Uncertainty
Macroscopic Traffic Flow Modeling with Physics Regularized Gaussian Process: A New Insight into Machine Learning Applications
Yuan, Yun, Yang, Xianfeng Terry, Zhang, Zhao, Zhe, Shandian
Despite the wide implementation of machine learning (ML) techniques in traffic flow modeling recently, those data-driven approaches often fall short of accuracy in the cases with a small or noisy dataset. To address this issue, this study presents a new modeling framework, named physics regularized machine learning (PRML), to encode classical traffic flow models (referred as physical models) into the ML architecture and to regularize the ML training process. More specifically, a stochastic physics regularized Gaussian process (PRGP) model is developed and a Bayesian inference algorithm is used to estimate the mean and kernel of the PRGP. A physical regularizer based on macroscopic traffic flow models is also developed to augment the estimation via a shadow GP and an enhanced latent force model is used to encode physical knowledge into stochastic processes. Based on the posterior regularization inference framework, an efficient stochastic optimization algorithm is also developed to maximize the evidence lowerbound of the system likelihood. To prove the effectiveness of the proposed model, this paper conducts empirical studies on a real-world dataset which is collected from a stretch of I-15 freeway, Utah. Results show the new PRGP model can outperform the previous compatible methods, such as calibrated pure physical models and pure machine learning methods, in estimation precision and input robustness.
Value of Information Analysis via Active Learning and Knowledge Sharing in Error-Controlled Adaptive Kriging
Zhang, Chi, Wang, Zeyu, Shafieezadeh, Abdollah
Large uncertainties in many phenomena of interest have challenged the reliability of pertaining decisions. Collecting additional information to better characterize involved uncertainties is among decision alternatives. Value of information (VoI) analysis is a mathematical decision framework that quantifies expected potential benefits of new data and assists with optimal allocation of resources for information collection. However, a primary challenge facing VoI analysis is the very high computational cost of the underlying Bayesian inference especially for equality-type information. This paper proposes the first surrogate-based framework for VoI analysis. Instead of modeling the limit state functions describing events of interest for decision making, which is commonly pursued in surrogate model-based reliability methods, the proposed framework models system responses. This approach affords sharing equality-type information from observations among surrogate models to update likelihoods of multiple events of interest. Moreover, two knowledge sharing schemes called model and training points sharing are proposed to most effectively take advantage of the knowledge offered by costly model evaluations. Both schemes are integrated with an error rate-based adaptive training approach to efficiently generate accurate Kriging surrogate models. The proposed VoI analysis framework is applied for an optimal decision-making problem involving load testing of a truss bridge. While state-of-the-art methods based on importance sampling and adaptive Kriging Monte Carlo simulation are unable to solve this problem, the proposed method is shown to offer accurate and robust estimates of VoI with a limited number of model evaluations. Therefore, the proposed method facilitates the application of VoI for complex decision problems.
Relational Neural Machines
Marra, Giuseppe, Diligenti, Michelangelo, Giannini, Francesco, Gori, Marco, Maggini, Marco
Deep learning has been shown to achieve impressive results in several tasks where a large amount of training data is available. However, deep learning solely focuses on the accuracy of the predictions, neglecting the reasoning process leading to a decision, which is a major issue in life-critical applications. Probabilistic logic reasoning allows to exploit both statistical regularities and specific domain expertise to perform reasoning under uncertainty, but its scalability and brittle integration with the layers processing the sensory data have greatly limited its applications. For these reasons, combining deep architectures and probabilistic logic reasoning is a fundamental goal towards the development of intelligent agents operating in complex environments. This paper presents Relational Neural Machines, a novel framework allowing to jointly train the parameters of the learners and of a First--Order Logic based reasoner. A Relational Neural Machine is able to recover both classical learning from supervised data in case of pure sub-symbolic learning, and Markov Logic Networks in case of pure symbolic reasoning, while allowing to jointly train and perform inference in hybrid learning tasks. Proper algorithmic solutions are devised to make learning and inference tractable in large-scale problems. The experiments show promising results in different relational tasks.
Uncertainty Weighted Causal Graphs
Garrido-Merchรกn, Eduardo C., Puente, C., Sobrino, A., Olivas, J. A.
Causality has traditionally been a scientific way to generate knowledge by relating causes to effects. From an imaginery point of view, causal graphs are a helpful tool for representing and infering new causal information. In previous works, we have generated automatically causal graphs associated to a given concept by analyzing sets of documents and extracting and representing the found causal information in that visual way. The retrieved information shows that causality is frequently imperfect rather than exact, feature gathered by the graph. In this work we will attempt to go a step further modelling the uncertainty in the graph through probabilistic improving the management of the imprecision in the quoted graph.
CausalNex: An open-source Python library that helps data scientists to infer causation rather than observing correlation MarkTechPost
CausalNex is a Python library that allows data scientists and domain experts to co-develop models that go beyond correlation and consider causal relationships. 'CasualNex' provides a practical'what if' library which is deployed to test scenarios using Bayesian Networks (BNs). 'CasualNex' prepares practitioners to understand structural relationships from data and helps in the verification for accuracy of the relationships between different data sets. Apart from practitioners understanding the structural relationship from data, it also enables domain experts to fit conditional probability distributions and study the effect of potential interventions. 'CasualNex' helps to simplify the following steps: CausalNex is a Python package.
