Uncertainty
Data Selection for Short Term load forecasting
Pereira, Nestor, Herrera, Miguel Angel Hombrados, Gรณmez-Verdejo, Vanesssa, Mammoli, Andrea A., Martรญnez-Ramรณn, Manel
Power load forecast with Machine Learning is a fairly mature application of artificial intelligence and it is indispensable in operation, control and planning. Data selection techniqies have been hardly used in this application. However, the use of such techniques could be beneficial provided the assumption that the data is identically distributed is clearly not true in load forecasting, but it is cyclostationary. In this work we present a fully automatic methodology to determine what are the most adequate data to train a predictor which is based on a full Bayesian probabilistic model. We assess the performance of the method with experiments based on real publicly available data recorded from several years in the United States of America.
Bayesian Machine Learning in Python: A/B Testing
Link: Bayesian Machine Learning in Python: A/B Testing Udemy In this course, while we will do traditional A/B testing in order to appreciate its complexity, what we will eventually get to is the Bayesian machine learning way of doing things. First, we'll see if we can improve on traditional A/B testing with adaptive methods. These all help you solve the explore-exploit dilemma. Bestseller Created by Lazy Programmer Inc What you'll learn Use adaptive algorithms to improve A/B testing performance Understand the difference between Bayesian and frequentist statistics Apply Bayesian methods to A/B testing In this course, while we will do traditional A/B testing in order to appreciate its complexity, what we will eventually get to is the Bayesian machine learning way of doing things. First, we'll see if we can improve on traditional A/B testing with adaptive methods.
Causal Discovery by Kernel Intrinsic Invariance Measure
Chen, Zhitang, Zhu, Shengyu, Liu, Yue, Tse, Tim
Reasoning based on causality, instead of association has been considered as a key ingredient towards real machine intelligence. However, it is a challenging task to infer causal relationship/structure among variables. In recent years, an Independent Mechanism (IM) principle was proposed, stating that the mechanism generating the cause and the one mapping the cause to the effect are independent. As the conjecture, it is argued that in the causal direction, the conditional distributions instantiated at different value of the conditioning variable have less variation than the anti-causal direction. Existing state-of-the-arts simply compare the variance of the RKHS mean embedding norms of these conditional distributions. In this paper, we prove that this norm-based approach sacrifices important information of the original conditional distributions. We propose a Kernel Intrinsic Invariance Measure (KIIM) to capture higher order statistics corresponding to the shapes of the density functions. We show our algorithm can be reduced to an eigen-decomposition task on a kernel matrix measuring intrinsic deviance/invariance. Causal directions can then be inferred by comparing the KIIM scores of two hypothetic directions. Experiments on synthetic and real data are conducted to show the advantages of our methods over existing solutions.
Introduction
Probabilistic modeling and inference are core tools in diverse fields including statistics, machine learning, computer vision, cognitive science, robotics, natural language processing, and artificial intelligence. To meet the functional requirements of applications, practitioners use a broad range of modeling techniques and approximate inference algorithms. However, implementing inference algorithms is often difficult and error prone. Gen simplifies the use of probabilistic modeling and inference, by providing modeling languages in which users express models, and high-level programming constructs that automate aspects of inference.
Conditional Density Estimation Tools in Python and R with Applications to Photometric Redshifts and Likelihood-Free Cosmological Inference
Dalmasso, Niccolรฒ, Pospisil, Taylor, Lee, Ann B., Izbicki, Rafael, Freeman, Peter E., Malz, Alex I.
It is well known in astronomy that propagating non-Gaussian prediction uncertainty in photometric redshift estimates is key to reducing bias in downstream cosmological analyses. Similarly, likelihood-free inference approaches, which are beginning to emerge as a tool for cosmological analysis, require the full uncertainty landscape of the parameters of interest given observed data. However, most machine learning (ML) based methods with open-source software target point prediction or classification, and hence fall short in quantifying uncertainty in complex regression and parameter inference settings such as the applications mentioned above. As an alternative to methods that focus on predicting the response (or parameters) $\mathbf{y}$ from features $\mathbf{x}$, we provide nonparametric conditional density estimation (CDE) tools for approximating and validating the entire probability density $\mathrm{p}(\mathbf{y} \mid \mathbf{x})$ given training data for $\mathbf{x}$ and $\mathbf{y}$. As there is no one-size-fits-all CDE method, the goal of this work is to provide a comprehensive range of statistical tools and open-source software for nonparametric CDE and method assessment which can accommodate different types of settings and which in addition can easily be fit to the problem at hand. Specifically, we introduce CDE software packages in $\texttt{Python}$ and $\texttt{R}$ based on four ML prediction methods adapted and optimized for CDE: $\texttt{NNKCDE}$, $\texttt{RFCDE}$, $\texttt{FlexCode}$, and $\texttt{DeepCDE}$. Furthermore, we present the $\texttt{cdetools}$ package, which includes functions for computing a CDE loss function for model selection and tuning of parameters, together with diagnostics functions. We provide sample code in $\texttt{Python}$ and $\texttt{R}$ as well as examples of applications to photometric redshift estimation and likelihood-free cosmology via CDE.
