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 Uncertainty


Practical Evaluation of Copula-based Survival Metrics: Beyond the Independent Censoring Assumption

arXiv.org Machine Learning

Conventional survival metrics, such as Harrell's concordance index and the Brier Score, rely on the independent censoring assumption for valid inference in the presence of right-censored data. However, when instances are censored for reasons related to the event of interest, this assumption no longer holds, as this kind of dependent censoring biases the marginal survival estimates of popular nonparametric estimators. In this paper, we propose three copula-based metrics to evaluate survival models in the presence of dependent censoring, and design a framework to create realistic, semi-synthetic datasets with dependent censoring to facilitate the evaluation of the metrics. Our empirical analyses in synthetic and semi-synthetic datasets show that our metrics can give error estimates that are closer to the true error, mainly in terms of predictive accuracy.


AI-Powered Bayesian Inference

arXiv.org Machine Learning

The advent of Generative Artificial Intelligence (GAI) has heralded an inflection point that changed how society thinks about knowledge acquisition. While GAI cannot be fully trusted for decision-making, it may still provide valuable information that can be integrated into a decision pipeline. Rather than seeing the lack of certitude and inherent randomness of GAI as a problem, we view it as an opportunity. Indeed, variable answers to given prompts can be leveraged to construct a prior distribution which reflects assuredness of AI predictions. This prior distribution may be combined with tailored datasets for a fully Bayesian analysis with an AI-driven prior. In this paper, we explore such a possibility within a non-parametric Bayesian framework. The basic idea consists of assigning a Dirichlet process prior distribution on the data-generating distribution with AI generative model as its baseline. Hyper-parameters of the prior can be tuned out-of-sample to assess the informativeness of the AI prior. Posterior simulation is achieved by computing a suitably randomized functional on an augmented data that consists of observed (labeled) data as well as fake data whose labels have been imputed using AI. This strategy can be parallelized and rapidly produces iid samples from the posterior by optimization as opposed to sampling from conditionals. Our method enables (predictive) inference and uncertainty quantification leveraging AI predictions in a coherent probabilistic manner.


Smart and Efficient IoT-Based Irrigation System Design: Utilizing a Hybrid Agent-Based and System Dynamics Approach

arXiv.org Artificial Intelligence

Regarding problems like reduced precipitation and an increase in population, water resource scarcity has become one of the most critical problems in modern-day societies, as a consequence, there is a shortage of available water resources for irrigation in arid and semi-arid countries. On the other hand, it is possible to utilize modern technologies to control irrigation and reduce water loss. One of these technologies is the Internet of Things (IoT). Despite the possibility of using the IoT in irrigation control systems, there are complexities in designing such systems. Considering this issue, it is possible to use agent-oriented software engineering (AOSE) methodologies to design complex cyber-physical systems such as IoT-based systems. In this research, a smart irrigation system is designed based on Prometheus AOSE methodology, to reduce water loss by maintaining soil moisture in a suitable interval. The designed system comprises sensors, a central agent, and irrigation nodes. These agents follow defined rules to maintain soil moisture at a desired level cooperatively. For system simulation, a hybrid agent-based and system dynamics model was designed. In this hybrid model, soil moisture dynamics were modeled based on the system dynamics approach. The proposed model, was implemented in AnyLogic computer simulation software. Utilizing the simulation model, irrigation rules were examined. The system's functionality in automatic irrigation mode was tested based on a 256-run, fractional factorial design, and the effects of important factors such as soil properties on total irrigated water and total operation time were analyzed. Based on the tests, the system consistently irrigated nearly optimal water amounts in all tests. Moreover, the results were also used to minimize the system's energy consumption by reducing the system's operational time.