Semiparametric Bayesian Forecasting of Spatial Earthquake Occurrences
Kolev, Aleksandar A., Ross, Gordon J.
Self-exciting Hawkes processes are used to model events which cluster in time and space, and have been widely studied in seismology under the name of the Epidemic Type Aftershock Sequence (ETAS) model. In the ETAS framework, the occurrence of the mainshock earthquakes in a geographical region is assumed to follow an inhomogeneous spatial point process, and aftershock events are then modelled via a separate triggering kernel. Most previous studies of the ETAS model have relied on point estimates of the model parameters due to the complexity of the likelihood function, and the difficulty in estimating an appropriate mainshock distribution. In order to take estimation uncertainty into account, we instead propose a fully Bayesian formulation of the ETAS model which uses a nonparametric Dirichlet process mixture prior to capture the spatial mainshock process. Direct inference for the resulting model is problematic due to the strong correlation of the parameters for the mainshock and triggering processes, so we instead use an auxiliary latent variable routine to perform efficient inference.
A Survey on Causal Inference
Yao, Liuyi, Chu, Zhixuan, Li, Sheng, Li, Yaliang, Gao, Jing, Zhang, Aidong
Causal inference is a critical research topic across many domains, such as statistics, computer science, education, public policy and economics, for decades. Nowadays, estimating causal effect from observational data has become an appealing research direction owing to the large amount of available data and low budget requirement, compared with randomized controlled trials. Embraced with the rapidly developed machine learning area, various causal effect estimation methods for observational data have sprung up. In this survey, we provide a comprehensive review of causal inference methods under the potential outcome framework, one of the well known causal inference framework. The methods are divided into two categories depending on whether they require all three assumptions of the potential outcome framework or not. For each category, both the traditional statistical methods and the recent machine learning enhanced methods are discussed and compared. The plausible applications of these methods are also presented, including the applications in advertising, recommendation, medicine and so on. Moreover, the commonly used benchmark datasets as well as the open-source codes are also summarized, which facilitate researchers and practitioners to explore, evaluate and apply the causal inference methods.
Blind Spot Detection for Safe Sim-to-Real Transfer
Ramakrishnan, Ramya (Massachusetts Institute of Technology) | Kamar, Ece | Dey, Debadeepta | Horvitz, Eric | Shah, Julie
Agents trained in simulation may make errors when performing actions in the real world due to mismatches between training and execution environments. These mistakes can be dangerous and difficult for the agent to discover because the agent is unable to predict them a priori. In this work, we propose the use of oracle feedback to learn a predictive model of these blind spots in order to reduce costly errors in real-world applications. We focus on blind spots in reinforcement learning (RL) that occur due to incomplete state representation: when the agent lacks necessary features to represent the true state of the world, and thus cannot distinguish between numerous states. We formalize the problem of discovering blind spots in RL as a noisy supervised learning problem with class imbalance. Our system learns models for predicting blind spots within unseen regions of the state space by combining techniques for label aggregation, calibration, and supervised learning. These models take into consideration noise emerging from different forms of oracle feedback, including demonstrations and corrections. We evaluate our approach across two domains and demonstrate that it achieves higher predictive performance than baseline methods, and also that the learned model can be used to selectively query an oracle at execution time to prevent errors. We also empirically analyze the biases of various feedback types and how these biases influence the discovery of blind spots. Further, we include analyses of our approach that incorporate relaxed initial optimality assumptions. (Interestingly, relaxing the assumptions of an optimal oracle and an optimal simulator policy helped our models to perform better.) We also propose extensions to our method that are intended to improve performance when using corrections and demonstrations data.
Accelerating Psychometric Screening Tests With Bayesian Active Differential Selection
Larsen, Trevor J., Malkomes, Gustavo, Barbour, Dennis L.
Classical methods for psychometric function estimation either require excessive measurements or produce only a low-resolution approximation of the target psychometric function. In this paper, we propose a novel solution for rapid screening for a change in the psychometric function estimation of a given patient. We use Bayesian active model selection to perform an automated pure-tone audiogram test with the goal of quickly finding if the current audiogram will be different from a previous audiogram. We validate our approach using audiometric data from the National Institute for Occupational Safety and Health NIOSH. Initial results show that with a few tones we can detect if the patient's audiometric function has changed between the two test sessions with high confidence.
Bayesian Networks in Healthcare: Distribution by Medical Condition
McLachlan, Scott, Dube, Kudakwashe, Hitman, Graham A, Fenton, Norman E, Kyrimi, Evangelia
Bayesian networks (BNs) have received increasing research attention that is not matched by adoption in practice and yet have potential to significantly benefit healthcare. Hitherto, research works have not investigated the types of medical conditions being modelled with BNs, nor whether any differences exist in how and why they are applied to different conditions. This research seeks to identify and quantify the range of medical conditions for which healthcare-related BN models have been proposed, and the differences in approach between the most common medical conditions to which they have been applied. We found that almost two-thirds of all healthcare BNs are focused on four conditions: cardiac, cancer, psychological and lung disorders. We believe that a lack of understanding regarding how BNs work and what they are capable of exists, and that it is only with greater understanding and promotion that we may ever realise the full potential of BNs to effect positive change in daily healthcare practice.