Uncertainty
Estimating Bayesian Optimal Treatment Regimes for Dichotomous Outcomes using Observational Data
Klausch, Thomas, van de Ven, Peter, van de Brug, Tim, van de Wiel, Mark A., Berkhof, Johannes
Optimal treatment regimes (OTR) are individualised treatment assignment strategies that identify a medical treatment as optimal given all background information available on the individual. We discuss Bayes optimal treatment regimes estimated using a loss function defined on the bivariate distribution of dichotomous potential outcomes. The proposed approach allows considering more general objectives for the OTR than maximization of an expected outcome (e.g., survival probability) by taking into account, for example, unnecessary treatment burden. As a motivating example we consider the case of oropharynx cancer treatment where unnecessary burden due to chemotherapy is to be avoided while maximizing survival chances. Assuming ignorable treatment assignment we describe Bayesian inference about the OTR including a sensitivity analysis on the unobserved partial association of the potential outcomes. We evaluate the methodology by simulations that apply Bayesian parametric and more flexible non-parametric outcome models. The proposed OTR for oropharynx cancer reduces the frequency of the more burdensome chemotherapy assignment by approximately 75% without reducing the average survival probability. This regime thus offers a strong increase in expected quality of life of patients.
A belief combination rule for a large number of sources
Zhou, Kuang, Martin, Arnaud, Pan, Quan
The theory of belief functions is widely used for data from multiple sources. Different evidence combination rules have been proposed in this framework according to the properties of the sources to combine. However, most of these combination rules are not efficient when there are a large number of sources. This is due to either the complexity or the existence of an absorbing element such as the total conflict mass function for the conjunctive based rules when applied on unreliable evidence. In this paper, based on the assumption that the majority of sources are reliable, a combination rule for a large number of sources is proposed using a simple idea: the more common ideas the sources share, the more reliable these sources are supposed to be. This rule is adaptable for aggregating a large number of sources which may not all be reliable. It will keep the spirit of the conjunctive rule to reinforce the belief on the focal elements with which the sources are in agreement. The mass on the emptyset will be kept as an indicator of the conflict. The proposed rule, called LNS-CR (Conjunctive combinationRule for a Large Number of Sources), is evaluated on synthetic mass functions. The experimental results verify that the rule can be effectively used to combine a large number of mass functions and to elicit the major opinion.
Adaptive Gaussian process surrogates for Bayesian inference
Takhtaganov, Timur, Müller, Juliane
We present an adaptive approach to the construction of Gaussian process surrogates for Bayesian inference with expensive-to-evaluate forward models. Our method relies on the fully Bayesian approach to training Gaussian process models and utilizes the expected improvement idea from Bayesian global optimization. We adaptively construct training designs by maximizing the expected improvement in fit of the Gaussian process model to the noisy observational data. Numerical experiments on model problems with synthetic data demonstrate the effectiveness of the obtained adaptive designs compared to the fixed non-adaptive designs in terms of accurate posterior estimation at a fraction of the cost of inference with forward models.
Model-Preserving Sensitivity Analysis for Families of Gaussian Distributions
Goergen, Christiane, Leonelli, Manuele
The accuracy of probability distributions inferred using machine-learning algorithms heavily depends on data availability and quality. In practical applications it is therefore fundamental to investigate the robustness of a statistical model to misspecification of some of its underlying probabilities. In the context of graphical models, investigations of robustness fall under the notion of sensitivity analyses. These analyses consist in varying some of the model's probabilities or parameters and then assessing how far apart the original and the varied distributions are. However, for Gaussian graphical models, such variations usually make the original graph an incoherent representation of the model's conditional independence structure. Here we develop an approach to sensitivity analysis which guarantees the original graph remains valid after any probability variation and we quantify the effect of such variations using different measures. To achieve this we take advantage of algebraic techniques to both concisely represent conditional independence and to provide a straightforward way of checking the validity of such relationships. Our methods are demonstrated to be robust and comparable to standard ones, which break the conditional independence structure of the model, using an artificial example and a medical real-world application.
Solving Statistical Mechanics using Variational Autoregressive Networks
Wu, Dian, Wang, Lei, Zhang, Pan
We propose a general framework for solving statistical mechanics of systems with a finite size. The approach extends the celebrated variational mean-field approaches using autoregressive neural networks which support direct sampling and exact calculation of normalized probability of configurations. The network computes variational free energy, estimates physical quantities such as entropy, magnetizations and correlations, and generates uncorrelated samples all at once. Training of the network employs the policy gradient approach in reinforcement learning, which unbiasedly estimates the gradient of variational parameters. We apply our approach to several classical systems, including 2-d Ising models, Hopfield model, Sherrington--Kirkpatrick spin glasses, and the inverse Ising model, for demonstrating its advantages over existing variational mean-field methods. Our approach sheds light on solving statistical physics problems using modern deep generative neural networks.
