Uncertainty
Coupling Oceanic Observation Systems to Study Mesoscale Ocean Dynamics
Cosne, Gautier, Maze, Guillaume, Tandeo, Pierre
Understanding local currents in the North Atlantic region of the ocean is a key part of modelling heat transfer and global climate patterns. Satellites provide a surface signature of the temperature of the ocean with a high horizontal resolution while in situ autonomous probes supply high vertical resolution, but horizontally sparse, knowledge of the ocean interior thermal structure. The objective of this paper is to develop a methodology to combine these complementary ocean observing systems measurements to obtain a three-dimensional time series of ocean temperatures with high horizontal and vertical resolution. Within an observation-driven framework, we investigate the extent to which mesoscale ocean dynamics in the North Atlantic region may be decomposed into a mixture of dynamical modes, characterized by different local regressions between Sea Surface Temperature (SST), Sea Level Anomalies (SLA) and Vertical Temperature fields. Ultimately we propose a Latent-class regression method to improve prediction of vertical ocean temperature.
Privacy-preserving Federated Bayesian Learning of a Generative Model for Imbalanced Classification of Clinical Data
In clinical research, the lack of events of interest often necessitates imbalanced learning. One approach to resolve this obstacle is data integration or sharing, but due to privacy concerns neither is practical. Therefore, there is an increasing demand for a platform on which an analysis can be performed in a federated environment while maintaining privacy. However, it is quite challenging to develop a federated learning algorithm that can address both privacy-preserving and class imbalanced issues. In this study, we introduce a federated generative model learning platform for generating samples in a data-distributed environment while preserving privacy. We specifically propose approximate Bayesian computation-based Gaussian Mixture Model called 'Federated ABC-GMM', which can oversample data in a minor class by estimating the posterior distribution of model parameters across institutions in a privacy-preserving manner. PhysioNet2012, a dataset for prediction of mortality of patients in an Intensive Care Unit (ICU), was used to verify the performance of the proposed method. Experimental results show that our method boosts classification performance in terms of F1 score up to nearly an ideal situation. It is believed that the proposed method can be a novel alternative to solving class imbalance problems.
On the Sample Complexity of Actor-Critic Method for Reinforcement Learning with Function Approximation
Kumar, Harshat, Koppel, Alec, Ribeiro, Alejandro
Reinforcement learning, mathematically described by Markov Decision Problems, may be approached either through dynamic programming or policy search. Actor-critic algorithms combine the merits of both approaches by alternating between steps to estimate the value function and policy gradient updates. Due to the fact that the updates exhibit correlated noise and biased gradient updates, only the asymptotic behavior of actor-critic is known by connecting its behavior to dynamical systems. This work puts forth a new variant of actor-critic that employs Monte Carlo rollouts during the policy search updates, which results in controllable bias that depends on the number of critic evaluations. As a result, we are able to provide for the first time the convergence rate of actor-critic algorithms when the policy search step employs policy gradient, agnostic to the choice of policy evaluation technique. In particular, we establish conditions under which the sample complexity is comparable to stochastic gradient method for non-convex problems or slower as a result of the critic estimation error, which is the main complexity bottleneck. These results hold for in continuous state and action spaces with linear function approximation for the value function. We then specialize these conceptual results to the case where the critic is estimated by Temporal Difference, Gradient Temporal Difference, and Accelerated Gradient Temporal Difference. These learning rates are then corroborated on a navigation problem involving an obstacle, which suggests that learning more slowly may lead to improved limit points, providing insight into the interplay between optimization and generalization in reinforcement learning.
Continual Learning in Neural Networks
Artificial neural networks have exceeded human-level performance in accomplishing several individual tasks (e.g. voice recognition, object recognition, and video games). However, such success remains modest compared to human intelligence that can learn and perform an unlimited number of tasks. Humans' ability of learning and accumulating knowledge over their lifetime is an essential aspect of their intelligence. Continual machine learning aims at a higher level of machine intelligence through providing the artificial agents with the ability to learn online from a non-stationary and never-ending stream of data. A key component of such a never-ending learning process is to overcome the catastrophic forgetting of previously seen data, a problem that neural networks are well known to suffer from. The work described in this thesis has been dedicated to the investigation of continual learning and solutions to mitigate the forgetting phenomena in neural networks. To approach the continual learning problem, we first assume a task incremental setting where tasks are received one at a time and data from previous tasks are not stored. Since the task incremental setting can't be assumed in all continual learning scenarios, we also study the more general online continual setting. We consider an infinite stream of data drawn from a non-stationary distribution with a supervisory or self-supervisory training signal. The proposed methods in this thesis have tackled important aspects of continual learning. They were evaluated on different benchmarks and over various learning sequences. Advances in the state of the art of continual learning have been shown and challenges for bringing continual learning into application were critically identified.
Optimal Immunization Policy Using Dynamic Programming
Alaeddini, Atiye, Klein, Daniel
Decisions in public health are almost always made in the context of uncertainty. Policy makers responsible for making important decisions are faced with the daunting task of choosing from many possible options. This task is called planning under uncertainty, and is particularly acute when addressing complex systems, such as issues of global health and development. Decision making under uncertainty is a challenging task, and all too often this uncertainty is averaged away to simplify results for policy makers. A popular way to approach this task is to formulate the problem at hand as a (partially observable) Markov decision process, (PO)MDP. This work aims to apply these AI efforts to challenging problems in health and development. In this paper, we developed a framework for optimal health policy design in a dynamic setting. We apply a stochastic dynamic programing approach to identify both the optimal time to change the health intervention policy and the optimal time to collect decision relevant information.
