Goto

Collaborating Authors

 Uncertainty


Detection of Community Structures in Networks with Nodal Features based on Generative Probabilistic Approach

arXiv.org Machine Learning

Community detection is considered as a fundamental task in analyzing social networks. Even though many techniques have been proposed for community detection, most of them are based exclusively on the connectivity structures. However, there are node features in real networks, such as gender types in social networks, feeding behavior in ecological networks, and location on e-trading networks, that can be further leveraged with the network structure to attain more accurate community detection methods. We propose a novel probabilistic graphical model to detect communities by taking into account both network structure and nodes' features. The proposed approach learns the relevant features of communities through a generative probabilistic model without any prior assumption on the communities. Furthermore, the model is capable of determining the strength of node features and structural elements of the networks on shaping the communities. The effectiveness of the proposed approach over the state-of-the-art algorithms is revealed on synthetic and benchmark networks.


Attention-Aware Answers of the Crowd

arXiv.org Machine Learning

Crowdsourcing is a relatively economic and efficient solution to collect annotations from the crowd through online platforms. Answers collected from workers with different expertise may be noisy and unreliable, and the quality of annotated data needs to be further maintained. Various solutions have been attempted to obtain high-quality annotations. However, they all assume that workers' label quality is stable over time (always at the same level whenever they conduct the tasks). In practice, workers' attention level changes over time, and the ignorance of which can affect the reliability of the annotations. In this paper, we focus on a novel and realistic crowdsourcing scenario involving attention-aware annotations. We propose a new probabilistic model that takes into account workers' attention to estimate the label quality. Expectation propagation is adopted for efficient Bayesian inference of our model, and a generalized Expectation Maximization algorithm is derived to estimate both the ground truth of all tasks and the label-quality of each individual crowd worker with attention. In addition, the number of tasks best suited for a worker is estimated according to changes in attention. Experiments against related methods on three real-world and one semi-simulated datasets demonstrate that our method quantifies the relationship between workers' attention and label-quality on the given tasks, and improves the aggregated labels.


On Simulation and Trajectory Prediction with Gaussian Process Dynamics

arXiv.org Machine Learning

Established techniques for simulation and prediction with Gaussian process (GP) dynamics often implicitly make use of an independence assumption on successive function evaluations of the dynamics model. This can result in significant error and underestimation of the prediction uncertainty, potentially leading to failures in safety-critical applications. This paper discusses methods that explicitly take the correlation of successive function evaluations into account. We first describe two sampling-based techniques; one approach provides samples of the true trajectory distribution, suitable for `ground truth' simulations, while the other draws function samples from basis function approximations of the GP. Second, we propose a linearization-based technique that directly provides approximations of the trajectory distribution, taking correlations explicitly into account. We demonstrate the procedures in simple numerical examples, contrasting the results with established methods.


The Temporal Dynamics of Belief-based Updating of Epistemic Trust: Light at the End of the Tunnel?

arXiv.org Artificial Intelligence

We start with the distinction of outcome- and belief-based Bayesian models of the sequential update of agents' beliefs and subjective reliability of sources (trust). We then focus on discussing the influential Bayesian model of belief-based trust update by Eric Olsson, which models dichotomic events and explicitly represents anti-reliability. After sketching some disastrous recent results for this perhaps most promising model of belief update, we show new simulation results for the temporal dynamics of learning belief with and without trust update and with and without communication. The results seem to shed at least a somewhat more positive light on the communicating-and-trust-updating agents. This may be a light at the end of the tunnel of belief-based models of trust updating, but the interpretation of the clear findings is much less clear.


Sparse Polynomial Chaos expansions using Variational Relevance Vector Machines

arXiv.org Machine Learning

These challenges can be addressed by enforcing sparsity in the series representation through retaining only the most important basis terms. In this work, we present a novel sparse Bayesian learning technique for obtaining sparse Polynomial Chaos expansions which is based on a Relevance Vector Machine model and is trained using Variational Inference. The methodology shows great potential in high-dimensional data-driven settings using relatively few data points and achieves user-controlled sparse levels that are comparable to other methods such as compressive sensing. The proposed approach is illustrated on two numerical examples, a synthetic response function that is explored for validation purposes and a low-carbon steel plate with random Young's modulus and random loading, which is modelled by stochastic finite element with 38 input random variables.


Tensor Basis Gaussian Process Models of Hyperelastic Materials

arXiv.org Machine Learning

In this work, we develop Gaussian process regression (GPR) models of hyperelastic material behavior. First, we consider the direct approach of modeling the components of the Cauchy stress tensor as a function of the components of the Finger stretch tensor in a Gaussian process. We then consider an improvement on this approach that embeds rotational invariance of the stress-stretch constitutive relation in the GPR representation. This approach requires fewer training examples and achieves higher accuracy while maintaining invariance to rotations exactly. Finally, we consider an approach that recovers the strain-energy density function and derives the stress tensor from this potential. Although the error of this model for predicting the stress tensor is higher, the strain-energy density is recovered with high accuracy from limited training data. The approaches presented here are examples of physics-informed machine learning. They go beyond purely data-driven approaches by embedding the physical system constraints directly into the Gaussian process representation of materials models.


