AMIDST: A Java toolbox for scalable probabilistic machine learning

Inference is a central problem in probabilistic graphical models, and is often the main sub-step in probabilistic learning procedures. Thus, accurate inference algorithms are essential to both answer queries on a learned model, as well as to learn a robust model. Gibbs sampling is arguably one of the most popular approximate inference methods that has been widely used for probabilistic inference in several different domains including natural language processing, computer vision. etc. Here, we develop an approach that improves the performance of blocked Gibbs sampling, an advanced variant of the Gibbs sampling algorithm. Specifically, we utilize correlation among variables in the probabilistic graphical model to develop an adaptive blocked Gibbs sampler that automatically tunes its proposal distribution based on statistics derived from previous samples. Specifically, we adapt the proposal such that we sample blocks containing highly correlated variables more often than the others. This in turn helps improve probability estimates given by the sampler, by selecting hard-to-sample variables more often during the sampling procedure. Further, since adaptation breaks the Markovian property of the sampler, we develop a method to guarantee that our sampler converges to the correct stationary distribution despite being non-Markovian, by diminishing the adaptation of the selection probabilities over time. We evaluate our method with several discrete probabilistic graphical models taken from UAI challenge problems corresponding to different domains, and show that our approach is superior in terms of accuracy as compared to methods that ignore correlation information in the proposal distribution of the sampler.

Probabilistic graphical modeling (PGM) provides a framework for formulating an interpretable generative process of data and expressing uncertainty about unknowns. This makes PGM very useful for understanding phenomena underlying data and for decision making. PGM has seen great success in domains where interpretable inferences are key, e.g. marketing, medicine, neuroscience, and social science. However, PGM tends to lack flexibility, which has hindered its use when it comes to modeling large scale high-dimensional complex data and performing tasks that require flexibility (e.g. in vision and language applications.)\n\nDeep learning (DL) is another framework for modeling and learning from data that has seen great empirical success in recent years. DL is very powerful and offers great flexibility, but it lacks the interpretability and calibration of PGM. \n\nThis thesis develops deep probabilistic graphical modeling (DPGM). DPGM consists in leveraging DL to make PGM more flexible. DPGM brings about new methods for learning from data that exhibit the advantages of both PGM and DL. \n\nWe use DL within PGM to build flexible models endowed with an interpretable latent structure. One family of models we develop extends exponential family principal component analysis (EF-PCA) using neural networks to improve predictive performance while enforcing the interpretability of the latent factors. Another model class we introduce enables accounting for long-term dependencies when modeling sequential data, which is a challenge when using purely DL or PGM approaches. This model class for sequential data was successfully applied to language modeling, unsupervised document representation learning for sentiment analysis, conversation modeling, and patient representation learning for hospital readmission prediction. Finally, DPGM successfully solves several outstanding problems of probabilistic topic models. \n\nLeveraging DL within PGM also brings about new algorithms for learning with complex data. For example, we develop entropy-regularized adversarial learning, a learning paradigm that deviates from the traditional maximum likelihood approach used in PGM. From the DL perspective, entropy-regularized adversarial learning provides a solution to the long-standing mode collapse problem of generative adversarial networks.

Probabilistic graphical models are a fundamental tool in probabilistic modeling, machine learning and artificial intelligence. They allow us to integrate in a natural way expert knowledge, physical modeling, heterogeneous and correlated data and quantities of interest. For exactly this reason, multiple sources of model uncertainty are inherent within the modular structure of the graphical model. In this paper we develop information-theoretic, robust uncertainty quantification methods and non-parametric stress tests for directed graphical models to assess the effect and the propagation through the graph of multi-sourced model uncertainties to quantities of interest. These methods allow us to rank the different sources of uncertainty and correct the graphical model by targeting its most impactful components with respect to the quantities of interest. Thus, from a machine learning perspective, we provide a mathematically rigorous approach to correctability that guarantees a systematic selection for improvement of components of a graphical model while controlling potential new errors created in the process in other parts of the model. We demonstrate our methods in two physico-chemical examples, namely quantum scale-informed chemical kinetics and materials screening to improve the efficiency of fuel cells.

