Uncertainty
Hierarchical Fuzzy Opinion Networks: Top-Down for Social Organizations and Bottom-Up for Election
A fuzzy opinion is a Gaussian fuzzy set with the center representing the opinion and the standard deviation representing the uncertainty about the opinion, and a fuzzy opinion network is a connection of a number of fuzzy opinions in a structured way. In this paper, we propose: (a) a top-down hierarchical fuzzy opinion network to model how the opinion of a top leader is penetrated into the members in social organizations, and (b) a bottom-up fuzzy opinion network to model how the opinions of a large number of agents are agglomerated layer-by-layer into a consensus or a few opinions in the social processes such as an election. For the top-down hierarchical fuzzy opinion network, we prove that the opinions of all the agents converge to the leaders opinion, but the uncertainties of the agents in different groups are generally converging to different values. We demonstrate that the speed of convergence is greatly improved by organizing the agents in a hierarchical structure of small groups. For the bottom-up hierarchical fuzzy opinion network, we simulate how a wide spectrum of opinions are negotiating and summarizing with each other in a layer-by-layer fashion in some typical situations.
Training Complex Models with Multi-Task Weak Supervision
Ratner, Alexander, Hancock, Braden, Dunnmon, Jared, Sala, Frederic, Pandey, Shreyash, Ré, Christopher
As machine learning models continue to increase in complexity, collecting large hand-labeled training sets has become one of the biggest roadblocks in practice. Instead, weaker forms of supervision that provide noisier but cheaper labels are often used. However, these weak supervision sources have diverse and unknown accuracies, may output correlated labels, and may label different tasks or apply at different levels of granularity. We propose a framework for integrating and modeling such weak supervision sources by viewing them as labeling different related sub-tasks of a problem, which we refer to as the multi-task weak supervision setting. We show that by solving a matrix completion-style problem, we can recover the accuracies of these multi-task sources given their dependency structure, but without any labeled data, leading to higher-quality supervision for training an end model. Theoretically, we show that the generalization error of models trained with this approach improves with the number of unlabeled data points, and characterize the scaling with respect to the task and dependency structures. On three fine-grained classification problems, we show that our approach leads to average gains of 20.2 points in accuracy over a traditional supervised approach, 6.8 points over a majority vote baseline, and 4.1 points over a previously proposed weak supervision method that models tasks separately.
The Modeling of SDL Aiming at Knowledge Acquisition in Automatic Driving
Gu, Zecang, Liang, Yin, Zhang, Zhaoxi
In this paper we proposed an ultimate theory to solve the multi-target control problem through its introduction to the machine learning framework in automatic driving, which explored the implementation of excellent drivers' knowledge acquisition. Nowadays there exist some core problems that have not been fully realized by the researchers in automatic driving, such as the optimal way to control the multi-target objective functions of energy saving, safe driving, headway distance control and comfort driving, as well as the resolvability of the networks that automatic driving relied on and the high-performance chips like GPU on the complex driving environments. According to these problems, we developed a new theory to map multitarget objective functions in different spaces into the same one and thus introduced a machine learning framework of SDL(Super Deep Learning) for optimal multi-targetcontrol based on knowledge acquisition. We will present in this paper the optimal multi-target control by combining the fuzzy relationship of each multi-target objective function and the implementation of excellent drivers' knowledge acquired by machine learning. Theoretically, the impact of this method will exceed that of the fuzzy control method used in automatic train.
On Marginally Correct Approximations of Dempster-Shafer Belief Functions from Data
Kłopotek, Mieczysław A., Wierzchoń, Sławomir T.
Mathematical Theory of Evidence (MTE), a foundation for reasoning under partial ignorance, is blamed to leave frequencies outside (or aside of) its framework. The seriousness of this accusation is obvious: no experiment may be run to compare the performance of MTE-based models of real world processes against real world data. In this paper we consider this problem from the point of view of conditioning in the MTE. We describe the class of belief functions for which marginal consistency with observed frequencies may be achieved and conditional belief functions are proper belief functions,%\ and deal with implications for (marginal) approximation of general belief functions by this class of belief functions and for inference models in MTE.
