Uncertainty
A Gentle Introduction to Bayesian Belief Networks
Probabilistic models can define relationships between variables and be used to calculate probabilities. For example, fully conditional models may require an enormous amount of data to cover all possible cases, and probabilities may be intractable to calculate in practice. Simplifying assumptions such as the conditional independence of all random variables can be effective, such as in the case of Naive Bayes, although it is a drastically simplifying step. An alternative is to develop a model that preserves known conditional dependence between random variables and conditional independence in all other cases. Bayesian networks are a probabilistic graphical model that explicitly capture the known conditional dependence with directed edges in a graph model.
Statistical Linear Models in Virus Genomic Alignment-free Classification: Application to Hepatitis C Viruses
Remita, Amine M., Diallo, Abdoulaye Banirรฉ
Viral sequence classification is an important task in pathogen detection, epidemiological surveys and evolutionary studies. Statistical learning methods are widely used to classify and identify viral sequences in samples from environments. These methods face several challenges associated with the nature and properties of viral genomes such as recombination, mutation rate and diversity. Also, new generations of sequencing technologies rise other difficulties by generating massive amounts of fragmented sequences. While linear classifiers are often used to classify viruses, there is a lack of exploration of the accuracy space of existing models in the context of alignment free approaches. In this study, we present an exhaustive assessment procedure exploring the power of linear classifiers in genotyping and subtyping partial and complete genomes. It is applied to the Hepatitis C viruses (HCV). Several variables are considered in this investigation such as classifier types (generative and discriminative) and their hyper-parameters (smoothing value and penalty function), the classification task (genotyping and subtyping), the length of the tested sequences (partial and complete) and the length of k-mer words. Overall, several classifiers perform well given a set of precise combination of the experimental variables mentioned above. Finally, we provide the procedure and benchmark data to allow for more robust assessment of classification from virus genomes.
Zap Q-Learning With Nonlinear Function Approximation
Chen, Shuhang, Devraj, Adithya M., Buลกiฤ, Ana, Meyn, Sean
The Zap stochastic approximation (SA) algorithm was introduced recently as a means to accelerate convergence in reinforcement learning algorithms. While numerical results were impressive, stability (in the sense of boundedness of parameter estimates) was established in only a few special cases. This class of algorithms is generalized in this paper, and stability is established under very general conditions. This general result can be applied to a wide range of algorithms found in reinforcement learning. Two classes are considered in this paper: (i)The natural generalization of Watkins' algorithm is not always stable in function approximation settings. Parameter estimates may diverge to infinity even in the \textit{linear} function approximation setting with a simple finite state-action MDP. Under mild conditions, the Zap SA algorithm provides a stable algorithm, even in the case of \textit{nonlinear} function approximation. (ii) The GQ algorithm of Maei et.~al.~2010 is designed to address the stability challenge. Analysis is provided to explain why the algorithm may be very slow to converge in practice. The new Zap GQ algorithm is stable even for nonlinear function approximation.
Efficient and Adaptive Kernelization for Nonlinear Max-margin Multi-view Learning
Du, Changying, He, Jia, Du, Changde, Zhuang, Fuzhen, He, Qing, Long, Guoping
Existing multi-view learning methods based on kernel function either require the user to select and tune a single predefined kernel or have to compute and store many Gram matrices to perform multiple kernel learning. Apart from the huge consumption of manpower, computation and memory resources, most of these models seek point estimation of their parameters, and are prone to overfit-ting to small training data. This paper presents an adaptive kernel nonlinear max-margin multi-view learning model under the Bayesian framework. Specifically, we regularize the posterior of an efficient multi-view latent variable model by explicitly mapping the latent representations extracted from multiple data views to a random Fourier feature space where max-margin classification constraints are imposed. Assuming these random features are drawn from Dirichlet process Gaussian mixtures, we can adaptively learn shift-invariant kernels from data according to Bochners theorem. For inference, we employ the data augmentation idea for hinge loss, and design an efficient gradient-based MCMC sampler in the augmented space. Having no need to compute the Gram matrix, our algorithm scales linearly with the size of training set. Extensive experiments on real-world datasets demonstrate that our method has superior performance.
Deep Kernel Transfer in Gaussian Processes for Few-shot Learning
Patacchiola, Massimiliano, Turner, Jack, Crowley, Elliot J., Storkey, Amos
Here, we use the nomenclature derived from the meta-learning literature which is the most prevalent at time of writing. Let S {( x l,y l)} L l 1 be a support-set containing input-output pairs, with L equal to one (1-shot) or five (5-shot), and Q { (x m,y m)} M m 1be a query-set (sometimes referred to in the literature as a target-set), with M typically one order of magnitude greater than L. For ease of notation, the support and query sets are grouped in a task T {S, Q}, with the dataset D {T n} N n 1 defined as a collection of such tasks. Models are trained on random tasks sampled from D . Then, given a new task T {S, Q } sampled from a test set, the objective is to condition the model on the samples of the support S to estimate the membership of the samples in the query set Q . In the most common scenario, the inputs x D belong to the same distribution p(x) and are distributed across training, validation, and test sets such that their class membership is non-overlapping. Note that y can be a continuous value (regression) or a discrete one (classification), even though most of the previous work has focused on classification. We also consider the cross-domain scenario, where the inputs are sampled from different distributions at training and test time; this is more representative of real-world scenarios.