Decision Automation for Electric Power Network Recovery
Sarkale, Yugandhar, Nozhati, Saeed, Chong, Edwin K. P., Ellingwood, Bruce R.
Critical infrastructure systems such as electric power networks, water networks, and transportation systems play a major role in the welfare of any community. In the aftermath of disasters, their recovery is of paramount importance; orderly and efficient recovery involves the assignment of limited resources (a combination of human repair workers and machines) to repair damaged infrastructure components. The decision maker must also deal with uncertainty in the outcome of the resource-allocation actions during recovery. The manual assignment of resources seldom is optimal despite the expertise of the decision maker because of the large number of choices and uncertainties in consequences of sequential decisions. This combinatorial assignment problem under uncertainty is known to be \mbox{NP-hard}. We propose a novel decision technique that addresses the massive number of decision choices for large-scale real-world problems; in addition, our method also features an experiential learning component that adaptively determines the utilization of the computational resources based on the performance of a small number of choices. Our framework is closed-loop, and naturally incorporates all the attractive features of such a decision-making system. In contrast to myopic approaches, which do not account for the future effects of the current choices, our methodology has an anticipatory learning component that effectively incorporates \emph{lookahead} into the solutions. To this end, we leverage the theory of regression analysis, Markov decision processes (MDPs), multi-armed bandits, and stochastic models of community damage from natural disasters to develop a method for near-optimal recovery of communities. Our method contributes to the general problem of MDPs with massive action spaces with application to recovery of communities affected by hazards.
Probability Learning I: Bayes' Theorem - KDnuggets
This post assumes you have some basic knowledge of probability and statistics. If you don't, do not be afraid, I have gathered a list of the best resources I could find to introduce you to these subjects, so that you can read this post, understand it, and enjoy it to its fullest. In it, we will talk about one of the most famous and utilised theorems of probability theory: Bayes' Theorem. Then you are in for a treat! Know what it is already?
Learning Continuous Occupancy Maps with the Ising Process Model
O'Dell, Nicholas, Renton, Christopher, Wills, Adrian
We present a new method of learning a continuous occupancy field for use in robot navigation. Occupancy grid maps, or variants of, are possibly the most widely used and accepted method of building a map of a robot's environment. Various methods have been developed to learn continuous occupancy maps and have successfully resolved many of the shortcomings of grid mapping, namely, priori discretisation and spatial correlation. However, most methods for producing a continuous occupancy field remain computationally expensive or heuristic in nature. Our method explores a generalisation of the so-called Ising model as a suitable candidate for modelling an occupancy field. We also present a unique kernel for use within our method that models range measurements. The method is quite attractive as it requires only a small number of hyperparameters to be trained, and is computationally efficient. The small number of hyperparameters can be quickly learned by maximising a pseudo likelihood. The technique is demonstrated on both a small simulated indoor environment with known ground truth as well as large indoor and outdoor areas, using two common real data sets.
Combinatorial Losses through Generalized Gradients of Integer Linear Programs
Gao, Xi, Zhang, Han, Panahi, Aliakbar, Arodz, Tom
When samples have internal structure, we often see a mismatch between the objective optimized during training and the model's goal during inference. For example, in sequence-to-sequence modeling we are interested in high-quality translated sentences, but training typically uses maximum likelihood at the word level. Learning to recognize individual faces from group photos, each captioned with the correct but unordered list of people in it, is another example where a mismatch between training and inference objectives occurs. In both cases, the natural training-time loss would involve a combinatorial problem -- dynamic programming-based global sequence alignment and weighted bipartite graph matching, respectively -- but solutions to combinatorial problems are not differentiable with respect to their input parameters, so surrogate, differentiable losses are used instead. Here, we show how to perform gradient descent over combinatorial optimization algorithms that involve continuous parameters, for example edge weights, and can be efficiently expressed as integer, linear, or mixed-integer linear programs. We demonstrate usefulness of gradient descent over combinatorial optimization in sequence-to-sequence modeling using differentiable encoder-decoder architecture with softmax or Gumbel-softmax, and in weakly supervised learning involving a convolutional, residual feed-forward network for image classification.
Obfuscation via Information Density Estimation
Hsu, Hsiang, Asoodeh, Shahab, Calmon, Flavio du Pin
Identifying features that leak information about sensitive attributes is a key challenge in the design of information obfuscation mechanisms. In this paper, we propose a framework to identify information-leaking features via information density estimation. Here, features whose information densities exceed a pre-defined threshold are deemed information-leaking features. Once these features are identified, we sequentially pass them through a targeted obfuscation mechanism with a provable leakage guarantee in terms of $\mathsf{E}_\gamma$-divergence. The core of this mechanism relies on a data-driven estimate of the trimmed information density for which we propose a novel estimator, named the trimmed information density estimator (TIDE). We then use TIDE to implement our mechanism on three real-world datasets. Our approach can be used as a data-driven pipeline for designing obfuscation mechanisms targeting specific features.