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 Uncertainty


AlphaRank: An Artificial Intelligence Approach for Ranking and Selection Problems

arXiv.org Artificial Intelligence

We introduce AlphaRank, an artificial intelligence approach to address the fixed-budget ranking and selection (R&S) problems. We formulate the sequential sampling decision as a Markov decision process and propose a Monte Carlo simulation-based rollout policy that utilizes classic R&S procedures as base policies for efficiently learning the value function of stochastic dynamic programming. We accelerate online sample-allocation by using deep reinforcement learning to pre-train a neural network model offline based on a given prior. We also propose a parallelizable computing framework for large-scale problems, effectively combining "divide and conquer" and "recursion" for enhanced scalability and efficiency. Numerical experiments demonstrate that the performance of AlphaRank is significantly improved over the base policies, which could be attributed to AlphaRank's superior capability on the trade-off among mean, variance, and induced correlation overlooked by many existing policies.


Variable selection for Na\"ive Bayes classification

arXiv.org Artificial Intelligence

The Na\"ive Bayes has proven to be a tractable and efficient method for classification in multivariate analysis. However, features are usually correlated, a fact that violates the Na\"ive Bayes' assumption of conditional independence, and may deteriorate the method's performance. Moreover, datasets are often characterized by a large number of features, which may complicate the interpretation of the results as well as slow down the method's execution. In this paper we propose a sparse version of the Na\"ive Bayes classifier that is characterized by three properties. First, the sparsity is achieved taking into account the correlation structure of the covariates. Second, different performance measures can be used to guide the selection of features. Third, performance constraints on groups of higher interest can be included. Our proposal leads to a smart search, which yields competitive running times, whereas the flexibility in terms of performance measure for classification is integrated. Our findings show that, when compared against well-referenced feature selection approaches, the proposed sparse Na\"ive Bayes obtains competitive results regarding accuracy, sparsity and running times for balanced datasets. In the case of datasets with unbalanced (or with different importance) classes, a better compromise between classification rates for the different classes is achieved.


RADIN: Souping on a Budget

arXiv.org Artificial Intelligence

Model Soups, extending Stochastic Weights Averaging (SWA), combine models fine-tuned with different hyperparameters. Yet, their adoption is hindered by computational challenges due to subset selection issues. In this paper, we propose to speed up model soups by approximating soups performance using averaged ensemble logits performances. Theoretical insights validate the congruence between ensemble logits and weight averaging soups across any mixing ratios. Our Resource ADjusted soups craftINg (RADIN) procedure stands out by allowing flexible evaluation budgets, enabling users to adjust his budget of exploration adapted to his resources while increasing performance at lower budget compared to previous greedy approach (up to 4% on ImageNet).


Algorithmic Robust Forecast Aggregation

arXiv.org Artificial Intelligence

Forecast aggregation combines the predictions of multiple agents into a more accurate prediction. With forecast aggregation, decision-makers can reduce error, diversify risk and enhance accuracy based on the collective knowledge of agents compared to any single agent, thereby advancing the common good. Forecast aggregation is commonly used in many domains to generate more informed predictions for various variables, such as weather in weather forecasting, the spread of infectious diseases in public health, the outcome of games in sports, fuel prices in energy, and GDP growth in economics. In practice, one crucial challenge of forecast aggregation is that the aggregator may not have full knowledge of the information structure and the agents. Without this prior knowledge, the aggregator cannot employ Bayes rules to combine the forecasts optimally. Traditional prior-free aggregation methods, such as simple averaging, are especially bad on some information structures. For example, in weather forecasting, assume the prior probability of raining tomorrow is 30%, and there are two agents who will receive a conditionally independent binary signal (Low or High). Agents will report their posterior, which is 10% given the Low signal and 50% given the High signal. When both agents report 50%, the simple averaging will also output 50%.


Aesthetic Preference Prediction in Interior Design: Fuzzy Approach

arXiv.org Artificial Intelligence

Interior design is all about creating spaces that look and feel good. However, the subjective nature of aesthetic preferences presents a significant challenge in defining and quantifying what makes an interior design visually appealing. The current paper addresses this gap by introducing a novel methodology for quantifying and predicting aesthetic preferences in interior design. Our study combines fuzzy logic with image processing techniques. We collected a dataset of interior design images from social media platforms, focusing on essential visual attributes such as color harmony, lightness, and complexity. We integrate these features using weighted average to compute a general aesthetic score. Our approach considers individual color preferences in calculating the overall aesthetic preference. We initially gather user ratings for primary colors like red, brown, and others to understand their preferences. Then, we use the pixel count of the top five dominant colors in the image to get the color scheme preference. The color scheme preference and the aesthetic score are then passed as inputs to the fuzzy inference system to calculate an overall preference score. This score represents a comprehensive measure of the user's preference for a particular interior design, considering their color choices and general aesthetic appeal. We used the 2AFC (Two-Alternative Forced Choice) method to validate our methodology, achieving a notable hit rate of 0.7. This study can help designers and professionals better understand and meet people's interior design preferences, especially in a world that relies heavily on digital media.


