Uncertainty
Gibbs posterior for variable selection in high-dimensional classification and data mining
Jiang, Wenxin, Tanner, Martin A.
In the popular approach of "Bayesian variable selection" (BVS), one uses prior and posterior distributions to select a subset of candidate variables to enter the model. A completely new direction will be considered here to study BVS with a Gibbs posterior originating in statistical mechanics. The Gibbs posterior is constructed from a risk function of practical interest (such as the classification error) and aims at minimizing a risk function without modeling the data probabilistically. This can improve the performance over the usual Bayesian approach, which depends on a probability model which may be misspecified. Conditions will be provided to achieve good risk performance, even in the presence of high dimensionality, when the number of candidate variables "$K$" can be much larger than the sample size "$n$." In addition, we develop a convenient Markov chain Monte Carlo algorithm to implement BVS with the Gibbs posterior.
On the Conditional Independence Implication Problem: A Lattice-Theoretic Approach
Niepert, Mathias, Van Gucht, Dirk, Gyssens, Marc
A lattice-theoretic framework is introduced that permits the study of the conditional independence (CI) implication problem relative to the class of discrete probability measures. Semi-lattices are associated with CI statements and a finite, sound and complete inference system relative to semi-lattice inclusions is presented. This system is shown to be (1) sound and complete for saturated CI statements, (2) complete for general CI statements, and (3) sound and complete for stable CI statements. These results yield a criterion that can be used to falsify instances of the implication problem and several heuristics are derived that approximate this "lattice-exclusion" criterion in polynomial time. Finally, we provide experimental results that relate our work to results obtained from other existing inference algorithms.
Choice of neighbor order in nearest-neighbor classification
Hall, Peter, Park, Byeong U., Samworth, Richard J.
The $k$th-nearest neighbor rule is arguably the simplest and most intuitively appealing nonparametric classification procedure. However, application of this method is inhibited by lack of knowledge about its properties, in particular, about the manner in which it is influenced by the value of $k$; and by the absence of techniques for empirical choice of $k$. In the present paper we detail the way in which the value of $k$ determines the misclassification error. We consider two models, Poisson and Binomial, for the training samples. Under the first model, data are recorded in a Poisson stream and are "assigned" to one or other of the two populations in accordance with the prior probabilities. In particular, the total number of data in both training samples is a Poisson-distributed random variable. Under the Binomial model, however, the total number of data in the training samples is fixed, although again each data value is assigned in a random way. Although the values of risk and regret associated with the Poisson and Binomial models are different, they are asymptotically equivalent to first order, and also to the risks associated with kernel-based classifiers that are tailored to the case of two derivatives. These properties motivate new methods for choosing the value of $k$.
Statistical Learning Theory: Models, Concepts, and Results
von Luxburg, Ulrike, Schoelkopf, Bernhard
Statistical learning theory provides the theoretical basis for many of today's machine learning algorithms. In this article we attempt to give a gentle, non-technical overview over the key ideas and insights of statistical learning theory. We target at a broad audience, not necessarily machine learning researchers. This paper can serve as a starting point for people who want to get an overview on the field before diving into technical details.
On Granular Knowledge Structures
Knowledge plays a central role in human and artificial intelligence. One of the key characteristics of knowledge is its structured organization. Knowledge can be and should be presented in multiple levels and multiple views to meet people's needs in different levels of granularities and from different perspectives. In this paper, we stand on the view point of granular computing and provide our understanding on multi-level and multi-view of knowledge through granular knowledge structures (GKS). Representation of granular knowledge structures, operations for building granular knowledge structures and how to use them are investigated. As an illustration, we provide some examples through results from an analysis of proceeding papers. Results show that granular knowledge structures could help users get better understanding of the knowledge source from set theoretical, logical and visual point of views. One may consider using them to meet specific needs or solve certain kinds of problems.
On Similarities between Inference in Game Theory and Machine Learning
Rezek, I., Leslie, D. S., Reece, S., Roberts, S. J., Rogers, A., Dash, R. K., Jennings, N. R.
