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 Uncertainty


Parsimonious Gaussian mixture models with piecewise-constant eigenvalue profiles

arXiv.org Machine Learning

Gaussian mixture models (GMMs) are ubiquitous in statistical learning, particularly for unsupervised problems. While full GMMs suffer from the overparameterization of their covariance matrices in high-dimensional spaces, spherical GMMs (with isotropic covariance matrices) certainly lack flexibility to fit certain anisotropic distributions. Connecting these two extremes, we introduce a new family of parsimonious GMMs with piecewise-constant covariance eigenvalue profiles. These extend several low-rank models like the celebrated mixtures of probabilistic principal component analyzers (MPPCA), by enabling any possible sequence of eigenvalue multiplicities. If the latter are prespecified, then we can naturally derive an expectation-maximization (EM) algorithm to learn the mixture parameters. Otherwise, to address the notoriously-challenging issue of jointly learning the mixture parameters and hyperparameters, we propose a componentwise penalized EM algorithm, whose monotonicity is proven. We show the superior likelihood-parsimony tradeoffs achieved by our models on a variety of unsupervised experiments: density fitting, clustering and single-image denoising.


Variational Digital Twins

arXiv.org Artificial Intelligence

While digital twins (DT) hold promise for providing real-time insights into complex energy assets, much of the current literature either does not offer a clear framework for information exchange between the model and the asset, lacks key features needed for real-time implementation, or gives limited attention to model uncertainty. Here, we aim to solve these gaps by proposing a variational digital twin (VDT) framework that augments standard neural architectures with a single Bayesian output layer. This lightweight addition, along with a novel VDT updating algorithm, lets a twin update in seconds on commodity GPUs while producing calibrated uncertainty bounds that can inform experiment design, control algorithms, and model reliability. The VDT is evaluated on four energy-sector problems. For critical-heat-flux prediction, uncertainty-driven active learning reaches R2 = 0.98 using 47 % fewer experiments and one-third the training time of random sampling. A three-year renewable-generation twin maintains R2 > 0.95 for solar output and curbs error growth for volatile wind forecasts via monthly updates that process only one month of data at a time. A nuclear reactor transient cooldown twin reconstructs thermocouple signals with R2 > 0.99 and preserves accuracy after 50 % sensor loss, demonstrating robustness to degraded instrumentation. Finally, a physics-informed Li-ion battery twin, retrained after every ten discharges, lowers voltage mean-squared error by an order of magnitude relative to the best static model while adapting its credible intervals as the cell approaches end-of-life. These results demonstrate that combining modest Bayesian augmentation with efficient update schemes turns conventional surrogates into uncertainty-aware, data-efficient, and computationally tractable DTs, paving the way for dependable models across industrial and scientific energy systems.


An Uncertainty-Aware Dynamic Decision Framework for Progressive Multi-Omics Integration in Classification Tasks

arXiv.org Artificial Intelligence

Background and Objective: High-throughput multi-omics technologies have proven invaluable for elucidating disease mechanisms and enabling early diagnosis. However, the high cost of multi-omics profiling imposes a significant economic burden, with over reliance on full omics data potentially leading to unnecessary resource consumption. To address these issues, we propose an uncertainty-aware, multi-view dynamic decision framework for omics data classification that aims to achieve high diagnostic accuracy while minimizing testing costs. Methodology: At the single-omics level, we refine the activation functions of neural networks to generate Dirichlet distribution parameters, utilizing subjective logic to quantify both the belief masses and uncertainty mass of classification results. Belief mass reflects the support of a specific omics modality for a disease class, while the uncertainty parameter captures limitations in data quality and model discriminability, providing a more trustworthy basis for decision-making. At the multi omics level, we employ a fusion strategy based on Dempster-Shafer theory to integrate heterogeneous modalities, leveraging their complementarity to boost diagnostic accuracy and robustness. A dynamic decision mechanism is then applied that omics data are incrementally introduced for each patient until either all data sources are utilized or the model confidence exceeds a predefined threshold, potentially before all data sources are utilized. Results and Conclusion: We evaluate our approach on four benchmark multi-omics datasets, ROSMAP, LGG, BRCA, and KIPAN. In three datasets, over 50% of cases achieved accurate classification using a single omics modality, effectively reducing redundant testing. Meanwhile, our method maintains diagnostic performance comparable to full-omics models and preserves essential biological insights.


