Uncertainty
Deep Gaussian networks for function approximation on data defined manifolds
In much of the literature on function approximation by deep networks, the function is assumed to be defined on some known domain, such as a cube or sphere. In practice, the data might not be dense on these domains, and therefore, the approximation theory results are observed to be too conservative. In manifold learning, one assumes instead that the data is sampled from an unknown manifold; i.e., the manifold is defined by the data itself. Function approximation on this unknown manifold is then a two stage procedure: first, one approximates the Laplace-Beltrami operator (and its eigen-decomposition) on this manifold using a graph Laplacian, and next, approximates the target function using the eigen-functions. In this paper, we propose a more direct approach to function approximation on unknown, data defined manifolds without computing the eigen-decomposition of some operator, and estimate the degree of approximation in terms of the manifold dimension. This leads to similar results in function approximation using deep networks where each channel evaluates a Gaussian network on a possibly unknown manifold.
Neural Network based Explicit Mixture Models and Expectation-maximization based Learning
Liu, Dong, Vu, Minh Thร nh, Chatterjee, Saikat, Rasmussen, Lars K.
We propose two neural network based mixture models in this article. The proposed mixture models are explicit in nature. The explicit models have analytical forms with the advantages of computing likelihood and efficiency of generating samples. Computation of likelihood is an important aspect of our models. Expectation-maximization based algorithms are developed for learning parameters of the proposed models. We provide sufficient conditions to realize the expectation-maximization based learning. The main requirements are invertibility of neural networks that are used as generators and Jacobian computation of functional form of the neural networks. The requirements are practically realized using a flow-based neural network. In our first mixture model, we use multiple flow-based neural networks as generators. Naturally the model is complex. A single latent variable is used as the common input to all the neural networks. The second mixture model uses a single flow-based neural network as a generator to reduce complexity. The single generator has a latent variable input that follows a Gaussian mixture distribution. We demonstrate efficiency of proposed mixture models through extensive experiments for generating samples and maximum likelihood based classification.
A comparative study of general fuzzy min-max neural networks for pattern classification problems
Khuat, Thanh Tung, Gabrys, Bogdan
--General fuzzy min-max (GFMM) neural network is a generalization of fuzzy neural networks formed by hyperbox fuzzy sets for classification and clustering problems. Two principle algorithms are deployed to train this type of neural network, i.e., incremental learning and agglomerative learning. This paper presents a comprehensive empirical study of performance influencing factors, advantages, and drawbacks of the general fuzzy min-max neural network on pattern classification problems. The subjects of this study include (1) the impact of maximum hyperbox size, (2) the influence of the similarity threshold and measures on the agglomerative learning algorithm, (3) the effect of data presentation order, (4) comparative performance evaluation of the GFMM with other types of fuzzy min-max neural networks and prevalent machine learning algorithms. The experimental results on benchmark datasets widely used in machine learning showed overall strong and weak points of the GFMM classifier . These outcomes also informed potential research directions for this class of machine learning algorithms in the future. Pattern classification, which belongs to the class of supervised learning, aims to discover information and knowledge under data through taking advantage of the power of learning algorithms [1]. It plays a crucial role in many real-world applications ranging from medical diagnostic [2], electronic devices [3] to tourism [4] and energy [5]. Multidimensional hyperbox fuzzy sets can be used to deal with the pattern classification problems effectively by partitioning the pattern space and assigning a class label associated with a degree of certainty for each region. Each fuzzy min-max hyperbox is represented by minimum and maximum points along with a fuzzy membership function. The membership function is employed to compute the degree-of-fit of each input sample to a given hyperbox. Meanwhile, the hyperbox is continuously adjusted during the training process to cover the input patterns. Simpson was the first one who formulated a fuzzy min-max neural network (FMNN) using hyperbox representations and proposed the training algorithms for classification [6] and clustering [7] problems. Since then, many researchers have paid attention to enhancing the performance of the FMNN and addressing some of its major drawbacks. Recent surveys [8], [9] on the FMNN have divided modified variants into two groups, i.e., fuzzy min-max networks with and without contraction process. Representatives of improved models removing the contraction procedure from the training algorithms and replacing it with particular neurons for overlapping regions among hyperboxes comprise the inclusion/exclusion fuzzy hyperbox classifier [10], the fuzzy min-max neural network with compensatory neuron [11], the data-core-based FMM neural network [12], and the multilevel FMM neural network [13].
