Uncertainty
What's to know? Uncertainty as a Guide to Asking Goal-oriented Questions
Abbasnejad, Ehsan, Wu, Qi, Shi, Javen, Hengel, Anton van den
One of the core challenges in Visual Dialogue problems is asking the question that will provide the most useful information towards achieving the required objective. Encouraging an agent to ask the right questions is difficult because we don't know a-priori what information the agent will need to achieve its task, and we don't have an explicit model of what it knows already. We propose a solution to this problem based on a Bayesian model of the uncertainty in the implicit model maintained by the visual dialogue agent, and in the function used to select an appropriate output. By selecting the question that minimises the predicted regret with respect to this implicit model the agent actively reduces ambiguity. The Bayesian model of uncertainty also enables a principled method for identifying when enough information has been acquired, and an action should be selected. We evaluate our approach on two goal-oriented dialogue datasets, one for visual-based collaboration task and the other for a negotiation-based task. Our uncertainty-aware information-seeking model outperforms its counterparts in these two challenging problems.
Probabilistic Class-Specific Discriminant Analysis
Abstract--In this paper we formulate a probabilistic model for class-specific discriminant subspace learning. The proposed model can naturally incorporate the multi-modal structure of the negative class, which is neglected by existing methods. Moreover, it can be directly used to define a probabilistic classification rule in the discriminant subspace. We show that existing class-specific discriminant analysis methods are special cases of the proposed probabilistic model and, by casting them as probabilistic models, they can be extended to class-specific classifiers. We illustrate the performance of the proposed model, in comparison with that of related methods, in both verification and classification problems.
Factorization of Dempster-Shafer Belief Functions Based on Data
Matuszewski, Andrzej, Kłopotek, Mieczysław A.
The Dempster-Shafer (DS) Theory (DST) or the Theory of Evidence is considered by many researchers as an appropriate tool to represent various 2 ANDRZEJ MATUSZEWSKI, MIECZYS lAW A. K lOPOTEK aspects of human dealing with uncertain knowledge, especially for representation ofpartial ignorance. However, one particular obstacle in applying DST is its relationship to frequencies [12]. Though, in general a belief function may be derived from frequencies under some particular database representation [5], there exist serious difficulties in finding factorizations of belief functions from data. In probability theory and in classical statistics the factorizations are usually related to notion of (conditional) independence and such possibility istested accordingly. However, in DST conditional belief distributions prove to be non-proper belief functions (that is ones connected with negative "frequencies").This makes statistical testing of potential conditional independencies practically impossible, as no coherent interpretation could be found so far for negative belief function values.
Bayesian deep neural networks for low-cost neurophysiological markers of Alzheimer's disease severity
Fruehwirt, Wolfgang, Cobb, Adam D., Mairhofer, Martin, Weydemann, Leonard, Garn, Heinrich, Schmidt, Reinhold, Benke, Thomas, Dal-Bianco, Peter, Ransmayr, Gerhard, Waser, Markus, Grossegger, Dieter, Zhang, Pengfei, Dorffner, Georg, Roberts, Stephen
As societies around the world are ageing, the number of Alzheimer's disease (AD) patients is rapidly increasing. To date, no low-cost, non-invasive biomarkers have been established to advance the objectivization of AD diagnosis and progression assessment. Here, we utilize Bayesian neural networks to develop a multivariate predictor for AD severity using a wide range of quantitative EEG (QEEG) markers. The Bayesian treatment of neural networks both automatically controls model complexity and provides a predictive distribution over the target function, giving uncertainty bounds for our regression task. It is therefore well suited to clinical neuroscience, where data sets are typically sparse and practitioners require a precise assessment of the predictive uncertainty. We use data of one of the largest prospective AD EEG trials ever conducted to demonstrate the potential of Bayesian deep learning in this domain, while comparing two distinct Bayesian neural network approaches, i.e., Monte Carlo dropout and Hamiltonian Monte Carlo.
Gaussian Process Deep Belief Networks: A Smooth Generative Model of Shape with Uncertainty Propagation
Di Martino, Alessandro, Bodin, Erik, Ek, Carl Henrik, Campbell, Neill D. F.
The shape of an object is an important characteristic for many vision problems such as segmentation, detection and tracking. Being independent of appearance, it is possible to generalize to a large range of objects from only small amounts of data. However, shapes represented as silhouette images are challenging to model due to complicated likelihood functions leading to intractable posteriors. In this paper we present a generative model of shapes which provides a low dimensional latent encoding which importantly resides on a smooth manifold with respect to the silhouette images. The proposed model propagates uncertainty in a principled manner allowing it to learn from small amounts of data and providing predictions with associated uncertainty. We provide experiments that show how our proposed model provides favorable quantitative results compared with the state-of-the-art while simultaneously providing a representation that resides on a low-dimensional interpretable manifold.