An improper estimator with optimal excess risk in misspecified density estimation and logistic regression

arXiv.org Machine Learning

We introduce a procedure for predictive conditional density estimation under logarithmic loss, which we call SMP (Sample Minmax Predictor). This predictor minimizes a new general excess risk bound, which critically remains valid under model misspecification. On standard examples, this bound scales as $d/n$ where $d$ is the dimension of the model and $n$ the sample size, regardless of the true distribution. The SMP, which is an improper (out-of-model) procedure, improves over proper (within-model) estimators (such as the maximum likelihood estimator), whose excess risk can degrade arbitrarily in the misspecified case. For density estimation, our bounds improve over approaches based on online-to-batch conversion, by removing suboptimal $\log n$ factors, addressing an open problem from Gr{\"u}nwald and Kot{\l}owski (2011) for the considered models. For the Gaussian linear model, the SMP admits an explicit expression, and its expected excess risk in the general misspecified case is at most twice the minimax excess risk in the \emph{well-specified case}, but without any condition on the noise variance or approximation error of the linear model. For logistic regression, a penalized SMP can be computed efficiently by training two logistic regressions, and achieves a non-asymptotic excess risk of $O((d + B^2R^2)/n)$, where $R$ is a bound on the norm of the features and $B$ the norm of the comparison linear predictor. This improves the rates of proper (within-model) estimators, since such procedures can achieve no better rate than $\min(BR/\sqrt{n},de^{BR}/n)$ in general. This also provides a computationally more efficient alternative to approaches based on online-to-batch conversion of Bayesian mixture procedures, which require approximate posterior sampling, thereby partly answering a question by Foster et al. (2018).


A Systematic Comparison of Bayesian Deep Learning Robustness in Diabetic Retinopathy Tasks

arXiv.org Machine Learning

Evaluation of Bayesian deep learning (BDL) methods is challenging. We often seek to evaluate the methods' robustness and scalability, assessing whether new tools give `better' uncertainty estimates than old ones. These evaluations are paramount for practitioners when choosing BDL tools on-top of which they build their applications. Current popular evaluations of BDL methods, such as the UCI experiments, are lacking: Methods that excel with these experiments often fail when used in application such as medical or automotive, suggesting a pertinent need for new benchmarks in the field. We propose a new BDL benchmark with a diverse set of tasks, inspired by a real-world medical imaging application on \emph{diabetic retinopathy diagnosis}. Visual inputs (512x512 RGB images of retinas) are considered, where model uncertainty is used for medical pre-screening---i.e. to refer patients to an expert when model diagnosis is uncertain. Methods are then ranked according to metrics derived from expert-domain to reflect real-world use of model uncertainty in automated diagnosis. We develop multiple tasks that fall under this application, including out-of-distribution detection and robustness to distribution shift. We then perform a systematic comparison of well-tuned BDL techniques on the various tasks. From our comparison we conclude that some current techniques which solve benchmarks such as UCI `overfit' their uncertainty to the dataset---when evaluated on our benchmark these underperform in comparison to simpler baselines. The code for the benchmark, its baselines, and a simple API for evaluating new BDL tools are made available at https://github.com/oatml/bdl-benchmarks.


Blang: Bayesian declarative modelling of arbitrary data structures

arXiv.org Machine Learning

Consider a Bayesian inference problem where a variable of interest does not take values in a Euclidean space. These "non-standard" data structures are in reality fairly common. They are frequently used in problems involving latent discrete factor models, networks, and domain specific problems such as sequence alignments and reconstructions, pedigrees, and phylogenies. In principle, Bayesian inference should be particularly well-suited in such scenarios, as the Bayesian paradigm provides a principled way to obtain confidence assessment for random variables of any type. However, much of the recent work on making Bayesian analysis more accessible and computationally efficient has focused on inference in Euclidean spaces. In this paper, we introduce Blang, a domain specific language (DSL) and library aimed at bridging this gap. Blang allows users to perform Bayesian analysis on arbitrary data types while using a declarative syntax similar to BUGS. Blang is augmented with intuitive language additions to invent data types of the user's choosing. To perform inference at scale on such arbitrary state spaces, Blang leverages recent advances in parallelizable, non-reversible Markov chain Monte Carlo methods.


Quantile Propagation for Wasserstein-Approximate Gaussian Processes

arXiv.org Machine Learning

In this work, we develop a new approximation method to solve the analytically intractable Bayesian inference for Gaussian process models with factorizable Gaussian likelihoods and single-output latent functions. Our method -- dubbed QP -- is similar to the expectation propagation (EP), however it minimizes the $L^2$ Wasserstein distance instead of the Kullback-Leibler (KL) divergence. We consider the specific case in which the non-Gaussian likelihood is approximated by the Gaussian likelihood. We show that QP has the following properties: (1) QP matches quantile functions rather than moments in EP; (2) QP and EP have the same local update for the mean of the approximate Gaussian likelihood; (3) the local variance estimate for the approximate likelihood is smaller for QP than for EP's, addressing EP's over-estimation of the variance; (4) the optimal approximate Gaussian likelihood enjoys a univariate parameterization, reducing memory consumption and computation time. Furthermore, we provide a unified interpretations of EP and QP -- both are coordinate descent algorithms of a KL and an $L^2$ Wasserstein global objective function respectively, under the same assumptions. In the performed experiments, we employ eight real world datasets and we show that QP outperforms EP for the task of Gaussian process binary classification.