Uncertainty
AMP Chain Graphs: Minimal Separators and Structure Learning Algorithms
Javidian, Mohammad Ali, Valtorta, Marco, Jamshidi, Pooyan
We address the problem of finding a minimal separator in an Andersson-Madigan-Perlman chain graph (AMP CG), namely, finding a set Z of nodes that separate a given non-adjacent pair of nodes such that no proper subset of Z separates that pair. We analyze several versions of this problem and offer polynomial-time algorithms for each. These include finding a minimal separator from a restricted set of nodes, finding a minimal separator for two given disjoint sets, and testing whether a given separator is minimal. We provide an extension of the decomposition approach for learning Bayesian networks (BNs) proposed by (Xie et. al.) to learn AMP CGs, which include BNs as a special case, under the faithfulness assumption and prove its correctness using the minimal separator results. The advantages of this decomposition approach hold in the more general setting: reduced complexity and increased power of computational independence tests. In addition, we show that the PC-like algorithm is order-dependent, in the sense that the output can depend on the order in which the variables are given. We propose two modifications of the PC-like algorithm that remove part or all of this order-dependence. Simulations under a variety of settings demonstrate the competitive performance of our decomposition-based method, called LCD-AMP, in comparison with the (modified version of) PC-like algorithm. In fact, the decomposition-based algorithm usually outperforms the PC-like algorithm. We empirically show that the results of both algorithms are more accurate and stable when the sample size is reasonably large and the underlying graph is sparse.
Symbolic Learning and Reasoning with Noisy Data for Probabilistic Anchoring
Martires, Pedro Zuidberg Dos, Kumar, Nitesh, Persson, Andreas, Loutfi, Amy, De Raedt, Luc
Robotic agents should be able to learn from sub-symbolic sensor data, and at the same time, be able to reason about objects and communicate with humans on a symbolic level. This raises the question of how to overcome the gap between symbolic and sub-symbolic artificial intelligence. We propose a semantic world modeling approach based on bottom-up object anchoring using an object-centered representation of the world. Perceptual anchoring processes continuous perceptual sensor data and maintains a correspondence to a symbolic representation. We extend the definitions of anchoring to handle multi-modal probability distributions and we couple the resulting symbol anchoring system to a probabilistic logic reasoner for performing inference. Furthermore, we use statistical relational learning to enable the anchoring framework to learn symbolic knowledge in the form of a set of probabilistic logic rules of the world from noisy and sub-symbolic sensor input. The resulting framework, which combines perceptual anchoring and statistical relational learning, is able to maintain a semantic world model of all the objects that have been perceived over time, while still exploiting the expressiveness of logical rules to reason about the state of objects which are not directly observed through sensory input data. To validate our approach we demonstrate, on the one hand, the ability of our system to perform probabilistic reasoning over multi-modal probability distributions, and on the other hand, the learning of probabilistic logical rules from anchored objects produced by perceptual observations. The learned logical rules are, subsequently, used to assess our proposed probabilistic anchoring procedure. We demonstrate our system in a setting involving object interactions where object occlusions arise and where probabilistic inference is needed to correctly anchor objects.
Markov Logic Networks with Complex Weights: Expressivity, Liftability and Fourier Transforms
Statistical Relational Learning [Getoor and Taskar, 2007] (SRL) is concerned with learning probabilistic models from relational data such as, for instance, knowledge graphs, biological or social networks, structures of molecules etc. Markov Logic Networks [Richardson and Domingos, 2006] (MLNs) are among the most prominent SRL systems and in this paper we are interested in their expressivity. Informally, expressivity measures the "amount" of distributions that can be modelled by a given class of probabilistic models. An MLN is given by a set of weighted first-order logic formulas and it defines a distribution on possible worlds over a given domain. Here we study expressivity of MLNs in a setting where we first fix the first-order logic formulas defining the MLN and then vary their weights. Since it is not even clear what expressivity should mean in this context, our first contribution in this paper is a formal framework for studying expressivity of MLNs. The main reason for studying expressivity of MLNs in the setting where one first fixes the formulas is computational complexity of inference because its complexity usually depends mostly on the formulas and not so much on their weights.
On Thompson Sampling with Langevin Algorithms
Mazumdar, Eric, Pacchiano, Aldo, Ma, Yi-an, Bartlett, Peter L., Jordan, Michael I.
Thompson sampling is a methodology for multi-armed bandit problems that is known to enjoy favorable performance in both theory and practice. It does, however, have a significant limitation computationally, arising from the need for samples from posterior distributions at every iteration. We propose two Markov Chain Monte Carlo (MCMC) methods tailored to Thompson sampling to address this issue. We construct quickly converging Langevin algorithms to generate approximate samples that have accuracy guarantees, and we leverage novel posterior concentration rates to analyze the regret of the resulting approximate Thompson sampling algorithm. Further, we specify the necessary hyper-parameters for the MCMC procedure to guarantee optimal instance-dependent frequentist regret while having low computational complexity. In particular, our algorithms take advantage of both posterior concentration and a sample reuse mechanism to ensure that only a constant number of iterations and a constant amount of data is needed in each round. The resulting approximate Thompson sampling algorithm has logarithmic regret and its computational complexity does not scale with the time horizon of the algorithm.