Learning and Planning with a Semantic Model
Wu, Yi, Wu, Yuxin, Tamar, Aviv, Russell, Stuart, Gkioxari, Georgia, Tian, Yuandong
Building deep reinforcement learning agents that can generalize and adapt to unseen environments remains a fundamental challenge for AI. This paper describes progresses on this challenge in the context of man-made environments, which are visually diverse but contain intrinsic semantic regularities. We propose a hybrid model-based and model-free approach, LEArning and Planning with Semantics (LEAPS), consisting of a multi-target sub-policy that acts on visual inputs, and a Bayesian model over semantic structures. When placed in an unseen environment, the agent plans with the semantic model to make high-level decisions, proposes the next sub-target for the sub-policy to execute, and updates the semantic model based on new observations. We perform experiments in visual navigation tasks using House3D, a 3D environment that contains diverse human-designed indoor scenes with real-world objects. LEAPS outperforms strong baselines that do not explicitly plan using the semantic content. Deep reinforcement learning (DRL) has undoubtedly witnessed strong achievements in recent years (Silver et al., 2016; Mnih et al., 2015; Levine et al., 2016).
Learning and Acting in Peripersonal Space: Moving, Reaching, and Grasping
Juett, Jonathan, Kuipers, Benjamin
The young infant explores its body, its sensorimotor system, and the immediately accessible parts of its environment, over the course of a few months creating a model of peripersonal space useful for reaching and grasping objects around it. Drawing on constraints from the empirical literature on infant behavior, we present a preliminary computational model of this learning process, implemented and evaluated on a physical robot. The learning agent explores the relationship between the configuration space of the arm, sensing joint angles through proprioception, and its visual perceptions of the hand and grippers. The resulting knowledge is represented as the peripersonal space (PPS) graph, where nodes represent states of the arm, edges represent safe movements, and paths represent safe trajectories from one pose to another. In our model, the learning process is driven by intrinsic motivation. When repeatedly performing an action, the agent learns the typical result, but also detects unusual outcomes, and is motivated to learn how to make those unusual results reliable. Arm motions typically leave the static background unchanged, but occasionally bump an object, changing its static position. The reach action is learned as a reliable way to bump and move an object in the environment. Similarly, once a reliable reach action is learned, it typically makes a quasi-static change in the environment, moving an object from one static position to another. The unusual outcome is that the object is accidentally grasped (thanks to the innate Palmar reflex), and thereafter moves dynamically with the hand. Learning to make grasps reliable is more complex than for reaches, but we demonstrate significant progress. Our current results are steps toward autonomous sensorimotor learning of motion, reaching, and grasping in peripersonal space, based on unguided exploration and intrinsic motivation.
An Introduction to Probabilistic Programming
van de Meent, Jan-Willem, Paige, Brooks, Yang, Hongseok, Wood, Frank
This document is designed to be a first-year graduate-level introduction to probabilistic programming. It not only provides a thorough background for anyone wishing to use a probabilistic programming system, but also introduces the techniques needed to design and build these systems. It is aimed at people who have an undergraduate-level understanding of either or, ideally, both probabilistic machine learning and programming languages. We start with a discussion of model-based reasoning and explain why conditioning as a foundational computation is central to the fields of probabilistic machine learning and artificial intelligence. We then introduce a simple first-order probabilistic programming language (PPL) whose programs define static-computation-graph, finite-variable-cardinality models. In the context of this restricted PPL we introduce fundamental inference algorithms and describe how they can be implemented in the context of models denoted by probabilistic programs. In the second part of this document, we introduce a higher-order probabilistic programming language, with a functionality analogous to that of established programming languages. This affords the opportunity to define models with dynamic computation graphs, at the cost of requiring inference methods that generate samples by repeatedly executing the program. Foundational inference algorithms for this kind of probabilistic programming language are explained in the context of an interface between program executions and an inference controller. This document closes with a chapter on advanced topics which we believe to be, at the time of writing, interesting directions for probabilistic programming research; directions that point towards a tight integration with deep neural network research and the development of systems for next-generation artificial intelligence applications.
A Way to Facilitate Decision Making in a Mixed Group of Manned and Unmanned Aerial Vehicles
Maximov, Dmitry, Legovich, Yury, Goncharenko, Vladimir
A mixed group of manned and unmanned aerial vehicles is considered as a distributed system. A lattice of tasks which may be fulfilled by the system matches to it. An external multiplication operation is defined at the lattice, which defines correspondingly linear logic operations. Linear implication and tensor product are used to choose a system reconfiguration variant, i.e., to determine a new task executor choice. The task lattice structure (i.e., the system purpose) and the operation definitions largely define the choice. Thus, the choice is mainly the system purpose consequence. The suggested method is illustrated using an example of a mixed group control at forest fire compression. Keywords Multi-Agent Systems · Decision making · Mixed Group · Goal Lattice · Linear logic 1 Introduction At present, aviation surveillance systems in the emergency zone have received wide distribution [1]. Lately, unmanned aerial vehicles (UAV) are actively used in these surveillance systems.
How to Optimise Ad CTR with Reinforcement Learning Codementor
In this blog we will try to get the basic idea behind reinforcement learning and understand what is a multi arm bandit problem. We will also be trying to maximise CTR(click through rate) for advertisements for a advertising agency. Article includes: 1. Basics of reinforcement learning 2. Types of problems in reinforcement learning 3. Understamding multi-arm bandit problem 4. Basics of conditional probability and Thompson sampling 5. Optimizing ads CTR using Thompson sampling in R Reinforcement Learning Basics Reinforcement learning refers to goal-oriented algorithms, which learn how to attain a complex objective (goal) or maximise along a particular dimension over many steps; for example, maximise the points won in a game over many moves. They can start from a blank slate, and under the right conditions, they achieve superhuman performance. Like a child incentivized by spankings and candy, these algorithms are penalized when they make the wrong decisions and rewarded when they make the right ones -- this is reinforcement.