Comparing competing mathematical models of complex natural processes is a shared goal among many branches of science. The Bayesian probabilistic framework offers a principled way to perform model comparison and extract useful metrics for guiding decisions. However, many interesting models are intractable with standard Bayesian methods, as they lack a closed-form likelihood function or the likelihood is computationally too expensive to evaluate. With this work, we propose a novel method for performing Bayesian model comparison using specialized deep learning architectures. Our method is purely simulation-based and circumvents the step of explicitly fitting all alternative models under consideration to each observed dataset. Moreover, it requires no hand-crafted summary statistics of the data and is designed to amortize the cost of simulation over multiple models and observable datasets. This makes the method particularly effective in scenarios where model fit needs to be assessed for a large number of datasets, so that per-dataset inference is practically infeasible.Finally, we propose a novel way to measure epistemic uncertainty in model comparison problems. We demonstrate the utility of our method on toy examples and simulated data from non-trivial models from cognitive science and single-cell neuroscience. We show that our method achieves excellent results in terms of accuracy, calibration, and efficiency across the examples considered in this work. We argue that our framework can enhance and enrich model-based analysis and inference in many fields dealing with computational models of natural processes. We further argue that the proposed measure of epistemic uncertainty provides a unique proxy to quantify absolute evidence even in a framework which assumes that the true data-generating model is within a finite set of candidate models.

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ACM/IEEE第23届模型驱动工程语言和系统国际会议,是模型驱动软件和系统工程的首要会议系列,由ACM-SIGSOFT和IEEE-TCSE支持组织。自1998年以来,模型涵盖了建模的各个方面,从语言和方法到工具和应用程序。模特的参加者来自不同的背景,包括研究人员、学者、工程师和工业专业人士。MODELS 2019是一个论坛,参与者可以围绕建模和模型驱动的软件和系统交流前沿研究成果和创新实践经验。今年的版本将为建模社区提供进一步推进建模基础的机会,并在网络物理系统、嵌入式系统、社会技术系统、云计算、大数据、机器学习、安全、开源等新兴领域提出建模的创新应用以及可持续性。 官网链接:http://www.modelsconference.org/

We present an efficient approach for doing approximate Bayesian inference when only a limited number of noisy likelihood evaluations can be obtained due to computational constraints, which is becoming increasingly common for applications of complex models. Our main methodological innovation is to model the log-likelihood function using a Gaussian process (GP) in a local fashion and apply this model to emulate the progression that an exact Metropolis-Hastings (MH) algorithm would take if it was applicable. New log-likelihood evaluation locations are selected using sequential experimental design strategies such that each MH accept/reject decision is done within a pre-specified error tolerance. The resulting approach is conceptually simple and sample-efficient as it takes full advantage of the GP model. It is also more robust to violations of GP modelling assumptions and better suited for the typical situation where the posterior is substantially more concentrated than the prior, compared with various existing inference methods based on global GP surrogate modelling. We discuss the probabilistic interpretations and central theoretical aspects of our approach, and we then demonstrate the benefits of the resulting algorithm in the context of likelihood-free inference for simulator-based statistical models.

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In this paper we consider a Gaussian mixture model where the mixture weight behaves as an unknown function of time. To estimate the mixture weight function, we develop a Bayesian nonlinear dynamic approach for polynomial models. Two estimation methods that can be extended to other situations are considered. One of them, called here component-wise Metropolis-Hastings, is more general and can be used for any situation where the observation and state equations are nonlinearly connected. The other method tends to be faster but must be applied specifically to binary data (by using a probit link function). This kind of Gaussian mixture model is capable of successfully capturing the features of the data, as observed in numerical studies. It can be useful in studies such as clustering, change-point and process control. We apply the proposed method an array Comparative Genomic Hybridization (aCGH) dataset from glioblastoma cancer studies, where we illustrate the ability of the new method to detect chromosome aberrations.

