Bayesian Updating and Uncertainty Quantification using Sequential Tempered MCMC with the Rank-One Modified Metropolis Algorithm

Bayesian methods are critical for quantifying the behaviors of systems. They capture our uncertainty about a system's behavior using probability distributions and update this understanding as new information becomes available. Probabilistic predictions that incorporate this uncertainty can then be made to evaluate system performance and make decisions. While Bayesian methods are very useful, they are often computationally intensive. This necessitates the development of more efficient algorithms. Here, we discuss a group of population Markov Chain Monte Carlo (MCMC) methods for Bayesian updating and system reliability assessment that we call Sequential Tempered MCMC (ST-MCMC) algorithms. These algorithms combine 1) a notion of tempering to gradually transform a population of samples from the prior to the posterior through a series of intermediate distributions, 2) importance resampling, and 3) MCMC. They are a form of Sequential Monte Carlo and include algorithms like Transitional Markov Chain Monte Carlo and Subset Simulation. We also introduce a new sampling algorithm called the Rank-One Modified Metropolis Algorithm (ROMMA), which builds upon the Modified Metropolis Algorithm used within Subset Simulation to improve performance in high dimensions. Finally, we formulate a single algorithm to solve combined Bayesian updating and reliability assessment problems to make posterior assessments of system reliability. The algorithms are then illustrated by performing prior and posterior reliability assessment of a water distribution system with unknown leaks and demands

Representing Meaning with a Combination of Logical and Distributional Models

NLP tasks differ in the semantic information they require, and at this time no single se- mantic representation fulfills all requirements. Logic-based representations characterize sentence structure, but do not capture the graded aspect of meaning. Distributional models give graded similarity ratings for words and phrases, but do not capture sentence structure in the same detail as logic-based approaches. So it has been argued that the two are complementary. We adopt a hybrid approach that combines logic-based and distributional semantics through probabilistic logic inference in Markov Logic Networks (MLNs). In this paper, we focus on the three components of a practical system integrating logical and distributional models: 1) Parsing and task representation is the logic-based part where input problems are represented in probabilistic logic. This is quite different from representing them in standard first-order logic. 2) For knowledge base construction we form weighted inference rules. We integrate and compare distributional information with other sources, notably WordNet and an existing paraphrase collection. In particular, we use our system to evaluate distributional lexical entailment approaches. We use a variant of Robinson resolution to determine the necessary inference rules. More sources can easily be added by mapping them to logical rules; our system learns a resource-specific weight that corrects for scaling differences between resources. 3) In discussing probabilistic inference, we show how to solve the inference problems efficiently. To evaluate our approach, we use the task of textual entailment (RTE), which can utilize the strengths of both logic-based and distributional representations. In particular we focus on the SICK dataset, where we achieve state-of-the-art results.Comment: Special issue of Computational Linguistics on Formal Distributional Semantics, 201

Venture: a higher-order probabilistic programming platform with programmable inference

We describe Venture, an interactive virtual machine for probabilistic programming that aims to be sufficiently expressive, extensible, and efficient for general-purpose use. Like Church, probabilistic models and inference problems in Venture are specified via a Turing-complete, higher-order probabilistic language descended from Lisp. Unlike Church, Venture also provides a compositional language for custom inference strategies built out of scalable exact and approximate techniques. We also describe four key aspects of Venture's implementation that build on ideas from probabilistic graphical models. First, we describe the stochastic procedure interface (SPI) that specifies and encapsulates primitive random variables. The SPI supports custom control flow, higher-order probabilistic procedures, partially exchangeable sequences and ``likelihood-free'' stochastic simulators. It also supports external models that do inference over latent variables hidden from Venture. Second, we describe probabilistic execution traces (PETs), which represent execution histories of Venture programs. PETs capture conditional dependencies, existential dependencies and exchangeable coupling. Third, we describe partitions of execution histories called scaffolds that factor global inference problems into coherent sub-problems. Finally, we describe a family of stochastic regeneration algorithms for efficiently modifying PET fragments contained within scaffolds. Stochastic regeneration linear runtime scaling in cases where many previous approaches scaled quadratically. We show how to use stochastic regeneration and the SPI to implement general-purpose inference strategies such as Metropolis-Hastings, Gibbs sampling, and blocked proposals based on particle Markov chain Monte Carlo and mean-field variational inference techniques.Comment: 78 page

Contextual Symmetries in Probabilistic Graphical Models

An important approach for efficient inference in probabilistic graphical models exploits symmetries among objects in the domain. Symmetric variables (states) are collapsed into meta-variables (meta-states) and inference algorithms are run over the lifted graphical model instead of the flat one. Our paper extends existing definitions of symmetry by introducing the novel notion of contextual symmetry. Two states that are not globally symmetric, can be contextually symmetric under some specific assignment to a subset of variables, referred to as the context variables. Contextual symmetry subsumes previous symmetry definitions and can rep resent a large class of symmetries not representable earlier. We show how to compute contextual symmetries by reducing it to the problem of graph isomorphism. We extend previous work on exploiting symmetries in the MCMC framework to the case of contextual symmetries. Our experiments on several domains of interest demonstrate that exploiting contextual symmetries can result in significant computational gains.Comment: 9 Pages, 4 figure

