Uncertainty
Target-Focused Feature Selection Using a Bayesian Approach
Goldstein, Orpaz, Kachuee, Mohammad, Karkkainen, Kimmo, Sarrafzadeh, Majid
In many real-world scenarios where data is high dimensional, test time acquisition of features is a non-trivial task due to costs associated with feature acquisition and evaluating feature value. The need for highly confident models with an extremely frugal acquisition of features can be addressed by allowing a feature selection method to become target aware. We introduce an approach to feature selection that is based on Bayesian learning, allowing us to report target-specific levels of uncertainty, false positive, and false negative rates. In addition, measuring uncertainty lifts the restriction on feature selection being target agnostic, allowing for feature acquisition based on a single target of focus out of many. We show that acquiring features for a specific target is at least as good as common linear feature selection approaches for small non-sparse datasets, and surpasses these when faced with real-world healthcare data that is larger in scale and in sparseness.
Machine Discovery of Partial Differential Equations from Spatiotemporal Data
Yuan, Ye, Li, Junlin, Li, Liang, Jiang, Frank, Tang, Xiuchuan, Zhang, Fumin, Liu, Sheng, Goncalves, Jorge, Voss, Henning U., Li, Xiuting, Kurths, Jürgen, Ding, Han
The study presents a general framework for discovering underlying Partial Differential Equations (PDEs) using measured spatiotemporal data. The method, called Sparse Spatiotemporal System Discovery ($\text{S}^3\text{d}$), decides which physical terms are necessary and which can be removed (because they are physically negligible in the sense that they do not affect the dynamics too much) from a pool of candidate functions. The method is built on the recent development of Sparse Bayesian Learning; which enforces the sparsity in the to-be-identified PDEs, and therefore can balance the model complexity and fitting error with theoretical guarantees. Without leveraging prior knowledge or assumptions in the discovery process, we use an automated approach to discover ten types of PDEs, including the famous Navier-Stokes and sine-Gordon equations, from simulation data alone. Moreover, we demonstrate our data-driven discovery process with the Complex Ginzburg-Landau Equation (CGLE) using data measured from a traveling-wave convection experiment. Our machine discovery approach presents solutions that has the potential to inspire, support and assist physicists for the establishment of physical laws from measured spatiotemporal data, especially in notorious fields that are often too complex to allow a straightforward establishment of physical law, such as biophysics, fluid dynamics, neuroscience or nonlinear optics.
Scalable Gaussian Process Classification with Additive Noise for Various Likelihoods
Liu, Haitao, Ong, Yew-Soon, Yu, Ziwei, Cai, Jianfei, Shen, Xiaobo
Gaussian process classification (GPC) provides a flexible and powerful statistical framework describing joint distributions over function space. Conventional GPCs however suffer from (i) poor scalability for big data due to the full kernel matrix, and (ii) intractable inference due to the non-Gaussian likelihoods. Hence, various scalable GPCs have been proposed through (i) the sparse approximation built upon a small inducing set to reduce the time complexity; and (ii) the approximate inference to derive analytical evidence lower bound (ELBO). However, these scalable GPCs equipped with analytical ELBO are limited to specific likelihoods or additional assumptions. In this work, we present a unifying framework which accommodates scalable GPCs using various likelihoods. Analogous to GP regression (GPR), we introduce additive noises to augment the probability space for (i) the GPCs with step, (multinomial) probit and logit likelihoods via the internal variables; and particularly, (ii) the GPC using softmax likelihood via the noise variables themselves. This leads to unified scalable GPCs with analytical ELBO by using variational inference. Empirically, our GPCs showcase better results than state-of-the-art scalable GPCs for extensive binary/multi-class classification tasks with up to two million data points.
Fuzzy Knowledge-Based Architecture for Learning and Interaction in Social Robots
Ghayoumi, Mehdi, Pourebadi, Maryam
In this paper, we introduce an extension of our presented cognitive-based emotion model [27][28]and [30], where we enhance our knowledge-based emotion unit of the architecture by embedding a fuzzy rule-based system to it. The model utilizes the cognitive parameters dependency and their corresponding weights to regulate the robot's behavior and fuse their behavior data to achieve the final decision in their interaction with the environment. Using this fuzzy system, our previous model can simulate linguistic parameters for better controlling and generating understandable and flexible behaviors in the robots. We implement our model on an assistive healthcare robot, named Robot Nurse Assistant (RNA) and test it with human subjects. Our model records all the emotion states and essential information based on its predefined rules and learning system. Our results show that our robot interacts with patients in a reasonable, faithful way in special conditions which are defined by rules. This work has the potential to provide better on-demand service for clinical experts to monitor the patients' emotion states and help them make better decisions accordingly.
Additive function approximation in the brain
Many biological learning systems such as the mushroom body, hippocampus, and cerebellum are built from sparsely connected networks of neurons. For a new understanding of such networks, we study the function spaces induced by sparse random features and characterize what functions may and may not be learned. A network with $d$ inputs per neuron is found to be equivalent to an additive model of order $d$, whereas with a degree distribution the network combines additive terms of different orders. We identify three specific advantages of sparsity: additive function approximation is a powerful inductive bias that limits the curse of dimensionality, sparse networks are stable to outlier noise in the inputs, and sparse random features are scalable. Thus, even simple brain architectures can be powerful function approximators. Finally, we hope that this work helps popularize kernel theories of networks among computational neuroscientists.
