Uncertainty
A Self-supervised Approach to Hierarchical Forecasting with Applications to Groupwise Synthetic Controls
Mishchenko, Konstantin, Montgomery, Mallory, Vaggi, Federico
When forecasting time series with a hierarchical structure, the existing state of the art is to forecast each time series independently, and, in a post-treatment step, to reconcile the time series in a way that respects the hierarchy (Hyndman et al., 2011; Wickramasuriya et al., 2018). We propose a new loss function that can be incorporated into any maximum likelihood objective with hierarchical data, resulting in reconciled estimates with confidence intervals that correctly account for additional uncertainty due to imperfect reconciliation. We evaluate our method using a non-linear model and synthetic data on a counterfactual forecasting problem, where we have access to the ground truth and contemporaneous covariates, and show that we largely improve over the existing state-of-the-art method.
An Unsupervised Bayesian Neural Network for Truth Discovery
The problem of estimating event truths from conflicting agent opinions is investigated. An autoencoder learns the complex relationships between event truths, agent reliabilities and agent observations. A Bayesian network model is proposed to guide the learning of the autoencoder by modeling the dependence of agent reliabilities corresponding to different data samples. At the same time, it also models the social relationships between agents in the network. The proposed approach is unsupervised and is applicable when ground truth labels of events are unavailable. A variational inference method is used to jointly estimate the hidden variables in the Bayesian network and the parameters in the autoencoder. Simulations and experiments on real data suggest that the proposed method performs better than several other inference methods, including majority voting, the Bayesian Classifier Combination (BCC) method, the Community BCC method, and the recently proposed VISIT method.
A Review of Statistical Learning Machines from ATR to DNA Microarrays: design, assessment, and advice for practitioners
Statistical Learning is the process of estimating an unknown probabilistic input-output relationship of a system using a limited number of observations; and a statistical learning machine (SLM) is the machine that learned such a process. While their roots grow deeply in Probability Theory, SLMs are ubiquitous in the modern world. Automatic Target Recognition (ATR) in military applications, Computer Aided Diagnosis (CAD) in medical imaging, DNA microarrays in Genomics, Optical Character Recognition (OCR), Speech Recognition (SR), spam email filtering, stock market prediction, etc., are few examples and applications for SLM; diverse fields but one theory. The field of Statistical Learning can be decomposed to two basic subfields, Design and Assessment. Three main groups of specializations-namely statisticians, engineers, and computer scientists (ordered ascendingly by programming capabilities and descendingly by mathematical rigor)-exist on the venue of this field and each takes its elephant bite. Exaggerated rigorous analysis of statisticians sometimes deprives them from considering new ML techniques and methods that, yet, have no "complete" mathematical theory. On the other hand, immoderate add-hoc simulations of computer scientists sometimes derive them towards unjustified and immature results. A prudent approach is needed that has the enough flexibility to utilize simulations and trials and errors without sacrificing any rigor. If this prudent attitude is necessary for this field it is necessary, as well, in other fields of Engineering.
Program Synthesis and Semantic Parsing with Learned Code Idioms
Shin, Richard, Allamanis, Miltiadis, Brockschmidt, Marc, Polozov, Oleksandr
Program synthesis of general-purpose source code from natural language specifications is challenging due to the need to reason about high-level patterns in the target program and low-level implementation details at the same time. In this work, we present PATOIS, a system that allows a neural program synthesizer to explicitly interleave high-level and low-level reasoning at every generation step. It accomplishes this by automatically mining common code idioms from a given corpus, incorporating them into the underlying language for neural synthesis, and training a tree-based neural synthesizer to use these idioms during code generation. We evaluate PATOIS on two complex semantic parsing datasets and show that using learned code idioms improves the synthesizer's accuracy.
Soft computing methods for multiobjective location of garbage accumulation points in smart cities
Toutouh, Jamal, Rossit, Diego, Nesmachnow, Sergio
This article describes the application of soft computing methods for solving the problem of locating garbage accumulation points in urban scenarios. This is a relevant problem in modern smart cities, in order to reduce negative environmental and social impacts in the waste management process, and also to optimize the available budget from the city administration to install waste bins. A specific problem model is presented, which accounts for reducing the investment costs, enhance the number of citizens served by the installed bins, and the accessibility to the system. A family of single- and multi-objective heuristics based on the PageRank method and two mutiobjective evolutionary algorithms are proposed. Experimental evaluation performed on real scenarios on the cities of Montevideo (Uruguay) and Bahia Blanca (Argentina) demonstrates the effectiveness of the proposed approaches. The methods allow computing plannings with different trade-off between the problem objectives. The computed results improve over the current planning in Montevideo and provide a reasonable budget cost and quality of service for Bahia Blanca.
