Uncertainty
From Shannon's Channel to Semantic Channel via New Bayes' Formulas for Machine Learning
A group of transition probability functions form a Shannon's channel whereas a group of truth functions form a semantic channel. By the third kind of Bayes' theorem, we can directly convert a Shannon's channel into an optimized semantic channel. When a sample is not big enough, we can use a truth function with parameters to produce the likelihood function, then train the truth function by the conditional sampling distribution. The third kind of Bayes' theorem is proved. A semantic information theory is simply introduced. The semantic information measure reflects Popper's hypothesis-testing thought. The Semantic Information Method (SIM) adheres to maximum semantic information criterion which is compatible with maximum likelihood criterion and Regularized Least Squares criterion. It supports Wittgenstein's view: the meaning of a word lies in its use. Letting the two channels mutually match, we obtain the Channels' Matching (CM) algorithm for machine learning. The CM algorithm is used to explain the evolution of the semantic meaning of natural language, such as "Old age". The semantic channel for medical tests and the confirmation measures of test-positive and test-negative are discussed. The applications of the CM algorithm to semi-supervised learning and non-supervised learning are simply introduced. As a predictive model, the semantic channel fits variable sources and hence can overcome class-imbalance problem. The SIM strictly distinguishes statistical probability and logical probability and uses both at the same time. This method is compatible with the thoughts of Bayes, Fisher, Shannon, Zadeh, Tarski, Davidson, Wittgenstein, and Popper.It is a competitive alternative to Bayesian inference.
Understanding Measures of Uncertainty for Adversarial Example Detection
Measuring uncertainty is a promising technique for detecting adversarial examples, crafted inputs on which the model predicts an incorrect class with high confidence. But many measures of uncertainty exist, including predictive en- tropy and mutual information, each capturing different types of uncertainty. We study these measures, and shed light on why mutual information seems to be effective at the task of adversarial example detection. We highlight failure modes for MC dropout, a widely used approach for estimating uncertainty in deep models. This leads to an improved understanding of the drawbacks of current methods, and a proposal to improve the quality of uncertainty estimates using probabilistic model ensembles. We give illustrative experiments using MNIST to demonstrate the intuition underlying the different measures of uncertainty, as well as experiments on a real world Kaggle dogs vs cats classification dataset.
Locally Private Bayesian Inference for Count Models
Schein, Aaron, Wu, Zhiwei Steven, Zhou, Mingyuan, Wallach, Hanna
As more aspects of social interaction are digitally recorded, there is a growing need to develop privacy-preserving data analysis methods. Social scientists will be more likely to adopt these methods if doing so entails minimal change to their current methodology. Toward that end, we present a general and modular method for privatizing Bayesian inference for Poisson factorization, a broad class of models that contains some of the most widely used models in the social sciences. Our method satisfies local differential privacy, which ensures that no single centralized server need ever store the non-privatized data. To formulate our local-privacy guarantees, we introduce and focus on limited-precision local privacy---the local privacy analog of limited-precision differential privacy (Flood et al., 2013). We present two case studies, one involving social networks and one involving text corpora, that test our method's ability to form the posterior distribution over latent variables under different levels of noise, and demonstrate our method's utility over a na\"{i}ve approach, wherein inference proceeds as usual, treating the privatized data as if it were not privatized.
Robust and Parallel Bayesian Model Selection
Zhang, Michael Minyi, Lam, Henry, Lin, Lizhen
Being able to select the right model for inference is a crucial task. As our main example, we consider model selection for a normal linear model: Y Xฮฒ, N (0,ฯ 2 I), (1) where Y is anN dimensional response vector,X is anN D dimensional design matrix and ฮฒ is a D dimensional vector of regression parameters. Here the candidate models to be selected could refer to the sets of significant variables. In a Bayesian setting, we have a natural probabilistic evaluation of models 5 through posterior model probabilities. Depending on the objectives of the data analysis, we may be interested in assessing the belief on which is the "best" model or obtaining predictions with minimum error. Existing procedures to accomplish the aforementioned goals, however, will perform poorly under the presence of outliers and contaminations. In addition, 10 Markov chain Monte Carlo (MCMC) algorithms for these methods do not scale to big data situations. The goal of this paper is to investigate a "divide-and- conquer" method that integrates with existing Bayesian model selection techniques, in a way that is robust to outliers and, moreover, allows us to perform Bayesian model selection in parallel.
Bayesian Q-learning with Assumed Density Filtering
Jeong, Heejin (University of Pennsylvania) | Lee, Daniel D. (University of Pennsylvania)
While off-policy temporal difference methods have been broadly used in reinforcement learning due to their efficiency and simple implementation, their Bayesian counterparts have been relatively understudied. This is mainly because the max operator in the Bellman optimality equation brings non-linearity and inconsistent distributions over value function. In this paper, we introduce a new Bayesian approach to off-policy TD methods using Assumed Density Filtering, called ADFQ, which updates beliefs on action-values (Q) through an online Bayesian inference method. Uncertainty measures in the beliefs not only are used in exploration but they provide a natural regularization in the belief updates. We also present a connection between ADFQ and Q-learning. Our empirical results show the proposed ADFQ algorithms outperform comparing algorithms in several task domains. Moreover, our algorithms improve general drawbacks in BRL such as efficiency, usage of uncertainty, and nonlinearity.
