Uncertainty
When Bayes, Ockham, and Shannon come together to define machine learning
Thanks to my CS7641 class at Georgia Tech in my MS Analytics program, where I discovered this concept and was inspired to write about it. It is somewhat surprising that among all the high-flying buzzwords of machine learning, we don't hear much about the one phrase which fuses some of the core concepts of statistical learning, information theory, and natural philosophy into a single three-word-combo. Moreover, it is not just an obscure and pedantic phrase meant for machine learning (ML) Ph.Ds and theoreticians. It has a precise and easily accessible meaning for anyone interested to explore, and a practical pay-off for the practitioners of ML and data science. I am talking about Minimum Description Length.
The principles of adaptation in organisms and machines I: machine learning, information theory, and thermodynamics
How do organisms recognize their environment by acquiring knowledge about the world, and what actions do they take based on this knowledge? This article examines hypotheses about organisms' adaptation to the environment from machine learning, information-theoretic, and thermodynamic perspectives. We start with constructing a hierarchical model of the world as an internal model in the brain, and review standard machine learning methods to infer causes by approximately learning the model under the maximum likelihood principle. This in turn provides an overview of the free energy principle for an organism, a hypothesis to explain perception and action from the principle of least surprise. Treating this statistical learning as communication between the world and brain, learning is interpreted as a process to maximize information about the world. We investigate how the classical theories of perception such as the infomax principle relates to learning the hierarchical model. We then present an approach to the recognition and learning based on thermodynamics, showing that adaptation by causal learning results in the second law of thermodynamics whereas inference dynamics that fuses observation with prior knowledge forms a thermodynamic process. These provide a unified view on the adaptation of organisms to the environment.
A Review of Stochastic Block Models and Extensions for Graph Clustering
Lee, Clement, Wilkinson, Darren J
There have been rapid developments in model-based clustering of graphs, also known as block modelling, over the last ten years or so. We review different approaches and extensions proposed for different aspects in this area, such as the type of the graph, the clustering approach, the inference approach, and whether the number of groups is selected or estimated. We then review unsupervised learning of texts, also known as topic modelling, as the two areas are closely related. Also reviewed are the models that combine block modelling with topic modelling, as such incorporations are natural because both areas have the same goal of model-based clustering. How different approaches cope with various issues will be summarised and compared, to facilitate the demand of practitioners for a concise overview of the current status of these two areas of literature.
An alternative approach to coherent choice functions
De Bock, Jasper, de Cooman, Gert
Choice functions constitute a simple, direct and very general mathematical framework for modelling choice under uncertainty. In particular, they are able to represent the set-valued choices that appear in imprecise-probabilistic decision making. We provide these choice functions with a clear interpretation in terms of desirability, use this interpretation to derive a set of basic coherence axioms, and show that this notion of coherence leads to a representation in terms of sets of strict preference orders. By imposing additional properties such as totality, the mixing property and Archimedeanity, we obtain representation in terms of sets of strict total orders, lexicographic probability systems, coherent lower previsions or linear previsions.
Deeper Connections between Neural Networks and Gaussian Processes Speed-up Active Learning
Tsymbalov, Evgenii, Makarychev, Sergei, Shapeev, Alexander, Panov, Maxim
Active learning methods for neural networks are usually based on greedy criteria which ultimately give a single new design point for the evaluation. Such an approach requires either some heuristics to sample a batch of design points at one active learning iteration, or retraining the neural network after adding each data point, which is computationally inefficient. Moreover, uncertainty estimates for neural networks sometimes are overconfident for the points lying far from the training sample. In this work we propose to approximate Bayesian neural networks (BNN) by Gaussian processes, which allows us to update the uncertainty estimates of predictions efficiently without retraining the neural network, while avoiding overconfident uncertainty prediction for out-of-sample points. In a series of experiments on real-world data including large-scale problems of chemical and physical modeling, we show superiority of the proposed approach over the state-of-the-art methods.