SetRank: A Setwise Bayesian Approach for Collaborative Ranking from Implicit Feedback
Wang, Chao, Zhu, Hengshu, Zhu, Chen, Qin, Chuan, Xiong, Hui
The recent development of online recommender systems has a focus on collaborative ranking from implicit feedback, such as user clicks and purchases. Different from explicit ratings, which reflect graded user preferences, the implicit feedback only generates positive and unobserved labels. While considerable efforts have been made in this direction, the well-known pairwise and listwise approaches have still been limited by various challenges. Specifically, for the pairwise approaches, the assumption of independent pairwise preference is not always held in practice. Also, the listwise approaches cannot efficiently accommodate "ties" due to the precondition of the entire list permutation. To this end, in this paper, we propose a novel setwise Bayesian approach for collaborative ranking, namely SetRank, to inherently accommodate the characteristics of implicit feedback in recommender system. Specifically, SetRank aims at maximizing the posterior probability of novel setwise preference comparisons and can be implemented with matrix factorization and neural networks. Meanwhile, we also present the theoretical analysis of SetRank to show that the bound of excess risk can be proportional to $\sqrt{M/N}$, where $M$ and $N$ are the numbers of items and users, respectively. Finally, extensive experiments on four real-world datasets clearly validate the superiority of SetRank compared with various state-of-the-art baselines.
Robust Learning-Based Control via Bootstrapped Multiplicative Noise
Gravell, Benjamin, Summers, Tyler
Despite decades of research and recent progress in adaptive control and reinforcement learning, there remains a fundamental lack of understanding in designing controllers that provide robustness to inherent non-asymptotic uncertainties arising from models estimated with finite, noisy data. We propose a robust adaptive control algorithm that explicitly incorporates such non-asymptotic uncertainties into the control design. The algorithm has three components: (1) a least-squares nominal model estimator; (2) a bootstrap resampling method that quantifies non-asymptotic variance of the nominal model estimate; and (3) a non-conventional robust control design method using an optimal linear quadratic regulator (LQR) with multiplicative noise. A key advantage of the proposed approach is that the system identification and robust control design procedures both use stochastic uncertainty representations, so that the actual inherent statistical estimation uncertainty directly aligns with the uncertainty the robust controller is being designed against. We show through numerical experiments that the proposed robust adaptive controller can significantly outperform the certainty equivalent controller on both expected regret and measures of regret risk.
Generalized Bayesian Filtering via Sequential Monte Carlo
Boustati, Ayman, Akyildiz, รmer Deniz, Damoulas, Theodoros, Johansen, Adam
We introduce a framework for inference in general state-space hidden Markov models (HMMs) under likelihood misspecification. In particular, we leverage the loss-theoretic perspective of generalized Bayesian inference (GBI) to define generalized filtering recursions in HMMs, that can tackle the problem of inference under model misspecification. In doing so, we arrive at principled procedures for robust inference against observation contamination through the $\beta$-divergence. Operationalizing the proposed framework is made possible via sequential Monte Carlo methods (SMC). The standard particle methods, and their associated convergence results, are readily generalized to the new setting. We demonstrate our approach to object tracking and Gaussian process regression problems, and observe improved performance over standard filtering algorithms.
A machine-learning software-systems approach to capture social, regulatory, governance, and climate problems
This paper will discuss the role of an artificially-intelligent computer system as critique-based, implicitorganizational, and an inherently necessary device, deployed in synchrony with parallel governmental policy, as a genuine means of capturing nation-population complexity in quantitative form, public contentment in societal-cooperative economic groups, regulatory proposition, and governance-effectiveness domains. It will discuss a solution involving a well-known algorithm and proffer an improved mechanism for knowledgerepresentation, thereby increasing range of utility, scope of influence (in terms of differentiating class sectors) and operational efficiency. It will finish with a discussion of these and other historical implications. Introduction The world created by humans to manage their daily affairs is growing in complexity beyond the comprehension capability of the vast majority of them. The political classes are vulnerable to implementation of policy that proves incorrect and damages the credibility of the state over the long term.
Symbolic Querying of Vector Spaces: Probabilistic Databases Meets Relational Embeddings
Friedman, Tal, Broeck, Guy Van den
To deal with increasing amounts of uncertainty and incompleteness in relational data, we propose unifying techniques from probabilistic databases and relational embedding models. We use probabilistic databases as our formalism to define the probabilistic model with respect to which all queries are done. This allows us to leverage the rich literature of theory and algorithms from probabilistic databases for solving problems. While this formalization can be used with any relational embedding model, the lack of a well defined joint probability distribution causes simple problems to become provably hard. With this in mind, we introduce \TO, a relational embedding model designed in terms of probabilistic databases to exploit typical embedding assumptions within the probabilistic framework. Using principled, efficient inference algorithms that can be derived from its definition, we empirically demonstrate that \TOs is an effective and general model for these tasks.
A look at The Case for Bayesian Deep Learning
Bayes' theorem is one of the most important formulae in the field of mathematical statistics and probability, used to calculate the chances of a particular event occurring based on relevant existing information. Bayesian inference meanwhile leverages Bayes' theorem to update the probability of a hypothesis as additional data becomes available. New York University Assistant Professor Andrew Gordon Wilson addressed this question in his recent paper The Case for Bayesian Deep Learning. Paper Abstract: The key distinguishing property of a Bayesian approach is marginalization instead of optimization, not the prior, or Bayes rule. Bayesian inference is especially compelling for deep neural networks.