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 Uncertainty


A Bayesian Mixture Model of Temporal Point Processes with Determinantal Point Process Prior

arXiv.org Artificial Intelligence

Asynchronous event sequence clustering aims to group similar event sequences in an unsupervised manner. Mixture models of temporal point processes have been proposed to solve this problem, but they often suffer from overfitting, leading to excessive cluster generation with a lack of diversity. To overcome these limitations, we propose a Bayesian mixture model of Temporal Point Processes with Determinantal Point Process prior (TP$^2$DP$^2$) and accordingly an efficient posterior inference algorithm based on conditional Gibbs sampling. Our work provides a flexible learning framework for event sequence clustering, enabling automatic identification of the potential number of clusters and accurate grouping of sequences with similar features. It is applicable to a wide range of parametric temporal point processes, including neural network-based models. Experimental results on both synthetic and real-world data suggest that our framework could produce moderately fewer yet more diverse mixture components, and achieve outstanding results across multiple evaluation metrics.


TrajGPT: Controlled Synthetic Trajectory Generation Using a Multitask Transformer-Based Spatiotemporal Model

arXiv.org Artificial Intelligence

Human mobility modeling from GPS-trajectories and synthetic trajectory generation are crucial for various applications, such as urban planning, disaster management and epidemiology. Both of these tasks often require filling gaps in a partially specified sequence of visits - a new problem that we call "controlled" synthetic trajectory generation. Existing methods for next-location prediction or synthetic trajectory generation cannot solve this problem as they lack the mechanisms needed to constrain the generated sequences of visits. Moreover, existing approaches (1) frequently treat space and time as independent factors, an assumption that fails to hold true in real-world scenarios, and (2) suffer from challenges in accuracy of temporal prediction as they fail to deal with mixed distributions and the inter-relationships of different modes with latent variables (e.g., day-of-the-week). These limitations become even more pronounced when the task involves filling gaps within sequences instead of solely predicting the next visit. We introduce TrajGPT, a transformer-based, multi-task, joint spatiotemporal generative model to address these issues. Taking inspiration from large language models, TrajGPT poses the problem of controlled trajectory generation as that of text infilling in natural language. TrajGPT integrates the spatial and temporal models in a transformer architecture through a Bayesian probability model that ensures that the gaps in a visit sequence are filled in a spatiotemporally consistent manner. Our experiments on public and private datasets demonstrate that TrajGPT not only excels in controlled synthetic visit generation but also outperforms competing models in next-location prediction tasks - Relatively, TrajGPT achieves a 26-fold improvement in temporal accuracy while retaining more than 98% of spatial accuracy on average.


Bayesian algorithmic perfumery: A Hierarchical Relevance Vector Machine for the Estimation of Personalized Fragrance Preferences based on Three Sensory Layers and Jungian Personality Archetypes

arXiv.org Artificial Intelligence

This study explores a Bayesian algorithmic approach to personalized fragrance recommendation by integrating hierarchical Relevance Vector Machines (RVM) and Jungian personality archetypes. The paper proposes a structured model that links individual scent preferences for top, middle, and base notes to personality traits derived from Jungian archetypes, such as the Hero, Caregiver, and Explorer, among others. The algorithm utilizes Bayesian updating to dynamically refine predictions as users interact with each fragrance note. This iterative process allows for the personalization of fragrance experiences based on prior data and personality assessments, leading to adaptive and interpretable recommendations. By combining psychological theory with Bayesian machine learning, this approach addresses the complexity of modeling individual preferences while capturing user-specific and population-level trends. The study highlights the potential of hierarchical Bayesian frameworks in creating customized olfactory experiences, informed by psychological and demographic factors, contributing to advancements in personalized product design and machine learning applications in sensory-based industries.


A Bayesian Approach to Data Point Selection

arXiv.org Artificial Intelligence

Data point selection (DPS) is becoming a critical topic in deep learning due to the ease of acquiring uncurated training data compared to the difficulty of obtaining curated or processed data. Existing approaches to DPS are predominantly based on a bi-level optimisation (BLO) formulation, which is demanding in terms of memory and computation, and exhibits some theoretical defects regarding minibatches. Thus, we propose a novel Bayesian approach to DPS. We view the DPS problem as posterior inference in a novel Bayesian model where the posterior distributions of the instance-wise weights and the main neural network parameters are inferred under a reasonable prior and likelihood model. We employ stochastic gradient Langevin MCMC sampling to learn the main network and instance-wise weights jointly, ensuring convergence even with minibatches. Our update equation is comparable to the widely used SGD and much more efficient than existing BLO-based methods. Through controlled experiments in both the vision and language domains, we present the proof-of-concept. Additionally, we demonstrate that our method scales effectively to large language models and facilitates automated per-task optimization for instruction fine-tuning datasets.


Generalized Trusted Multi-view Classification Framework with Hierarchical Opinion Aggregation

arXiv.org Artificial Intelligence

Recently, multi-view learning has witnessed a considerable interest on the research of trusted decision-making. Previous methods are mainly inspired from an important paper published by Han et al. in 2021, which formulates a Trusted Multi-view Classification (TMC) framework that aggregates evidence from different views based on Dempster's combination rule. All these methods only consider inter-view aggregation, yet lacking exploitation of intra-view information. In this paper, we propose a generalized trusted multi-view classification framework with hierarchical opinion aggregation. This hierarchical framework includes a two-phase aggregation process: the intra-view and inter-view aggregation hierarchies. In the intra aggregation, we assume that each view is comprised of common information shared with other views, as well as its specific information. We then aggregate both the common and specific information. This aggregation phase is useful to eliminate the feature noise inherent to view itself, thereby improving the view quality. In the inter-view aggregation, we design an attention mechanism at the evidence level to facilitate opinion aggregation from different views. To the best of our knowledge, this is one of the pioneering efforts to formulate a hierarchical aggregation framework in the trusted multi-view learning domain. Extensive experiments show that our model outperforms some state-of-art trust-related baselines.