Adapting Rule Representation With Four-Parameter Beta Distribution for Learning Classifier Systems

arXiv.org Artificial Intelligence

Rule representations significantly influence the search capabilities and decision boundaries within the search space of Learning Classifier Systems (LCSs), a family of rule-based machine learning systems that evolve interpretable models through evolutionary processes. However, it is very difficult to choose an appropriate rule representation for each problem. Additionally, some problems benefit from using different representations for different subspaces within the input space. Thus, an adaptive mechanism is needed to choose an appropriate rule representation for each rule in LCSs. This article introduces a flexible rule representation using a four-parameter beta distribution and integrates it into a fuzzy-style LCS. The four-parameter beta distribution can form various function shapes, and this flexibility enables our LCS to automatically select appropriate representations for different subspaces. Our rule representation can represent crisp/fuzzy decision boundaries in various boundary shapes, such as rectangles and bells, by controlling four parameters, compared to the standard representations such as trapezoidal ones. Leveraging this flexibility, our LCS is designed to adapt the appropriate rule representation for each subspace. Moreover, our LCS incorporates a generalization bias favoring crisp rules where feasible, enhancing model interpretability without compromising accuracy. Experimental results on real-world classification tasks show that our LCS achieves significantly superior test accuracy and produces more compact rule sets. Our implementation is available at https://github.com/YNU-NakataLab/Beta4-UCS. An extended abstract related to this work is available at https://doi.org/10.36227/techrxiv.174900805.59801248/v1.


Variational Autoencoder for Generating Broader-Spectrum prior Proposals in Markov chain Monte Carlo Methods

arXiv.org Machine Learning

This study uses a Variational Autoencoder method to enhance the efficiency and applicability of Markov Chain Monte Carlo (McMC) methods by generating broader-spectrum prior proposals. Traditional approaches, such as the Karhunen-Loève Expansion (KLE), require previous knowledge of the covariance function, often unavailable in practical applications. The VAE framework enables a data-driven approach to flexibly capture a broader range of correlation structures in Bayesian inverse problems, particularly subsurface flow modeling. The methodology is tested on a synthetic groundwater flow inversion problem, where pressure data is used to estimate permeability fields. Numerical experiments demonstrate that the VAE-based parameterization achieves comparable accuracy to KLE when the correlation length is known and outperforms KLE when the assumed correlation length deviates from the true value. Moreover, the VAE approach significantly reduces stochastic dimensionality, improving computational efficiency. The results suggest that leveraging deep generative models in McMC methods can lead to more adaptable and efficient Bayesian inference in high-dimensional problems.


Aleatoric and Epistemic Uncertainty Measures for Ordinal Classification through Binary Reduction

arXiv.org Artificial Intelligence

Ordinal classification problems, where labels exhibit a natural order, are prevalent in high-stakes fields such as medicine and finance. Accurate uncertainty quantification, including the decomposition into aleatoric (inherent variability) and epistemic (lack of knowledge) components, is crucial for reliable decision-making. However, existing research has primarily focused on nominal classification and regression. In this paper, we introduce a novel class of measures of aleatoric and epistemic uncertainty in ordinal classification, which is based on a suitable reduction to (entropy- and variance-based) measures for the binary case. These measures effectively capture the trade-off in ordinal classification between exact hit-rate and minimial error distances. We demonstrate the effectiveness of our approach on various tabular ordinal benchmark datasets using ensembles of gradient-boosted trees and multi-layer perceptrons for approximate Bayesian inference. Our method significantly outperforms standard and label-wise entropy and variance-based measures in error detection, as indicated by misclassification rates and mean absolute error. Additionally, the ordinal measures show competitive performance in out-of-distribution (OOD) detection. Our findings highlight the importance of considering the ordinal nature of classification problems when assessing uncertainty.