Thrombocytosis associated with malignant ovarian lesions within a pediatric and adolescent population

In numerous real world applications, from sensor networks to computer vision to natural text processing, one needs to reason about the system in question in the face of uncertainty. A key problem in all those settings is to compute the probability distribution over the variables of interest (the query) given the observed values of other random variables (the evidence). Probabilistic graphical models (PGMs) have become the approach of choice for representing and reasoning with high-dimensional probability distributions. However, for most models capable of accurately representing real-life distributions, inference is fundamentally intractable. As a result, optimally balancing the expressive power and inference complexity of the models, as well as designing better approximate inference algorithms, remain important open problems with potential to significantly improve the quality of answers to probabilistic queries. This thesis contributes algorithms for learning and approximate inference in probabilistic graphical models that improve on the state of the art by emphasizing the computational aspects of inference over the representational properties of the models. Our contributions fall into two categories: learning accurate models where exact inference is tractable and speeding up approximate inference by focusing computation on the query variables and only spending as much effort on the remaining parts of the model as needed to answer the query accurately. First, for a case when the set of evidence variables is not known in advance and a single model is needed that can be used to answer any query well, we propose a polynomial time algorithm for learning the structure of tractable graphical models with quality guarantees, including PAC learnability and graceful degradation guarantees. Ours is the first efficient algorithm to provide this type of guarantees. A key theoretical insight of our approach is a tractable upper bound on the mutual information of arbitrarily large sets of random variables that yields exponential speedups over the exact computation. Second, for a setting where the set of evidence variables is known in advance, we propose an approach for learning tractable models that tailors the structure of the model for the particular value of evidence that become known at test time. By avoiding a commitment to a single tractable structure during learning, we are able to expand the representation power of the model without sacrificing efficient exact inference and parameter learning. We provide a general framework that allows one to leverage existing structure learning algorithms for discovering high-quality evidence-specific structures. Empirically, we demonstrate state of the art accuracy on real-life datasets and an order of magnitude speedup. Finally, for applications where the intractable model structure is a given and approximate inference is needed, we propose a principled way to speed up convergence of belief propagation by focusing the computation on the query variables and away from the variables that are of no direct interest to the user. We demonstrate significant speedups over the state of the art on large-scale relational models. Unlike existing approaches, ours does not involve model simplification, and thus has an advantage of converging to the fixed point of the full model. More generally, we argue that the common approach of concentrating on the structure of representation provided by PGMs, and only structuring the computation as representation allows, is suboptimal because of the fundamental computational problems. It is the computation that eventually yields answers to the queries, so directly focusing on structure of computation is a natural direction for improving the quality of the answers. The results of this thesis are a step towards adapting the structure of computation as a foundation of graphical models.

A probabilistic graphical model approach to stochastic multiscale partial differential equations

Aiming at a comprehensive and concise tutorial survey, recap of variational inference and reinforcement learning with Probabilistic Graphical Models are given with detailed derivations. Reviews and comparisons on recent advances in deep reinforcement learning are made from various aspects. We offer detailed derivations to a taxonomy of Probabilistic Graphical Model and Variational Inference methods in deep reinforcement learning, which serves as a complementary material on top of the original contributions.

Ranking evaluation of institutions based on a Bayesian network having a latent variable

Most of the sampled data in complex industrial processes are sequential in time. Therefore, the traditional BN learning mechanisms have limitations on the value of probability and cannot be applied to the time series. The model established in Chap. 10.1007/978-981-16-8044-1_13 is a graphical model similar to a Bayesian network, but its parameter learning method can only handle the discrete variables. This chapter aims at the probabilistic graphical model directly for the continuous process variables, which avoids the assumption of discrete or Gaussian distributions.