Near-Optimal Approximations for Bayesian Inference in Function Space

arXiv.org Machine Learning

We propose a scalable inference algorithm for Bayes posteriors defined on a reproducing kernel Hilbert space (RKHS). Given a likelihood function and a Gaussian random element representing the prior, the corresponding Bayes posterior measure $\Pi_{\text{B}}$ can be obtained as the stationary distribution of an RKHS-valued Langevin diffusion. We approximate the infinite-dimensional Langevin diffusion via a projection onto the first $M$ components of the Kosambi-Karhunen-Lo\`eve expansion. Exploiting the thus obtained approximate posterior for these $M$ components, we perform inference for $\Pi_{\text{B}}$ by relying on the law of total probability and a sufficiency assumption. The resulting method scales as $O(M^3+JM^2)$, where $J$ is the number of samples produced from the posterior measure $\Pi_{\text{B}}$. Interestingly, the algorithm recovers the posterior arising from the sparse variational Gaussian process (SVGP) (see Titsias, 2009) as a special case, owed to the fact that the sufficiency assumption underlies both methods. However, whereas the SVGP is parametrically constrained to be a Gaussian process, our method is based on a non-parametric variational family $\mathcal{P}(\mathbb{R}^M)$ consisting of all probability measures on $\mathbb{R}^M$. As a result, our method is provably close to the optimal $M$-dimensional variational approximation of the Bayes posterior $\Pi_{\text{B}}$ in $\mathcal{P}(\mathbb{R}^M)$ for convex and Lipschitz continuous negative log likelihoods, and coincides with SVGP for the special case of a Gaussian error likelihood.


Multi-class Seismic Building Damage Assessment from InSAR Imagery using Quadratic Variational Causal Bayesian Inference

arXiv.org Artificial Intelligence

Interferometric Synthetic Aperture Radar (InSAR) technology uses satellite radar to detect surface deformation patterns and monitor earthquake impacts on buildings. While vital for emergency response planning, extracting multi-class building damage classifications from InSAR data faces challenges: overlapping damage signatures with environmental noise, computational complexity in multi-class scenarios, and the need for rapid regional-scale processing. Our novel multi-class variational causal Bayesian inference framework with quadratic variational bounds provides rigorous approximations while ensuring efficiency. By integrating InSAR observations with USGS ground failure models and building fragility functions, our approach separates building damage signals while maintaining computational efficiency through strategic pruning. Evaluation across five major earthquakes (Haiti 2021, Puerto Rico 2020, Zagreb 2020, Italy 2016, Ridgecrest 2019) shows improved damage classification accuracy (AUC: 0.94-0.96), achieving up to 35.7% improvement over existing methods. Our approach maintains high accuracy (AUC > 0.93) across all damage categories while reducing computational overhead by over 40% without requiring extensive ground truth data.


Causal AI-based Root Cause Identification: Research to Practice at Scale

arXiv.org Artificial Intelligence

Modern applications are increasingly built as vast, intricate, distributed systems. These systems comprise various software modules, often developed by different teams using different programming languages and deployed across hundreds to thousands of machines, sometimes spanning multiple data centers. Given the ir scale and complexity, these applications are often designed to tolerate failures and performance issues through inbuilt failure recovery techniques (e.g., hardware or software redundancy) or extern al methods (e.g., health check - based restarts). Computer systems experience frequent failures despite every effort: performance degradations and violations of reliability and K ey Performance Indicators (K PI s) are inevitable. These failures, depending on their nature, can lead to catastrophic incidents impacting critical systems and customers. Swift and accurate root cause identification is thus essential to avert significant incidents impacting both service quality and end users. In this complex landscape, observability platforms that provide deep insights into system behavior and help identify performance bottlenecks are not just helpful -- they are essential for maintaining reliability, ensuring optimal performance, and quickly resolving issues in production. The ability to reason a bout these systems in real - time is critical to ensuring the scalability and stability of modern services. To aid in these investigations, observability platforms that collect various telemetry data t o inform about application behavior and its underlying infrastructure are getting popular .


Uncertainty-aware abstention in medical diagnosis based on medical texts

arXiv.org Artificial Intelligence

This study addresses the critical issue of reliability for AI-assisted medical diagnosis. We focus on the selection prediction approach that allows the diagnosis system to abstain from providing the decision if it is not confident in the diagnosis. Such selective prediction (or abstention) approaches are usually based on the modeling predictive uncertainty of machine learning models involved. This study explores uncertainty quantification in machine learning models for medical text analysis, addressing diverse tasks across multiple datasets. We focus on binary mortality prediction from textual data in MIMIC-III, multi-label medical code prediction using ICD-10 codes from MIMIC-IV, and multi-class classification with a private outpatient visits dataset. Additionally, we analyze mental health datasets targeting depression and anxiety detection, utilizing various text-based sources, such as essays, social media posts, and clinical descriptions. In addition to comparing uncertainty methods, we introduce HUQ-2, a new state-of-the-art method for enhancing reliability in selective prediction tasks. Our results provide a detailed comparison of uncertainty quantification methods. They demonstrate the effectiveness of HUQ-2 in capturing and evaluating uncertainty, paving the way for more reliable and interpretable applications in medical text analysis.


