Uncertainty
Correlation Priors for Reinforcement Learning
Alt, Bastian, Šošić, Adrian, Koeppl, Heinz
Many decision-making problems naturally exhibit pronounced structures inherited from the underlying characteristics of the environment. In a Markov decision process model, for example, two distinct states can have inherently related semantics or encode resembling physical state configurations, often implying locally correlated transition dynamics among the states. In order to complete a certain task, an agent acting in such environments needs to execute a series of temporally and spatially correlated actions. Though there exists a variety of approaches to account for correlations in continuous state-action domains, a principled solution for discrete environments is missing. In this work, we present a Bayesian learning framework based on P\'olya-Gamma augmentation that enables an analogous reasoning in such cases. We demonstrate the framework on a number of common decision-making related tasks, such as reinforcement learning, imitation learning and system identification. By explicitly modeling the underlying correlation structures, the proposed approach yields superior predictive performance compared to correlation-agnostic models, even when trained on data sets that are up to an order of magnitude smaller in size.
Static Analysis for Probabilistic Programs
Probabilistic programming is a powerful abstraction for statistical machine learning. Applying static analysis methods to probabilistic programs could serve to optimize the learning process, automatically verify properties of models, and improve the programming interface for users. This field of static analysis for probabilistic programming (SAPP) is young and unorganized, consisting of a constellation of techniques with various goals and limitations. The primary aim of this work is to synthesize the major contributions of the SAPP field within an organizing structure and context. We provide technical background for static analysis and probabilistic programming, suggest a functional taxonomy for probabilistic programming languages, and analyze the applicability of major ideas in the SAPP field. We conclude that, while current static analysis techniques for probabilistic programs have practical limitations, there are a number of future directions with high potential to improve the state of statistical machine learning.
Scalable Structure Learning of Continuous-Time Bayesian Networks from Incomplete Data
Linzner, Dominik, Schmidt, Michael, Koeppl, Heinz
Continuous-time Bayesian Networks (CTBNs) represent a compact yet powerful framework for understanding multivariate time-series data. Given complete data, parameters and structure can be estimated efficiently in closed-form. However, if data is incomplete, the latent states of the CTBN have to be estimated by laboriously simulating the intractable dynamics of the assumed CTBN. This is a problem, especially for structure learning tasks, where this has to be done for each element of super-exponentially growing set of possible structures. In order to circumvent this notorious bottleneck, we develop a novel gradient-based approach to structure learning. Instead of sampling and scoring all possible structures individually, we assume the generator of the CTBN to be composed as a mixture of generators stemming from different structures. In this framework, structure learning can be performed via a gradient-based optimization of mixture weights. We combine this approach with a novel variational method that allows for the calculation of the marginal likelihood of a mixture in closed-form. We proof the scalability of our method by learning structures of previously inaccessible sizes from synthetic and real-world data.
Inverse Ising inference from high-temperature re-weighting of observations
Jo, Junghyo, Hoang, Danh-Tai, Periwal, Vipul
Maximum Likelihood Estimation (MLE) is the bread and butter of system inference for stochastic systems. In some generality, MLE will converge to the correct model in the infinite data limit. In the context of physical approaches to system inference, such as Boltzmann machines, MLE requires the arduous computation of partition functions summing over all configurations, both observed and unobserved. We present here a conceptually and computationally transparent data-driven approach to system inference that is based on the simple question: How should the Boltzmann weights of observed configurations be modified to make the probability distribution of observed configurations close to a flat distribution? This algorithm gives accurate inference by using only observed configurations for systems with a large number of degrees of freedom where other approaches are intractable.
Large-Scale Local Causal Inference of Gene Regulatory Relationships
Bucur, Ioan Gabriel, Claassen, Tom, Heskes, Tom
Gene regulatory networks play a crucial role in controlling an organism's biological processes, which is why there is significant interest in developing computational methods that are able to extract their structure from high-throughput genetic data. Many of these computational methods are designed to infer individual regulatory relationships among genes from data on gene expression. We propose a novel efficient Bayesian method for discovering local causal relationships among triplets of (normally distributed) variables. In our approach, we score covariance structures for each triplet in one go and incorporate available background knowledge in the form of priors to derive posterior probabilities over local causal structures. Our method is flexible in the sense that it allows for different types of causal structures and assumptions. We apply our approach to the task of learning causal regulatory relationships among genes. We show that the proposed algorithm produces stable and conservative posterior probability estimates over local causal structures that can be used to derive an honest ranking of the most meaningful regulatory relationships. We demonstrate the stability and efficacy of our method both on simulated data and on real-world data from an experiment on yeast. Introduction Gene regulatory networks (GRNs) play a crucial role in controlling an organism's biological processes, such as cell differentiation and metabolism [1]. If we knew the structure of a GRN, we could intervene in the developmental process of the organism, for instance by targeting a specific gene with drugs. This manuscript version is made available under the CC-BY-NC-ND 4.0 license https://creativecommons.org/licenses/by-nc-nd/4.0/ . Gene regulatory relationships are inherently causal: one can manipulate the expression level of one gene (the'cause') to regulate that of another gene (the'effect'). Because of this, many GRN inference algorithms rely on causal modeling. Causal networks such as GRNs can be inferred globally or locally.
