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 Uncertainty


Hybrid-MST: A Hybrid Active Sampling Strategy for Pairwise Preference Aggregation

arXiv.org Machine Learning

In this paper we present a hybrid active sampling strategy for pairwise preference aggregation, which aims at recovering the underlying rating of the test candidates from sparse and noisy pairwise labelling. Our method employs Bayesian optimization framework and Bradley-Terry model to construct the utility function, then to obtain the Expected Information Gain (EIG) of each pair. For computational efficiency, Gaussian-Hermite quadrature is used for estimation of EIG. In this work, a hybrid active sampling strategy is proposed, either using Global Maximum (GM) EIG sampling or Minimum Spanning Tree (MST) sampling in each trial, which is determined by the test budget. The proposed method has been validated on both simulated and real-world datasets, where it shows higher preference aggregation ability than the state-of-the-art methods.


Design of robust H_inf fuzzy output feedback controller for affine nonlinear systems:Fuzzy Lyapunov function approach

arXiv.org Artificial Intelligence

In this paper, we propose a new systematic approach based on nonquadratic Lyapunov function and technique of introducing slack matrices, for a class of affine nonlinear systems with disturbance. To achieve the goal, first, the affine nonlinear system is represented via Takagi-Sugeno (T-S) fuzzy bilinear model. Subsequently, the robust H_inf controller is designed based on parallel distributed compensation (PDC) scheme. Then, the stability conditions are derived in terms of linear matrix inequalities (LMIs) by utilizing Lyapunov function. Moreover, some slack matrices are proposed to reduce the conservativeness of the LMI stability conditions. Finally, for illustrating the merits and verifying the effectiveness of the proposed approach, the application of an isothermal continuous stirred tank reactor (CSTR) for Van de Vusse reactor is discussed in details.


Learning Models with Uniform Performance via Distributionally Robust Optimization

arXiv.org Machine Learning

In many applications of statistics and machine learning, we wish to learn models that achieve uniformly good performance over almost all input values. This is important for safety-and fairnesscritical systems such as medical diagnosis, autonomous vehicles, criminal justice and credit evaluations, where poor performance on the tails of the inputs leads to high-cost system failures. Methods that optimize average performance, however, often produce models that suffer low performance on the "hard" instances of the population. For example, standard regressors obtained from maximum likelihood estimation can lose their predictive power on certain regions of covariates [57], so that high average performance comes at the expense of low performance on minority subpopulations. In this work, we propose and study a procedure that explicitly optimizes performance on tail inputs that suffer high loss. Modern datasets incorporate heterogeneous (but latent) subpopulations, and a natural goal is to perform well across all of these [57, 65, 21]. While many statistical models show strong average performance, their performance often deteriorates on minority groups underrepresented in the dataset. For example, speech recognition systems are inaccurate for people with minority accents [4]. In numerous other applications--such as facial recognition, automatic video captioning, language identification, academic recommender systems--performance varies significantly over different demographic groupings, such as race, gender, or age [38, 42, 18, 68, 76].


Renormalized Normalized Maximum Likelihood and Three-Part Code Criteria For Learning Gaussian Networks

arXiv.org Machine Learning

Score based learning (SBL) is a promising approach for learning Bayesian networks in the discrete domain. However, when employing SBL in the continuous domain, one is either forced to move the problem to the discrete domain or use metrics such as BIC/AIC, and these approaches are often lacking. Discretization can have an undesired impact on the accuracy of the results, and BIC/AIC can fall short of achieving the desired accuracy. In this paper, we introduce two new scoring metrics for scoring Bayesian networks in the continuous domain: the three-part minimum description length and the renormalized normalized maximum likelihood metric. We rely on the minimum description length principle in formulating these metrics. The metrics proposed are free of hyperparameters, decomposable, and are asymptotically consistent. We evaluate our solution by studying the convergence rate of the learned graph to the generating network and, also, the structural hamming distance of the learned graph to the generating network. Our evaluations show that the proposed metrics outperform their competitors, the BIC/AIC metrics. Furthermore, using the proposed RNML metric, SBL will have the fastest rate of convergence with the smallest structural hamming distance to the generating network.


Nonparametric Bayesian Lomax delegate racing for survival analysis with competing risks

arXiv.org Machine Learning

We propose Lomax delegate racing (LDR) to explicitly model the mechanism of survival under competing risks and to interpret how the covariates accelerate or decelerate the time to event. LDR explains non-monotonic covariate effects by racing a potentially infinite number of sub-risks, and consequently relaxes the ubiquitous proportional-hazards assumption which may be too restrictive. Moreover, LDR is naturally able to model not only censoring, but also missing event times or event types. For inference, we develop a Gibbs sampler under data augmentation for moderately sized data, along with a stochastic gradient descent maximum a posteriori inference algorithm for big data applications. Illustrative experiments are provided on both synthetic and real datasets, and comparison with various benchmark algorithms for survival analysis with competing risks demonstrates distinguished performance of LDR.