A Personal data Value at Risk Approach

arXiv.org Artificial Intelligence

What if the main data protection vulnerability is risk management? Data Protection merges three disciplines: data protection law, information security, and risk management. Nonetheless, very little research has been made on the field of data protection risk management, where subjectivity and superficiality are the dominant state of the art. Since the GDPR tells you what to do, but not how to do it, the solution for approaching GDPR compliance is still a gray zone, where the trend is using the rule of thumb. Considering that the most important goal of risk management is to reduce uncertainty in order to take informed decisions, risk management for the protection of the rights and freedoms of the data subjects cannot be disconnected from the impact materialization that data controllers and processors need to assess. This paper proposes a quantitative approach to data protection risk-based compliance from a data controllers perspective, with the aim of proposing a mindset change, where data protection impact assessments can be improved by using data protection analytics, quantitative risk analysis, and calibrating expert opinions.


Bayesian Inference in Recurrent Explicit Duration Switching Linear Dynamical Systems

arXiv.org Machine Learning

In this paper, we propose a novel model called Recurrent Explicit Duration Switching Linear Dynamical Systems (REDSLDS) that incorporates recurrent explicit duration variables into the rSLDS model. We also propose an inference and learning scheme that involves the use of P\'olya-gamma augmentation. We demonstrate the improved segmentation capabilities of our model on three benchmark datasets, including two quantitative datasets and one qualitative dataset.


ION-C: Integration of Overlapping Networks via Constraints

arXiv.org Machine Learning

In many causal learning problems, variables of interest are often not all measured over the same observations, but are instead distributed across multiple datasets with overlapping variables. Tillman et al. (2008) presented the first algorithm for enumerating the minimal equivalence class of ground-truth DAGs consistent with all input graphs by exploiting local independence relations, called ION. In this paper, this problem is formulated as a more computationally efficient answer set programming (ASP) problem, which we call ION-C, and solved with the ASP system clingo. The ION-C algorithm was run on random synthetic graphs with varying sizes, densities, and degrees of overlap between subgraphs, with overlap having the largest impact on runtime, number of solution graphs, and agreement within the output set. To validate ION-C on real-world data, we ran the algorithm on overlapping graphs learned from data from two successive iterations of the European Social Survey (ESS), using a procedure for conducting joint independence tests to prevent inconsistencies in the input.


Debiasing Synthetic Data Generated by Deep Generative Models

arXiv.org Machine Learning

While synthetic data hold great promise for privacy protection, their statistical analysis poses significant challenges that necessitate innovative solutions. The use of deep generative models (DGMs) for synthetic data generation is known to induce considerable bias and imprecision into synthetic data analyses, compromising their inferential utility as opposed to original data analyses. This bias and uncertainty can be substantial enough to impede statistical convergence rates, even in seemingly straightforward analyses like mean calculation. The standard errors of such estimators then exhibit slower shrinkage with sample size than the typical 1 over root-$n$ rate. This complicates fundamental calculations like p-values and confidence intervals, with no straightforward remedy currently available. In response to these challenges, we propose a new strategy that targets synthetic data created by DGMs for specific data analyses. Drawing insights from debiased and targeted machine learning, our approach accounts for biases, enhances convergence rates, and facilitates the calculation of estimators with easily approximated large sample variances. We exemplify our proposal through a simulation study on toy data and two case studies on real-world data, highlighting the importance of tailoring DGMs for targeted data analysis. This debiasing strategy contributes to advancing the reliability and applicability of synthetic data in statistical inference.


Partial Structure Discovery is Sufficient for No-regret Learning in Causal Bandits

arXiv.org Machine Learning

Causal knowledge about the relationships among decision variables and a reward variable in a bandit setting can accelerate the learning of an optimal decision. Current works often assume the causal graph is known, which may not always be available a priori. Motivated by this challenge, we focus on the causal bandit problem in scenarios where the underlying causal graph is unknown and may include latent confounders. While intervention on the parents of the reward node is optimal in the absence of latent confounders, this is not necessarily the case in general. Instead, one must consider a set of possibly optimal arms/interventions, each being a special subset of the ancestors of the reward node, making causal discovery beyond the parents of the reward node essential. For regret minimization, we identify that discovering the full causal structure is unnecessary; however, no existing work provides the necessary and sufficient components of the causal graph. We formally characterize the set of necessary and sufficient latent confounders one needs to detect or learn to ensure that all possibly optimal arms are identified correctly. We also propose a randomized algorithm for learning the causal graph with a limited number of samples, providing a sample complexity guarantee for any desired confidence level. In the causal bandit setup, we propose a two-stage approach. In the first stage, we learn the induced subgraph on ancestors of the reward, along with a necessary and sufficient subset of latent confounders, to construct the set of possibly optimal arms. The regret incurred during this phase scales polynomially with respect to the number of nodes in the causal graph. The second phase involves the application of a standard bandit algorithm, such as the UCB algorithm. We also establish a regret bound for our two-phase approach, which is sublinear in the number of rounds.