Uncertainty
Prune Sampling: a MCMC inference technique for discrete and deterministic Bayesian networks
Phillipson, Frank, Parie, Jurriaan, Weikamp, Ron
We introduce and characterise the performance of the Markov chain Monte Carlo (MCMC) inference method Prune Sampling for discrete and deterministic Bayesian networks (BNs). We developed a procedure to obtain the performance of a MCMC sampling method in the limit of infinite simulation time, extrapolated from relatively short simulations. This approach was used to conduct a study to compare the accuracy, rate of convergence and the time consumption of Prune Sampling with two conventional MCMC sampling methods: Gibbs- and Metropolis sampling. We show that Markov chains created by Prune Sampling always converge to the desired posterior distribution, also for networks where conventional Gibbs sampling fails. Beside this, we demonstrate that pruning outperforms Gibbs sampling, at least for a certain class of BNs. Though, this tempting feature comes at a price. In the first version of Prune Sampling, for large BNs the procedure to choose the next iteration step uniformly is rather time intensive. Our conclusion is that Prune Sampling is a competitive method for all types of small and medium sized BNs, but (for now) standard methods still perform better for all types of large BNs.
Computing Multi-Modal Journey Plans under Uncertainty
Botea, Adi, Kishimoto, Akihiro, Nikolova, Evdokia, Braghin, Stefano, Berlingerio, Michele, Daly, Elizabeth
Multi-modal journey planning, which allows multiple types of transport within a single trip, is becoming increasingly popular, due to a strong practical interest and an increasing availability of data. In real life, transport networks feature uncertainty. Yet, most approaches assume a deterministic environment, making plans more prone to failures such as missed connections and major delays in the arrival. This paper presents an approach to computing optimal contingent plans in multi-modal journey planning. The problem is modeled as a search in an and/or state space. We describe search enhancements used on top of the AO* algorithm. Enhancements include admissible heuristics, multiple types of pruning that preserve the completeness and the optimality, and a hybrid search approach with a deterministic and a nondeterministic search. We demonstrate an NP-hardness result, with the hardness stemming from the dynamically changing distributions of the travel time random variables. We perform a detailed empirical analysis on realistic transport networks from cities such as Montpellier, Rome and Dublin. The results demonstrate the effectiveness of our algorithmic contributions, and the benefits of contingent plans as compared to standard sequential plans, when the arrival and departure times of buses are characterized by uncertainty.
Evolutionary Computation, Optimization and Learning Algorithms for Data Science
Mohammadi, Farid Ghareh, Amini, M. Hadi, Arabnia, Hamid R.
A large number of engineering, science and computational problems have yet to be solved in a computationally efficient way. One of the emerging challenges is how evolving technologies grow towards autonomy and intelligent decision making. This leads to collection of large amounts of data from various sensing and measurement technologies, e.g., cameras, smart phones, health sensors, smart electricity meters, and environment sensors. Hence, it is imperative to develop efficient algorithms for generation, analysis, classification, and illustration of data. Meanwhile, data is structured purposefully through different representations, such as large-scale networks and graphs. We focus on data science as a crucial area, specifically focusing on a curse of dimensionality (CoD) which is due to the large amount of generated/sensed/collected data. This motivates researchers to think about optimization and to apply nature-inspired algorithms, such as evolutionary algorithms (EAs) to solve optimization problems. Although these algorithms look un-deterministic, they are robust enough to reach an optimal solution. Researchers do not adopt evolutionary algorithms unless they face a problem which is suffering from placement in local optimal solution, rather than global optimal solution. In this chapter, we first develop a clear and formal definition of the CoD problem, next we focus on feature extraction techniques and categories, then we provide a general overview of meta-heuristic algorithms, its terminology, and desirable properties of evolutionary algorithms.
"Conservatives Overfit, Liberals Underfit": The Social-Psychological Control of Affect and Uncertainty
Hoey, Jesse, MacKinnon, Neil J.
The presence of artificial agents in human social networks is growing. From chatbots to robots, human experience in the developed world is moving towards a socio-technical system in which agents can be technological or biological, with increasingly blurred distinctions between. Given that emotion is a key element of human interaction, enabling artificial agents with the ability to reason about affect is a key stepping stone towards a future in which technological agents and humans can work together. This paper presents work on building intelligent computational agents that integrate both emotion and cognition. These agents are grounded in the well-established social-psychological Bayesian Affect Control Theory (BayesAct). The core idea of BayesAct is that humans are motivated in their social interactions by affective alignment: they strive for their social experiences to be coherent at a deep, emotional level with their sense of identity and general world views as constructed through culturally shared symbols. This affective alignment creates cohesive bonds between group members, and is instrumental for collaborations to solidify as relational group commitments. BayesAct agents are motivated in their social interactions by a combination of affective alignment and decision theoretic reasoning, trading the two off as a function of the uncertainty or unpredictability of the situation. This paper provides a high-level view of dual process theories and advances BayesAct as a plausible, computationally tractable model based in social-psychological theory. We introduce a revised BayesAct model that more deeply integrates social-psychological theorising, and we demonstrate a component of the model as being sufficient to account for cognitive biases about fairness, dissonance and conformity. We show how the model can unify different exploration strategies in reinforcement learning.