Gregorian melody, modality, and memory: Segmenting chant with Bayesian nonparametrics

arXiv.org Artificial Intelligence

The idea that Gregorian melodies are constructed from some vocabulary of segments has long been a part of chant scholarship. This so-called "centonisation" theory has received much musicological criticism, but frequent re-use of certain melodic segments has been observed in chant melodies, and the intractable number of possible segmentations allowed the option that some undiscovered segmentation exists that will yet prove the value of centonisation, and recent empirical results have shown that segmentations can outperform music-theoretical features in mode classification. Inspired by the fact that Gregorian chant was memorised, we search for an optimal unsupervised segmentation of chant melody using nested hierarchical Pitman-Yor language models. The segmentation we find achieves state-of-the-art performance in mode classification. Modeling a monk memorising the melodies from one liturgical manuscript, we then find empirical evidence for the link between mode classification and memory efficiency, and observe more formulaic areas at the beginnings and ends of melodies corresponding to the practical role of modality in performance. However, the resulting segmentations themselves indicate that even such a memory-optimal segmentation is not what is understood as centonisation.


Duality and Policy Evaluation in Distributionally Robust Bayesian Diffusion Control

arXiv.org Machine Learning

We consider a Bayesian diffusion control problem of expected terminal utility maximization. The controller imposes a prior distribution on the unknown drift of an underlying diffusion. The Bayesian optimal control, tracking the posterior distribution of the unknown drift, can be characterized explicitly. However, in practice, the prior will generally be incorrectly specified, and the degree of model misspecification can have a significant impact on policy performance. To mitigate this and reduce overpessimism, we introduce a distributionally robust Bayesian control (DRBC) formulation in which the controller plays a game against an adversary who selects a prior in divergence neighborhood of a baseline prior. The adversarial approach has been studied in economics and efficient algorithms have been proposed in static optimization settings. We develop a strong duality result for our DRBC formulation. Combining these results together with tools from stochastic analysis, we are able to derive a loss that can be efficiently trained (as we demonstrate in our numerical experiments) using a suitable neural network architecture. As a result, we obtain an effective algorithm for computing the DRBC optimal strategy. The methodology for computing the DRBC optimal strategy is greatly simplified, as we show, in the important case in which the adversary chooses a prior from a Kullback-Leibler distributional uncertainty set.


GANs Secretly Perform Approximate Bayesian Model Selection

arXiv.org Machine Learning

Generative Adversarial Networks (GANs) are popular and successful generative models. Despite their success, optimization is notoriously challenging and they require regularization against overfitting. In this work, we explain the success and limitations of GANs by interpreting them as probabilistic generative models. This interpretation enables us to view GANs as Bayesian neural networks with partial stochasticity, allowing us to establish conditions of universal approximation. We can then cast the adversarial-style optimization of several variants of GANs as the optimization of a proxy for the marginal likelihood. Taking advantage of the connection between marginal likelihood optimization and Occam's razor, we can define regularization and optimization strategies to smooth the loss landscape and search for solutions with minimum description length, which are associated with flat minima and good generalization. The results on a wide range of experiments indicate that these strategies lead to performance improvements and pave the way to a deeper understanding of regularization strategies for GANs.


Binned semiparametric Bayesian networks

arXiv.org Artificial Intelligence

This paper introduces a new type of probabilistic semiparametric model that takes advantage of data binning to reduce the computational cost of kernel density estimation in nonparametric distributions. Two new conditional probability distributions are developed for the new binned semiparametric Bayesian networks, the sparse binned kernel density estimation and the Fourier kernel density estimation. These two probability distributions address the curse of dimensionality, which typically impacts binned models, by using sparse tensors and restricting the number of parent nodes in conditional probability calculations. To evaluate the proposal, we perform a complexity analysis and conduct several comparative experiments using synthetic data and datasets from the UCI Machine Learning repository. The experiments include different binning rules, parent restrictions, grid sizes, and number of instances to get a holistic view of the model's behavior. As a result, our binned semiparametric Bayesian networks achieve structural learning and log-likelihood estimations with no statistically significant differences compared to the semiparametric Bayesian networks, but at a much higher speed. Thus, the new binned semiparametric Bayesian networks prove to be a reliable and more efficient alternative to their non-binned counterparts.