16,160 research outputs found
Dropout Sampling for Robust Object Detection in Open-Set Conditions
Dropout Variational Inference, or Dropout Sampling, has been recently
proposed as an approximation technique for Bayesian Deep Learning and evaluated
for image classification and regression tasks. This paper investigates the
utility of Dropout Sampling for object detection for the first time. We
demonstrate how label uncertainty can be extracted from a state-of-the-art
object detection system via Dropout Sampling. We evaluate this approach on a
large synthetic dataset of 30,000 images, and a real-world dataset captured by
a mobile robot in a versatile campus environment. We show that this uncertainty
can be utilized to increase object detection performance under the open-set
conditions that are typically encountered in robotic vision. A Dropout Sampling
network is shown to achieve a 12.3% increase in recall (for the same precision
score as a standard network) and a 15.1% increase in precision (for the same
recall score as the standard network).Comment: to appear in IEEE International Conference on Robotics and Automation
2018 (ICRA 2018
Hybrid Models with Deep and Invertible Features
We propose a neural hybrid model consisting of a linear model defined on a
set of features computed by a deep, invertible transformation (i.e. a
normalizing flow). An attractive property of our model is that both
p(features), the density of the features, and p(targets | features), the
predictive distribution, can be computed exactly in a single feed-forward pass.
We show that our hybrid model, despite the invertibility constraints, achieves
similar accuracy to purely predictive models. Moreover the generative component
remains a good model of the input features despite the hybrid optimization
objective. This offers additional capabilities such as detection of
out-of-distribution inputs and enabling semi-supervised learning. The
availability of the exact joint density p(targets, features) also allows us to
compute many quantities readily, making our hybrid model a useful building
block for downstream applications of probabilistic deep learning.Comment: ICML 201
Deep Generative Models for Reject Inference in Credit Scoring
Credit scoring models based on accepted applications may be biased and their
consequences can have a statistical and economic impact. Reject inference is
the process of attempting to infer the creditworthiness status of the rejected
applications. In this research, we use deep generative models to develop two
new semi-supervised Bayesian models for reject inference in credit scoring, in
which we model the data generating process to be dependent on a Gaussian
mixture. The goal is to improve the classification accuracy in credit scoring
models by adding reject applications. Our proposed models infer the unknown
creditworthiness of the rejected applications by exact enumeration of the two
possible outcomes of the loan (default or non-default). The efficient
stochastic gradient optimization technique used in deep generative models makes
our models suitable for large data sets. Finally, the experiments in this
research show that our proposed models perform better than classical and
alternative machine learning models for reject inference in credit scoring
ABC random forests for Bayesian parameter inference
This preprint has been reviewed and recommended by Peer Community In
Evolutionary Biology (http://dx.doi.org/10.24072/pci.evolbiol.100036).
Approximate Bayesian computation (ABC) has grown into a standard methodology
that manages Bayesian inference for models associated with intractable
likelihood functions. Most ABC implementations require the preliminary
selection of a vector of informative statistics summarizing raw data.
Furthermore, in almost all existing implementations, the tolerance level that
separates acceptance from rejection of simulated parameter values needs to be
calibrated. We propose to conduct likelihood-free Bayesian inferences about
parameters with no prior selection of the relevant components of the summary
statistics and bypassing the derivation of the associated tolerance level. The
approach relies on the random forest methodology of Breiman (2001) applied in a
(non parametric) regression setting. We advocate the derivation of a new random
forest for each component of the parameter vector of interest. When compared
with earlier ABC solutions, this method offers significant gains in terms of
robustness to the choice of the summary statistics, does not depend on any type
of tolerance level, and is a good trade-off in term of quality of point
estimator precision and credible interval estimations for a given computing
time. We illustrate the performance of our methodological proposal and compare
it with earlier ABC methods on a Normal toy example and a population genetics
example dealing with human population evolution. All methods designed here have
been incorporated in the R package abcrf (version 1.7) available on CRAN.Comment: Main text: 24 pages, 6 figures Supplementary Information: 14 pages, 5
figure
Exploiting the Statistics of Learning and Inference
When dealing with datasets containing a billion instances or with simulations
that require a supercomputer to execute, computational resources become part of
the equation. We can improve the efficiency of learning and inference by
exploiting their inherent statistical nature. We propose algorithms that
exploit the redundancy of data relative to a model by subsampling data-cases
for every update and reasoning about the uncertainty created in this process.
In the context of learning we propose to test for the probability that a
stochastically estimated gradient points more than 180 degrees in the wrong
direction. In the context of MCMC sampling we use stochastic gradients to
improve the efficiency of MCMC updates, and hypothesis tests based on adaptive
mini-batches to decide whether to accept or reject a proposed parameter update.
Finally, we argue that in the context of likelihood free MCMC one needs to
store all the information revealed by all simulations, for instance in a
Gaussian process. We conclude that Bayesian methods will remain to play a
crucial role in the era of big data and big simulations, but only if we
overcome a number of computational challenges.Comment: Proceedings of the NIPS workshop on "Probabilistic Models for Big
Data
Combining Bayesian Approaches and Evolutionary Techniques for the Inference of Breast Cancer Networks
Gene and protein networks are very important to model complex large-scale
systems in molecular biology. Inferring or reverseengineering such networks can
be defined as the process of identifying gene/protein interactions from
experimental data through computational analysis. However, this task is
typically complicated by the enormously large scale of the unknowns in a rather
small sample size. Furthermore, when the goal is to study causal relationships
within the network, tools capable of overcoming the limitations of correlation
networks are required. In this work, we make use of Bayesian Graphical Models
to attach this problem and, specifically, we perform a comparative study of
different state-of-the-art heuristics, analyzing their performance in inferring
the structure of the Bayesian Network from breast cancer data
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