Mapping Generative Models onto a Network of Digital Spiking Neurons

Stochastic neural networks such as Restricted Boltzmann Machines (RBMs) have been successfully used in applications ranging from speech recognition to image classification. Inference and learning in these algorithms use a Markov Chain Monte Carlo procedure called Gibbs sampling, where a logistic function forms the kernel of this sampler. On the other side of the spectrum, neuromorphic systems have shown great promise for low-power and parallelized cognitive computing, but lack well-suited applications and automation procedures. In this work, we propose a systematic method for bridging the RBM algorithm and digital neuromorphic systems, with a generative pattern completion task as proof of concept. For this, we first propose a method of producing the Gibbs sampler using bio-inspired digital noisy integrate-and-fire neurons. Next, we describe the process of mapping generative RBMs trained offline onto the IBM TrueNorth neurosynaptic processor -- a low-power digital neuromorphic VLSI substrate. Mapping these algorithms onto neuromorphic hardware presents unique challenges in network connectivity and weight and bias quantization, which, in turn, require architectural and design strategies for the physical realization. Generative performance metrics are analyzed to validate the neuromorphic requirements and to best select the neuron parameters for the model. Lastly, we describe a design automation procedure which achieves optimal resource usage, accounting for the novel hardware adaptations. This work represents the first implementation of generative RBM inference on a neuromorphic VLSI substrate.Comment: A similar version of this manuscript has been submitted to IEEE TBioCAS for revision in October 201

Monte Carlo Inference via Greedy Importance Sampling

We present a new method for conducting Monte Carlo inference in graphical models which combines explicit search with generalized importance sampling. The idea is to reduce the variance of importance sampling by searching for significant points in the target distribution. We prove that it is possible to introduce search and still maintain unbiasedness. We then demonstrate our procedure on a few simple inference tasks and show that it can improve the inference quality of standard MCMC methods, including Gibbs sampling, Metropolis sampling, and Hybrid Monte Carlo. This paper extends previous work which showed how greedy importance sampling could be correctly realized in the one-dimensional case.Comment: Appears in Proceedings of the Sixteenth Conference on Uncertainty in Artificial Intelligence (UAI2000

Asymptotically Independent Markov Sampling: a new MCMC scheme for Bayesian Inference

In Bayesian statistics, many problems can be expressed as the evaluation of the expectation of a quantity of interest with respect to the posterior distribution. Standard Monte Carlo method is often not applicable because the encountered posterior distributions cannot be sampled directly. In this case, the most popular strategies are the importance sampling method, Markov chain Monte Carlo, and annealing. In this paper, we introduce a new scheme for Bayesian inference, called Asymptotically Independent Markov Sampling (AIMS), which is based on the above methods. We derive important ergodic properties of AIMS. In particular, it is shown that, under certain conditions, the AIMS algorithm produces a uniformly ergodic Markov chain. The choice of the free parameters of the algorithm is discussed and recommendations are provided for this choice, both theoretically and heuristically based. The efficiency of AIMS is demonstrated with three numerical examples, which include both multi-modal and higher-dimensional target posterior distributions.Comment: 38 pages, 11 figure

Plant-wide fault and disturbance screening using combined transfer entropy and eigenvector centrality analysis

Finding the source of a disturbance or fault in complex systems such as industrial chemical processing plants can be a difficult task and consume a significant number of engineering hours. In many cases, a systematic elimination procedure is considered to be the only feasible approach but can cause undesired process upsets. Practitioners desire robust alternative approaches. This paper presents an unsupervised, data-driven method for ranking process elements according to the magnitude and novelty of their influence. Partial bivariate transfer entropy estimation is used to infer a weighted directed graph of process elements. Eigenvector centrality is applied to rank network nodes according to their overall effect. As the ranking of process elements rely on emerging properties that depend on the aggregate of many connections, the results are robust to errors in the estimation of individual edge properties and the inclusion of indirect connections that do not represent the true causal structure of the process. A monitoring chart of continuously calculated process element importance scores over multiple overlapping time regions can assist with incipient fault detection. Ranking results combined with visual inspection of information transfer networks is also useful for root cause analysis of known faults and disturbances. A software implementation of the proposed method is available.Comment: 21 pages, 9 figure

Feature Engineering for Knowledge Base Construction

Knowledge base construction (KBC) is the process of populating a knowledge base, i.e., a relational database together with inference rules, with information extracted from documents and structured sources. KBC blurs the distinction between two traditional database problems, information extraction and information integration. For the last several years, our group has been building knowledge bases with scientific collaborators. Using our approach, we have built knowledge bases that have comparable and sometimes better quality than those constructed by human volunteers. In contrast to these knowledge bases, which took experts a decade or more human years to construct, many of our projects are constructed by a single graduate student. Our approach to KBC is based on joint probabilistic inference and learning, but we do not see inference as either a panacea or a magic bullet: inference is a tool that allows us to be systematic in how we construct, debug, and improve the quality of such systems. In addition, inference allows us to construct these systems in a more loosely coupled way than traditional approaches. To support this idea, we have built the DeepDive system, which has the design goal of letting the user "think about features---not algorithms." We think of DeepDive as declarative in that one specifies what they want but not how to get it. We describe our approach with a focus on feature engineering, which we argue is an understudied problem relative to its importance to end-to-end quality

On the likelihood of multiple bit upsets in logic circuits

Soft errors have a significant impact on the circuit reliability at nanoscale technologies. At the architectural level, soft errors are commonly modeled by a probabilistic bit-flip model. In developing such abstract fault models, an important issue to consider is the likelihood of multiple bit errors caused by particle strikes. This likelihood has been studied to a great extent in memories, but has not been understood to the same extent in logic circuits. In this paper, we attempt to quantify the likelihood that a single transient event can cause multiple bit errors in logic circuits consisting of combinational gates and flip-flops. In particular, we calculate the conditional probability of multiple bit-flips given that a single bit flips as a result of the transient. To calculate this conditional probability, we use a Monte Carlo technique in which samples are generated using detailed post-layout circuit simulations. Our experiments on the ISCAS'85 benchmarks and a few other circuits indicate that, this conditional probability is quite significant and can be as high as 0.31. Thus we conclude that multiple bit-flips must necessarily be considered in order to obtain a realistic architectural fault model for soft errors.Comment: 6 page