Uncertainty
Learning Bayesian networks from demographic and health survey data
Kitson, Neville Kenneth, Constantinou, Anthony C.
Child mortality from preventable diseases such as pneumonia and diarrhoea in low and middle-income countries remains a serious global challenge. We combine knowledge with available Demographic and Health Survey (DHS) data from India, to construct Bayesian Networks (BNs) and investigate the factors associated with childhood diarrhoea. We make use of freeware tools to learn the graphical structure of the DHS data with score-based, constraint-based, and hybrid structure learning algorithms. We investigate the effect of missing values, sample size, and knowledge-based constraints on each of the structure learning algorithms and assess their accuracy with multiple scoring functions. Weaknesses in the survey methodology and data available, as well as the variability in the BNs generated, mean that is not possible to learn a definitive causal BN from data. However, knowledge-based constraints are found to be useful in reducing the variation in the graphs produced by the different algorithms, and produce graphs which are more reflective of the likely influential relationships in the data. Furthermore, valuable insights are gained into the performance and characteristics of the structure learning algorithms. Two score-based algorithms in particular, TABU and FGES, demonstrate many desirable qualities; a) with sufficient data, they produce a graph which is similar to the reference graph, b) they are relatively insensitive to missing values, and c) behave well with knowledge-based constraints. The results provide a basis for further investigation of the DHS data and for a deeper understanding of the behaviour of the structure learning algorithms when applied to real-world settings.
Optimality and limitations of audio-visual integration for cognitive systems
Boyce, W. Paul, Lindsay, Tony, Zgonnikov, Arkady, Rano, Ignacio, Wong-Lin, KongFatt
Multimodal integration is an important process in perceptual decision-making. In humans, this process has often been shown to be statistically optimal, or near optimal: sensory information is combined in a fashion that minimises the average error in perceptual representation of stimuli. However, sometimes there are costs that come with the optimization, manifesting as illusory percepts. We review audio-visual facilitations and illusions that are products of multisensory integration, and the computational models that account for these phenomena. In particular, the same optimal computational model can lead to illusory percepts, and we suggest that more studies should be needed to detect and mitigate these illusions, as artefacts in artificial cognitive systems. We provide cautionary considerations when designing artificial cognitive systems with the view of avoiding such artefacts. Finally, we suggest avenues of research towards solutions to potential pitfalls in system design. We conclude that detailed understanding of multisensory integration and the mechanisms behind audio-visual illusions can benefit the design of artificial cognitive systems.
Adaptive Divergence for Rapid Adversarial Optimization
Borisyak, Maxim, Gaintseva, Tatiana, Ustyuzhanin, Andrey
Adversarial Optimization (AO) provides a reliable, practical way to match two implicitly defined distributions, one of which is usually represented by a sample of real data, and the other is defined by a generator. Typically, AO involves training of a high-capacity model on each step of the optimization. In this work, we consider computationally heavy generators, for which training of high-capacity models is associated with substantial computational costs. To address this problem, we introduce a novel family of divergences, which varies the capacity of the underlying model, and allows for a significant acceleration with respect to the number of samples drawn from the generator. We demonstrate the performance of the proposed divergences on several tasks, including tuning parameters of a physics simulator, namely, Pythia event generator.
3 Main Approaches to Machine Learning Models - KDnuggets
In September 2018, I published a blog about my forthcoming book on The Mathematical Foundations of Data Science. The central question we address is: How can we bridge the gap between mathematics needed for Artificial Intelligence (Deep Learning and Machine learning) with that taught in high schools (up to ages 17/18)? In this post, we present a chapter from this book called "A Taxonomy of Machine Learning Models." The book is now available for an early bird discount released as chapters. If you are interested in getting early discounted copies, please contact ajit.jaokar at feynlabs.ai.
Transferability versus Discriminability: Joint Probability Distribution Adaptation (JPDA)
Transfer learning makes use of data or knowledge in one task to help solve a different, yet related, task. Many ex isting TL approaches are based on a joint probability distribution metric, which is a weighted sum of the marginal distribution and the c ondi-tional distribution; however, they optimize the two distri butions independently, and ignore their intrinsic dependency. This p aper proposes a novel and frustratingly easy Joint Probability Dist ribution Adaptation (JPDA) approach, to replace the frequently-use d joint maximum mean discrepancy metric in transfer learning. Duri ng the distribution adaptation, JPDA improves the transferabili ty between the source and the target domains by minimizing the joint pro b-ability discrepancy of the corresponding class, and also in creases the discriminability between different classes by maximiz ing their joint probability discrepancy. Experiments on six image cl assifica-tion datasets demonstrated that JPDA outperforms several s tate-of- the-art metric-based transfer learning approaches.
