Uncertainty
LatticeVision: Image to Image Networks for Modeling Non-Stationary Spatial Data
Sikorski, Antony, Ivanitskiy, Michael, Lenssen, Nathan, Nychka, Douglas, McKenzie, Daniel
In many scientific and industrial applications, we are given a handful of instances (a 'small ensemble') of a spatially distributed quantity (a 'field') but would like to acquire many more. For example, a large ensemble of global temperature sensitivity fields from a climate model can help farmers, insurers, and governments plan appropriately. When acquiring more data is prohibitively expensive -- as is the case with climate models -- statistical emulation offers an efficient alternative for simulating synthetic yet realistic fields. However, parameter inference using maximum likelihood estimation (MLE) is computationally prohibitive, especially for large, non-stationary fields. Thus, many recent works train neural networks to estimate parameters given spatial fields as input, sidestepping MLE completely. In this work we focus on a popular class of parametric, spatially autoregressive (SAR) models. We make a simple yet impactful observation; because the SAR parameters can be arranged on a regular grid, both inputs (spatial fields) and outputs (model parameters) can be viewed as images. Using this insight, we demonstrate that image-to-image (I2I) networks enable faster and more accurate parameter estimation for a class of non-stationary SAR models with unprecedented complexity.
Interim Report on Human-Guided Adaptive Hyperparameter Optimization with Multi-Fidelity Sprints
This case study applies a phased hyperparameter optimization process to compare multitask natural language model variants that utilize multiphase learning rate scheduling and optimizer parameter grouping. We employ short, Bayesian optimization sessions that leverage multi-fidelity, hyperparameter space pruning, progressive halving, and a degree of human guidance. We utilize the Optuna TPE sampler and Hyperband pruner, as well as the Scikit-Learn Gaussian process minimization. Initially, we use efficient low-fidelity sprints to prune the hyperparameter space. Subsequent sprints progressively increase their model fidelity and employ hyperband pruning for efficiency. A second aspect of our approach is using a meta-learner to tune threshold values to resolve classification probabilities during inference. We demonstrate our method on a collection of variants of the 2021 Joint Entity and Relation Extraction model proposed by Eberts and Ulges.
Estimating the number of household TV profiles based in customer behaviour using Gaussian mixture model averaging
Palma, Gabriel R., McClean, Sally, Allan, Brahim, Tariq, Zeeshan, Moral, Rafael A.
TV customers today face many choices from many live channels and on-demand services. Providing a personalised experience that saves customers time when discovering content is essential for TV providers. However, a reliable understanding of their behaviour and preferences is key. When creating personalised recommendations for TV, the biggest challenge is understanding viewing behaviour within households when multiple people are watching. The objective is to detect and combine individual profiles to make better-personalised recommendations for group viewing. Our challenge is that we have little explicit information about who is watching the devices at any time (individuals or groups). Also, we do not have a way to combine more than one individual profile to make better recommendations for group viewing. We propose a novel framework using a Gaussian mixture model averaging to obtain point estimates for the number of household TV profiles and a Bayesian random walk model to introduce uncertainty. We applied our approach using data from real customers whose TV-watching data totalled approximately half a million observations. Our results indicate that combining our framework with the selected features provides a means to estimate the number of household TV profiles and their characteristics, including shifts over time and quantification of uncertainty.
Optimizing Neuro-Fuzzy and Colonial Competition Algorithms for Skin Cancer Diagnosis in Dermatoscopic Images
Khaleghpour, Hamideh, McKinney, Brett
The rising incidence of skin cancer, coupled with limited public awareness and a shortfall in clinical expertise, underscores an urgent need for advanced diagnostic aids. Artificial Intelligence (AI) has emerged as a promising tool in this domain, particularly for distinguishing malignant from benign skin lesions. Leveraging publicly available datasets of skin lesions, researchers have been developing AI-based diagnostic solutions. However, the integration of such computer systems in clinical settings is still nascent. This study aims to bridge this gap by employing a fusion of image processing techniques and machine learning algorithms, specifically neuro-fuzzy and colonial competition approaches. Applied to dermoscopic images from the ISIC database, our method achieved a notable accuracy of 94% on a dataset of 560 images. These results underscore the potential of our approach in aiding clinicians in the early detection of melanoma, thereby contributing significantly to skin cancer diagnostics.
