Uncertainty
Artificial Intelligence for Social Good: A Survey
Shi, Zheyuan Ryan, Wang, Claire, Fang, Fei
Its impact is drastic and real: Youtube's AIdriven recommendation system would present sports videos for days if one happens to watch a live baseball game on the platform [1]; email writing becomes much faster with machine learning (ML) based auto-completion [2]; many businesses have adopted natural language processing based chatbots as part of their customer services [3]. AI has also greatly advanced human capabilities in complex decision-making processes ranging from determining how to allocate security resources to protect airports [4] to games such as poker [5] and Go [6]. All such tangible and stunning progress suggests that an "AI summer" is happening. As some put it, "AI is the new electricity" [7]. Meanwhile, in the past decade, an emerging theme in the AI research community is the so-called "AI for social good" (AI4SG): researchers aim at developing AI methods and tools to address problems at the societal level and improve the wellbeing of the society.
Making Sense of Reinforcement Learning and Probabilistic Inference
O'Donoghue, Brendan, Osband, Ian, Ionescu, Catalin
Reinforcement learning (RL) combines a control problem with statistical estimation: the system dynamics are not known to the agent, but can be learned through experience. A recent line of research casts `RL as inference' and suggests a particular framework to generalize the RL problem as probabilistic inference. Our paper surfaces a key shortcoming in that approach, and clarifies the sense in which RL can be coherently cast as an inference problem. In particular, an RL agent must consider the effects of its actions upon future rewards and observations: the exploration-exploitation tradeoff. In all but the most simple settings, the resulting inference is computationally intractable so that practical RL algorithms must resort to approximation. We demonstrate that the popular `RL as inference' approximation can perform poorly in even very basic problems. However, we show that with a small modification the framework does yield algorithms that can provably perform well, and we show that the resulting algorithm is equivalent to the recently proposed K-learning, which we further connect with Thompson sampling.
Aleatoric and Epistemic Uncertainty with Random Forests
Shaker, Mohammad Hossein, Hรผllermeier, Eyke
Due to the steadily increasing relevance of machine learning for practical applications, many of which are coming with safety requirements, the notion of uncertainty has received increasing attention in machine learning research in the last couple of years. In particular, the idea of distinguishing between two important types of uncertainty, often refereed to as aleatoric and epistemic, has recently been studied in the setting of supervised learning. In this paper, we propose to quantify these uncertainties with random forests. More specifically, we show how two general approaches for measuring the learner's aleatoric and epistemic uncertainty in a prediction can be instantiated with decision trees and random forests as learning algorithms in a classification setting. In this regard, we also compare random forests with deep neural networks, which have been used for a similar purpose.
Modeling Uncertainty and Imprecision in Nonmonotonic Reasoning using Fuzzy Numbers
Paul, Sandip, Ray, Kumar Sankar, Saha, Diganta
Modern applications of artificial intelligence in decision support systems, plan generation systems require reasoning with imprecise a nd uncertain information. Logical frameworks based on bivalent reasoning are not suitable for such applications, because the set {0, 1} cannot capture the vagueness or uncertainty of underlying proposition. Though fuzzy log ic-based systems can represent imprecise linguistic information by ascribi ng membership values to attributes (or truth values to propositions) taken fr om the interval 1 [0,1], but this graded valuation becomes inadequate if the p recise membership can not be determined due to some underlying uncerta inty. This uncertainty may arise from lack of complete information or f rom lack of reliability of source of information or lack of unanimity amon g rational agents in a multi-agent reasoning system or from many other reasons . This uncertainty with respect to the assignment of membership degr ees is captured by assigning a range of possible membership values, i.e. by a ssigning an interval.
