Uncertainty
Natural Language Processing: State of The Art, Current Trends and Challenges
Khurana, Diksha, Koli, Aditya, Khatter, Kiran, Singh, Sukhdev
Natural language processing (NLP) has recently gained much attention for representing and analysing human language computationally. It has spread its applications in various fields such as machine translation, email spam detection, information extraction, summarization, medical, and question answering etc. The paper distinguishes four phases by discussing different levels of NLP and components of Natural Language Generation (NLG) followed by presenting the history and evolution of NLP, state of the art presenting the various applications of NLP and current trends and challenges.
Pseudo-extended Markov chain Monte Carlo
Nemeth, Christopher, Lindsten, Fredrik, Filippone, Maurizio, Hensman, James
Sampling from the posterior distribution using Markov chain Monte Carlo (MCMC) methods can require an exhaustive number of iterations to fully explore the correct posterior. This is often the case when the posterior of interest is multi-modal, as the MCMC sampler can become trapped in a local mode for a large number of iterations. In this paper, we introduce the pseudo-extended MCMC method as an approach for improving the mixing of the MCMC sampler in complex posterior distributions. The pseudo-extended method augments the state-space of the posterior using pseudo-samples as auxiliary variables, where on the extended space, the MCMC sampler is able to easily move between the well-separated modes of the posterior. We apply the pseudo-extended method within an Hamiltonian Monte Carlo sampler and show that by using the No U-turn algorithm (Hoffman and Gelman, 2014), our proposed sampler is completely tuning free. We compare the pseudo-extended method against well-known tempered MCMC algorithms and show the advantages of the new sampler on a number of challenging examples from the statistics literature.
A Review of Methodologies for Natural-Language-Facilitated Human-Robot Cooperation
Natural-language-facilitated human-robot cooperation (NLC) refers to using natural language (NL) to facilitate interactive information sharing and task executions with a common goal constraint between robots and humans. Recently, NLC research has received increasing attention. Typical NLC scenarios include robotic daily assistance, robotic health caregiving, intelligent manufacturing, autonomous navigation, and robot social accompany. However, a thorough review, that can reveal latest methodologies to use NL to facilitate human-robot cooperation, is missing. In this review, a comprehensive summary about methodologies for NLC is presented. NLC research includes three main research focuses: NL instruction understanding, NL-based execution plan generation, and knowledge-world mapping. In-depth analyses on theoretical methods, applications, and model advantages and disadvantages are made. Based on our paper review and perspective, potential research directions of NLC are summarized.
Information-based inference for singular models and finite sample sizes
LaMont, Colin H., Wiggins, Paul A.
A central problem in statistics is model selection, the choice between competing models of a stochastic process whose observables are corrupted by noise. In the information-based paradigm of inference, model selection is performed by estimating the predictive performance of the com- peting models. The candidate model with the best estimated predictive performance is selected. Information-based inference is dependent on the accuracy of the estimate of the predictive complexity, a measure of the flexibility of the model in fitting the data. A large-sample-size approximation for the performance is the Akaike Information Criterion (AIC). The AIC approximation fails in a wide range of important applications, either significantly under or over-estimating the complexity. We introduce an improved approximation for the complexity which we use to define a new information criterion: the frequentist information criterion (FIC). FIC extends the applicability of information-based infer- ence to the finite-sample-size regime of regular models and to singular models. We demonstrate the power of the approach in a number of example problems.
Frequentist coverage and sup-norm convergence rate in Gaussian process regression
Yang, Yun, Bhattacharya, Anirban, Pati, Debdeep
Gaussian process (GP) regression is a powerful interpolation technique due to its flexibility in capturing non-linearity. In this paper, we provide a general framework for understanding the frequentist coverage of point-wise and simultaneous Bayesian credible sets in GP regression. As an intermediate result, we develop a Bernstein von-Mises type result under supremum norm in random design GP regression. Identifying both the mean and covariance function of the posterior distribution of the Gaussian process as regularized $M$-estimators, we show that the sampling distribution of the posterior mean function and the centered posterior distribution can be respectively approximated by two population level GPs. By developing a comparison inequality between two GPs, we provide exact characterization of frequentist coverage probabilities of Bayesian point-wise credible intervals and simultaneous credible bands of the regression function. Our results show that inference based on GP regression tends to be conservative; when the prior is under-smoothed, the resulting credible intervals and bands have minimax-optimal sizes, with their frequentist coverage converging to a non-degenerate value between their nominal level and one. As a byproduct of our theory, we show that the GP regression also yields minimax-optimal posterior contraction rate relative to the supremum norm, which provides a positive evidence to the long standing problem on optimal supremum norm contraction rate in GP regression.
