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 Uncertainty


Joint mean and covariance estimation with unreplicated matrix-variate data

arXiv.org Machine Learning

It has been proposed that complex populations, such as those that arise in genomics studies, may exhibit dependencies among observations as well as among variables. This gives rise to the challenging problem of analyzing unreplicated high-dimensional data with unknown mean and dependence structures. Matrix-variate approaches that impose various forms of (inverse) covariance sparsity allow flexible dependence structures to be estimated, but cannot directly be applied when the mean and covariance matrices are estimated jointly. We present a practical method utilizing generalized least squares and penalized (inverse) covariance estimation to address this challenge. We establish consistency and obtain rates of convergence for estimating the mean parameters and covariance matrices. The advantages of our approaches are: (i) dependence graphs and covariance structures can be estimated in the presence of unknown mean structure, (ii) the mean structure becomes more efficiently estimated when accounting for the dependence structure among observations; and (iii) inferences about the mean parameters become correctly calibrated. We use simulation studies and analysis of genomic data from a twin study of ulcerative colitis to illustrate the statistical convergence and the performance of our methods in practical settings. Several lines of evidence show that the test statistics for differential gene expression produced by our methods are correctly calibrated and improve power over conventional methods.


Closed-form marginal likelihood in Gamma-Poisson factorization

arXiv.org Machine Learning

We show that GaP can be rewritten free of the score/activation matrix. This gives us new insights about the estimation of the topic/dictionary matrix by maximum marginal likelihood estimation. In particular, this explains the robustness of this estimator to over-specified values of the factorization rank and in particular its ability to automatically prune spurious dictionary columns, as empirically observed in previous work. The marginalization of the activation matrix leads in turn to a new Monte-Carlo Expectation-Maximization algorithm with favorable properties.


Gaussian Process bandits with adaptive discretization

arXiv.org Machine Learning

In this paper, the problem of maximizing a black-box function $f:\mathcal{X} \to \mathbb{R}$ is studied in the Bayesian framework with a Gaussian Process (GP) prior. In particular, a new algorithm for this problem is proposed, and high probability bounds on its simple and cumulative regret are established. The query point selection rule in most existing methods involves an exhaustive search over an increasingly fine sequence of uniform discretizations of $\mathcal{X}$. The proposed algorithm, in contrast, adaptively refines $\mathcal{X}$ which leads to a lower computational complexity, particularly when $\mathcal{X}$ is a subset of a high dimensional Euclidean space. In addition to the computational gains, sufficient conditions are identified under which the regret bounds of the new algorithm improve upon the known results. Finally an extension of the algorithm to the case of contextual bandits is proposed, and high probability bounds on the contextual regret are presented.


The 2002 Trading Agent Competition

AI Magazine

This article summarizes 16 agent strategies that were designed for the 2002 Trading Agent Competition. Agent architects use numerous general-purpose AI techniques, including machine learning, planning, partially observable Markov decision processes, Monte Carlo simulations, and multiagent systems. Ultimately, the most successful agents were primarily heuristic based and domain specific. It would be quite a daunting task to manually monitor prices and make bidding decisions at all web sites currently offering the camera--especially if accessories such as a flash and a tripod are sometimes bundled with the camera and sometimes auctioned separately. However, for the next generation of trading agents, autonomous bidding in simultaneous auctions will be a routine task.


The 1996 AAAI Mobile Robot Competition and Exhibition

AI Magazine

The Fifth Annual AAAI Mobile Robot Competition and Exhibition was held in Portland, Oregon, in conjunction with the Thirteenth National Conference on Artificial Intelligence. The competition consisted of two events: (1) Office Navigation and (2) Clean Up the Tennis Court. The first event stressed navigation and planning. The second event stressed vision sensing and manipulation. In addition to the competition, there was a mobile robot exhibition in which teams demonstrated robot behaviors that did not fit into the competition tasks.


471

AI Magazine

In this respect, what Pearl seems to have accomplished sometimes looks like a formalism in search of an interpretation without which the truth or the falsity of his claims is often impossible to assess. If the conceptions upon which his view is based do indeed conform to one or another of the traditional Bayesian models, moreover, then the very idea of a probability-based heuristic confronts a number of difficult problems of its own with respect to the distribution of probabilities to sets of alternative hypotheses, paths, or solutions, relative to the proposed refinements of those alternative hypotheses, paths, or solutions.6 These considerations suggest that traditional conceptions should not be taken for granted, especially if we assume that this is what Pearl intends by his observation that "Probability theory is today our primary (if not the only) language for formalizing concepts such as "average" and "likely," and therefore it is the most natural language for describing those aspects of (heuristic) performance that we seek to improve" (p. On general theoretical grounds, I think, there are excellent reasons to suppose that (a)-(f) are fundamental problems in AI science and that an extensional probabilistic analysis of this sort simply cannot lead to their effective solutions. In order to understand the traditional approach, however, this book is recommended with the reservations implied above, namely, that the author has omitted basic definitions that might not be familiar to some readers, and that serious difficulties seem to confront the theoretical framework he apparently endorses, where these difficulties are especially severe from an epistemological perspective.


Decision-Theoretic Planning

AI Magazine

The recent advances in computer speed and algorithms for probabilistic inference have led to a resurgence of work on planning under uncertainty. The aim is to design AI planners for environments where there might be incomplete or faulty information, where actions might not always have the same results, and where there might be tradeoffs between the different possible outcomes of a plan. Addressing uncertainty in AI, planning algorithms will greatly increase the range of potential applications, but there is plenty of work to be done before we see practical decision-theoretic planning systems. This article outlines some of the challenges that need to be overcome and surveys some of the recent work in the area. In problems where actions can lead to a number of different possible outcomes, or where the benefits of executing a plan must be weighed against the costs, the framework of decision theory can be used to compare alternative plans.


Probabilistic Algorithms in Robotics

AI Magazine

This article describes a methodology for programming robots known as probabilistic robotics. The probabilistic paradigm pays tribute to the inherent uncertainty in robot perception, relying on explicit representations of uncertainty when determining what to do. This article surveys some of the progress in the field, using in-depth examples to illustrate some of the nuts and bolts of the basic approach.


875

AI Magazine

The Fourth Uncertainty in Artificial Intelligence workshop was held 19-21 August 1988. The workshop featured significant developments in application of theories of representation and reasoning under uncertainty. A recurring idea at the workshop was the need to examine uncertainty calculi in the context of choosing representation, inference, and control methodologies. The effectiveness of these choices in AI systems tends to be best considered in terms of specific problem areas. These areas include automated planning, temporal reasoning, computer vision, medical diagnosis, fault detection, text analysis, distributed systems, and behavior of nonlinear systems.


A report on the 1993 San Francisco workshop

AI Magazine

To assess the state of the art and identify issues requiring further investigation, a workshop on qualitative and abstract probability was held during the third week of November 1993. This workshop brought together a mix of active researchers from academia, industry, and government interested in the practical and theoretical impact of these abstractions on techniques, methods, and tools for solving complex AI tasks. The result was a set of specific recommendations on the most promising and important avenues for future research. The workshop, entitled "Putting Qualitative and Abstract Probability to Work," gathered active researchers from university, industry, and government to assess the state of the art and make recommendations for future research. The event was sponsored by the Palo Alto Laboratory of Rockwell Science Center.