From Small to Large Language Models: Revisiting the Federalist Papers

arXiv.org Machine Learning

For a long time, the authorship of the Federalist Papers had been a subject of inquiry and debate, not only by linguists and historians but also by statisticians. In what was arguably the first Bayesian case study, Mosteller and Wallace (1963) provided the first statistical evidence for attributing all disputed papers to Madison. Our paper revisits this historical dataset but from a lens of modern language models, both small and large. We review some of the more popular Large Language Model (LLM) tools and examine them from a statistical point of view in the context of text classification. We investigate whether, without any attempt to fine-tune, the general embedding constructs can be useful for stylometry and attribution. We explain differences between various word/phrase embeddings and discuss how to aggregate them in a document. Contrary to our expectations, we exemplify that dimension expansion with word embeddings may not always be beneficial for attribution relative to dimension reduction with topic embeddings. Our experiments demonstrate that default LLM embeddings (even after manual fine-tuning) may not consistently improve authorship attribution accuracy. Instead, Bayesian analysis with topic embeddings trained on ``function words" yields superior out-of-sample classification performance. This suggests that traditional (small) statistical language models, with their interpretability and solid theoretical foundation, can offer significant advantages in authorship attribution tasks. The code used in this analysis is available at github.com/sowonjeong/slm-to-llm


Learning sparse generalized linear models with binary outcomes via iterative hard thresholding

arXiv.org Machine Learning

In statistics, generalized linear models (GLMs) are widely used for modeling data and can expressively capture potential nonlinear dependence of the model's outcomes on its covariates. Within the broad family of GLMs, those with binary outcomes, which include logistic and probit regressions, are motivated by common tasks such as binary classification with (possibly) non-separable data. In addition, in modern machine learning and statistics, data is often high-dimensional yet has a low intrinsic dimension, making sparsity constraints in models another reasonable consideration. In this work, we propose to use and analyze an iterative hard thresholding (projected gradient descent on the ReLU loss) algorithm, called binary iterative hard thresholding (BIHT), for parameter estimation in sparse GLMs with binary outcomes. We establish that BIHT is statistically efficient and converges to the correct solution for parameter estimation in a general class of sparse binary GLMs. Unlike many other methods for learning GLMs, including maximum likelihood estimation, generalized approximate message passing, and GLM-tron (Kakade et al. 2011; Bahmani et al. 2016), BIHT does not require knowledge of the GLM's link function, offering flexibility and generality in allowing the algorithm to learn arbitrary binary GLMs. As two applications, logistic and probit regression are additionally studied. In this regard, it is shown that in logistic regression, the algorithm is in fact statistically optimal in the sense that the order-wise sample complexity matches (up to logarithmic factors) the lower bound obtained previously. To the best of our knowledge, this is the first work achieving statistical optimality for logistic regression in all noise regimes with a computationally efficient algorithm. Moreover, for probit regression, our sample complexity is on the same order as that obtained for logistic regression.


Modeling Neural Activity with Conditionally Linear Dynamical Systems

arXiv.org Machine Learning

Neural population activity exhibits complex, nonlinear dynamics, varying in time, over trials, and across experimental conditions. Here, we develop Conditionally Linear Dynamical System (CLDS) models as a general-purpose method to characterize these dynamics. These models use Gaussian Process (GP) priors to capture the nonlinear dependence of circuit dynamics on task and behavioral variables. Conditioned on these covariates, the data is modeled with linear dynamics. This allows for transparent interpretation and tractable Bayesian inference. We find that CLDS models can perform well even in severely data-limited regimes (e.g. one trial per condition) due to their Bayesian formulation and ability to share statistical power across nearby task conditions. In example applications, we apply CLDS to model thalamic neurons that nonlinearly encode heading direction and to model motor cortical neurons during a cued reaching task