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 Uncertainty


Off-grid Direction of Arrival Estimation Using Sparse Bayesian Inference

arXiv.org Machine Learning

Direction of arrival (DOA) estimation is a classical problem in signal processing with many practical applications. Its research has recently been advanced owing to the development of methods based on sparse signal reconstruction. While these methods have shown advantages over conventional ones, there are still difficulties in practical situations where true DOAs are not on the discretized sampling grid. To deal with such an off-grid DOA estimation problem, this paper studies an off-grid model that takes into account effects of the off-grid DOAs and has a smaller modeling error. An iterative algorithm is developed based on the off-grid model from a Bayesian perspective while joint sparsity among different snapshots is exploited by assuming a Laplace prior for signals at all snapshots. The new approach applies to both single snapshot and multi-snapshot cases. Numerical simulations show that the proposed algorithm has improved accuracy in terms of mean squared estimation error. The algorithm can maintain high estimation accuracy even under a very coarse sampling grid.


Cultural Algorithm Toolkit for Multi-objective Rule Mining

arXiv.org Artificial Intelligence

Cultural algorithm is a kind of evolutionary algorithm inspired from societal evolution and is composed of a belief space, a population space and a protocol that enables exchange of knowledge between these sources. Knowledge created in the population space is accepted into the belief space while this collective knowledge from these sources is combined to influence the decisions of the individual agents in solving problems. Classification rules comes under descriptive knowledge discovery in data mining and are the most sought out by users since they represent highly comprehensible form of knowledge. The rules have certain properties which make them useful forms of actionable knowledge to users. The rules are evaluated using these properties namely the rule metrics. In the current study a Cultural Algorithm Toolkit for Classification Rule Mining (CAT-CRM) is proposed which allows the user to control three different set of parameters namely the evolutionary parameters, the rule parameters as well as agent parameters and hence can be used for experimenting with an evolutionary system, a rule mining system or an agent based social system. Results of experiments conducted to observe the effect of different number and type of metrics on the performance of the algorithm on bench mark data sets is reported.


Probabilities on Sentences in an Expressive Logic

arXiv.org Artificial Intelligence

Automated reasoning about uncertain knowledge has many applications. One difficulty when developing such systems is the lack of a completely satisfactory integration of logic and probability. We address this problem directly. Expressive languages like higher-order logic are ideally suited for representing and reasoning about structured knowledge. Uncertain knowledge can be modeled by using graded probabilities rather than binary truth-values. The main technical problem studied in this paper is the following: Given a set of sentences, each having some probability of being true, what probability should be ascribed to other (query) sentences? A natural wish-list, among others, is that the probability distribution (i) is consistent with the knowledge base, (ii) allows for a consistent inference procedure and in particular (iii) reduces to deductive logic in the limit of probabilities being 0 and 1, (iv) allows (Bayesian) inductive reasoning and (v) learning in the limit and in particular (vi) allows confirmation of universally quantified hypotheses/sentences. We translate this wish-list into technical requirements for a prior probability and show that probabilities satisfying all our criteria exist. We also give explicit constructions and several general characterizations of probabilities that satisfy some or all of the criteria and various (counter) examples. We also derive necessary and sufficient conditions for extending beliefs about finitely many sentences to suitable probabilities over all sentences, and in particular least dogmatic or least biased ones. We conclude with a brief outlook on how the developed theory might be used and approximated in autonomous reasoning agents. Our theory is a step towards a globally consistent and empirically satisfactory unification of probability and logic.


On firm specific characteristics of pharmaceutical generics and incentives to permanence under fuzzy conditions

arXiv.org Artificial Intelligence

The aim of this paper is to develop a methodology that is useful for analysing from a microeconomic perspective the incentives to entry, permanence and exit in the market for pharmaceutical generics under fuzzy conditions. In an empirical application of our proposed methodology, the potential towards permanence of labs with different characteristics has been estimated. The case we deal with is set in an open market where global players diversify into different national markets of pharmaceutical generics. Risk issues are significantly important in deterring decision makers from expanding in the generic pharmaceutical business. However, not all players are affected in the same way and/or to the same extent. Small, non-diversified generics labs are in the worse position. We have highlighted that the expected NPV and the number of generics in the portfolio of a pharmaceutical lab are important variables, but that it is also important to consider the degree of diversification. Labs with a higher potential for diversification across markets have an advantage over smaller labs. We have described a fuzzy decision support system based on the Mamdani model in order to determine the incentives for a laboratory to remain in the market both when it is stable and when it is growing.


