Uncertainty
High-Dimensional Bayesian Optimization with Manifold Gaussian Processes
Moriconi, Riccardo, Kumar, K. S. Sesh, Deisenroth, Marc P.
Bayesian optimization (BO) is a powerful approach for seeking the global optimum of expensive black-box functions and has proven successful for fine tuning hyper-parameters of machine learning models. The Bayesian optimization routine involves learning a response surface and maximizing a score to select the most valuable inputs to be queried at the next iteration. These key steps are subject to the curse of dimensionality so that Bayesian optimization does not scale beyond 10--20 parameters. In this work, we address this issue and propose a high-dimensional BO method that learns a nonlinear low-dimensional manifold of the input space. We achieve this with a multi-layer neural network embedded in the covariance function of a Gaussian process. This approach applies unsupervised dimensionality reduction as a byproduct of a supervised regression solution. This also allows exploiting data efficiency of Gaussian process models in a Bayesian framework. We also introduce a nonlinear mapping from the manifold to the high-dimensional space based on multi-output Gaussian processes and jointly train it end-to-end via marginal likelihood maximization. We show this intrinsically low-dimensional optimization outperforms recent baselines in high-dimensional BO literature on a set of benchmark functions in 60 dimensions.
Model Comparison for Semantic Grouping
Vargas, Francisco, Brestnichki, Kamen, Hammerla, Nils
We introduce a probabilistic framework for quantifying the semantic similarity between two groups of embeddings. We formulate the task of semantic similarity as a model comparison task in which we contrast a generative model which jointly models two sentences versus one that does not. We illustrate how this framework can be used for the Semantic Textual Similarity tasks using clear assumptions about how the embeddings of words are generated. We apply model comparison that utilises information criteria to address some of the shortcomings of Bayesian model comparison, whilst still penalising model complexity. We achieve competitive results by applying the proposed framework with an appropriate choice of likelihood on the STS datasets.
Interpretable multiclass classification by MDL-based rule lists
Proença, Hugo M., van Leeuwen, Matthijs
Interpretable classifiers have recently witnessed an increase in attention from the data mining community because they are inherently easier to understand and explain than their more complex counterparts. Examples of interpretable classification models include decision trees, rule sets, and rule lists. Learning such models often involves optimizing hyperparameters, which typically requires substantial amounts of data and may result in relatively large models. In this paper, we consider the problem of learning compact yet accurate probabilistic rule lists for multiclass classification. Specifically, we propose a novel formalization based on probabilistic rule lists and the minimum description length (MDL) principle. This results in virtually parameter-free model selection that naturally allows to trade-off model complexity with goodness of fit, by which overfitting and the need for hyperparameter tuning are effectively avoided. Finally, we introduce the Classy algorithm, which greedily finds rule lists according to the proposed criterion. We empirically demonstrate that Classy selects small probabilistic rule lists that outperform state-of-the-art classifiers when it comes to the combination of predictive performance and interpretability. We show that Classy is insensitive to its only parameter, i.e., the candidate set, and that compression on the training set correlates with classification performance, validating our MDL-based selection criterion.
Learning from Implicit Information in Natural Language Instructions for Robotic Manipulations
Can, Ozan Arkan, Martires, Pedro Zuidberg Dos, Persson, Andreas, Gaal, Julian, Loutfi, Amy, De Raedt, Luc, Yuret, Deniz, Saffiotti, Alessandro
Human-robot interaction often occurs in the form of instructions given from a human to a robot. For a robot to successfully follow instructions, a common representation of the world and objects in it should be shared between humans and the robot so that the instructions can be grounded. Achieving this representation can be done via learning, where both the world representation and the language grounding are learned simultaneously. However, in robotics this can be a difficult task due to the cost and scarcity of data. In this paper, we tackle the problem by separately learning the world representation of the robot and the language grounding. While this approach can address the challenges in getting sufficient data, it may give rise to inconsistencies between both learned components. Therefore, we further propose Bayesian learning to resolve such inconsistencies between the natural language grounding and a robot's world representation by exploiting spatio-relational information that is implicitly present in instructions given by a human. Moreover, we demonstrate the feasibility of our approach on a scenario involving a robotic arm in the physical world.
Online Causal Structure Learning in the Presence of Latent Variables
Kocacoban, Durdane, Cussens, James
We present two online causal structure learning algorithms which can track changes in a causal structure and process data in a dynamic real-time manner. Standard causal structure learning algorithms assume that causal structure does not change during the data collection process, but in real-world scenarios, it does often change. Therefore, it is inappropriate to handle such changes with existing batch-learning approaches, and instead, a structure should be learned in an online manner. The online causal structure learning algorithms we present here can revise correlation values without reprocessing the entire dataset and use an existing model to avoid relearning the causal links in the prior model, which still fit data. Proposed algorithms are tested on synthetic and real-world datasets, the latter being a seasonally adjusted commodity price index dataset for the U.S. The online causal structure learning algorithms outperformed standard FCI by a large margin in learning the changed causal structure correctly and efficiently when latent variables were present.
Ensemble Distribution Distillation
Malinin, Andrey, Mlodozeniec, Bruno, Gales, Mark
Ensemble of Neural Network (NN) models are known to yield improvements in accuracy. Furthermore, they have been empirically shown to yield robust measures of uncertainty, though without theoretical guarantees. However, ensembles come at high computational and memory cost, which may be prohibitive for certain application. There has been significant work done on the distillation of an ensemble into a single model. Such approaches decrease computational cost and allow a single model to achieve accuracy comparable to that of an ensemble. However, information about the \emph{diversity} of the ensemble, which can yield estimates of \emph{knowledge uncertainty}, is lost. Recently, a new class of models, called Prior Networks, has been proposed, which allows a single neural network to explicitly model a distribution over output distributions, effectively emulating an ensemble. In this work ensembles and Prior Networks are combined to yield a novel approach called \emph{Ensemble Distribution Distillation} (EnD$^2$), which allows distilling an ensemble into a single Prior Network. This allows a single model to retain both the improved classification performance as well as measures of diversity of the ensemble. In this initial investigation the properties of EnD$^2$ have been investigated and confirmed on an artificial dataset.
