Uncertainty
Pseudo-Marginal Bayesian Inference for Gaussian Processes
Filippone, Maurizio, Girolami, Mark
The main challenges that arise when adopting Gaussian Process priors in probabilistic modeling are how to carry out exact Bayesian inference and how to account for uncertainty on model parameters when making model-based predictions on out-of-sample data. Using probit regression as an illustrative working example, this paper presents a general and effective methodology based on the pseudo-marginal approach to Markov chain Monte Carlo that efficiently addresses both of these issues. The results presented in this paper show improvements over existing sampling methods to simulate from the posterior distribution over the parameters defining the covariance function of the Gaussian Process prior. This is particularly important as it offers a powerful tool to carry out full Bayesian inference of Gaussian Process based hierarchic statistical models in general. The results also demonstrate that Monte Carlo based integration of all model parameters is actually feasible in this class of models providing a superior quantification of uncertainty in predictions. Extensive comparisons with respect to state-of-the-art probabilistic classifiers confirm this assertion.
Probabilistic Archetypal Analysis
Seth, Sohan, Eugster, Manuel J. A.
Archetypal analysis represents a set of observations as convex combinations of pure patterns, or archetypes. The original geometric formulation of finding archetypes by approximating the convex hull of the observations assumes them to be real valued. This, unfortunately, is not compatible with many practical situations. In this paper we revisit archetypal analysis from the basic principles, and propose a probabilistic framework that accommodates other observation types such as integers, binary, and probability vectors. We corroborate the proposed methodology with convincing real-world applications on finding archetypal winter tourists based on binary survey data, archetypal disaster-affected countries based on disaster count data, and document archetypes based on term-frequency data. We also present an appropriate visualization tool to summarize archetypal analysis solution better.
Structural Intervention Distance (SID) for Evaluating Causal Graphs
Peters, Jonas, Bรผhlmann, Peter
Causal inference relies on the structure of a graph, often a directed acyclic graph (DAG). Different graphs may result in different causal inference statements and different intervention distributions. To quantify such differences, we propose a (pre-) distance between DAGs, the structural intervention distance (SID). The SID is based on a graphical criterion only and quantifies the closeness between two DAGs in terms of their corresponding causal inference statements. It is therefore well-suited for evaluating graphs that are used for computing interventions. Instead of DAGs it is also possible to compare CPDAGs, completed partially directed acyclic graphs that represent Markov equivalence classes. Since it differs significantly from the popular Structural Hamming Distance (SHD), the SID constitutes a valuable additional measure. We discuss properties of this distance and provide an efficient implementation with software code available on the first author's homepage (an R package is under construction).
Inapproximability of Treewidth and Related Problems
Wu, Y., Austrin, P., Pitassi, T., Liu, D.
Graphical models, such as Bayesian Networks and Markov networks play an important role in artificial intelligence and machine learning. Inference is a central problem to be solved on these networks. This, and other problems on these graph models are often known to be hard to solve in general, but tractable on graphs with bounded Treewidth. Therefore, finding or approximating the Treewidth of a graph is a fundamental problem related to inference in graphical models. In this paper, we study the approximability of a number of graph problems: Treewidth and Pathwidth of graphs, Minimum Fill-In, One-Shot Black (and Black-White) pebbling costs of directed acyclic graphs, and a variety of different graph layout problems such as Minimum Cut Linear Arrangement and Interval Graph Completion. We show that, assuming the recently introduced Small Set Expansion Conjecture, all of these problems are NP-hard to approximate to within any constant factor in polynomial time.
AAAI News
Hamilton, Carol M. (Association for the Advancement of Artificial Intelligence)
The in AI program will be held in 36th Annual Conference of the Cognitive Conference Fete will be held at the conjunction with AAAI-14. The main Science Society, July 23-26, 2014; beautiful Le Theatre and Cabaret du goal of this program is to increase participation the Conference on Uncertainty in Artificial Capitole de Quรฉbec and will be open to of women and members of Intelligence, July 23-27, 2014; all attendees! Other special events are underrepresented groups in Artificial the Computational Neuroscience planned, including an update to the Intelligence by providing community Meeting, July 26-31, 2014; and Artificial 2013 Puzzle Hunt, so stay tuned for building and networking sessions as General Intelligence 2014, August more!
An Efficient Search Strategy for Aggregation and Discretization of Attributes of Bayesian Networks Using Minimum Description Length
Corcoran, Jem, Tran, Daniel, Levine, Nicholas
Bayesian networks are convenient graphical expressions for high dimensional probability distributions representing complex relationships between a large number of random variables. They have been employed extensively in areas such as bioinformatics, artificial intelligence, diagnosis, and risk management. The recovery of the structure of a network from data is of prime importance for the purposes of modeling, analysis, and prediction. Most recovery algorithms in the literature assume either discrete of continuous but Gaussian data. For general continuous data, discretization is usually employed but often destroys the very structure one is out to recover. Friedman and Goldszmidt suggest an approach based on the minimum description length principle that chooses a discretization which preserves the information in the original data set, however it is one which is difficult, if not impossible, to implement for even moderately sized networks. In this paper we provide an extremely efficient search strategy which allows one to use the Friedman and Goldszmidt discretization in practice.