The Real-World-Weight Cross-Entropy Loss Function: Modeling the Costs of Mislabeling
In this paper, we propose a new metric to measure goodness-of-fit for classifiers, the Real World Cost function. This metric factors in information about a real world problem, such as financial impact, that other measures like accuracy or F1 do not. This metric is also more directly interpretable for users. To optimize for this metric, we introduce the Real-World- Weight Crossentropy loss function, in both binary and single-label classification variants. Both variants allow direct input of real world costs as weights. For single-label, multicategory classification, our loss function also allows direct penalization of probabilistic false positives, weighted by label, during the training of a machine learning model. We compare the design of our loss function to the binary crossentropy and categorical crossentropy functions, as well as their weighted variants, to discuss the potential for improvement in handling a variety of known shortcomings of machine learning, ranging from imbalanced classes to medical diagnostic error to reinforcement of social bias. We create scenarios that emulate those issues using the MNIST data set and demonstrate empirical results of our new loss function. Finally, we sketch a proof of this function based on Maximum Likelihood Estimation and discuss future directions.
Bayesian task embedding for few-shot Bayesian optimization
Atkinson, Steven, Ghosh, Sayan, Chennimalai-Kumar, Natarajan, Khan, Genghis, Wang, Liping
We describe a method for Bayesian optimization by which one may incorporate data from multiple systems whose quantitative interrelationships are unknown a priori. All general (nonreal-valued) features of the systems are associated with continuous latent variables that enter as inputs into a single metamodel that simultaneously learns the response surfaces of all of the systems. Bayesian inference is used to determine appropriate beliefs regarding the latent variables. We explain how the resulting probabilistic metamodel may be used for Bayesian optimization tasks and demonstrate its implementation on a variety of synthetic and real-world examples, comparing its performance under zero-, one-, and few-shot settings against traditional Bayesian optimization, which usually requires substantially more data from the system of interest.
Non-Parametric Learning of Gaifman Models
Dhami, Devendra Singh, Yen, Siwen, Kunapuli, Gautam, Natarajan, Sriraam
We consider the problem of structure learning for Gaifman models and learn relational features that can be used to derive feature representations from a knowledge base. These relational features are first-order rules that are then partially grounded and counted over local neighborhoods of a Gaifman model to obtain the feature representations. We propose a method for learning these relational features for a Gaifman model by using relational tree distances. Our empirical evaluation on real data sets demonstrates the superiority of our approach over classical rule-learning.
Metropolis-Hastings and Bayesian Inference
Let's get the basic definition out of the way: Markov Chain Monte Carlo (MCMC) methods let us compute samples from a distribution even though we can't compute it. Let's back up and talk about Monte Carlo Sampling. What are Monte Carlo methods? "Monte Carlo methods, or Monte Carlo experiments, are a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results." And you are tasked with determining the area enclosed by this shape.
Deep Learning for Learning Graph Representations
Zhu, Wenwu, Wang, Xin, Cui, Peng
January 3, 2020 Abstract Mining graph data has become a popular research topic in computer science and has been widely studied in both academia and industry given the increasing amount of network data in the recent years. However, the huge amount of network data has posed great challenges for efficient analysis. The investigation on efficient representation of a graph has profound theoretical significance and important realistic meaning, we therefore introduce some basic ideas in graph representation/network embedding as well as some representative models in this chapter. Keywords: Deep Learning, Graph Representation, Network Embedding 1 Introduction Many real-world systems, such as Facebook/Twitter social systems, DBLP author-citation systems and roadmap transportation systems etc., can be formulated in the form of graphs or networks, making analyzing these systems equivalent to mining their corresponding graphs or networks. Literature on mining graphs or networks has two names: ...
Residual Flows for Invertible Generative Modeling
Chen, Ricky T. Q., Behrmann, Jens, Duvenaud, David K., Jacobsen, Joern-Henrik
Flow-based generative models parameterize probability distributions through an invertible transformation and can be trained by maximum likelihood. Invertible residual networks provide a flexible family of transformations where only Lipschitz conditions rather than strict architectural constraints are needed for enforcing invertibility. However, prior work trained invertible residual networks for density estimation by relying on biased log-density estimates whose bias increased with the network's expressiveness. We give a tractable unbiased estimate of the log density using a "Russian roulette" estimator, and reduce the memory required during training by using an alternative infinite series for the gradient. Furthermore, we improve invertible residual blocks by proposing the use of activation functions that avoid derivative saturation and generalizing the Lipschitz condition to induced mixed norms. The resulting approach, called Residual Flows, achieves state-of-theart performance on density estimation amongst flow-based models, and outperforms networks that use coupling blocks at joint generative and discriminative modeling.