Associations between multiple discrete measures are often due to collapsing over other variables. When the variables collapsed over are unobserved and continuous, log-multiplicative association models, including log-linear models with linear-by-linear interactions for ordinal categorical data and extensions of Goodman's (1979, 1985) RC(M) association model for multiple nominal and/or ordinal categorical variables, can be used to study the relationship between the observed discrete variables and the unobserved continuous ones, and to study the unobserved variables. The derivation and use of log-multiplicative association models as latent variable models for discrete variables are presented in this paper. The models are based on graphical models for discrete and continuous variables where the variables follow a conditional Gaussian distribution. The models have many desirable properties, including having schematic or graphical representations of the system of observed and unobserved variables, the log-multiplicative models can be read from the graphs, and estimates of the means, variances, and covariances of the latent variables given values on the observed variables are a function of the log-multiplicative model parameters. To illustrate some of the advantageous aspects of these models, two examples are presented. In one example, responses to items from the General Social Survey (Davis and Smith 1996) are modeled, and in the other example, panel data from two groups (Coleman 1964) are analyzed.

[Context/Background] Machine Learning (ML) software has special ability for increasing technical debt due to ML-specific issues besides having all the problems of regular code. The term “Hidden Technical Debt” (HTD) was coined by Sculley et al. to address maintainability issues in ML software as an analogy to technical debt in traditional software. [Goal] The aim of this paper is to empirically analyse how HTD patterns emerge during the early development phase of ML software, namely the prototyping phase. [Method] Therefore, we conducted a case study with subject systems as ML models planned to be integrated into the software system owned by Vasttrafik, the public transportation agency in the west area of Sweden. [Results] During our case study, we could detect HTD patterns, which have the potential to emerge in ML prototypes, except for “Legacy Features”, “Correlated features”, and “Plain Old Data Type Smell”. [Conclusion] Preliminary results indicate that emergence of significant amount of HTD patterns can occur during prototyping phase. However, generalizability of our results require analyses of further ML systems from various domains.

Graphical modelling is an important tool for the efficient representation and analysis of uncertain information in knowledge-based systems. While Bayesian networks and Markov networks from probabilistic graphical modelling are well-known for a couple of years, the field of possibilistic graphical modelling occurs as a new promising area of research. Possibilistic networks provide an alternative approach compared to probabilistic networks, whenever it is necessary to model uncertainty and imprecision as two different kinds of imperfect information. Imprecision in the sense of set-valued data has often to be considered in situations where data are obtained from human observations or non-precise measurement units. In this contribution we present a comparison of the background and perspectives of probabilistic and possibilistic graphical models, and give an overview on the current state of the art of possibilistic networks with respect to propagation and learning algorithms, applicable to data mining and data fusion problems.

Probabilistic graphical models (PGM) are one of the rich frameworks. These models are used over complex domains for coding probability distributions. The joint distributions interact with each other over large numbers of random variables and are the combination of statistics and computer science. These concepts are dependent on theories such as probability theory, graph algorithms, machine learning, which make a basic tool in devising many machine learning problems. These are the origin for the contemporary methods in an extensive range of applications. These applications range as medical diagnosis, image understanding, speech recognition, natural language processing, etc. Graphical models are one of dominant tools for handling image processing applications. On the other hand, the volume of image data gives rise to a problem. The representation of all possible graphical model node variables with that of discrete states heads to the number of states for the model. This leads to interpretation computationally obstinate. Many projects involve a human intervention or an automated system to obtain the consensus established on existing information. The PGM, discussed in this chapter, offers a variety of approaches. The approach is based on models and allows interpretable models to be built which then is employed by reasoning algorithms. These models are also studied significantly from data and allow the approaches for cases where the model is manually built. Most real-world applications are of uncertain data which makes a model building more challenging. This chapter emphasizes on PGM where the uncertainty of data is obvious. PGM provides models that are more realistic. These are extended from Bayesian networks, undirected Markov networks, discrete and continuous models, and extensions to deal with dynamical systems and relational data also. For each class of models, the chapter describes the fundamental bases: representation, inference, and learning. Finally, the chapter considers the decision making under the uncertainty of the data.