Generalization in Monitored Markov Decision Processes (Mon-MDPs)
Mohammedalamen, Montaser, Bowling, Michael
Reinforcement learning (RL) typically models the interaction between the agent and environment as a Markov decision process (MDP), where the rewards that guide the agent's behavior are always observable. However, in many real-world scenarios, rewards are not always observable, which can be modeled as a monitored Markov decision process (Mon-MDP). Prior work on Mon-MDPs have been limited to simple, tabular cases, restricting their applicability to real-world problems. This work explores Mon-MDPs using function approximation (FA) and investigates the challenges involved. We show that combining function approximation with a learned reward model enables agents to generalize from monitored states with observable rewards, to unmonitored environment states with unobservable rewards. Therefore, we demonstrate that such generalization with a reward model achieves near-optimal policies in environments formally defined as unsolvable. However, we identify a critical limitation of such function approximation, where agents incorrectly extrapolate rewards due to overgeneralization, resulting in undesirable behaviors. To mitigate overgeneralization, we propose a cautious police optimization method leveraging reward uncertainty. This work serves as a step towards bridging this gap between Mon-MDP theory and real-world applications.
Uncertainty-Aware Surrogate-based Amortized Bayesian Inference for Computationally Expensive Models
Scheurer, Stefania, Reiser, Philipp, Brünnette, Tim, Nowak, Wolfgang, Guthke, Anneli, Bürkner, Paul-Christian
Bayesian inference typically relies on a large number of model evaluations to estimate posterior distributions. Established methods like Markov Chain Monte Carlo (MCMC) and Amortized Bayesian Inference (ABI) can become computationally challenging. While ABI enables fast inference after training, generating sufficient training data still requires thousands of model simulations, which is infeasible for expensive models. Surrogate models offer a solution by providing approximate simulations at a lower computational cost, allowing the generation of large data sets for training. However, the introduced approximation errors and uncertainties can lead to overconfident posterior estimates. To address this, we propose Uncertainty-Aware Surrogate-based Amortized Bayesian Inference (UA-SABI) - a framework that combines surrogate modeling and ABI while explicitly quantifying and propagating surrogate uncertainties through the inference pipeline. Our experiments show that this approach enables reliable, fast, and repeated Bayesian inference for computationally expensive models, even under tight time constraints.
SPP-SBL: Space-Power Prior Sparse Bayesian Learning for Block Sparse Recovery
Zhang, Yanhao, Zhu, Zhihan, Xia, Yong
--The recovery of block-sparse signals with unknown structural patterns remains a fundamental challenge in structured sparse signal reconstruction. By proposing a variance transformation framework, this paper unifies existing pattern-based block sparse Bayesian learning methods, and introduces a novel space power prior based on undirected graph models to adaptively capture the unknown patterns of block-sparse signals. By combining the EM algorithm with high-order equation root-solving, we develop a new structured sparse Bayesian learning method, SPP-SBL, which effectively addresses the open problem of space coupling parameter estimation in pattern-based methods. We further demonstrate that learning the relative values of space coupling parameters is key to capturing unknown block-sparse patterns and improving recovery accuracy. Experiments validate that SPP-SBL successfully recovers various challenging structured sparse signals (e.g., chain-structured signals and multi-pattern sparse signals) and real-world multi-modal structured sparse signals (images, audio), showing significant advantages in recovery accuracy across multiple metrics. Index T erms --Compressed sensing, Space-Power prior, block sparsity, sparse Bayesian learning, expectation-maximization. P ARSE recovery through Compressed Sensing (CS) has garnered significant attention due to its robust theoretical foundation and wide-ranging applications [1], particularly for its efficacy in reconstructing sparse vectors from a substantially reduced number of linear measurements.