Verification of deep probabilistic models
Dvijotham, Krishnamurthy, Garnelo, Marta, Fawzi, Alhussein, Kohli, Pushmeet
Probabilistic models are a critical part of the modern deep learning toolbox - ranging fromgenerative models (VAEs, GANs), sequence to sequence models used in machine translation and speech processing to models over functional spaces (conditional neuralprocesses, neural processes). Given the size and complexity of these models, safely deploying them in applications requires the development of tools to analyze their behavior rigorously and provide some guarantees that these models are consistent with a list of desirable properties or specifications. For example, a machine translation model should produce semantically equivalent outputs for innocuous changes in the input to the model. A functional regression model that is learning a distribution over monotonic functions should predict a larger value at a larger input. Verification of these properties requires a new framework that goes beyond notions of verification studied in deterministic feedforward networks, since requiring worst-case guarantees in probabilistic models is likely to produce conservative orvacuous results. We propose a novel formulation of verification for deep probabilistic models that take in conditioning inputs and sample latent variables in the course of producing an output: We require that the output of the model satisfies a linear constraint with high probability over the sampling of latent variables and for every choice of conditioning input to the model. We show that rigorous lower bounds on the probability that the constraint is satisfied can be obtained efficiently. Experiments with neural processes show that several properties of interest while modeling functional spaces can be modeled within this framework (monotonicity, convexity) and verified efficiently using our algorithms.
An Evolutionary Hierarchical Interval Type-2 Fuzzy Knowledge Representation System (EHIT2FKRS) for Travel Route Assignment
Zouari, Mariam, Baklouti, Nesrine, Medina, Javier Sanchez, Ayed, Mounir Ben, Alimi, Adel M.
Urban Traffic Networks are characterized by high dynamics of traffic flow and increased travel time, including waiting times. This leads to more complex road traffic management. The present research paper suggests an innovative advanced traffic management system based on Hierarchical Interval Type-2 Fuzzy Logic model optimized by the Particle Swarm Optimization (PSO) method. The aim of designing this system is to perform dynamic route assignment to relieve traffic congestion and limit the unexpected fluctuation effects on traffic flow. The suggested system is executed and simulated using SUMO, a well-known microscopic traffic simulator. For the present study, we have tested four large and heterogeneous metropolitan areas located in the cities of Sfax, Luxembourg, Bologna and Cologne. The experimental results proved the effectiveness of learning the Hierarchical Interval type-2 Fuzzy logic using real time particle swarm optimization technique PSO to accomplish multiobjective optimality regarding two criteria: number of vehicles that reach their destination and average travel time. The obtained results are encouraging, confirming the efficiency of the proposed system.
MLIC: A MaxSAT-Based framework for learning interpretable classification rules
Malioutov, Dmitry, Meel, Kuldeep S.
The wide adoption of machine learning approaches in the industry, government, medicine and science has renewed the interest in interpretable machine learning: many decisions are too important to be delegated to black-box techniques such as deep neural networks or kernel SVMs. Historically, problems of learning interpretable classifiers, including classification rules or decision trees, have been approached by greedy heuristic methods as essentially all the exact optimization formulations are NP-hard. Our primary contribution is a MaxSAT-based framework, called MLIC, which allows principled search for interpretable classification rules expressible in propositional logic. Our approach benefits from the revolutionary advances in the constraint satisfaction community to solve large-scale instances of such problems. In experimental evaluations over a collection of benchmarks arising from practical scenarios, we demonstrate its effectiveness: we show that the formulation can solve large classification problems with tens or hundreds of thousands of examples and thousands of features, and to provide a tunable balance of accuracy vs. interpretability. Furthermore, we show that in many problems interpretability can be obtained at only a minor cost in accuracy. The primary objective of the paper is to show that recent advances in the MaxSAT literature make it realistic to find optimal (or very high quality near-optimal) solutions to large-scale classification problems. The key goal of the paper is to excite researchers in both interpretable classification and in the CP community to take it further and propose richer formulations, and to develop bespoke solvers attuned to the problem of interpretable ML.
