Uncertainty
SDGM: Sparse Bayesian Classifier Based on a Discriminative Gaussian Mixture Model
Hayashi, Hideaki, Uchida, Seiichi
A BSTRACT In probabilistic classification, a discriminative model based on Gaussian mixture exhibits flexible fitting capability. Nevertheless, it is difficult to determine the number of components. We propose a sparse classifier based on a discriminative Gaussian mixture model (GMM), which is named sparse discriminative Gaussian mixture (SDGM). In the SDGM, a GMM-based discriminative model is trained by sparse Bayesian learning. This learning algorithm improves the generalization capability by obtaining a sparse solution and automatically determines the number of components by removing redundant components. The SDGM can be embedded into neural networks (NNs) such as convolutional NNs and can be trained in an end-to-end manner. Experimental results indicated that the proposed method prevented overfitting by obtaining sparsity. Furthermore, we demonstrated that the proposed method outperformed a fully connected layer with the softmax function in certain cases when it was used as the last layer of a deep NN. 1 I NTRODUCTION In supervised classification, probabilistic classification is an approach that assigns a class label c to an input sample x by estimating the posterior probability P (c x).
The frontier of simulation-based inference
Cranmer, Kyle, Brehmer, Johann, Louppe, Gilles
Many domains of science have developed complex simulations to describe phenomena of interest. While these simulations provide high-fidelity models, they are poorly suited for inference and lead to challenging inverse problems. We review the rapidly developing field of simulation-based inference and identify the forces giving new momentum to the field. Finally, we describe how the frontier is expanding so that a broad audience can appreciate the profound change these developments may have on science.
Radically Compositional Cognitive Concepts
Despite ample evidence that our concepts, our cognitive architecture, and mathematics itself are all deeply compositional, few models take advantage of this structure. We therefore propose a radically compositional approach to computational neuroscience, drawing on the methods of applied category theory. We describe how these tools grant us a means to overcome complexity and improve interpretability, and supply a rigorous common language for scientific modelling, analogous to the type theories of computer science. As a case study, we sketch how to translate from compositional narrative concepts to neural circuits and back again.
Overview of artificial intelligence in medicine
Alan Turing (1950) was one of the founders of modern computers and AI. The "Turing test" was based on the fact that the intelligent behavior of a computer is the ability to achieve human level performance in cognition related tasks.[1] The 1980s and 1990s saw a surge in interest in AI. Artificial intelligent techniques such as fuzzy expert systems, Bayesian networks, artificial neural networks, and hybrid intelligent systems were used in different clinical settings in health care. In 2016, the biggest chunk of investments in AI research were in healthcare applications compared with other sectors.[2] AI in medicine can be dichotomized into two subtypes: Virtual and physical.[3]
Kriging: Beyond Mat\'ern
The Mat\'ern covariance function is a popular choice for prediction in spatial statistics and uncertainty quantification literature. A key benefit of the Mat\'ern class is that it is possible to get precise control over the degree of differentiability of the process realizations. However, the Mat\'ern class possesses exponentially decaying tails, and thus may not be suitable for modeling long range dependence. This problem can be remedied using polynomial covariances; however one loses control over the degree of differentiability of the process realizations, in that the realizations using polynomial covariances are either infinitely differentiable or not differentiable at all. We construct a new family of covariance functions using a scale mixture representation of the Mat\'ern class where one obtains the benefits of both Mat\'ern and polynomial covariances. The resultant covariance contains two parameters: one controls the degree of differentiability near the origin and the other controls the tail heaviness, independently of each other. Using a spectral representation, we derive theoretical properties of this new covariance including equivalence measures and asymptotic behavior of the maximum likelihood estimators under infill asymptotics. The improved theoretical properties in predictive performance of this new covariance class are verified via extensive simulations. Application using NASA's Orbiting Carbon Observatory-2 satellite data confirms the advantage of this new covariance class over the Mat\'ern class, especially in extrapolative settings.
Bayesian Optimization with Uncertain Preferences over Attributes
Astudillo, Raul, Frazier, Peter I.