Doubly Bayesian Optimization
Bayesian optimization (BO) is a powerful method for optimizing complex black-box functions that are costly to evaluate directly. Although useful out of the box, complexities arise when the domain exhibits non-smooth structure, noise, or greater than five dimensions. Extending BO for these issues is non-trivial, which is why we suggest casting BO methods into the probabilistic programming paradigm. These systems (PPS) enable users to encode model structure and naturally reason about uncertainties, which can be leveraged towards improved BO methods. Here we present a probabilistic domain-specific language where BO is native, showing the Bayesian approach to optimization is more naturally expressed in a PPS, and better equipped to address the above issues. We validate the approach on standard optimization benchmarks, while demonstrating the utility of programmable structure to address the inner-optimization problem of BO. Importantly, we also show that the framework enables the user to more readily use advanced techniques such as unscented BO and noisy expected improvement.
Recent Advances in Autoencoder-Based Representation Learning
Tschannen, Michael, Bachem, Olivier, Lucic, Mario
Learning useful representations with little or no supervision is a key challenge in artificial intelligence. We provide an in-depth review of recent advances in representation learning with a focus on autoencoder-based models. To organize these results we make use of meta-priors believed useful for downstream tasks, such as disentanglement and hierarchical organization of features. In particular, we uncover three main mechanisms to enforce such properties, namely (i) regularizing the (approximate or aggregate) posterior distribution, (ii) factorizing the encoding and decoding distribution, or (iii) introducing a structured prior distribution. While there are some promising results, implicit or explicit supervision remains a key enabler and all current methods use strong inductive biases and modeling assumptions. Finally, we provide an analysis of autoencoder-based representation learning through the lens of rate-distortion theory and identify a clear tradeoff between the amount of prior knowledge available about the downstream tasks, and how useful the representation is for this task.
Local Probabilistic Model for Bayesian Classification: a Generalized Local Classification Model
Mao, Chengsheng, Lu, Lijuan, Hu, Bin
In Bayesian classification, it is important to establish a probabilistic model for each class for likelihood estimation. Most of the previous methods modeled the probability distribution in the whole sample space. However, real-world problems are usually too complex to model in the whole sample space; some fundamental assumptions are required to simplify the global model, for example, the class conditional independence assumption for naive Bayesian classification. In this paper, with the insight that the distribution in a local sample space should be simpler than that in the whole sample space, a local probabilistic model established for a local region is expected much simpler and can relax the fundamental assumptions that may not be true in the whole sample space. Based on these advantages we propose establishing local probabilistic models for Bayesian classification. In addition, a Bayesian classifier adopting a local probabilistic model can even be viewed as a generalized local classification model; by tuning the size of the local region and the corresponding local model assumption, a fitting model can be established for a particular classification problem. The experimental results on several real-world datasets demonstrate the effectiveness of local probabilistic models for Bayesian classification.
Surrogate-assisted Bayesian inversion for landscape and basin evolution models
Chandra, Rohitash, Azam, Danial, Kapoor, Arpit, Müller, R. Dietmar
The complex and computationally expensive features of the forward landscape and sedimentary basin evolution models pose a major challenge in the development of efficient inference and optimization methods. Bayesian inference provides a methodology for estimation and uncertainty quantification of free model parameters. In our previous work, parallel tempering Bayeslands was developed as a framework for parameter estimation and uncertainty quantification for the landscape and basin evolution modelling software Badlands. Parallel tempering Bayeslands features high-performance computing with dozens of processing cores running in parallel to enhance computational efficiency. Although parallel computing is used, the procedure remains computationally challenging since thousands of samples need to be drawn and evaluated. In large-scale landscape and basin evolution problems, a single model evaluation can take from several minutes to hours, and in certain cases, even days. Surrogate-assisted optimization has been with successfully applied to a number of engineering problems. This motivates its use in optimisation and inference methods suited for complex models in geology and geophysics. Surrogates can speed up parallel tempering Bayeslands by developing computationally inexpensive surrogates to mimic expensive models. In this paper, we present an application of surrogate-assisted parallel tempering where that surrogate mimics a landscape evolution model including erosion, sediment transport and deposition, by estimating the likelihood function that is given by the model. We employ a machine learning model as a surrogate that learns from the samples generated by the parallel tempering algorithm. The results show that the methodology is effective in lowering the overall computational cost significantly while retaining the quality of solutions.
Encoding prior knowledge in the structure of the likelihood
Knollmüller, Jakob, Enßlin, Torsten A.
The inference of deep hierarchical models is problematic due to strong dependencies between the hierarchies. We investigate a specific transformation of the model parameters based on the multivariate distributional transform. This transformation is a special form of the reparametrization trick, flattens the hierarchy and leads to a standard Gaussian prior on all resulting parameters. The transformation also transfers all the prior information into the structure of the likelihood, hereby decoupling the transformed parameters a priori from each other. A variational Gaussian approximation in this standardized space will be excellent in situations of relatively uninformative data. Additionally, the curvature of the log-posterior is well-conditioned in directions that are weakly constrained by the data, allowing for fast inference in such a scenario. In an example we perform the transformation explicitly for Gaussian process regression with a priori unknown correlation structure. Deep models are inferred rapidly in highly and slowly in poorly informed situations. The flat model show exactly the opposite performance pattern. A synthesis of both, the deep and the flat perspective, provides their combined advantages and overcomes the individual limitations, leading to a faster inference.