Uncertainty
bayespy/bayespy
BayesPy provides tools for Bayesian inference with Python. The user constructs a model as a Bayesian network, observes data and runs posterior inference. The goal is to provide a tool which is efficient, flexible and extendable enough for expert use but also accessible for more casual users. Currently, only variational Bayesian inference for conjugate-exponential family (variational message passing) has been implemented. Future work includes variational approximations for other types of distributions and possibly other approximate inference methods such as expectation propagation, Laplace approximations, Markov chain Monte Carlo (MCMC) and other methods. BayesPy including the documentation is licensed under the MIT License.
Stochastic Triangular Mesh Mapping
Lombard, Clint D., van Daalen, Corné E.
For mobile robots to operate autonomously in general environments, perception is required in the form of a dense metric map. For this purpose, we present the stochastic triangular mesh (STM) mapping technique: a 2.5-D representation of the surface of the environment using a continuous mesh of triangular surface elements, where each surface element models the mean plane and roughness of the underlying surface. In contrast to existing mapping techniques, a STM map models the structure of the environment by ensuring a continuous model, while also being able to be incrementally updated with linear computational cost in the number of measurements. We reduce the effect of uncertainty in the robot pose (position and orientation) by using landmark-relative submaps. The uncertainty in the measurements and robot pose are accounted for by the use of Bayesian inference techniques during the map update. We demonstrate that a STM map can be used with sensors that generate point measurements, such as light detection and ranging (LiDAR) sensors and stereo cameras. We show that a STM map is a more accurate model than the only comparable online surface mapping technique$\unicode{x2014}$a standard elevation map$\unicode{x2014}$and we also provide qualitative results on practical datasets.
Distilling importance sampling
The two main approaches to Bayesian inference are sampling and optimisation methods. However many complicated posteriors are difficult to approximate by either. Therefore we propose a novel approach combining features of both. We use a flexible parameterised family of densities, such as a normalising flow. Given a density from this family approximating the posterior we use importance sampling to produce a weighted sample from a more accurate posterior approximation. This sample is then used in optimisation to update the parameters of the approximate density, a process we refer to as "distilling" the importance sampling results. We illustrate our method in a queueing model example.
How to Develop a Naive Bayes Classifier from Scratch in Python
Classification is a predictive modeling problem that involves assigning a label to a given input data sample. The problem of classification predictive modeling can be framed as calculating the conditional probability of a class label given a data sample. Bayes Theorem provides a principled way for calculating this conditional probability, although in practice requires an enormous number of samples (very large-sized dataset) and is computationally expensive. Instead, the calculation of Bayes Theorem can be simplified by making some assumptions, such as each input variable is independent of all other input variables. Although a dramatic and unrealistic assumption, this has the effect of making the calculations of the conditional probability tractable and results in an effective classification model referred to as Naive Bayes.
Stochastic Optimal Control as Approximate Input Inference
Watson, Joe, Abdulsamad, Hany, Peters, Jan
Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization techniques, that heavily rely on heuristics for regularization in order to achieve stable convergence. By building upon the duality between inference and control, we develop the view of Optimal Control as Input Estimation, devising a probabilistic stochastic optimal control formulation that iteratively infers the optimal input distributions by minimizing an upper bound of the control cost. Inference is performed through Expectation Maximization and message passing on a probabilistic graphical model of the dynamical system, and time-varying linear Gaussian feedback controllers are extracted from the joint state-action distribution. This perspective incorporates uncertainty quantification, effective initialization through priors, and the principled regularization inherent to the Bayesian treatment. Moreover, it can be shown that for deterministic linearized systems, our framework derives the maximum entropy linear quadratic optimal control law. We provide a complete and detailed derivation of our probabilistic approach and highlight its advantages in comparison to other deterministic and probabilistic solvers.
