Big data mining is well known to be an important task for data science, because it can provide useful observations and new knowledge hidden in given large datasets. Proximity-based data analysis is particularly utilized in many real-life applications. In such analysis, the distances to k nearest neighbors are usually employed, thus its main bottleneck is derived from data retrieval. Much efforts have been made to improve the efficiency of these analyses. However, they still incur large costs, because they essentially need many data accesses. To avoid this issue, we propose a machine-learning technique that quickly and accurately estimates the k-NN distances (i.e., distances to the k nearest neighbors) of a given query. We train a fully connected neural network model and utilize pivots to achieve accurate estimation. Our model is designed to have useful advantages: it infers distances to the k-NNs at a time, its inference time is O(1) (no data accesses are incurred), but it keeps high accuracy. Our experimental results and case studies on real datasets demonstrate the efficiency and effectiveness of our solution.
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Explainable AI was born as a pathway to allow humans to explore and understand the inner working of complex systems. However, establishing what is an explanation and objectively evaluating explainability are not trivial tasks. This paper presents a new model-agnostic metric to measure the Degree of Explainability of information in an objective way. We exploit a specific theoretical model from Ordinary Language Philosophy called the Achinstein's Theory of Explanations, implemented with an algorithm relying on deep language models for knowledge graph extraction and information retrieval. To understand whether this metric can measure explainability, we devised a few experiments and user studies involving more than 190 participants, evaluating two realistic systems for healthcare and finance using famous AI technology, including Artificial Neural Networks and TreeSHAP. The results we obtained are statistically significant (with P values lower than .01), suggesting that our proposed metric for measuring the Degree of Explainability is robust in several scenarios, and it aligns with concrete expectations.
Gradient-based methods for value estimation in reinforcement learning have favorable stability properties, but they are typically much slower than Temporal Difference (TD) learning methods. We study the root causes of this slowness and show that Mean Square Bellman Error (MSBE) is an ill-conditioned loss function in the sense that its Hessian has large condition-number. To resolve the adverse effect of poor conditioning of MSBE on gradient based methods, we propose a low complexity batch-free proximal method that approximately follows the Gauss-Newton direction and is asymptotically robust to parameterization. Our main algorithm, called RANS, is efficient in the sense that it is significantly faster than the residual gradient methods while having almost the same computational complexity, and is competitive with TD on the classic problems that we tested.
Computational models have become a powerful tool in the quantitative sciences to understand the behaviour of complex systems that evolve in time. However, they often contain a potentially large number of free parameters whose values cannot be obtained from theory but need to be inferred from data. This is especially the case for models in the social sciences, economics, or computational epidemiology. Yet many current parameter estimation methods are mathematically involved and computationally slow to run. In this paper we present a computationally simple and fast method to retrieve accurate probability densities for model parameters using neural differential equations. We present a pipeline comprising multi-agent models acting as forward solvers for systems of ordinary or stochastic differential equations, and a neural network to then extract parameters from the data generated by the model. The two combined create a powerful tool that can quickly estimate densities on model parameters, even for very large systems. We demonstrate the method on synthetic time series data of the SIR model of the spread of infection, and perform an in-depth analysis of the Harris-Wilson model of economic activity on a network, representing a non-convex problem. For the latter, we apply our method both to synthetic data and to data of economic activity across Greater London. We find that our method calibrates the model orders of magnitude more accurately than a previous study of the same dataset using classical techniques, while running between 195 and 390 times faster.
Many deep generative models are defined as a push-forward of a Gaussian measure by a continuous generator, such as Generative Adversarial Networks (GANs) or Variational Auto-Encoders (VAEs). This work explores the latent space of such deep generative models. A key issue with these models is their tendency to output samples outside of the support of the target distribution when learning disconnected distributions. We investigate the relationship between the performance of these models and the geometry of their latent space. Building on recent developments in geometric measure theory, we prove a sufficient condition for optimality in the case where the dimension of the latent space is larger than the number of modes. Through experiments on GANs, we demonstrate the validity of our theoretical results and gain new insights into the latent space geometry of these models. Additionally, we propose a truncation method that enforces a simplicial cluster structure in the latent space and improves the performance of GANs.
Self organizing complex systems can be modeled using cellular automaton models. However, the parametrization of these models is crucial and significantly determines the resulting structural pattern. In this research, we introduce and successfully apply a sound statistical method to estimate these parameters. The method is based on constructing Gaussian likelihoods using characteristics of the structures such as the mean particle size. We show that our approach is robust with respect to the method parameters, domain size of patterns, or CA iterations.
