Uncertainty
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; Hernรกndez-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.
Confidence Calibration for Convolutional Neural Networks Using Structured Dropout
Zhang, Zhilu, Dalca, Adrian V., Sabuncu, Mert R.
In classification applications, we often want probabilistic predictions to reflect confidence or uncertainty. Dropout, a commonly used training technique, has recently been linked to Bayesian inference, yielding an efficient way to quantify uncertainty in neural network models. However, as previously demonstrated, confidence estimates computed with a naive implementation of dropout can be poorly calibrated, particularly when using convolutional networks. In this paper, through the lens of ensemble learning, we associate calibration error with the correlation between the models sampled with dropout. Motivated by this, we explore the use of structured dropout to promote model diversity and improve confidence calibration. We use the SVHN, CIFAR-10 and CIFAR-100 datasets to empirically compare model diversity and confidence errors obtained using various dropout techniques. We also show the merit of structured dropout in a Bayesian active learning application.
Structure learning in graphical models by covariance queries
Lugosi, Gรกbor, Truszkowski, Jakub, Velona, Vasiliki, Zwiernik, Piotr
We study the problem of recovering the structure underlying large Gaussian graphical models. In high-dimensional problems it is often too costly to store the entire sample covariance matrix. We propose a new input model in which one can query single entries of the sample covariance matrix. We present computationally efficient algorithms for structure recovery in Gaussian graphical models with low query and computational complexity. Our algorithms work in a regime of tree-like graphs and, more generally, for graphs of small treewidth. Our results demonstrate that for large classes of graphs, the structure of the corresponding Gaussian graphical models can be determined much faster than even computing the empirical covariance matrix.
Inferring Latent dimension of Linear Dynamical System with Minimum Description Length
Time-invariant linear dynamical system arises in many real-world applications,and its usefulness is widely acknowledged. A practical limitation with this model is that its latent dimension that has a large impact on the model capability needs to be manually specified. It can be demonstrated that a lower-order model class could be totally nested into a higher-order class, and the corresponding likelihood is nondecreasing. Hence, criterion built on the likelihood is not appropriate for model selection. This paper addresses the issue and proposes a criterion for linear dynamical system based on the principle of minimum description length. The latent structure, which is omitted in previous work, is explicitly considered in this newly proposed criterion. Our work extends the principle of minimum description length and demonstrates its effectiveness in the tasks of model training. The experiments on both univariate and multivariate sequences confirm the good performance of our newly proposed method.
Parzen Filters for Spectral Decomposition of Signals
Oglic, Dino, Cvetkovic, Zoran, Sollich, Peter
We propose a novel family of band-pass filters for efficient spectral decomposition of signals. Previous work has already established the effectiveness of representations based on static band-pass filtering of speech signals (e.g., mel-frequency cepstral coefficients and deep scattering spectrum). A potential shortcoming of these approaches is the fact that the parameters specifying such a representation are fixed a priori and not learned using the available data. To address this limitation, we propose a family of filters defined via cosine modulations of Parzen windows, where the modulation frequency models the center of a spectral band-pass filter and the length of a Parzen window is inversely proportional to the filter width in the spectral domain. We propose to learn such a representation using stochastic variational Bayesian inference based on Gaussian dropout posteriors and sparsity inducing priors. Such a prior leads to an intractable integral defining the Kullback--Leibler divergence term for which we propose an effective approximation based on the Gauss--Hermite quadrature. Our empirical results demonstrate that the proposed approach is competitive with state-of-the-art models on speech recognition tasks.
Bayesian Optimization with Directionally Constrained Search
Bayesian optimization offers a flexible framework to optimize an objective function that is expensive to be evaluated. A Bayesian optimizer iteratively queries the function values on its carefully selected points. Subsequently, it makes a sensible recommendation about where the optimum locates based on its accumulated knowledge. This procedure usually demands a long execution time. In practice, however, there often exists a computational budget or an evaluation limitation allocated to an optimizer, due to the resource scarcity. This constraint demands an optimizer to be aware of its remaining budget and able to spend it wisely, in order to return as better a point as possible. In this paper, we propose a Bayesian optimization approach in this evaluation-limited scenario. Our approach is based on constraining searching directions so as to dedicate the model capability to the most promising area. It could be viewed as a combination of local and global searching policies, which aims at reducing inefficient exploration in the local searching areas, thus making a searching policy more efficient. Experimental studies are conducted on both synthetic and real-world applications. The results demonstrate the superior performance of our newly proposed approach in searching for the optimum within a prescribed evaluation budget.