Distance Dependent Infinite Latent Feature Models

arXiv.org Machine Learning

Latent feature models are widely used to decompose data into a small number of components. Bayesian nonparametric variants of these models, which use the Indian buffet process (IBP) as a prior over latent features, allow the number of features to be determined from the data. We present a generalization of the IBP, the distance dependent Indian buffet process (dd-IBP), for modeling non-exchangeable data. It relies on distances defined between data points, biasing nearby data to share more features. The choice of distance measure allows for many kinds of dependencies, including temporal and spatial. Further, the original IBP is a special case of the dd-IBP. In this paper, we develop the dd-IBP and theoretically characterize its feature-sharing properties. We derive a Markov chain Monte Carlo sampler for a linear Gaussian model with a dd-IBP prior and study its performance on several non-exchangeable data sets.


A Bayesian Boosting Model

arXiv.org Machine Learning

We offer a novel view of AdaBoost in a statistical setting. We propose a Bayesian model for binary classification in which label noise is modeled hierarchically. Using variational inference to optimize a dynamic evidence lower bound, we derive a new boosting-like algorithm called VIBoost. We show its close connections to AdaBoost and give experimental results from four datasets.


Estimating Densities with Non-Parametric Exponential Families

arXiv.org Machine Learning

We propose a novel approach for density estimation with exponential families for the case when the true density may not fall within the chosen family. Our approach augments the sufficient statistics with features designed to accumulate probability mass in the neighborhood of the observed points, resulting in a non-parametric model similar to kernel density estimators. We show that under mild conditions, the resulting model uses only the sufficient statistics if the density is within the chosen exponential family, and asymptotically, it approximates densities outside of the chosen exponential family. Using the proposed approach, we modify the exponential random graph model, commonly used for modeling small-size graph distributions, to address the well-known issue of model degeneracy.


Restricting exchangeable nonparametric distributions

arXiv.org Machine Learning

Distributions over exchangeable matrices with infinitely many columns, such as the Indian buffet process, are useful in constructing nonparametric latent variable models. However, the distribution implied by such models over the number of features exhibited by each data point may be poorly- suited for many modeling tasks. In this paper, we propose a class of exchangeable nonparametric priors obtained by restricting the domain of existing models. Such models allow us to specify the distribution over the number of features per data point, and can achieve better performance on data sets where the number of features is not well-modeled by the original distribution.


Multiresolution Gaussian Processes

arXiv.org Machine Learning

We propose a multiresolution Gaussian process to capture long-range, non-Markovian dependencies while allowing for abrupt changes. The multiresolution GP hierarchically couples a collection of smooth GPs, each defined over an element of a random nested partition. Long-range dependencies are captured by the top-level GP while the partition points define the abrupt changes. Due to the inherent conjugacy of the GPs, one can analytically marginalize the GPs and compute the conditional likelihood of the observations given the partition tree. This property allows for efficient inference of the partition itself, for which we employ graph-theoretic techniques. We apply the multiresolution GP to the analysis of Magnetoencephalography (MEG) recordings of brain activity.


Isoelastic Agents and Wealth Updates in Machine Learning Markets

arXiv.org Machine Learning

Recently, prediction markets have shown considerable promise for developing flexible mechanisms for machine learning. In this paper, agents with isoelastic utilities are considered. It is shown that the costs associated with homogeneous markets of agents with isoelastic utilities produce equilibrium prices corresponding to alpha-mixtures, with a particular form of mixing component relating to each agent's wealth. We also demonstrate that wealth accumulation for logarithmic and other isoelastic agents (through payoffs on prediction of training targets) can implement both Bayesian model updates and mixture weight updates by imposing different market payoff structures. An iterative algorithm is given for market equilibrium computation. We demonstrate that inhomogeneous markets of agents with isoelastic utilities outperform state of the art aggregate classifiers such as random forests, as well as single classifiers (neural networks, decision trees) on a number of machine learning benchmarks, and show that isoelastic combination methods are generally better than their logarithmic counterparts.