We consider black-box global optimization of time-consuming-to-evaluate functions on behalf of a decision-maker whose preferences must be learned. Each feasible design is associated with a time-consuming-to-evaluate vector of attributes, each vector of attributes is assigned a utility by the decision-maker's utility function, and this utility function may be learned approximately using preferences expressed by the decision-maker over pairs of attribute vectors. Past work has used this estimated utility function as if it were error-free within single-objective optimization. However, errors in utility estimation may yield a poor suggested decision. Furthermore, this approach produces a single suggested "best" design, whereas decision-makers often prefer to choose among a menu of designs. We propose a novel Bayesian optimization algorithm that acknowledges the uncertainty in preference estimation and implicitly chooses designs to evaluate using the time-consuming function that are good not just for a single estimated utility function but a range of likely utility functions. Our algorithm then shows a menu of designs and evaluated attributes to the decision-maker who makes a final selection. We demonstrate the value of our algorithm in a variety of numerical experiments.
Streaming Bayesian Inference for Crowdsourced Classification
Manino, Edoardo, Tran-Thanh, Long, Jennings, Nicholas R.
A key challenge in crowdsourcing is inferring the ground truth from noisy and unreliable data. To do so, existing approaches rely on collecting redundant information from the crowd, and aggregating it with some probabilistic method. However, oftentimes such methods are computationally inefficient, are restricted to some specific settings, or lack theoretical guarantees. In this paper, we revisit the problem of binary classification from crowdsourced data. Specifically we propose Streaming Bayesian Inference for Crowdsourcing (SBIC), a new algorithm that does not suffer from any of these limitations. First, SBIC has low complexity and can be used in a real-time online setting. Second, SBIC has the same accuracy as the best state-of-the-art algorithms in all settings. Third, SBIC has provable asymptotic guarantees both in the online and offline settings.
Anomaly Detection in Large Scale Networks with Latent Space Models
Lee, Wesley, McCormick, Tyler H., Neil, Joshua, Sodja, Cole
We develop a real-time anomaly detection algorithm for directed activity on large, sparse networks. We model the propensity for future activity using a dynamic logistic model with interaction terms for sender- and receiver-specific latent factors in addition to sender- and receiver-specific popularity scores; deviations from this underlying model constitute potential anomalies. Latent nodal attributes are estimated via a variational Bayesian approach and may change over time, representing natural shifts in network activity. Estimation is augmented with a case-control approximation to take advantage of the sparsity of the network and reduces computational complexity from $O(N^2)$ to $O(E)$, where $N$ is the number of nodes and $E$ is the number of observed edges. We run our algorithm on network event records collected from an enterprise network of over 25,000 computers and are able to identify a red team attack with half the detection rate required of the model without latent interaction terms.
Resampling Methods: Bootstrap vs jackknife
Resampling is a way to reuse data to generate new, hypothetical samples (called resamples) that are representative of an underlying population. Two popular tools are the bootstrap and jackknife. Although they have many similarities (e.g. they both can estimate precision for an estimator θ), they do have a few notable differences. Bootstrapping is the most popular resampling method today. It uses sampling with replacement to estimate the sampling distribution for a desired estimator.
Learning from the Past: Continual Meta-Learning via Bayesian Graph Modeling
Luo, Yadan, Huang, Zi, Zhang, Zheng, Wang, Ziwei, Baktashmotlagh, Mahsa, Yang, Yang
Meta-learning for few-shot learning allows a machine to leverage previously acquired knowledge as a prior, thus improving the performance on novel tasks with only small amounts of data. However, most mainstream models suffer from catastrophic forgetting and insufficient robustness issues, thereby failing to fully retain or exploit long-term knowledge while being prone to cause severe error accumulation. In this paper, we propose a novel Continual Meta-Learning approach with Bayesian Graph Neural Networks (CML-BGNN) that mathematically formulates meta-learning as continual learning of a sequence of tasks. With each task forming as a graph, the intra- and inter-task correlations can be well preserved via message-passing and history transition. To remedy topological uncertainty from graph initialization, we utilize Bayes by Backprop strategy that approximates the posterior distribution of task-specific parameters with amortized inference networks, which are seamlessly integrated into the end-to-end edge learning. Extensive experiments conducted on the miniImageNet and tieredImageNet datasets demonstrate the effectiveness and efficiency of the proposed method, improving the performance by 42.8% compared with state-of-the-art on the miniImageNet 5-way 1-shot classification task.