Kernels on fuzzy sets: an overview
Guevara, Jorge, Hirata, Roberto Jr, Canu, Stรฉphane
This paper introduces the concept of kernels on fuzzy sets as a similarity measure for $[0,1]$-valued functions, a.k.a. \emph{membership functions of fuzzy sets}. We defined the following classes of kernels: the cross product, the intersection, the non-singleton and the distance-based kernels on fuzzy sets. Applicability of those kernels are on machine learning and data science tasks where uncertainty in data has an ontic or epistemistic interpretation.
Multi-agent Inverse Reinforcement Learning for Two-person Zero-sum Games
Lin, Xiaomin, Beling, Peter A., Cogill, Randy
The focus of this paper is a Bayesian framework for solving a class of problems termed multi-agent inverse reinforcement learning (MIRL). Compared to the well-known inverse reinforcement learning (IRL) problem, MIRL is formalized in the context of stochastic games, which generalize Markov decision processes to game theoretic scenarios. We establish a theoretical foundation for competitive two-agent zero-sum MIRL problems and propose a Bayesian solution approach in which the generative model is based on an assumption that the two agents follow a minimax bi-policy. Numerical results are presented comparing the Bayesian MIRL method with two existing methods in the context of an abstract soccer game. Investigation centers on relationships between the extent of prior information and the quality of learned rewards. Results suggest that covariance structure is more important than mean value in reward priors.
Probabilistic Models of Relational Implication
Relational data in its most basic form is a static collection of known facts. However, by learning to infer and deduct additional information and structure, we can massively increase the usefulness of the underlying data. One common form of inferential reasoning in knowledge bases is implication discovery. Here, by learning when one relation implies another, we can extend our knowledge representation. There are several existing models for relational implication, however we argue they are motivated but not principled. To this end, we define a formal probabilistic model of relational implication. By using estimators based on the empirical distribution of our dataset, we demonstrate that our model outperforms existing approaches. While previous work achieves a best score of 0.7812 AUC on an evaluatory dataset, our ProbE model improves this to 0.7915. Furthermore, we demonstrate that our model can be improved substantially through the use of link prediction models and dense latent representations of the underlying argument and relations. This variant, denoted ProbL, improves the state of the art on our evaluation dataset to 0.8143. In addition to developing a new framework and providing novel scores of relational implication, we provide two pragmatic resources to assist future research. First, we motivate and develop an improved crowd framework for constructing labelled datasets of relational implication. Using this, we reannotate and make public a dataset comprised of 17,848 instances of labelled relational implication. We demonstrate that precision (as evaluated by expert consensus with the crowd labels) on the resulting dataset improves from 53% to 95%.