Neural Belief Reasoner
This paper proposes a new generative model called neural belief reasoner (NBR). It differs from previous models in that it specifies a belief function rather than a probability distribution. Its implementation consists of neural networks, fuzzy-set operations and belief-function operations, and query-answering, sample-generation and training algorithms are presented. This paper studies NBR in two tasks. The first is a synthetic unsupervised-learning task, which demonstrates NBR's ability to perform multi-hop reasoning, reasoning with uncertainty and reasoning about conflicting information. The second is supervised learning: a robust MNIST classifier. Without any adversarial training, this classifier exceeds the state of the art in adversarial robustness as measured by the L2 metric, and at the same time maintains 99% accuracy on natural images. A proof is presented that, as capacity increases, NBR classifiers can asymptotically approach the best possible robustness.
A Bayesian Approach to Direct and Inverse Abstract Argumentation Problems
This paper studies a fundamental mechanism of how to detect a conflict between arguments given sentiments regarding acceptability of the arguments. We introduce a concept of the inverse problem of the abstract argumentation to tackle the problem. Given noisy sets of acceptable arguments, it aims to find attack relations explaining the sets well in terms of acceptability semantics. It is the inverse of the direct problem corresponding to the traditional problem of the abstract argumentation that focuses on finding sets of acceptable arguments in terms of the semantics given an attack relation between the arguments. We give a probabilistic model handling both of the problems in a way that is faithful to the acceptability semantics. From a theoretical point of view, we show that a solution to both the direct and inverse problems is a special case of the probabilistic inference on the model. We discuss that the model provides a natural extension of the semantics to cope with uncertain attack relations distributed probabilistically. From en empirical point of view, we argue that it reasonably predicts individuals sentiments regarding acceptability of arguments. This paper contributes to lay the foundation for making acceptability semantics data-driven and to provide a way to tackle the knowledge acquisition bottleneck.
Resources for Getting Started With Probability in Machine Learning
Machine Learning is a field of computer science concerned with developing systems that can learn from data. Like statistics and linear algebra, probability is another foundational field that supports machine learning. Probability is a field of mathematics concerned with quantifying uncertainty. Many aspects of machine learning are uncertain, including, most critically, observations from the problem domain and the relationships learned by models from that data. As such, some understanding of probability and tools and methods used in the field are required by a machine learning practitioner to be effective.
Bayesian Network Based Risk and Sensitivity Analysis for Production Process Stability Control
Xie, Wei, Wang, Bo, Li, Cheng, Auclair, Jared, Baker, Peter
The biomanufacturing industry is growing rapidly and becoming one of the key drivers of personalized medicine and life science. However, biopharmaceutical production faces critical challenges, including complexity, high variability, long lead time and rapid changes in technologies, processes, and regulatory environment. Driven by these challenges, we explore the biotechnology domain knowledge and propose a rigorous risk and sensitivity analysis framework for biomanufacturing innovation. Built on the causal relationships of raw material quality attributes, production process, and bio-drug properties in safety and efficacy, we develop a Bayesian Network (BN) to model the complex probabilistic interdependence between process parameters and quality attributes of raw materials/in-process materials/drug substance. It integrates various sources of data and leads to an interpretable probabilistic knowledge graph of the end-to-end production process. Then, we introduce a systematic risk analysis to assess the criticality of process parameters and quality attributes. The complex production processes often involve many process parameters and quality attributes impacting on the product quality variability. However, the real-world (batch) data are often limited, especially for customized and personalized bio-drugs. We propose uncertainty quantification and sensitivity analysis to analyze the impact of model risk. Given very limited process data, the empirical results show that we can provide reliable and inter-Corresponding author Email addresses: w.xie@northeastern.edu Thus, the proposed framework can provide the science-and risk-based guidance on the process monitoring, data collection, and process parameters specifications to facilitate the production process learning and stability control. Keywords: Decision analysis, biomanufacturing, Bayesian network, production process risk analysis, sensitivity analysis 2017 MSC: 00-01, 99-00 1. Introduction In the past decades, pharmaceutical companies have invested billions of dollars in the research and development (R&D) of new biomedicines for the treatment of many severe illnesses, including cancer cells and adult blindness. More than 40 percent of the overall pharmaceutical industry R&D and products in the development pipeline are biopharmaceuticals and this percentage is expected to continuously increase. Compared to the classical pharmaceutical manufacturing, biopharmaceutical production faces several challenges, including complexity, high variability, long lead time and rapid changes in technologies, processes, and regulatory environment (Kaminsky & Wang, 2015). Biotechnology products are produced in living organisms, which induces a lot of uncertainty in the production process.
Incremental learning of environment interactive structures from trajectories of individuals
Campo, Damian, Bastani, Vahid, Marcenaro, Lucio, Regazzoni, Carlo
F ORCE FIELD TERMINOLOGY Taking into consideration a classical mechanics approach, a force is defined as a vectorial quantity that acts on a body to cause a change in its state of motion [25]. Forces can be classified in action-reaction (when bodies, which are in contact, change their momenta [25]) and action-at-a-distance forces (when objects interact without being physically touched). Considering that social interactions can be often modeled as contact-less, it becomes possible to explain social phenomena in a certain environment by modeling interactions between entities with action-at-a-distance forces. A force field null F is defined as a vector point-function which has the property that at every point of the space takes a particular value related to the magnitude and direction of a force acting on a particle of unit of mass placed there [26]. Accordingly, in this work, the particles of unit of mass affected by force fields will be called agents. A central force field null F f ( r)ˆr is a special case of force field in which the motion of agents is affected depending on the distance r to a center of force, which is generally associated with the center of mass of the object that produces the force field.