Uncertainty
Sequential Neural Likelihood: Fast Likelihood-free Inference with Autoregressive Flows
Papamakarios, George, Sterratt, David C., Murray, Iain
We present Sequential Neural Likelihood (SNL), a new method for Bayesian inference in simulator models, where the likelihood is intractable but simulating data from the model is possible. SNL trains an autoregressive flow on simulated data in order to learn a model of the likelihood in the region of high posterior density. A sequential training procedure guides simulations and reduces simulation cost by orders of magnitude. We show that SNL is more robust, more accurate and requires less tuning than related state-of-the-art methods which target the posterior, and discuss diagnostics for assessing calibration, convergence and goodness-of-fit.
Approximate Bayesian inference in spatial environments
Mirchev, Atanas, Kayalibay, Baris, van der Smagt, Patrick, Bayer, Justin
We propose to learn a stochastic recurrent model to solve the problem of simultaneous localisation and mapping (SLAM). Our model is a deep variational Bayes filter augmented with a latent global variable---similar to an external memory component---representing the spatially structured environment. Reasoning about the pose of an agent and the map of the environment is then naturally expressed as posterior inference in the resulting generative model. We evaluate the method on a set of randomly generated mazes which are traversed by an agent equipped with laser range finders. Path integration based on an accurate motion model is consistently outperformed, and most importantly, drift practically eliminated. Our approach inherits favourable properties from neural networks, such as differentiability, flexibility and the ability to train components either in isolation or end-to-end.
Bayesian Joint Spike-and-Slab Graphical Lasso
Li, Zehang Richard, McCormick, Tyler H., Clark, Samuel J.
In this article, we propose a new class of priors for Bayesian inference with multiple Gaussian graphical models. We introduce fully Bayesian treatments of two popular procedures, the group graphical lasso and the fused graphical lasso, and extend them to a continuous spike-and-slab framework to allow self-adaptive shrinkage and model selection simultaneously. We develop an EM algorithm that performs fast and dynamic explorations of posterior modes. Our approach selects sparse models efficiently with substantially smaller bias than would be induced by alternative regularization procedures. The performance of the proposed methods are demonstrated through simulation and two real data examples.
Reliable Uncertain Evidence Modeling in Bayesian Networks by Credal Networks
Marchetti, Sabina (La Sapienza University of Rome) | Antonucci, Alessandro (IDSIA)
A reliable modeling of uncertain evidence in Bayesian networks based on a set-valued quantification is proposed. Both soft and virtual evidences are considered. We show that evidence propagation in this setup can be reduced to standard updating in an augmented credal network, equivalent to a set of consistent Bayesian networks. A characterization of the computational complexity for this task is derived together with an efficient exact procedure for a subclass of instances. In the case of multiple uncertain evidences over the same variable, the proposed procedure can provide a set-valued version of the geometric approach to opinion pooling.
Using Spatio-Temporal Anomalies to Detect Abnormal Behaviour in Smart Homes
Guesgen, Hans W. (Massey University) | Whiddett, Dick (Massey University) | Hunter, Inga (Massey University) | Elers, Phoebe (Massey University) | Lockhart, Caroline (Massey University ) | Singh, Amardeep (Massey University) | Marsland, Stephen ( Victoria University of Wellington )
This paper investigates how spatial and temporal context informationcan be used in smart homes to detect abnormal behaviours.We discuss how various formalisms, such as probabilitytheory, the Dempster-Shafer calculus, and fuzzy logic,can be used to capture context information and argue thatfuzzy logic is the most suitable. We evaluate our approachby analysing one of the CASAS smart home datasets.
Special Track on Uncertain Reasoning
Tabia, Karim (Artois University) | Allili, Mohand Said (Universitรฉ du Quรฉbec en Outaouais)
Many problems in AI (in reasoning, planning, learning, perception and robotics) require the agent to operate with incomplete or uncertain information. e objective of this track is to present and discuss a broad and diverse range of current work on uncertain reasoning, including theoretical and applied research based on di erent paradigms. Begun in 1996, this track, (meeting for its 23rd year) is the oldest of the special tracks in FLAIRS conferences. Like its predecessors, this track seeks to bring together researchers working on broad issues related to reasoning under uncertainty.
The Blessings of Multiple Causes
Causal inference from observation data often assumes "strong ignorability," that all confounders are observed. This assumption is standard yet untestable. However, many scientific studies involve multiple causes, different variables whose effects are simultaneously of interest. We propose the deconfounder, an algorithm that combines unsupervised machine learning and predictive model checking to perform causal inference in multiple-cause settings. The deconfounder infers a latent variable as a substitute for unobserved confounders and then uses that substitute to perform causal inference. We develop theory for when the deconfounder leads to unbiased causal estimates, and show that it requires weaker assumptions than classical causal inference. We analyze its performance in three types of studies: semi-simulated data around smoking and lung cancer, semi-simulated data around genomewide association studies, and a real dataset about actors and movie revenue. The deconfounder provides a checkable approach to estimating close-to-truth causal effects.
Probabilistic Embedding of Knowledge Graphs with Box Lattice Measures
Vilnis, Luke, Li, Xiang, Murty, Shikhar, McCallum, Andrew
Embedding methods which enforce a partial order or lattice structure over the concept space, such as Order Embeddings (OE) (Vendrov et al., 2016), are a natural way to model transitive relational data (e.g. entailment graphs). However, OE learns a deterministic knowledge base, limiting expressiveness of queries and the ability to use uncertainty for both prediction and learning (e.g. learning from expectations). Probabilistic extensions of OE (Lai and Hockenmaier, 2017) have provided the ability to somewhat calibrate these denotational probabilities while retaining the consistency and inductive bias of ordered models, but lack the ability to model the negative correlations found in real-world knowledge. In this work we show that a broad class of models that assign probability measures to OE can never capture negative correlation, which motivates our construction of a novel box lattice and accompanying probability measure to capture anticorrelation and even disjoint concepts, while still providing the benefits of probabilistic modeling, such as the ability to perform rich joint and conditional queries over arbitrary sets of concepts, and both learning from and predicting calibrated uncertainty. We show improvements over previous approaches in modeling the Flickr and WordNet entailment graphs, and investigate the power of the model.
Learning is Compiling: Experience Shapes Concept Learning by Combining Primitives in a Language of Thought
Tano, Pablo, Romano, Sergio, Sigman, Mariano, Salles, Alejo, Figueira, Santiago
Recent approaches to human concept learning have successfully combined the power of symbolic, infinitely productive, rule systems and statistical learning. The aim of most of these studies is to reveal the underlying language structuring these representations and providing a general substrate for thought. Here, we ask about the plasticity of symbolic descriptive languages. We perform two concept learning experiments, that consistently demonstrate that humans can change very rapidly the repertoire of symbols they use to identify concepts, by compiling expressions which are frequently used into new symbols of the language. The pattern of concept learning times is accurately described by a Bayesian agent that rationally updates the probability of compiling a new expression according to how useful it has been to compress concepts so far. By portraying the Language of Thought as a flexible system of rules, we also highlight the intrinsic difficulties to pin it down empirically. Keywords: Language of Thought, Concept Learning, Probabilistic Inference 1. Introduction How can children acquire a vast universe of concepts with seemingly very little exposure? Preprint submitted to Cognitive Psychology. Combinatorial languages can describe a vast set of concepts from a small set of primitives. This can be understood in a relatively simple example in the domain of shapes. A combinatorial and symbolic language similar to Logo [5] can combine operations such as "move", "pen up", "pen down" or "rotate" to generate an infinite set of expressions (or programs) which, when evaluated, can convey all sort of shapes.