An attempt to generate new bridge types from latent space of energy-based model

arXiv.org Artificial Intelligence

The loss function is explained by the game theory, the logic is clear and the formula is simple and clear. Thus avoid the use of maximum likelihood estimation to explain the loss function and eliminate the need for Monte Carlo methods to solve the normalized denominator. Assuming that the bridge-type population follows a Boltzmann distribution, a neural network is constructed to represent the energy function. Use Langevin dynamics technology to generate a new sample with low energy value, thus a generative model of bridge-type based on energy is established. Train energy function on symmetric structured image dataset of three span beam bridge, arch bridge, cable-stayed bridge, and suspension bridge to accurately calculate the energy values of real and fake samples. Sampling from latent space, using gradient descent algorithm, the energy function transforms the sampling points into low energy score samples, thereby generating new bridge types different from the dataset. Due to unstable and slow training in this attempt, the possibility of generating new bridge types is rare and the image definition of generated images is low.


Dynamical System Identification, Model Selection and Model Uncertainty Quantification by Bayesian Inference

arXiv.org Machine Learning

This study presents a Bayesian maximum \textit{a~posteriori} (MAP) framework for dynamical system identification from time-series data. This is shown to be equivalent to a generalized zeroth-order Tikhonov regularization, providing a rational justification for the choice of the residual and regularization terms, respectively, from the negative logarithms of the likelihood and prior distributions. In addition to the estimation of model coefficients, the Bayesian interpretation gives access to the full apparatus for Bayesian inference, including the ranking of models, the quantification of model uncertainties and the estimation of unknown (nuisance) hyperparameters. Two Bayesian algorithms, joint maximum \textit{a~posteriori} (JMAP) and variational Bayesian approximation (VBA), are compared to the popular SINDy algorithm for thresholded least-squares regression, by application to several dynamical systems with added noise. For multivariate Gaussian likelihood and prior distributions, the Bayesian formulation gives Gaussian posterior and evidence distributions, in which the numerator terms can be expressed in terms of the Mahalanobis distance or ``Gaussian norm'' $||\vy-\hat{\vy}||^2_{M^{-1}} = (\vy-\hat{\vy})^\top {M^{-1}} (\vy-\hat{\vy})$, where $\vy$ is a vector variable, $\hat{\vy}$ is its estimator and $M$ is the covariance matrix. The posterior Gaussian norm is shown to provide a robust metric for quantitative model selection.


Towards Understanding Variants of Invariant Risk Minimization through the Lens of Calibration

arXiv.org Artificial Intelligence

Machine learning models traditionally assume that training and test data are independently and identically distributed. However, in real-world applications, the test distribution often differs from training. This problem, known as out-of-distribution generalization, challenges conventional models. Invariant Risk Minimization (IRM) emerges as a solution, aiming to identify features invariant across different environments to enhance out-of-distribution robustness. However, IRM's complexity, particularly its bi-level optimization, has led to the development of various approximate methods. Our study investigates these approximate IRM techniques, employing the Expected Calibration Error (ECE) as a key metric. ECE, which measures the reliability of model prediction, serves as an indicator of whether models effectively capture environment-invariant features. Through a comparative analysis of datasets with distributional shifts, we observe that Information Bottleneck-based IRM, which condenses representational information, achieves a balance in improving ECE while preserving accuracy relatively. This finding is pivotal, as it demonstrates a feasible path to maintaining robustness without compromising accuracy. Nonetheless, our experiments also caution against over-regularization, which can diminish accuracy. This underscores the necessity for a systematic approach in evaluating out-of-distribution generalization metrics, one that beyond mere accuracy to address the nuanced interplay between accuracy and calibration.


Explainable data-driven modeling via mixture of experts: towards effective blending of grey and black-box models

arXiv.org Artificial Intelligence

These approaches fall into four categories: physicconstrained, Over recent decades, advances in mechanics and electronics serial, parallel, and ensemble strategies. In have led to the development of increasingly sophisticated the physic-constrained category, techniques either integrate systems with complex and multi-physics dynamics, exposing physically meaningful features from first principles into limitations in first principle-based representations [17]. ML models or explicitly include physical constraints, such Modeling these advanced systems purely based on domain as boundary conditions, into the loss function (see, e.g., knowledge may inadequately capture the overall system behavior, the working principle of physics-informed neural networks often necessitating the formulation of complex partial (PINN)) [7,?].


Outline of an Independent Systematic Blackbox Test for ML-based Systems

arXiv.org Artificial Intelligence

ML-based systems are used today in a wide range of areas, and increasingly also in safety-critical domains. Their range of application is growing exponentially. At the same time, more and more experts are warning of the uncertainties and risks associated with the uncontrolled and overly rapid development of AI systems Bengio et al. [22.03.2023]. In general, there is a growing need to provide methods and procedures for testing functioning and quality characteristics of these systems. Various methods currently exist to test and verify ML-based systems, be it formal verification, simulation approaches or classical testing Albarghouthi, Jackson et al., Vasu Singh et al., or new analysis methods in the context of XAI Hoyer et al., Guidotti et al.. The methods aim for providing evidence on the robustness and trustworthiness of the ML models or ML-based system (ML - Machine Learning). Similar to the traditional development of complex software systems, testing has also proven to be the most effective method for proving quality and gaining trust in ML.