HierLPR: Decision making in hierarchical multi-label classification with local precision rates

arXiv.org Machine Learning

In this article we propose a novel ranking algorithm, referred to as HierLPR, for the multi-label classification problem when the candidate labels follow a known hierarchical structure. HierLPR is motivated by a new metric called eAUC that we design to assess the ranking of classification decisions. This metric, associated with the hit curve and local precision rate, emphasizes the accuracy of the first calls. We show that HierLPR optimizes eAUC under the tree constraint and some light assumptions on the dependency between the nodes in the hierarchy. We also provide a strategy to make calls for each node based on the ordering produced by HierLPR, with the intent of controlling FDR or maximizing F-score. The performance of our proposed methods is demonstrated on synthetic datasets as well as a real example of disease diagnosis using NCBI GEO datasets. In these cases, HierLPR shows a favorable result over competing methods in the early part of the precision-recall curve.


Pyro: Deep Universal Probabilistic Programming

arXiv.org Machine Learning

Pyro is a probabilistic programming language built on Python as a platform for developing advanced probabilistic models in AI research. To scale to large datasets and high-dimensional models, Pyro uses stochastic variational inference algorithms and probability distributions built on top of PyTorch, a modern GPU-accelerated deep learning framework. To accommodate complex or model-specific algorithmic behavior, Pyro leverages Poutine, a library of composable building blocks for modifying the behavior of probabilistic programs.


Infinite Factorial Finite State Machine for Blind Multiuser Channel Estimation

arXiv.org Machine Learning

New communication standards need to deal with machine-to-machine communications, in which users may start or stop transmitting at any time in an asynchronous manner. Thus, the number of users is an unknown and time-varying parameter that needs to be accurately estimated in order to properly recover the symbols transmitted by all users in the system. In this paper, we address the problem of joint channel parameter and data estimation in a multiuser communication channel in which the number of transmitters is not known. For that purpose, we develop the infinite factorial finite state machine model, a Bayesian nonparametric model based on the Markov Indian buffet that allows for an unbounded number of transmitters with arbitrary channel length. We propose an inference algorithm that makes use of slice sampling and particle Gibbs with ancestor sampling. Our approach is fully blind as it does not require a prior channel estimation step, prior knowledge of the number of transmitters, or any signaling information. Our experimental results, loosely based on the LTE random access channel, show that the proposed approach can effectively recover the data-generating process for a wide range of scenarios, with varying number of transmitters, number of receivers, constellation order, channel length, and signal-to-noise ratio.


Prediction of Atomization Energy Using Graph Kernel and Active Learning

arXiv.org Machine Learning

Data-driven prediction of molecular properties presents unique challenges to the design of machine learning methods concerning data structure/dimensionality, symmetry adaption, and confidence management. In this paper, we present a kernel-based pipeline that can learn and predict the atomization energy of molecules with high accuracy. The framework employs Gaussian process regression to perform predictions based on the similarity between molecules, which is computed using the marginalized graph kernel. We discuss why the graph kernel, paired with a graph representation of the molecules, is particularly useful for predicting extensive properties. We demonstrate that using an active learning procedure, the proposed method can achieve a mean absolute error less than 1.0 kcal/mol on the QM7 data set using as few as 1200 training samples and 1 hour of training time. This is a demonstration, in contrast to common believes, that regression models based on kernel methods can be simultaneously accurate and fast predictors.


Visions of a generalized probability theory

arXiv.org Artificial Intelligence

In this Book we argue that the fruitful interaction of computer vision and belief calculus is capable of stimulating significant advances in both fields. From a methodological point of view, novel theoretical results concerning the geometric and algebraic properties of belief functions as mathematical objects are illustrated and discussed in Part II, with a focus on both a perspective 'geometric approach' to uncertainty and an algebraic solution to the issue of conflicting evidence. In Part III we show how these theoretical developments arise from important computer vision problems (such as articulated object tracking, data association and object pose estimation) to which, in turn, the evidential formalism is able to provide interesting new solutions. Finally, some initial steps towards a generalization of the notion of total probability to belief functions are taken, in the perspective of endowing the theory of evidence with a complete battery of estimation and inference tools to the benefit of all scientists and practitioners.