Scalable Joint Models for Reliable Uncertainty-Aware Event Prediction
Soleimani, Hossein, Hensman, James, Saria, Suchi
Missing data and noisy observations pose significant challenges for reliably predicting events from irregularly sampled multivariate time series (longitudinal) data. Imputation methods, which are typically used for completing the data prior to event prediction, lack a principled mechanism to account for the uncertainty due to missingness. Alternatively, state-of-the-art joint modeling techniques can be used for jointly modeling the longitudinal and event data and compute event probabilities conditioned on the longitudinal observations. These approaches, however, make strong parametric assumptions and do not easily scale to multivariate signals with many observations. Our proposed approach consists of several key innovations. First, we develop a flexible and scalable joint model based upon sparse multiple-output Gaussian processes. Unlike state-of-the-art joint models, the proposed model can explain highly challenging structure including non-Gaussian noise while scaling to large data. Second, we derive an optimal policy for predicting events using the distribution of the event occurrence estimated by the joint model. The derived policy trades-off the cost of a delayed detection versus incorrect assessments and abstains from making decisions when the estimated event probability does not satisfy the derived confidence criteria. Experiments on a large dataset show that the proposed framework significantly outperforms state-of-the-art techniques in event prediction.
System Identification through Online Sparse Gaussian Process Regression with Input Noise
Bijl, Hildo, Schรถn, Thomas B., van Wingerden, Jan-Willem, Verhaegen, Michel
There has been a growing interest in using nonparametric regression methods like Gaussian Process (GP) regression for system identification. GP regression does traditionally have three important downsides: (1) it is computationally intensive, (2) it cannot efficiently implement newly obtained measurements online, and (3) it cannot deal with stochastic (noisy) input points. In this paper we present an algorithm tackling all these three issues simultaneously. The resulting Sparse Online Noisy Input GP (SONIG) regression algorithm can incorporate new noisy measurements in constant runtime. A comparison has shown that it is more accurate than similar existing regression algorithms. When applied to nonlinear black-box system modeling, its performance is competitive with existing nonlinear ARX models. Keywords: Nonlinear system identification, Gaussian processes, regression, machine learning, sparse methods.
Sparse Partially Collapsed MCMC for Parallel Inference in Topic Models
Magnusson, Mรฅns, Jonsson, Leif, Villani, Mattias, Broman, David
Topic models, and more specifically the class of Latent Dirichlet Allocation (LDA), are widely used for probabilistic modeling of text. MCMC sampling from the posterior distribution is typically performed using a collapsed Gibbs sampler. We propose a parallel sparse partially collapsed Gibbs sampler and compare its speed and efficiency to state-of-the-art samplers for topic models on five well-known text corpora of differing sizes and properties. In particular, we propose and compare two different strategies for sampling the parameter block with latent topic indicators. The experiments show that the increase in statistical inefficiency from only partial collapsing is smaller than commonly assumed, and can be more than compensated by the speedup from parallelization and sparsity on larger corpora. We also prove that the partially collapsed samplers scale well with the size of the corpus. The proposed algorithm is fast, efficient, exact, and can be used in more modeling situations than the ordinary collapsed sampler.
Machine Learning for Survival Analysis: A Survey
Wang, Ping, Li, Yan, Reddy, Chandan K.
Accurately predicting the time of occurrence of an event of interest is a critical problem in longitudinal data analysis. One of the main challenges in this context is the presence of instances whose event outcomes become unobservable after a certain time point or when some instances do not experience any event during the monitoring period. Such a phenomenon is called censoring which can be effectively handled using survival analysis techniques. Traditionally, statistical approaches have been widely developed in the literature to overcome this censoring issue. In addition, many machine learning algorithms are adapted to effectively handle survival data and tackle other challenging problems that arise in real-world data. In this survey, we provide a comprehensive and structured review of the representative statistical methods along with the machine learning techniques used in survival analysis and provide a detailed taxonomy of the existing methods. We also discuss several topics that are closely related to survival analysis and illustrate several successful applications in various real-world application domains. We hope that this paper will provide a more thorough understanding of the recent advances in survival analysis and offer some guidelines on applying these approaches to solve new problems that arise in applications with censored data.
Particle Swarm Optimization for Generating Interpretable Fuzzy Reinforcement Learning Policies
Hein, Daniel, Hentschel, Alexander, Runkler, Thomas, Udluft, Steffen
Fuzzy controllers are efficient and interpretable system controllers for continuous state and action spaces. To date, such controllers have been constructed manually or trained automatically either using expert-generated problem-specific cost functions or incorporating detailed knowledge about the optimal control strategy. Both requirements for automatic training processes are not found in most real-world reinforcement learning (RL) problems. In such applications, online learning is often prohibited for safety reasons because online learning requires exploration of the problem's dynamics during policy training. We introduce a fuzzy particle swarm reinforcement learning (FPSRL) approach that can construct fuzzy RL policies solely by training parameters on world models that simulate real system dynamics. These world models are created by employing an autonomous machine learning technique that uses previously generated transition samples of a real system. To the best of our knowledge, this approach is the first to relate self-organizing fuzzy controllers to model-based batch RL. Therefore, FPSRL is intended to solve problems in domains where online learning is prohibited, system dynamics are relatively easy to model from previously generated default policy transition samples, and it is expected that a relatively easily interpretable control policy exists. The efficiency of the proposed approach with problems from such domains is demonstrated using three standard RL benchmarks, i.e., mountain car, cart-pole balancing, and cart-pole swing-up. Our experimental results demonstrate high-performing, interpretable fuzzy policies.