In this paper, we elucidate the equivalence between inference in game theory and machine learning. Our aim in so doing is to establish an equivalent vocabulary between the two domains so as to facilitate developments at the intersection of both ๏ฌelds, and as proof of the usefulness of this approach, we use recent developments in each ๏ฌeld to make useful improvements to the other. More speci๏ฌcally, we consider the analogies between smooth best responses in ๏ฌctitious play and Bayesian inference methods. Initially, we use these insights to develop and demonstrate an improved algorithm for learning in games based on probabilistic moderation. That is, by integrating over the distribution of opponent strategies (a Bayesian approach within machine learning) rather than taking a simple empirical average (the approach used in standard ๏ฌctitious play) we derive a novel moderated ๏ฌctitious play algorithm and show that it is more likely than standard ๏ฌctitious play to converge to a payoff-dominant but risk-dominated Nash equilibrium in a simple coordination game. Furthermore we consider the converse case, and show how insights from game theory can be used to derive two improved mean ๏ฌeld variational learning algorithms. We ๏ฌrst show that the standard update rule of mean ๏ฌeld variational learning is analogous to a Cournot adjustment within game theory. By analogy with ๏ฌctitious play, we then suggest an improved update rule, and show that this results in ๏ฌctitious variational play, an improved mean ๏ฌeld variational learning algorithm that exhibits better convergence in highly or strongly connected graphical models. Second, we use a recent advance in ๏ฌctitious play, namely dynamic ๏ฌctitious play, to derive a derivative action variational learning algorithm, that exhibits superior convergence properties on a canonical machine learning problem (clustering a mixture distribution).
Quantum reinforcement learning
Dong, Daoyi, Chen, Chunlin, Li, Hanxiong, Tarn, Tzyh-Jong
The key approaches for machine learning, especially learning in unknown probabilistic environments are new representations and computation mechanisms. In this paper, a novel quantum reinforcement learning (QRL) method is proposed by combining quantum theory and reinforcement learning (RL). Inspired by the state superposition principle and quantum parallelism, a framework of value updating algorithm is introduced. The state (action) in traditional RL is identified as the eigen state (eigen action) in QRL. The state (action) set can be represented with a quantum superposition state and the eigen state (eigen action) can be obtained by randomly observing the simulated quantum state according to the collapse postulate of quantum measurement. The probability of the eigen action is determined by the probability amplitude, which is parallelly updated according to rewards. Some related characteristics of QRL such as convergence, optimality and balancing between exploration and exploitation are also analyzed, which shows that this approach makes a good tradeoff between exploration and exploitation using the probability amplitude and can speed up learning through the quantum parallelism. To evaluate the performance and practicability of QRL, several simulated experiments are given and the results demonstrate the effectiveness and superiority of QRL algorithm for some complex problems. The present work is also an effective exploration on the application of quantum computation to artificial intelligence.
A Rigorously Bayesian Beam Model and an Adaptive Full Scan Model for Range Finders in Dynamic Environments
De Laet, T., De Schutter, J., Bruyninckx, H.
This paper proposes and experimentally validates a Bayesian network model of a range finder adapted to dynamic environments. All modeling assumptions are rigorously explained, and all model parameters have a physical interpretation. This approach results in a transparent and intuitive model. With respect to the state of the art beam model this paper: (i) proposes a different functional form for the probability of range measurements caused by unmodeled objects, (ii) intuitively explains the discontinuity encountered in te state of the art beam model, and (iii) reduces the number of model parameters, while maintaining the same representational power for experimental data. The proposed beam model is called RBBM, short for Rigorously Bayesian Beam Model. A maximum likelihood and a variational Bayesian estimator (both based on expectation-maximization) are proposed to learn the model parameters. Furthermore, the RBBM is extended to a full scan model in two steps: first, to a full scan model for static environments and next, to a full scan model for general, dynamic environments. The full scan model accounts for the dependency between beams and adapts to the local sample density when using a particle filter. In contrast to Gaussian-based state of the art models, the proposed full scan model uses a sample-based approximation. This sample-based approximation enables handling dynamic environments and capturing multi-modality, which occurs even in simple static environments.
Modeling of Social Transitions Using Intelligent Systems
Owladeghaffari, Hamed, Pedrycz, Witold, Sharifzadeh, Mostafa
In this study, we reproduce two new hybrid intelligent systems, involve three prominent intelligent computing and approximate reasoning methods: Self Organizing feature Map (SOM), Neruo-Fuzzy Inference System and Rough Set Theory (RST),called SONFIS and SORST. We show how our algorithms can be construed as a linkage of government-society interactions, where government catches various states of behaviors: solid (absolute) or flexible. So, transition of society, by changing of connectivity parameters (noise) from order to disorder is inferred.
Determining the Unithood of Word Sequences using a Probabilistic Approach
Wong, Wilson, Liu, Wei, Bennamoun, Mohammed
Most research related to unithood were conducted as part of a larger effort for the determination of termhood. Consequently, novelties are rare in this small sub-field of term extraction. In addition, existing work were mostly empirically motivated and derived. We propose a new probabilistically-derived measure, independent of any influences of termhood, that provides dedicated measures to gather linguistic evidence from parsed text and statistical evidence from Google search engine for the measurement of unithood. Our comparative study using 1,825 test cases against an existing empirically-derived function revealed an improvement in terms of precision, recall and accuracy.