Enhancing Trust Management System for Connected Autonomous Vehicles Using Machine Learning Methods: A Survey
Xu, Qian, Zhang, Lei, Liu, Yixiao
Connected Autonomous Vehicles (CAVs) operate in dynamic, open, and multi-domain networks, rendering them vulnerable to various threats. Trust Management Systems (TMS) systematically organize essential steps in the trust mechanism, identifying malicious nodes against internal threats and external threats, as well as ensuring reliable decision-making for more cooperative tasks. Recent advances in machine learning (ML) offer significant potential to enhance TMS, especially for the strict requirements of CAVs, such as CAV nodes moving at varying speeds, and opportunistic and intermittent network behavior. Those features distinguish ML-based TMS from social networks, static IoT, and Social IoT. This survey proposes a novel three-layer ML-based TMS framework for CAVs in the vehicle-road-cloud integration system, i.e., trust data layer, trust calculation layer and trust incentive layer. A six-dimensional taxonomy of objectives is proposed. Furthermore, the principles of ML methods for each module in each layer are analyzed. Then, recent studies are categorized based on traffic scenarios that are against the proposed objectives. Finally, future directions are suggested, addressing the open issues and meeting the research trend. We maintain an active repository that contains up-to-date literature and open-source projects at https://github.com/octoberzzzzz/ML-based-TMS-CAV-Survey.
Computationally Efficient Diffusion Models in Medical Imaging: A Comprehensive Review
Abdullah, null, Huang, Tao, Lee, Ickjai, Ahn, Euijoon
The diffusion model has recently emerged as a potent approach in computer vision, demonstrating remarkable performances in the field of generative artificial intelligence. Capable of producing high-quality synthetic images, diffusion models have been successfully applied across a range of applications. However, a significant challenge remains with the high computational cost associated with training and generating these models. This study focuses on the efficiency and inference time of diffusion-based generative models, highlighting their applications in both natural and medical imaging. We present the most recent advances in diffusion models by categorizing them into three key models: the Denoising Diffusion Probabilistic Model (DDPM), the Latent Diffusion Model (LDM), and the Wavelet Diffusion Model (WDM). These models play a crucial role in medical imaging, where producing fast, reliable, and high-quality medical images is essential for accurate analysis of abnormalities and disease diagnosis. We first investigate the general framework of DDPM, LDM, and WDM and discuss the computational complexity gap filled by these models in natural and medical imaging. We then discuss the current limitations of these models as well as the opportunities and future research directions in medical imaging.
High-dimensional Bayesian Tobit regression for censored response with Horseshoe prior
Censored response variables--where outcomes are only partially observed due to known bounds--arise in numerous scientific domains and present serious challenges for regression analysis. The Tobit model, a classical solution for handling left-censoring, has been widely used in economics and beyond. However, with the increasing prevalence of high-dimensional data, where the number of covariates exceeds the sample size, traditional Tobit methods become inadequate. While frequentist approaches for high-dimensional Tobit regression have recently been developed, notably through Lasso-based estimators, the Bayesian literature remains sparse and lacks theoretical guarantees. In this work, we propose a novel Bayesian framework for high-dimensional Tobit regression that addresses both censoring and sparsity. Our method leverages the Horseshoe prior to induce shrinkage and employs a data augmentation strategy to facilitate efficient posterior computation via Gibbs sampling. We establish posterior consistency and derive concentration rates under sparsity, providing the first theoretical results for Bayesian Tobit models in high dimensions. Numerical experiments show that our approach outperforms favorably with the recent Lasso-Tobit method. Our method is implemented in the R package tobitbayes, which can be found on Github.