Uncertainty in Model-Agnostic Meta-Learning using Variational Inference
Nguyen, Cuong, Do, Thanh-Toan, Carneiro, Gustavo
Thanh-Toan Do University of Liverpool thanh-toan.do@liverpool.ac.uk Abstract W e introduce a new, rigorously-formulated Bayesian meta-learning algorithm that learns a probability distribution of model parameter prior for few-shot learning. The proposed algorithm employs a gradient-based variational inference to infer the posterior of model parameters to a new task. Our algorithm can be applied to any model architecture and can be implemented in various machine learning paradigms, including regression and classification. W e show that the models trained with our proposed meta-learning algorithm are well calibrated and accurate, with state-of-the-art calibration and classification results on two few-shot classification benchmarks (Omniglot and Mini-ImageNet), and competitive results in a multi-modal task-distribution regression. 1. Introduction Machine learning, in particular deep learning, has thrived during the last decade, producing results that were previously considered to be infeasible in several areas. For instance, outstanding results have been achieved in speech and image understanding [1-4], and medical image analysis [5]. However, the development of these machine learning methods typically requires a large number of training samples to achieve notable performance. Such requirement contrasts with the human ability of quickly adapting to new learning tasks using few "training" samples. This difference may be due to the fact that humans tend to exploit prior knowledge to facilitate the learning of new tasks, while machine learning algorithms often do not use any prior knowledge (e.g., training from scratch with random initialisation) [6] or rely on weak prior knowledge to learn new tasks (e.g., training from pre-trained models) [7]. This challenge has motivated the design of machine learning methods that can make more effective use of prior knowledge to adapt to new learning tasks using few training samples [8].
Variational f-divergence Minimization
Zhang, Mingtian, Bird, Thomas, Habib, Raza, Xu, Tianlin, Barber, David
Probabilistic models are often trained by maximum likelihood, which corresponds to minimizing a specific f-divergence between the model and data distribution. In light of recent successes in training Generative Adversarial Networks, alternative non-likelihood training criteria have been proposed. Whilst not necessarily statistically efficient, these alternatives may better match user requirements such as sharp image generation. A general variational method for training probabilistic latent variable models using maximum likelihood is well established; however, how to train latent variable models using other f-divergences is comparatively unknown. We discuss a variational approach that, when combined with the recently introduced Spread Divergence, can be applied to train a large class of latent variable models using any f-divergence.
Adaptively stacking ensembles for influenza forecasting with incomplete data
McAndrew, Thomas, Reich, Nicholas G.
Seasonal influenza infects between 10 and 50 million people in the United States every year, overburdening hospitals during weeks of peak incidence. Named by the CDC as an important tool to fight the damaging effects of these epidemics, accurate forecasts of influenza and influenza-like illness (ILI) forewarn public health officials about when, and where, seasonal influenza outbreaks will hit hardest. Multi-model ensemble forecasts---weighted combinations of component models---have shown positive results in forecasting. Ensemble forecasts of influenza outbreaks have been static, training on all past ILI data at the beginning of a season, generating a set of optimal weights for each model in the ensemble, and keeping the weights constant. We propose an adaptive ensemble forecast that (i) changes model weights week-by-week throughout the influenza season, (ii) only needs the current influenza season's data to make predictions, and (iii) by introducing a prior distribution, shrinks weights toward the reference equal weighting approach and adjusts for observed ILI percentages that are subject to future revisions. We investigate the prior's ability to impact adaptive ensemble performance and, after finding an optimal prior via a cross-validation approach, compare our adaptive ensemble's performance to equal-weighted and static ensembles. Applied to forecasts of short-term ILI incidence at the regional and national level in the US, our adaptive model outperforms a naive equal-weighted ensemble, and has similar or better performance to the static ensemble, which requires multiple years of training data. Adaptive ensembles are able to quickly train and forecast during epidemics, and provide a practical tool to public health officials looking for forecasts that can conform to unique features of a specific season.
Bayesian Robustness: A Nonasymptotic Viewpoint
Bhatia, Kush, Ma, Yi-An, Dragan, Anca D., Bartlett, Peter L., Jordan, Michael I.
The goal is to capture the sensitivity of inferential proc edures to the presence of outliers in the data and misspecifications in the modelling a ssumptions, and to mitigate overly large sensitivity. The Bayesian approach has been fo cused on capturing possible anomalies in the observed data via the model and in choosing p riors that have minimal effect on inferences. The frequentist approach, on the other hand, has focused on the development of estimators that identify and guard against o utliers in the data. We refer the reader to [ Hub11, Chap 15] for a comprehensive discussion.