Deep Bayesian Unsupervised Source Separation Based on a Complex Gaussian Mixture Model
Bando, Yoshiaki, Sasaki, Yoko, Yoshii, Kazuyoshi
This paper presents an unsupervised method that trains neural source separation by using only multichannel mixture signals. Conventional neural separation methods require a lot of supervised data to achieve excellent performance. Although multichannel methods based on spatial information can work without such training data, they are often sensitive to parameter initialization and degraded with the sources located close to each other. The proposed method uses a cost function based on a spatial model called a complex Gaussian mixture model (cGMM). This model has the time-frequency (TF) masks and direction of arrivals (DoAs) of sources as latent variables and is used for training separation and localization networks that respectively estimate these variables. This joint training solves the frequency permutation ambiguity of the spatial model in a unified deep Bayesian framework. In addition, the pre-trained network can be used not only for conducting monaural separation but also for efficiently initializing a multichannel separation algorithm. Experimental results with simulated speech mixtures showed that our method outperformed a conventional initialization method.
Deep Neural Network Ensembles against Deception: Ensemble Diversity, Accuracy and Robustness
Liu, Ling, Wei, Wenqi, Chow, Ka-Ho, Loper, Margaret, Gursoy, Emre, Truex, Stacey, Wu, Yanzhao
We develop a three - step diversity ensemble creation algorithm: (1) Creating a pool of candidate ensemble member models, or so called base models; (2) Creating a pool of candidate ensemble teams with their diversity scores higher than the pre - defined minimum diversity threshold; and (3) Developing robust ensemble consensus methods, which can effectively combine, rank and integrate predictions from members of an ensemble committee to produce high accuracy ensemble prediction output again st adversarial examples. D ifferent ensemble creation methods tend to have varying level of diversity. A. Creating Ensemble s of Type 1 diversity We want to construct a pool of N redundant DNN models trained on the same learning task as the base classifiers. Preferably, the best ensemble committee members are those base classifiers that are relatively diverse and have high individual test accuracy. T he type 1 diversity ensemble creation algorithm requires that every base model in the pool meet s the type 1 dive rsity and ha s high benign test accuracy comparable to that of the target model under protection. One approach is to add one member model to the pool at a time. Assume that we initialize the pool with a privately trained DNN model. We only allow the next mo del to be added to the pool if it is trained independently using different hyper - parameters or different neural network structures or algorithms and it meet s the high benign test accuracy requirement.
Bayes EMbedding (BEM): Refining Representation by Integrating Knowledge Graphs and Behavior-specific Networks
Ye, Yuting, Wang, Xuwu, Yao, Jiangchao, Jia, Kunyang, Zhou, Jingren, Xiao, Yanghua, Yang, Hongxia
Low-dimensional embeddings of knowledge graphs and behavior graphs have proved remarkably powerful in varieties of tasks, from predicting unobserved edges between entities to content recommendation. The two types of graphs can contain distinct and complementary information for the same entities/nodes. However, previous works focus either on knowledge graph embedding or behavior graph embedding while few works consider both in a unified way. Here we present BEM , a Bayesian framework that incorporates the information from knowledge graphs and behavior graphs. To be more specific, BEM takes as prior the pre-trained embeddings from the knowledge graph, and integrates them with the pre-trained embeddings from the behavior graphs via a Bayesian generative model. BEM is able to mutually refine the embeddings from both sides while preserving their own topological structures. To show the superiority of our method, we conduct a range of experiments on three benchmark datasets: node classification, link prediction, triplet classification on two small datasets related to Freebase, and item recommendation on a large-scale e-commerce dataset.
On the overestimation of widely applicable Bayesian information criterion
A widely applicable Bayesian information criterion (Watanabe, 2013) is applicable for both regular and singular models in the model selection problem. This criterion tends to overestimate the log marginal likelihood. We identify an overestimating term of a widely applicable Bayesian information criterion. Adjustment of the term gives an asymptotically unbiased estimator of the leading two terms of asymptotic expansion of the log marginal likelihood. In numerical experiments on regular and singular models, the adjustment resulted in smaller bias than the original criterion.
Artificial Neural Networks and Adaptive Neuro-fuzzy Models for Prediction of Remaining Useful Life
Tavakoli, Razieh, Najafi, Mohammad, Sharifara, Ali
The U.S. water distribution system contains thousands of miles of pipes constructed from different materials, and of various sizes, and age. These pipes suffer from physical, environmental, structural and operational stresses, causing deterioration which eventually leads to their failure. Pipe deterioration results in increased break rates, reduced hydraulic capacity, and detrimental impacts on water quality. Therefore, it is crucial to use accurate models to forecast deterioration rates along with estimating the remaining useful life of the pipes to implement essential interference plans in order to prevent catastrophic failures. This paper discusses a computational model that forecasts the RUL of water pipes by applying Artificial Neural Networks (ANNs) as well as Adaptive Neural Fuzzy Inference System (ANFIS). These models are trained and tested acquired field data to identify the significant parameters that impact the prediction of RUL. It is concluded that, on average, with approximately 10\% of wall thickness loss in existing cast iron, ductile iron, asbestos-cement, and steel water pipes, the reduction of the remaining useful life is approximately 50%