A mathematical theory of cooperative communication
Wang, Pei, Wang, Junqi, Paranamana, Pushpi, Shafto, Patrick
Cooperative communication plays a central role in theories of human cognition, language, development, and culture, and is increasingly relevant in human-algorithm and robot interaction. Existing models are algorithmic in nature and do not shed light on the statistical problem solved in cooperation or on constraints imposed by violations of common ground. We present a mathematical theory of cooperative communication that unifies three broad classes of algorithmic models as approximations of Optimal Transport (OT). We derive a statistical interpretation for the problem approximated by existing models in terms of entropy minimization, or likelihood maximizing, plans. We show that some models are provably robust to violations of common ground, even supporting online, approximate recovery from discovered violations, and derive conditions under which other models are provably not robust. We do so using gradient-based methods which introduce novel algorithmic-level perspectives on cooperative communication. Our mathematical approach complements and extends empirical research, providing strong theoretical tools derivation of a priori constraints on models and implications for cooperative communication in theory and practice.
Deep Evidential Regression
Amini, Alexander, Schwarting, Wilko, Soleimany, Ava, Rus, Daniela
Deterministic neural networks (NNs) are increasingly being deployed in safety critical domains, where calibrated, robust and efficient measures of uncertainty are crucial. While it is possible to train regression networks to output the parameters of a probability distribution by maximizing a Gaussian likelihood function, the resulting model remains oblivious to the underlying confidence of its predictions. In this paper, we propose a novel method for training deterministic NNs to not only estimate the desired target but also the associated evidence in support of that target. We accomplish this by placing evidential priors over our original Gaussian likelihood function and training our NN to infer the hyperparameters of our evidential distribution. We impose priors during training such that the model is penalized when its predicted evidence is not aligned with the correct output. Thus the model estimates not only the probabilistic mean and variance of our target but also the underlying uncertainty associated with each of those parameters. We observe that our evidential regression method learns well-calibrated measures of uncertainty on various benchmarks, scales to complex computer vision tasks, and is robust to adversarial input perturbations.
Kernel-based Approach to Handle Mixed Data for Inferring Causal Graphs
Handhayani, Teny, Cussens, James
Causal learning is a beneficial approach to analyze the cause and effect relationships among variables in a dataset. A causal graph can be generated from a dataset using a particular causal algorithm, for instance, the PC algorithm or Fast Causal Inference (FCI). Generating a causal graph from a dataset that contains different data types (mixed data) is not trivial. This research offers an easy way to handle the mixed data so that it can be used to learn causal graphs using the existing application of the PC algorithm and FCI. This research proposes using kernel functions and Kernel Alignment to handle a mixed data. Two main steps of this approach are computing a kernel matrix for each variable and calculating a pseudo-correlation matrix using Kernel Alignment. Kernel Alignment is used as a substitute for the correlation matrix for the conditional independence test for Gaussian data in PC Algorithm and FCI. The advantage of this idea is that is possible to handle any data type by using a suitable kernel function to compute a kernel matrix for an observed variable. The proposed method is successfully applied to learn a causal graph from a mixed data containing categorical, binary, ordinal, and continuous variables.
Weighted Clustering Ensemble: A Review
Clustering ensemble has emerged as a powerful tool for improving both the robustness and the stability of results from individual clustering methods. Weighted clustering ensemble arises naturally from clustering ensemble. One of the arguments for weighted clustering ensemble is that elements (clusterings or clusters) in a clustering ensemble are of different quality, or that objects or features are of varying significance. However, it is not possible to directly apply the weighting mechanisms from classification (supervised) domain to clustering (unsupervised) domain, also because clustering is inherently an ill-posed problem. This paper provides an overview of weighted clustering ensemble by discussing different types of weights, major approaches to determining weight values, and applications of weighted clustering ensemble to complex data. The unifying framework presented in this paper will help clustering practitioners select the most appropriate weighting mechanisms for their own problems.
Semantic Interpretation of Deep Neural Networks Based on Continuous Logic
Dombi, József, Csiszár, Orsolya, Csiszár, Gábor
The parameters are usually fitted only on the basis of experimental results. The squashing function (also soft cutting or soft clipping function) introduced above stands out of the other candidates by having a theoretical background thanks to the nilpotent logic which lies behind the scenes. In, 17 Klimek and Perelstein presented a Neural Network (NN) algorithm optimized to perform a Monte Carlo methods, which are widely used in particle physics to integrate and sample probability distributions on multidimensional phase spaces. The algorithm has been applied to several examples of direct relevance for particle physics, including situations with nontrivial features such as sharp resonances and soft/collinear enhancements. In this algorithm, each node in a hidden layer of the NN takes a linear combination of the outputs of the nodes in the previous layer and applies an activation function.