Predictive Situation Awareness for Ebola Virus Disease using a Collective Intelligence Multi-Model Integration Platform: Bayes Cloud
Park, Cheol Young, Matsumoto, Shou, Ha, Jubyung, Park, YoungWon
The humanity has been facing a plethora of challenges associated with infectious diseases, which kill more than 6 million people a year. Although continuous efforts have been applied to relieve the potential damages from such misfortunate events, it is unquestionable that there are many persisting challenges yet to overcome. One related issue we particularly address here is the assessment and prediction of such epidemics. In this field of study, traditional and ad-hoc models frequently fail to provide proper predictive situation awareness (PSAW), characterized by understanding the current situations and predicting the future situations. Comprehensive PSAW for infectious disease can support decision making and help to hinder disease spread. In this paper, we develop a computing system platform focusing on collective intelligence causal modeling, in order to support PSAW in the domain of infectious disease. Analyses of global epidemics require integration of multiple different data and models, which can be originated from multiple independent researchers. These models should be integrated to accurately assess and predict the infectious disease in terms of holistic view. The system shall provide three main functions: (1) collaborative causal modeling, (2) causal model integration, and (3) causal model reasoning. These functions are supported by subject-matter expert and artificial intelligence (AI), with uncertainty treatment. Subject-matter experts, as collective intelligence, develop causal models and integrate them as one joint causal model. The integrated causal model shall be used to reason about: (1) the past, regarding how the causal factors have occurred; (2) the present, regarding how the spread is going now; and (3) the future, regarding how it will proceed. Finally, we introduce one use case of predictive situation awareness for the Ebola virus disease.
Encoding Categorical Variables with Conjugate Bayesian Models for WeWork Lead Scoring Engine
Slakey, Austin, Salas, Daniel, Schamroth, Yoni
Applied Data Scientists throughout various industries are commonly faced with the challenging task of encoding high-cardinality categorical features into digestible inputs for machine learning algorithms. This paper describes a Bayesian encoding technique developed for WeWork's lead scoring engine which outputs the probability of a person touring one of our office spaces based on interaction, enrichment, and geospatial data. We present a paradigm for ensemble modeling which mitigates the need to build complicated preprocessing and encoding schemes for categorical variables. In particular, domain-specific conjugate Bayesian models are employed as base learners for features in a stacked ensemble model. For each column of a categorical feature matrix we fit a problem-specific prior distribution, for example, the Beta distribution for a binary classification problem. In order to analytically derive the moments of the posterior distribution, we update the prior with the conjugate likelihood of the corresponding target variable for each unique value of the given categorical feature. This function of column and value encodes the categorical feature matrix so that the final learner in the ensemble model ingests low-dimensional numerical input. Experimental results on both curated and real world datasets demonstrate impressive accuracy and computational efficiency on a variety of problem archetypes. Particularly, for the lead scoring engine at WeWork -- where some categorical features have as many as 300,000 levels -- we have seen an AUC improvement from 0.87 to 0.97 through implementing conjugate Bayesian model encoding.
Neuromorphic Acceleration for Approximate Bayesian Inference on Neural Networks via Permanent Dropout
Wycoff, Nathan, Balaprakash, Prasanna, Xia, Fangfang
As neural networks have begun performing increasingly critical tasks for society, ranging from driving cars to identifying candidates for drug development, the value of their ability to perform uncertainty quantification (UQ) in their predictions has risen commensurately. Permanent dropout, a popular method for neural network UQ, involves injecting stochasticity into the inference phase of the model and creating many predictions for each of the test data. This shifts the computational and energy burden of deep neural networks from the training phase to the inference phase. Recent work has demonstrated near-lossless conversion of classical deep neural networks to their spiking counterparts. We use these results to demonstrate the feasibility of conducting the inference phase with permanent dropout on spiking neural networks, mitigating the technique's computational and energy burden, which is essential for its use at scale or on edge platforms. We demonstrate the proposed approach via the Nengo spiking neural simulator on a combination drug therapy dataset for cancer treatment, where UQ is critical. Our results indicate that the spiking approximation gives a predictive distribution practically indistinguishable from that given by the classical network.
A Review of Modularization Techniques in Artificial Neural Networks
Artificial neural networks (ANNs) have achieved significant success in tackling classical and modern machine learning problems. As learning problems grow in scale and complexity, and expand into multi-disciplinary territory, a more modular approach for scaling ANNs will be needed. Modular neural networks (MNNs) are neural networks that embody the concepts and principles of modularity. MNNs adopt a large number of different techniques for achieving modularization. Previous surveys of modularization techniques are relatively scarce in their systematic analysis of MNNs, focusing mostly on empirical comparisons and lacking an extensive taxonomical framework. In this review, we aim to establish a solid taxonomy that captures the essential properties and relationships of the different variants of MNNs. Based on an investigation of the different levels at which modularization techniques act, we attempt to provide a universal and systematic framework for theorists studying MNNs, also trying along the way to emphasise the strengths and weaknesses of different modularization approaches in order to highlight good practices for neural network practitioners.