Clustering by the local intrinsic dimension: the hidden structure of real-world data
Allegra, Michele, Facco, Elena, Laio, Alessandro, Mira, Antonietta
It is well known that a small number of variables is often sufficient to effectively describe high-dimensional data. This number is called the intrinsic dimension (ID) of the data. What is not so commonly known is that the ID can vary within the same dataset. This fact has been highlighted in technical discussions, but seldom exploited to gain practical insight in the data structure. Here we develop a simple and robust approach to cluster regions with the same local ID in a given data landscape. Surprisingly, we find that many real-world data sets contain regions with widely heterogeneous dimensions. These regions host points differing in core properties: folded vs unfolded configurations in a protein molecular dynamics trajectory, active vs non-active regions in brain imaging data, and firms with different financial risk in company balance sheets. Our results show that a simple topological feature, the local ID, is sufficient to uncover a rich structure in high-dimensional data landscapes. Introduction From string theory to science fiction, the idea that we might be glued onto a lowdimensional surface embedded in a space of large dimensionality has tickled the speculations of scientists and writers alike. When it comes to multidimensional data, however, such situation is quite common rather than a wild speculation: data often concentrate on hypersurfaces of low intrinsic dimension (ID).
Architecting Dependable Learning-enabled Autonomous Systems: A Survey
Cheng, Chih-Hong, Gulati, Dhiraj, Yan, Rongjie
We provide a summary over architectural approaches that can be used to construct dependable learning-enabled autonomous systems, with a focus on automated driving. We consider three technology pillars for architecting dependable autonomy, namely diverse redundancy, information fusion, and runtime monitoring. For learning-enabled components, we additionally summarize recent architectural approaches to increase the dependability beyond standard convolutional neural networks. We conclude the study with a list of promising research directions addressing the challenges of existing approaches.
On Constrained Open-World Probabilistic Databases
Friedman, Tal, Broeck, Guy Van den
Increasing amounts of available data have led to a heightened need for representing large-scale probabilistic knowledge bases. One approach is to use a probabilistic database, a model with strong assumptions that allow for efficiently answering many interesting queries. Recent work on open-world probabilistic databases strengthens the semantics of these probabilistic databases by discarding the assumption that any information not present in the data must be false. While intuitive, these semantics are not sufficiently precise to give reasonable answers to queries. We propose overcoming these issues by using constraints to restrict this open world. We provide an algorithm for one class of queries, and establish a basic hardness result for another. Finally, we propose an efficient and tight approximation for a large class of queries.
Learning Logistic Circuits
Liang, Yitao, Broeck, Guy Van den
This paper proposes a new classification model called logistic circuits. On MNIST and Fashion datasets, our learning algorithm outperforms neural networks that have an order of magnitude more parameters. Yet, logistic circuits have a distinct origin in symbolic AI, forming a discriminative counterpart to probabilistic-logical circuits such as ACs, SPNs, and PSDDs. We show that parameter learning for logistic circuits is convex optimization, and that a simple local search algorithm can induce strong model structures from data.
Function Space Particle Optimization for Bayesian Neural Networks
Wang, Ziyu, Ren, Tongzheng, Zhu, Jun, Zhang, Bo
While Bayesian neural networks (BNNs) have drawn increasing attention, their posterior inference remains challenging, due to the high-dimensional and over-parameterized nature. To address this issue, several highly flexible and scalable variational inference procedures based on the idea of particle optimization have been proposed. These methods directly optimize a set of particles to approximate the target posterior. However, their application to BNNs often yields sub-optimal performance, as such methods have a particular failure mode on over-parameterized models. In this paper, we propose to solve this issue by performing particle optimization directly in the space of regression functions. We demonstrate through extensive experiments that our method successfully overcomes this issue, and outperforms strong baselines in a variety of tasks including prediction, defense against adversarial examples, and reinforcement learning.