Mixed pooling of seasonality in time series pallet forecasting
Multiple seasonal patterns play a key role in time series forecasting, especially for business time series where seasonal effects are often dramatic. Previous approaches including Fourier decomposition, exponential smoothing, and seasonal autoregressive integrated moving average (SARIMA) models do not reflect the distinct characteristics of each period in seasonal patterns, such as the unique behavior of specific days of the week in business data. We propose a multi-dimensional hierarchical model. Intermediate parameters for each seasonal period are first estimated, and a mixture of intermediate parameters is then taken, resulting in a model that successfully reflects the interactions between multiple seasonal patterns. Although this process reduces the data available for each parameter, a robust estimation can be obtained through a hierarchical Bayesian model implemented in Stan. Through this model, it becomes possible to consider both the characteristics of each seasonal period and the interactions among characteristics from multiple seasonal periods. Our new model achieved considerable improvements in prediction accuracy compared to previous models, including Fourier decomposition, which Prophet uses to model seasonality patterns. A comparison was performed on a real-world dataset of pallet transport from a national-scale logistic network.
Thompson Sampling and Approximate Inference
Phan, My, Abbasi-Yadkori, Yasin, Domke, Justin
We study the effects of approximate inference on the performance of Thompson sampling in the $k$-armed bandit problems. Thompson sampling is a successful algorithm for online decision-making but requires posterior inference, which often must be approximated in practice. We show that even small constant inference error (in $\alpha$-divergence) can lead to poor performance (linear regret) due to under-exploration (for $\alpha<1$) or over-exploration (for $\alpha>0$) by the approximation. While for $\alpha > 0$ this is unavoidable, for $\alpha \leq 0$ the regret can be improved by adding a small amount of forced exploration even when the inference error is a large constant.
Toward a Dempster-Shafer theory of concepts
Frittella, Sabine, Manoorkar, Krishna, Palmigiano, Alessandra, Tzimoulis, Apostolos, Wijnberg, Nachoem M.
In this paper, we generalize the basic notions and results of Dempster-Shafer theory from predicates to formal concepts. Results include the representation of conceptual belief functions as inner measures of suitable probability functions, and a Dempster-Shafer rule of combination on belief functions on formal concepts.
Reasoning-Driven Question-Answering for Natural Language Understanding
Natural language understanding (NLU) of text is a fundamental challenge in AI, and it has received significant attention throughout the history of NLP research. This primary goal has been studied under different tasks, such as Question Answering (QA) and Textual Entailment (TE). In this thesis, we investigate the NLU problem through the QA task and focus on the aspects that make it a challenge for the current state-of-the-art technology. This thesis is organized into three main parts: In the first part, we explore multiple formalisms to improve existing machine comprehension systems. We propose a formulation for abductive reasoning in natural language and show its effectiveness, especially in domains with limited training data. Additionally, to help reasoning systems cope with irrelevant or redundant information, we create a supervised approach to learn and detect the essential terms in questions. In the second part, we propose two new challenge datasets. In particular, we create two datasets of natural language questions where (i) the first one requires reasoning over multiple sentences; (ii) the second one requires temporal common sense reasoning. We hope that the two proposed datasets will motivate the field to address more complex problems. In the final part, we present the first formal framework for multi-step reasoning algorithms, in the presence of a few important properties of language use, such as incompleteness, ambiguity, etc. We apply this framework to prove fundamental limitations for reasoning algorithms. These theoretical results provide extra intuition into the existing empirical evidence in the field.
Distributionally Robust Optimization: A Review
Rahimian, Hamed, Mehrotra, Sanjay
The concepts of risk-aversion, chance-constrained optimization, and robust optimization have developed significantly over the last decade. Statistical learning community has also witnessed a rapid theoretical and applied growth by relying on these concepts. A modeling framework, called distributionally robust optimization (DRO), has recently received significant attention in both the operations research and statistical learning communities. This paper surveys main concepts and contributions to DRO, and its relationships with robust optimization, risk-aversion, chance-constrained optimization, and function regularization.
Decision making in dynamic and interactive environments based on cognitive hierarchy theory: Formulation, solution, and application to autonomous driving
Li, Sisi, Li, Nan, Girard, Anouck, Kolmanovsky, Ilya
Abstract-- In this paper, we describe a framework for autonomous decision making in a dynamic and interactive environment based on cognitive hierarchy theory. We model the in - teractions between the ego agent and its operating environm ent as a two-player dynamic game, and integrate cognitive behav - ioral models, Bayesian inference, and receding-horizon op timal control to define a dynamically-evolving decision strategy for the ego agent. Simulation examples representing autonomou s vehicle control in three traffic scenarios where the autonom ous ego vehicle interacts with a human-driven vehicle are repor ted. Autonomous systems are becoming more capable, better accepted, and more commonplace. Many autonomous systems, including collaborative robots [1] and self-driv ing cars [2], operate in dynamic and interactive environments.