Dis-entangling Mixture of Interventions on a Causal Bayesian Network Using Aggregate Observations
Sinha, Gaurav, Chauhan, Ayush, Maiti, Aurghya, Poddar, Naman, Goel, Pulkit
We study the problem of separating a mixture of distributions, all of which come from interventions on a known causal bayesian network. Given oracle access to marginals of all distributions resulting from interventions on the network, and estimates of marginals from the mixture distribution, we want to recover the mixing proportions of different mixture components. We show that in the worst case, mixing proportions cannot be identified using marginals only. If exact marginals of the mixture distribution were known, under a simple assumption of excluding a few distributions from the mixture, we show that the mixing proportions become identifiable. Our identifiability proof is constructive and gives an efficient algorithm recovering the mixing proportions exactly. When exact marginals are not available, we design an optimization framework to estimate the mixing proportions. Our problem is motivated from a real-world scenario of an e-commerce business, where multiple interventions occur at a given time, leading to deviations in expected metrics. We conduct experiments on the well known publicly available ALARM network and on a proprietary dataset from a large e-commerce company validating the performance of our method.
The Likelihood Principle, the MVUE, Ghosts, Cakes and Elves
In my prior blog post, I wrote of a clever elf that could predict the outcome of a mathematically fair process roughly ninety percent of the time. Actually, it is ninety-three percent of the time and why it is ninety-three percent instead of ninety percent is also important. The purpose of the prior blog post was to illustrate the weakness of using the minimum variance unbiased estimator (MVUE) in applied finance. Nonetheless, that begs a more general question of when and why it should be used, or a Bayesian or Likelihood-based method should be applied. Fortunately, the prior blog post provides a way of looking at the problem. Fisher's Likelihood-based, Pearson and Neyman's Frequency-based and Laplace's method of inverse probability really are at odds with one another. Indeed, much of the literature of the mid-twentieth century had a polemical ring to it.
Learning and Planning for Time-Varying MDPs Using Maximum Likelihood Estimation
This paper proposes a formal approach to learning and planning for agents operating in a priori unknown, time-varying environments. The proposed method computes the maximally likely model of the environment, given the observations about the environment made by an agent earlier in the system run and assuming knowledge of a bound on the maximal rate of change of system dynamics. Such an approach generalizes the estimation method commonly used in learning algorithms for unknown Markov decision processes with time-invariant transition probabilities, but is also able to quickly and correctly identify the system dynamics following a change. Based on the proposed method, we generalize the exploration bonuses used in learning for time-invariant Markov decision processes by introducing a notion of uncertainty in a learned time-varying model, and develop a control policy for time-varying Markov decision processes based on the exploitation and exploration trade-off. We demonstrate the proposed methods on four numerical examples: a patrolling task with a change in system dynamics, a two-state MDP with periodically changing outcomes of actions, a wind flow estimation task, and a multi-arm bandit problem with periodically changing probabilities of different rewards.
Efficient Approximate Inference with Walsh-Hadamard Variational Inference
Rossi, Simone, Marmin, Sebastien, Filippone, Maurizio
Variational inference offers scalable and flexible tools to tackle intractable Bayesian inference of modern statistical models like Bayesian neural networks and Gaussian processes. For largely over-parameterized models, however, the over-regularization property of the variational objective makes the application of variational inference challenging. Inspired by the literature on kernel methods, and in particular on structured approximations of distributions of random matrices, this paper proposes Walsh-Hadamard Variational Inference, which uses Walsh-Hadamard-based factorization strategies to reduce model parameterization, accelerate computations, and increase the expressiveness of the approximate posterior beyond fully factorized ones.
Safety Guarantees for Planning Based on Iterative Gaussian Processes
Polymenakos, Kyriakos, Laurenti, Luca, Patane, Andrea, Calliess, Jan-Peter, Cardelli, Luca, Kwiatkowska, Marta, Abate, Alessandro, Roberts, Stephen
Gaussian Processes (GPs) are widely employed in control and learning because of their principled treatment of uncertainty. However, tracking uncertainty for iterative, multi-step predictions in general leads to an analytically intractable problem. While approximation methods exist, they do not come with guarantees, making it difficult to estimate their reliability and to trust their predictions. In this work, we derive formal probability error bounds for iterative prediction and planning with GPs. Building on GP properties, we bound the probability that random trajectories lie in specific regions around the predicted values. Namely, given a tolerance $\epsilon > 0 $, we compute regions around the predicted trajectory values, such that GP trajectories are guaranteed to lie inside them with probability at least $1-\epsilon$. We verify experimentally that our method tracks the predictive uncertainty correctly, even when current approximation techniques fail. Furthermore, we show how the proposed bounds can be employed within a safe reinforcement learning framework to verify the safety of candidate control policies, guiding the synthesis of provably safe controllers.