X2 market, the findings reveal both interesting differences as well as similarities between the two.
Curriculum Learning for Reinforcement Learning Domains: A Framework and Survey
Narvekar, Sanmit, Peng, Bei, Leonetti, Matteo, Sinapov, Jivko, Taylor, Matthew E., Stone, Peter
Reinforcement learning (RL) is a popular paradigm for addressing sequential decision tasks in which the agent has only limited environmental feedback. Despite many advances over the past three decades, learning in many domains still requires a large amount of interaction with the environment, which can be prohibitively expensive in realistic scenarios. To address this problem, transfer learning has been applied to reinforcement learning such that experience gained in one task can be leveraged when starting to learn the next, harder task. More recently, several lines of research have explored how tasks, or data samples themselves, can be sequenced into a curriculum for the purpose of learning a problem that may otherwise be too difficult to learn from scratch. In this article, we present a framework for curriculum learning (CL) in reinforcement learning, and use it to survey and classify existing CL methods in terms of their assumptions, capabilities, and goals. Finally, we use our framework to find open problems and suggest directions for future RL curriculum learning research.
Variational Inference for Deep Probabilistic Canonical Correlation Analysis
Karami, Mahdi, Schuurmans, Dale
In this paper, we propose a deep probabilistic multi-view model that is composed of a linear multi-view layer based on probabilistic canonical correlation analysis (CCA) description in the latent space together with deep generative networks as observation models. The network is designed to decompose the variations of all views into a shared latent representation and a set of view-specific components where the shared latent representation is intended to describe the common underlying sources of variation among the views. An efficient variational inference procedure is developed that approximates the posterior distributions of the latent probabilistic multi-view layer while taking into account the solution of probabilistic CCA. A generalization to models with arbitrary number of views is also proposed. The empirical studies confirm that the proposed deep generative multi-view model can successfully extend deep variational inference to multi-view learning while it efficiently integrates the relationship between multiple views to alleviate the difficulty of learning.
Towards Patient Record Summarization Through Joint Phenotype Learning in HIV Patients
Levy-Fix, Gal, Zucker, Jason, Stojanovic, Konstantin, Elhadad, Noรฉmie
Identifying a patient's key problems over time is a common task for providers at the point care, yet a complex and time-consuming activity given current electric health records. To enable a problem-oriented summarizer to identify a patient's comprehensive list of problems and their salience, we propose an unsupervised phenotyping approach that jointly learns a large number of phenotypes/problems across structured and unstructured data. To identify the appropriate granularity of the learned phenotypes, the model is trained on a target patient population of the same clinic. To enable the content organization of a problem-oriented summarizer, the model identifies phenotype relatedness as well. The model leverages a correlated-mixed membership approach with variational inference applied to heterogenous clinical data. In this paper, we focus our experiments on assessing the learned phenotypes and their relatedness as learned from a specific patient population. We ground our experiments in phenotyping patients from an HIV clinic in a large urban care institution (n=7,523), where patients have voluminous, longitudinal documentation, and where providers would benefit from summaries of these patient's medical histories, whether about their HIV or any comorbidities. We find that the learned phenotypes and their relatedness are clinically valid when assessed qualitatively by clinical experts, and that the model surpasses baseline in inferring phenotype-relatedness when comparing to existing expert-curated condition groupings.
Amortized variance reduction for doubly stochastic objectives
Boustati, Ayman, Vakili, Sattar, Hensman, James, John, ST
Approximate inference in complex probabilistic models such as deep Gaussian processes requires the optimisation of doubly stochastic objective functions. These objectives incorporate randomness both from mini-batch subsampling of the data and from Monte Carlo estimation of expectations. If the gradient variance is high, the stochastic optimisation problem becomes difficult with a slow rate of convergence. Control variates can be used to reduce the variance, but past approaches do not take into account how mini-batch stochasticity affects sampling stochasticity, resulting in sub-optimal variance reduction. We propose a new approach in which we use a recognition network to cheaply approximate the optimal control variate for each mini-batch, with no additional model gradient computations. We illustrate the properties of this proposal and test its performance on logistic regression and deep Gaussian processes.
Composition of kernel and acquisition functions for High Dimensional Bayesian Optimization
Candelieri, Antonio, Giordani, Ilaria, Perego, Riccardo, Archetti, Francesco
Bayesian Optimization has become the reference method for the global optimization of black box, expensive and possibly noisy functions. Bayesian Op-timization learns a probabilistic model about the objective function, usually a Gaussian Process, and builds, depending on its mean and variance, an acquisition function whose optimizer yields the new evaluation point, leading to update the probabilistic surrogate model. Despite its sample efficiency, Bayesian Optimiza-tion does not scale well with the dimensions of the problem. The optimization of the acquisition function has received less attention because its computational cost is usually considered negligible compared to that of the evaluation of the objec-tive function. Its efficient optimization is often inhibited, particularly in high di-mensional problems, by multiple extrema. In this paper we leverage the addition-ality of the objective function into mapping both the kernel and the acquisition function of the Bayesian Optimization in lower dimensional subspaces. This ap-proach makes more efficient the learning/updating of the probabilistic surrogate model and allows an efficient optimization of the acquisition function. Experi-mental results are presented for real-life application, that is the control of pumps in urban water distribution systems.