Detecting anomalies in multivariate time series(MTS) data plays an important role in many domains. The abnormal values could indicate events, medical abnormalities,cyber-attacks, or faulty devices which if left undetected could lead to significant loss of resources, capital, or human lives. In this paper, we propose a novel and innovative approach to anomaly detection called Bayesian State-Space Anomaly Detection(BSSAD). The BSSAD consists of two modules: the neural network module and the Bayesian state-space module. The design of our approach combines the strength of Bayesian state-space algorithms in predicting the next state and the effectiveness of recurrent neural networks and autoencoders in understanding the relationship between the data to achieve high accuracy in detecting anomalies. The modular design of our approach allows flexibility in implementation with the option of changing the parameters of the Bayesian state-space models or swap-ping neural network algorithms to achieve different levels of performance. In particular, we focus on using Bayesian state-space models of particle filters and ensemble Kalman filters. We conducted extensive experiments on five different datasets. The experimental results show the superior performance of our model over baselines, achieving an F1-score greater than 0.95. In addition, we also propose using a metric called MatthewCorrelation Coefficient (MCC) to obtain more comprehensive information about the accuracy of anomaly detection.
Bayesian model comparison (BMC) offers a principled approach for assessing the relative merits of competing computational models and propagating uncertainty into model selection decisions. However, BMC is often intractable for the popular class of hierarchical models due to their high-dimensional nested parameter structure. To address this intractability, we propose a deep learning method for performing BMC on any set of hierarchical models which can be instantiated as probabilistic programs. Since our method enables amortized inference, it allows efficient re-estimation of posterior model probabilities and fast performance validation prior to any real-data application. In a series of extensive validation studies, we benchmark the performance of our method against the state-of-the-art bridge sampling method and demonstrate excellent amortized inference across all BMC settings. We then use our method to compare four hierarchical evidence accumulation models that have previously been deemed intractable for BMC due to partly implicit likelihoods. In this application, we corroborate evidence for the recently proposed L\'evy flight model of decision-making and show how transfer learning can be leveraged to enhance training efficiency. Reproducible code for all analyses is provided.
Stochastic versions of proximal methods have gained much attention in statistics and machine learning. These algorithms tend to admit simple, scalable forms, and enjoy numerical stability via implicit updates. In this work, we propose and analyze a stochastic version of the recently proposed proximal distance algorithm, a class of iterative optimization methods that recover a desired constrained estimation problem as a penalty parameter $\rho \rightarrow \infty$. By uncovering connections to related stochastic proximal methods and interpreting the penalty parameter as the learning rate, we justify heuristics used in practical manifestations of the proximal distance method, establishing their convergence guarantees for the first time. Moreover, we extend recent theoretical devices to establish finite error bounds and a complete characterization of convergence rates regimes. We validate our analysis via a thorough empirical study, also showing that unsurprisingly, the proposed method outpaces batch versions on popular learning tasks.
Recent contrastive representation learning methods rely on estimating mutual information (MI) between multiple views of an underlying context. E.g., we can derive multiple views of a given image by applying data augmentation, or we can split a sequence into views comprising the past and future of some step in the sequence. Contrastive lower bounds on MI are easy to optimize, but have a strong underestimation bias when estimating large amounts of MI. We propose decomposing the full MI estimation problem into a sum of smaller estimation problems by splitting one of the views into progressively more informed subviews and by applying the chain rule on MI between the decomposed views. This expression contains a sum of unconditional and conditional MI terms, each measuring modest chunks of the total MI, which facilitates approximation via contrastive bounds. To maximize the sum, we formulate a contrastive lower bound on the conditional MI which can be approximated efficiently. We refer to our general approach as Decomposed Estimation of Mutual Information (DEMI). We show that DEMI can capture a larger amount of MI than standard non-decomposed contrastive bounds in a synthetic setting, and learns better representations in a vision domain and for dialogue generation.
How can we estimate the importance of nodes in a knowledge graph (KG)? A KG is a multi-relational graph that has proven valuable for many tasks including question answering and semantic search. In this paper, we present GENI, a method for tackling the problem of estimating node importance in KGs, which enables several downstream applications such as item recommendation and resource allocation. While a number of approaches have been developed to address this problem for general graphs, they do not fully utilize information available in KGs, or lack flexibility needed to model complex relationship between entities and their importance. To address these limitations, we explore supervised machine learning algorithms. In particular, building upon recent advancement of graph neural networks (GNNs), we develop GENI, a GNN-based method designed to deal with distinctive challenges involved with predicting node importance in KGs. Our method performs an aggregation of importance scores instead of aggregating node embeddings via predicate-aware attention mechanism and flexible centrality adjustment. In our evaluation of GENI and existing methods on predicting node importance in real-world KGs with different characteristics, GENI achieves 5-17% higher NDCG@100 than the state of the art.
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