A Review on Neural Network Models of Schizophrenia and Autism Spectrum Disorder
Lanillos, Pablo, Oliva, Daniel, Philippsen, Anja, Yamashita, Yuichi, Nagai, Yukie, Cheng, Gordon
This survey presents the most relevant neural network models of autism spectrum disorder and schizophrenia, from the first connectionist models to recent deep network architectures. We analyzed and compared the most representative symptoms with its neural model counterpart, detailing the alteration introduced in the network that generates each of the symptoms, and identifying their strengths and weaknesses. For completeness we additionally cross-compared Bayesian and free-energy approaches. Models of schizophrenia mainly focused on hallucinations and delusional thoughts using neural disconnections or inhibitory imbalance as the predominating alteration. Models of autism rather focused on perceptual difficulties, mainly excessive attention to environment details, implemented as excessive inhibitory connections or increased sensory precision. We found an excessive tight view of the psychopathologies around one specific and simplified effect, usually constrained to the technical idiosyncrasy of the network used. Recent theories and evidence on sensorimotor integration and body perception combined with modern neural network architectures offer a broader and novel spectrum to approach these psychopathologies, outlining the future research on neural networks computational psychiatry, a powerful asset for understanding the inner processes of the human brain.
Modeling Multi-Vehicle Interaction Scenarios Using Gaussian Random Field
Guo, Yaohui, Kalidindi, Vinay Varma, Arief, Mansur, Wang, Wenshuo, Zhu, Jiacheng, Peng, Huei, Zhao, Ding
Autonomous vehicles (AV) are expected to navigate in complex traffic scenarios with multiple surrounding vehicles. The correlations between road users vary over time, the degree of which, in theory, could be infinitely large, and thus posing a great challenge in modeling and predicting the driving environment. In this research, we propose a method to reproduce such high-dimensional scenarios in a finitely tractable form by defining a stochastic vector field model in multi-vehicle interactions. We then apply non-parametric Bayesian learning to extract the underlying motion patterns from a large quantity of naturalistic traffic data. We use Gaussian process to model multi-vehicle motion, and Dirichlet process to assign each observation to a specific scenario. We implement the proposed method on NGSim highway and intersection data sets, in which complex multi-vehicle interactions are prevalent. The results show that the proposed method is capable of capturing motion patterns from both settings, without imposing heroic prior, hence can be applied for a wide array of traffic situations. The proposed modeling can enable simulation platforms and other testing methods designed for AV evaluation, to easily model and generate traffic scenarios emulating large scale driving data.
Certifiably Optimal Sparse Inverse Covariance Estimation
Bertsimas, Dimitris, Lamperski, Jourdain, Pauphilet, Jean
We consider the maximum likelihood estimation of sparse inverse covariance matrices. We demonstrate that current heuristic approaches primarily encourage robustness, instead of the desired sparsity. We give a novel approach that solves the cardinality constrained likelihood problem to certifiable optimality. The approach uses techniques from mixed-integer optimization and convex optimization, and provides a high-quality solution with a guarantee on its suboptimality, even if the algorithm is terminated early. Using a variety of synthetic and real datasets, we demonstrate that our approach can solve problems where the dimension of the inverse covariance matrix is up to 1,000s. We also demonstrate that our approach produces significantly sparser solutions than Glasso and other popular learning procedures, makes less false discoveries, while still maintaining state-of-the-art accuracy.
Fault Matters: Sensor Data Fusion for Detection of Faults using Dempster-Shafer Theory of Evidence in IoT-Based Applications
Ghosh, Nimisha, Paul, Rourab, Maity, Satyabrata, Maity, Krishanu, Saha, Sayantan
Fault detection in sensor nodes is a pertinent issue that has been an important area of research for a very long time. But it is not explored much as yet in the context of Internet of Things. Internet of Things work with a massive amount of data so the responsibility for guaranteeing the accuracy of the data also lies with it. Moreover, a lot of important and critical decisions are made based on these data, so ensuring its correctness and accuracy is also very important. Also, the detection needs to be as precise as possible to avoid negative alerts. For this purpose, this work has adopted Dempster-Shafer Theory of Evidence which is a popular learning method to collate the information from sensors to come up with a decision regarding the faulty status of a sensor node. To verify the validity of the proposed method, simulations have been performed on a benchmark data set and data collected through a test bed in a laboratory set-up. For the different types of faults, the proposed method shows very competent accuracy for both the benchmark (99.8%) and laboratory data sets (99.9%) when compared to the other state-of-the-art machine learning techniques.
Quality of Uncertainty Quantification for Bayesian Neural Network Inference
Yao, Jiayu, Pan, Weiwei, Ghosh, Soumya, Doshi-Velez, Finale
Bayesian Neural Networks (BNNs) place priors There exists a large body of work to improve the quality of over the parameters in a neural network. Inference inference for Bayesian neural networks (BNNs) by improving in BNNs, however, is difficult; all inference the approximate inference procedure (e.g. Graves 2011; methods for BNNs are approximate. In this work, Blundell et al. 2015; Hernández-Lobato et al. 2016, to name we empirically compare the quality of predictive a few), or by improving the flexibility of the variational uncertainty estimates for 10 common inference approximation for variational inference (e.g.