Efficient and Robust Machine Learning for Real-World Systems
Pernkopf, Franz, Roth, Wolfgang, Zoehrer, Matthias, Pfeifenberger, Lukas, Schindler, Guenther, Froening, Holger, Tschiatschek, Sebastian, Peharz, Robert, Mattina, Matthew, Ghahramani, Zoubin
While machine learning is traditionally a resource intensive task, embedded systems, autonomous navigation and the vision of the Internet-of-Things fuel the interest in resource efficient approaches. These approaches require a carefully chosen trade-off between performance and resource consumption in terms of computation and energy. On top of this, it is crucial to treat uncertainty in a consistent manner in all but the simplest applications of machine learning systems. In particular, a desideratum for any real-world system is to be robust in the presence of outliers and corrupted data, as well as being `aware' of its limits, i.e.\ the system should maintain and provide an uncertainty estimate over its own predictions. These complex demands are among the major challenges in current machine learning research and key to ensure a smooth transition of machine learning technology into every day's applications. In this article, we provide an overview of the current state of the art of machine learning techniques facilitating these real-world requirements. First we provide a comprehensive review of resource-efficiency in deep neural networks with focus on techniques for model size reduction, compression and reduced precision. These techniques can be applied during training or as post-processing and are widely used to reduce both computational complexity and memory footprint. As most (practical) neural networks are limited in their ways to treat uncertainty, we contrast them with probabilistic graphical models, which readily serve these desiderata by means of probabilistic inference. In that way, we provide an extensive overview of the current state-of-the-art of robust and efficient machine learning for real-world systems.
Estimation of multivariate asymmetric power GARCH models
Maïnassara, Yacouba Boubacar, Kadmiri, Othman, Saussereau, Bruno
It is now widely accepted that volatility models have to incorporate the so-called leverage effect in order to to model the dynamics of daily financial returns. We suggest a new class of multivariate power transformed asymmetric models. It includes several functional forms of multivariate GARCH models which are of great interest in financial modeling and time series literature. We provide an explicit necessary and sufficient condition to establish the strict stationarity of the model. We derive the asymptotic properties of the quasi-maximum likelihood estimator of the parameters. These properties are established both when the power of the transformation is known or is unknown. The asymptotic results are illustrated by Monte Carlo experiments. An application to real financial data is also proposed. Introduction The ARCH (AutoRegressive Conditional Heteroscedastic) model has been introduced by Engle (1982) in an univariate context. Since this work a lot of extensions have been proposed. A first one has been suggested four years latter, namely the GARCH (Generalised ARCH) model by Bollerslev (1986). This model had for goal to improve modeling by considering the past conditional variance (volatility). Their concept are based on the past conditional heteroscedasticity which depends on the past values of the return. A consequence is the volatility has the same magnitude for a negative or positive return. Financial series have their own characteristics which are usually difficult to reproduce artificially. An important characteristic is the leverage effect which consider negative returns differently than the positive returns. This is in contradiction with the construction of the GARCH model, because it cannot consider the asymmetry. The TGARCH (Threshold GARCH) model introduced by Rabemananjara and Zakoïan (1993) improve modeling because it considers the asymmetry since the volatility is determined by the past negative observations and the past positive observations with different weights. Various asymmetric GARCH processes are introduced in the econometric literature, for instance the EGARCH (Exponential GARCH) and the log GARCH models (see Francq et al. (2013) who studied the asymptotic properties of an EGARCH (1, 1) models).
Information geometry for approximate Bayesian computation
The goal of this paper is to explore the basic Approximate Bayesian Computation (ABC) algorithm via the lens of information theory. ABC is a widely used algorithm in cases where the likelihood of the data is hard to work with or intractable, but one can simulate from it. We use relative entropy ideas to analyze the behavior of the algorithm as a function of the thresholding parameter and of the size of the data. Relative entropy here is data driven as it depends on the values of the observed statistics. We allow different thresholding parameters for each different direction (i.e. for different observed statistic) and compute the weighted effect on each direction. The latter allows to find important directions via sensitivity analysis leading to potentially larger acceptance regions, which in turn brings the computational cost of the algorithm down for the same level of accuracy. In addition, we also investigate the bias of the estimators for generic observables as a function of both the thresholding parameters and the size of the data. Our analysis provides error bounds on performance for positive tolerances and finite sample sizes. Simulation studies complement and illustrate the theoretical results.