Constrained speaker linking
van Leeuwen, David A., Brรผmmer, Niko
In this paper we study speaker linking (a.k.a.\ partitioning) given constraints of the distribution of speaker identities over speech recordings. Specifically, we show that the intractable partitioning problem becomes tractable when the constraints pre-partition the data in smaller cliques with non-overlapping speakers. The surprisingly common case where speakers in telephone conversations are known, but the assignment of channels to identities is unspecified, is treated in a Bayesian way. We show that for the Dutch CGN database, where this channel assignment task is at hand, a lightweight speaker recognition system can quite effectively solve the channel assignment problem, with 93% of the cliques solved. We further show that the posterior distribution over channel assignment configurations is well calibrated.
Toward computational cumulative biology by combining models of biological datasets
Faisal, Ali, Peltonen, Jaakko, Georgii, Elisabeth, Rung, Johan, Kaski, Samuel
A main challenge of data-driven sciences is how to make maximal use of the progressively expanding databases of experimental datasets in order to keep research cumulative. We introduce the idea of a modeling-based dataset retrieval engine designed for relating a researcher's experimental dataset to earlier work in the field. The search is (i) data-driven to enable new findings, going beyond the state of the art of keyword searches in annotations, (ii) modeling-driven, to both include biological knowledge and insights learned from data, and (iii) scalable, as it is accomplished without building one unified grand model of all data. Assuming each dataset has been modeled beforehand, by the researchers or by database managers, we apply a rapidly computable and optimizable combination model to decompose a new dataset into contributions from earlier relevant models. By using the data-driven decomposition we identify a network of interrelated datasets from a large annotated human gene expression atlas. While tissue type and disease were major driving forces for determining relevant datasets, the found relationships were richer and the model-based search was more accurate than keyword search; it moreover recovered biologically meaningful relationships that are not straightforwardly visible from annotations, for instance, between cells in different developmental stages such as thymocytes and T-cells. Data-driven links and citations matched to a large extent; the data-driven links even uncovered corrections to the publication data, as two of the most linked datasets were not highly cited and turned out to have wrong publication entries in the database.
Stochastic processes and feedback-linearisation for online identification and Bayesian adaptive control of fully-actuated mechanical systems
Calliess, Jan-Peter, Papachristodoulou, Antonis, Roberts, Stephen J.
This work proposes a new method for simultaneous probabilistic identification and control of an observable, fully-actuated mechanical system. Identification is achieved by conditioning stochastic process priors on observations of configurations and noisy estimates of configuration derivatives. In contrast to previous work that has used stochastic processes for identification, we leverage the structural knowledge afforded by Lagrangian mechanics and learn the drift and control input matrix functions of the control-affine system separately. We utilise feedback-linearisation to reduce, in expectation, the uncertain nonlinear control problem to one that is easy to regulate in a desired manner. Thereby, our method combines the flexibility of nonparametric Bayesian learning with epistemological guarantees on the expected closed-loop trajectory. We illustrate our method in the context of torque-actuated pendula where the dynamics are learned with a combination of normal and log-normal processes.
Venture: a higher-order probabilistic programming platform with programmable inference
Mansinghka, Vikash, Selsam, Daniel, Perov, Yura
We describe Venture, an interactive virtual machine for probabilistic programming that aims to be sufficiently expressive, extensible, and efficient for general-purpose use. Like Church, probabilistic models and inference problems in Venture are specified via a Turing-complete, higher-order probabilistic language descended from Lisp. Unlike Church, Venture also provides a compositional language for custom inference strategies built out of scalable exact and approximate techniques. We also describe four key aspects of Venture's implementation that build on ideas from probabilistic graphical models. First, we describe the stochastic procedure interface (SPI) that specifies and encapsulates primitive random variables. The SPI supports custom control flow, higher-order probabilistic procedures, partially exchangeable sequences and ``likelihood-free'' stochastic simulators. It also supports external models that do inference over latent variables hidden from Venture. Second, we describe probabilistic execution traces (PETs), which represent execution histories of Venture programs. PETs capture conditional dependencies, existential dependencies and exchangeable coupling. Third, we describe partitions of execution histories called scaffolds that factor global inference problems into coherent sub-problems. Finally, we describe a family of stochastic regeneration algorithms for efficiently modifying PET fragments contained within scaffolds. Stochastic regeneration linear runtime scaling in cases where many previous approaches scaled quadratically. We show how to use stochastic regeneration and the SPI to implement general-purpose inference strategies such as Metropolis-Hastings, Gibbs sampling, and blocked proposals based on particle Markov chain Monte Carlo and mean-field variational inference techniques.