A Survey on Application of Machine Learning Techniques in Optical Networks
Musumeci, Francesco, Rottondi, Cristina, Nag, Avishek, Macaluso, Irene, Zibar, Darko, Ruffini, Marco, Tornatore, Massimo
Today, the amount of data that can be retrieved from communications networks is extremely high and diverse (e.g., data regarding users behavior, traffic traces, network alarms, signal quality indicators, etc.). Advanced mathematical tools are required to extract useful information from this large set of network data. In particular, Machine Learning (ML) is regarded as a promising methodological area to perform network-data analysis and enable, e.g., automatized network self-configuration and fault management. In this survey we classify and describe relevant studies dealing with the applications of ML to optical communications and networking. Optical networks and system are facing an unprecedented growth in terms of complexity due to the introduction of a huge number of adjustable parameters (such as routing configurations, modulation format, symbol rate, coding schemes, etc.), mainly due to the adoption of, among the others, coherent transmission/reception technology, advanced digital signal processing and to the presence of nonlinear effects in optical fiber systems. Although a good number of research papers have appeared in the last years, the application of ML to optical networks is still in its early stage. In this survey we provide an introductory reference for researchers and practitioners interested in this field. To stimulate further work in this area, we conclude the paper proposing new possible research directions.
Modeling and interpolation of the ambient magnetic field by Gaussian processes
Solin, Arno, Kok, Manon, Wahlstrรถm, Niklas, Schรถn, Thomas B., Sรคrkkรค, Simo
Anomalies in the ambient magnetic field can be used as features in indoor positioning and navigation. By using Maxwell's equations, we derive and present a Bayesian non-parametric probabilistic modeling approach for interpolation and extrapolation of the magnetic field. We model the magnetic field components jointly by imposing a Gaussian process (GP) prior on the latent scalar potential of the magnetic field. By rewriting the GP model in terms of a Hilbert space representation, we circumvent the computational pitfalls associated with GP modeling and provide a computationally efficient and physically justified modeling tool for the ambient magnetic field. The model allows for sequential updating of the estimate and time-dependent changes in the magnetic field. The model is shown to work well in practice in different applications: we demonstrate mapping of the magnetic field both with an inexpensive Raspberry Pi powered robot and on foot using a standard smartphone.
Robot Behavioral Exploration and Multi-modal Perception using Dynamically Constructed Controllers
Amiri, Saeid (Cleveland State University) | Wei, Suhua (Cleveland State University) | Zhang, Shiqi (Cleveland State University) | Sinapov, Jivko (Tufts University) | Thomason, Jesse (The University of Texas at Austin) | Stone, Peter (The University of Texas at Austin)
Intelligent robots frequently need to explore the objects in their working environments. Modern sensors have enabled robots to learn object properties via perception of multiple modalities. However, object exploration in the real world poses a challenging trade-off between information gains and exploration action costs. Mixed observability Markov decision process (MOMDP) is a framework for planning under uncertainty, while accounting for both fully and partially observable components of the state. Robot perception frequently has to face such mixed observability. This work enables a robot equipped with an arm to dynamically construct query-oriented MOMDPs for object exploration. The robotโs behavioral policy is learned from two datasets collected using real robots. Our approach enables a robot to explore object properties in a way that is significantly faster while improving accuracies in comparison to existing methods that rely on hand-coded exploration strategies.
Scalable Generalized Dynamic Topic Models
Jรคhnichen, Patrick, Wenzel, Florian, Kloft, Marius, Mandt, Stephan
Dynamic topic models (DTMs) model the evolution of prevalent themes in literature, online media, and other forms of text over time. DTMs assume that word co-occurrence statistics change continuously and therefore impose continuous stochastic process priors on their model parameters. These dynamical priors make inference much harder than in regular topic models, and also limit scalability. In this paper, we present several new results around DTMs. First, we extend the class of tractable priors from Wiener processes to the generic class of Gaussian processes (GPs). This allows us to explore topics that develop smoothly over time, that have a long-term memory or are temporally concentrated (for event detection). Second, we show how to perform scalable approximate inference in these models based on ideas around stochastic variational inference and sparse Gaussian processes. This way we can train a rich family of DTMs to massive data. Our experiments on several large-scale datasets show that our generalized model allows us to find interesting patterns that were not accessible by previous approaches.
Efficient Structure Learning and Sampling of Bayesian Networks
Kuipers, Jack, Suter, Polina, Moffa, Giusi
Editor: Bayesian networks are probabilistic graphical models widely employed to understand dependencies in high dimensional data, and even to facilitate causal discovery. Learning the underlying network structure, which is encoded as a directed acyclic graph (DAG) is highly challenging mainly due to the vast number of possible networks. Efforts have focussed on two fronts: constraint based methods that perform conditional independence tests to exclude edges and score and search approaches which explore the DAG space with greedy or MCMC schemes. Here we synthesise these two fields in a novel hybrid method which reduces the complexity of MCMC approaches to that of a constraint based method. Individual steps in the MCMC scheme only require simple table lookups so that very long chains can be efficiently obtained. Furthermore, the scheme includes an iterative procedure to correct for errors from the conditional independence tests. The algorithm not only offers markedly superior performance to alternatives, but DAGs can also be sampled from the posterior distribution enabling full Bayesian modelling averaging for much larger Bayesian networks.