Active learning for level set estimation under cost-dependent input uncertainty
Inatsu, Yu, Karasuyama, Masayuki, Inoue, Keiichi, Takeuchi, Ichiro
As part of a quality control process in manufacturing it is often necessary to test whether all parts of a product satisfy a required property, with as few inspections as possible. When multiple inspection apparatuses with different costs and precision exist, it is desirable that testing can be carried out cost-effectively by properly controlling the trade-off between the costs and the precision. In this paper, we formulate this as a level set estimation (LSE) problem under cost-dependent input uncertainty - LSE being a type of active learning for estimating the level set, i.e., the subset of the input space in which an unknown function value is greater or smaller than a pre-determined threshold. Then, we propose a new algorithm for LSE under cost-dependent input uncertainty with theoretical convergence guarantee. We demonstrate the effectiveness of the proposed algorithm by applying it to synthetic and real datasets.
d-blink: Distributed End-to-End Bayesian Entity Resolution
Marchant, Neil G., Steorts, Rebecca C., Kaplan, Andee, Rubinstein, Benjamin I. P., Elazar, Daniel N.
Entity resolution (ER) (record linkage or de-duplication) is the process of merging together noisy databases, often in the absence of a unique identifier. A major advancement in ER methodology has been the application of Bayesian generative models. Such models provide a natural framework for clustering records to unobserved (latent) entities, while providing exact uncertainty quantification and tight performance bounds. Despite these advancements, existing models do not scale to realistically-sized databases (larger than 1000 records) and they do not incorporate probabilistic blocking. In this paper, we propose "distributed Bayesian linkage" or d-blink -- the first scalable and distributed end-to-end Bayesian model for ER, which propagates uncertainty in blocking, matching and merging. We make several novel contributions, including: (i) incorporating probabilistic blocking directly into the model through auxiliary partitions; (ii) support for missing values; (iii) a partially-collapsed Gibbs sampler; and (iv) a novel perturbation sampling algorithm (leveraging the Vose-Alias method) that enables fast updates of the entity attributes. Finally, we conduct experiments on five data sets which show that d-blink can achieve significant efficiency gains -- in excess of 300$\times$ -- when compared to existing non-distributed methods.
Population-aware Hierarchical Bayesian Domain Adaptation via Multiple-component Invariant Learning
Mhasawade, Vishwali, Rehman, Nabeel Abdur, Chunara, Rumi
While machine learning is rapidly being developed and deployed in health settings such as influenza prediction, there are critical challenges in using data from one environment in another due to variability in features; even within disease labels there can be differences (e.g. "fever" may mean something different reported in a doctor's office versus in an online app). Moreover, models are often built on passive, observational data which contain different distributions of population subgroups (e.g. men or women). Thus, there are two forms of instability between environments in this observational transport problem. We first harness knowledge from health to conceptualize the underlying causal structure of this problem in a health outcome prediction task. Based on sources of stability in the model, we posit that for human-sourced data and health prediction tasks we can combine environment and population information in a novel population-aware hierarchical Bayesian domain adaptation framework that harnesses multiple invariant components through population attributes when needed. We study the conditions under which invariant learning fails, leading to reliance on the environment-specific attributes. Experimental results for an influenza prediction task on four datasets gathered from different contexts show the model can improve prediction in the case of largely unlabelled target data from a new environment and different constituent population, by harnessing both environment and population invariant information. This work represents a novel, principled way to address a critical challenge by blending domain (health) knowledge and algorithmic innovation. The proposed approach will have a significant impact in many social settings wherein who and where the data comes from matters.
A Gentle Introduction to Uncertainty in Machine Learning
Applied machine learning requires managing uncertainty. There are many sources of uncertainty in a machine learning project, including variance in the specific data values, the sample of data collected from the domain, and in the imperfect nature of any models developed from such data. Managing the uncertainty that is inherent in machine learning for predictive modeling can be achieved via the tools and techniques from probability, a field specifically designed to handle uncertainty. In this post, you will discover the challenge of uncertainty in machine learning. A Gentle Introduction to Uncertainty in Machine Learning Photo by Anastasiy Safari, some rights reserved.
Unsupervised Recalibration
Unsupervised recalibration (URC) is a general way to improve the accuracy of an already trained probabilistic classification or regression model upon encountering new data while deployed in the field. URC does not require any ground truth associated with the new field data. URC merely observes the model's predictions and recognizes when the training set is not representative of field data, and then corrects to remove any introduced bias. URC can be particularly useful when applied separately to different subpopulations observed in the field that were not considered as features when training the machine learning model. This makes it possible to exploit subpopulation information without retraining the model or even having ground truth for some or all subpopulations available. Additionally, if these subpopulations are the object of study, URC serves to determine the correct ground truth distributions for them, where naive aggregation methods, like averaging the model's predictions, systematically underestimate their differences.