This paper discusses the integrated topology and sizing optimization of frame structures where beam elements are used in the structural analysis model. Based on the ground structure approach, discrete variables (0, 1) representing the absence or presence of beam members and continuous sizing variables for beam cross sections are involved in the problem. A two-level multipoint approximation strategy is introduced to address this mixed-variable problem. A first-level approximate problem is first constructed using the branched multipoint approximate function involving both discrete and continuous variables. For solving this problem, discrete variables are optimized through a genetic algorithm, and when calculating the fitness in the genetic algorithm, a second-level approximate problem solved by the dual method is established to optimize the cross sections for the retained beam members. Temporal deletion techniques are used for displacement and stress constraints. Meanwhile, by considering local vibration modes in frequency-constrained problems, material density is assigned with an extremely small value for the removed beams to avoid these local modes. Thence, the singularities encountered in stress, displacement, and frequency constraints are overcome. Typical examples and a satellite application are given to verify the feasibility and efficiency of this method in handling the integrated topology and sizing optimization for frame structures.

Tracking is regarded as one of the most fundamental tasks in computer vision. It is used in many computer vision applications in fields such as surveillance, robotic navigation and 3D reconstruction to name but a few. Despite decades of research, the goal of fully automatic tracking of arbitrary types of objects in real world conditions is still an open problem. In this paper, we take a step toward the goal of general real-world tracking, and demonstrate a unified generative model for Bayesian multifeature, adaptive target tracking, or AMFT for short (Adaptive Multiple Feature Tracker). We derive a unified generative model for multi-sensory adaptive tracking which cleanly integrates tracking and the modeling of appearance change across multiple features in the same framework. The unified multi-feature observation model ensures that if one feature is not confident, e.g., color after an object crosses into a region of shadow, it is automatically down-weighted in its contribution to the appearance model update. In this way, without pre-training of specific object models, we achieve an extensible tracker for general object types, robust to real-world problems of clutter, appearance/lighting change and target model drift. The standard modeling assumptions made by a non-adaptive generative model are illustrated by the probabilistic graphical model in Figure 1(a). The unknown target state (e.g., location, size, velocity) xt is assumed to change with time t according to some process parameterized by A. At every time t, we make some noisy observations zt of the target xt (e.g., raw image or color histograms). The target is then tracked online by computing the posterior, p(xt |z1:t) over the true target location recursively. In the case of the Kalman filter (KF), all the distributions involved are Gaussian. In the case of the particle filter (PF), all the distributions involved are represented non-parametrically by a set of samples [1]. The true target model, e.g., the appearance or color histogram to search for, is assumed to be part of the parameters H, i.e., it is known and fixed by an operator or initialized by some external process. In many cases however, the true appearance of the target H may change significantly in time, e.g., the appearance changes when a subject moves between shade and sunlight. This is the case for outdoor surveillance applications and is the motivation for this research. Adaptive trackers [2, 3, 4, 6] have been proposed to update the target appearance online in various heuristic ways. We can formalise this more general modeling assumption generatively, by the generalized dynamic Bayesian network illustrated in Figure 1(b). In contrast to Figure 1(a), the true target model which was previously included in the fixed parameters H, is now included as the the initial condition y0 of a dynamic latent variable yt , formalizing the modeling assumption that the target appearance can change over time. In addition to the target state xt , the target appearance yt will therefore be incrementally and recursively updated as part of the process of inferring the latent variables in this model p(xt ,yt |z1:t). The latent space is of course now greatly expanded, and poses a more challenging inference problem than that of Figure 1(a). In Section 2 of the paper, we detail the specific parametric form of the model and an efficient inference algorithm. We evaluate our method (AMFT) against three contemporary trackers: A standard single feature particle filter (PF), mean-shift (MS) [5] and incremental visual tracking (IVT) [4]. The PF and MS trackers are non-adaptive color-based trackers, while IVT aims for pose and illumination change robustness by performing online adaptation in a subspace appearance model. Note that the AMFT, PF and IVT trackers track object scale, but MS does not. We evaluated these methods on a series of challenging video clips exhibiting a wide variety of data and object types for tracking, including far-field indoor and outdoor pedestrians with and without carried objects, vehicle tracking, and near-field indoor face trackH 1 x2 x3