ABCDP: Approximate Bayesian Computation Meets Differential Privacy
Park, Mijung, Jitkrittum, Wittawat
We develop a novel approximate Bayesian computation (ABC) framework, ABCDP, that obeys the notion of differential privacy (DP). Under our framework, simply performing ABC inference with a mild modification yields differentially private posterior samples. We theoretically analyze the interplay between the ABC similarity threshold $\epsilon_{abc}$ (for comparing the similarity between real and simulated data) and the resulting privacy level $\epsilon_{dp}$ of the posterior samples, in two types of frequently-used ABC algorithms. We apply ABCDP to simulated data as well as privacy-sensitive real data. The results suggest that tuning the similarity threshold $\epsilon_{abc}$ helps us obtain better privacy and accuracy trade-off.
A Nonparametric Bayesian Model for Sparse Temporal Multigraphs
Ghalebi, Elahe, Mahyar, Hamidreza, Grosu, Radu, Taylor, Graham W., Williamson, Sinead A.
As the availability and importance of temporal interaction data--such as email communication--increases, it becomes increasingly important to understand the underlying structure that underpins these interactions. Often these interactions form a multigraph, where we might have multiple interactions between two entities. Such multigraphs tend to be sparse yet structured, and their distribution often evolves over time. Existing statistical models with interpretable parameters can capture some, but not all, of these properties. We propose a dynamic nonparametric model for interaction multigraphs that combines the sparsity of edge-exchangeable multigraphs with dynamic clustering patterns that tend to reinforce recent behavioral patterns. We show that our method yields improved held-out likelihood over stationary variants, and impressive predictive performance against a range of state-of-the-art dynamic graph models.
Customizing Sequence Generation with Multi-Task Dynamical Systems
Bird, Alex, Williams, Christopher K. I.
Dynamical system models (including RNNs) often lack the ability to adapt the sequence generation or prediction to a given context, limiting their real-world application. In this paper we show that hierarchical multi-task dynamical systems (MTDSs) provide direct user control over sequence generation, via use of a latent code $\mathbf{z}$ that specifies the customization to the individual data sequence. This enables style transfer, interpolation and morphing within generated sequences. We show the MTDS can improve predictions via latent code interpolation, and avoid the long-term performance degradation of standard RNN approaches.
On the Effects of Pseudo and Quantum Random Number Generators in Soft Computing
Bird, Jordan J., Ekรกrt, Anikรณ, Faria, Diego R.
In this work, we argue that the implications of Pseudo and Quantum Random Number Generators (PRNG and QRNG) inexplicably affect the performances and behaviours of various machine learning models that require a random input. These implications are yet to be explored in Soft Computing until this work. We use a CPU and a QPU to generate random numbers for multiple Machine Learning techniques. Random numbers are employed in the random initial weight distributions of Dense and Convolutional Neural Networks, in which results show a profound difference in learning patterns for the two. In 50 Dense Neural Networks (25 PRNG/25 QRNG), QRNG increases over PRNG for accent classification at +0.1%, and QRNG exceeded PRNG for mental state EEG classification by +2.82%. In 50 Convolutional Neural Networks (25 PRNG/25 QRNG), the MNIST and CIFAR-10 problems are benchmarked, in MNIST the QRNG experiences a higher starting accuracy than the PRNG but ultimately only exceeds it by 0.02%. In CIFAR-10, the QRNG outperforms PRNG by +0.92%. The n-random split of a Random Tree is enhanced towards and new Quantum Random Tree (QRT) model, which has differing classification abilities to its classical counterpart, 200 trees are trained and compared (100 PRNG/100 QRNG). Using the accent and EEG classification datasets, a QRT seemed inferior to a RT as it performed on average worse by -0.12%. This pattern is also seen in the EEG classification problem, where a QRT performs worse than a RT by -0.28%. Finally, the QRT is ensembled into a Quantum Random Forest (QRF), which also has a noticeable effect when compared to the standard Random Forest (RF)... ABSTRACT SHORTENED DUE TO ARXIV LIMIT
Distributed Bayesian Computation for Model Choice
Buchholz, Alexander, Ahfock, Daniel, Richardson, Sylvia
We propose a general method for distributed Bayesian model choice, where each worker has access only to non-overlapping subsets of the data. Our approach approximates the model evidence for the full data set through Monte Carlo sampling from the posterior on every subset generating a model evidence per subset. The model evidences per worker are then consistently combined using a novel approach which corrects for the splitting using summary statistics of the generated samples. This divide-and-conquer approach allows Bayesian model choice in the large data setting, exploiting all available information but limiting communication between workers. Our work thereby complements the work on consensus Monte Carlo (Scott et al., 2016) by explicitly enabling model choice. In addition, we show how the suggested approach can be extended to model choice within a reversible jump setting that explores multiple models within one run.