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Learning the cumulative distribution function (CDF) of an outcome variable conditional on a set of features remains challenging, especially in high-dimensional settings. Conditional transformation models provide a semi-parametric approach that allows to model a large class of conditional CDFs without an explicit parametric distribution assumption and with only a few parameters. Existing estimation approaches within this class are, however, either limited in their complexity and applicability to unstructured data sources such as images or text, lack interpretability, or are restricted to certain types of outcomes. We close this gap by introducing the class of deep conditional transformation models which unifies existing approaches and allows to learn both interpretable (non-)linear model terms and more complex neural network predictors in one holistic framework. To this end we propose a novel network architecture, provide details on different model definitions and derive suitable constraints as well as network regularization terms. We demonstrate the efficacy of our approach through numerical experiments and applications.

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Generating tests that can reveal performance issues in large and complex software systems within a reasonable amount of time is a challenging task. On one hand, there are numerous combinations of input data values to explore. On the other hand, we have a limited test budget to execute tests. What makes this task even more difficult is the lack of access to source code and the internal details of these systems. In this paper, we present an automated test generation method called ACTA for black-box performance testing. ACTA is based on active learning, which means that it does not require a large set of historical test data to learn about the performance characteristics of the system under test. Instead, it dynamically chooses the tests to execute using uncertainty sampling. ACTA relies on a conditional variant of generative adversarial networks,and facilitates specifying performance requirements in terms of conditions and generating tests that address those conditions.We have evaluated ACTA on a benchmark web application, and the experimental results indicate that this method is comparable with random testing, and two other machine learning methods,i.e. PerfXRL and DN.

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Learning curves model a classifier's test error as a function of the number of training samples. Prior works show that learning curves can be used to select model parameters and extrapolate performance. We investigate how to use learning curves to evaluate design choices, such as pretraining, architecture, and data augmentation. We propose a method to robustly estimate learning curves, abstract their parameters into error and data-reliance, and evaluate the effectiveness of different parameterizations. Our experiments exemplify use of learning curves for analysis and yield several interesting observations.

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This work presents a new strategy for multi-class classification that requires no class-specific labels, but instead leverages pairwise similarity between examples, which is a weaker form of annotation. The proposed method, meta classification learning, optimizes a binary classifier for pairwise similarity prediction and through this process learns a multi-class classifier as a submodule. We formulate this approach, present a probabilistic graphical model for it, and derive a surprisingly simple loss function that can be used to learn neural network-based models. We then demonstrate that this same framework generalizes to the supervised, unsupervised cross-task, and semi-supervised settings. Our method is evaluated against state of the art in all three learning paradigms and shows a superior or comparable accuracy, providing evidence that learning multi-class classification without multi-class labels is a viable learning option.

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Combining Bayesian nonparametrics and a forward model selection strategy, we construct parsimonious Bayesian deep networks (PBDNs) that infer capacity-regularized network architectures from the data and require neither cross-validation nor fine-tuning when training the model. One of the two essential components of a PBDN is the development of a special infinite-wide single-hidden-layer neural network, whose number of active hidden units can be inferred from the data. The other one is the construction of a greedy layer-wise learning algorithm that uses a forward model selection criterion to determine when to stop adding another hidden layer. We develop both Gibbs sampling and stochastic gradient descent based maximum a posteriori inference for PBDNs, providing state-of-the-art classification accuracy and interpretable data subtypes near the decision boundaries, while maintaining low computational complexity for out-of-sample prediction.

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We consider the exploration-exploitation trade-off in reinforcement learning and we show that an agent imbued with a risk-seeking utility function is able to explore efficiently, as measured by regret. The parameter that controls how risk-seeking the agent is can be optimized exactly, or annealed according to a schedule. We call the resulting algorithm K-learning and show that the corresponding K-values are optimistic for the expected Q-values at each state-action pair. The K-values induce a natural Boltzmann exploration policy for which the `temperature' parameter is equal to the risk-seeking parameter. This policy achieves an expected regret bound of $\tilde O(L^{3/2} \sqrt{S A T})$, where $L$ is the time horizon, $S$ is the number of states, $A$ is the number of actions, and $T$ is the total number of elapsed time-steps. This bound is only a factor of $L$ larger than the established lower bound. K-learning can be interpreted as mirror descent in the policy space, and it is similar to other well-known methods in the literature, including Q-learning, soft-Q-learning, and maximum entropy policy gradient, and is closely related to optimism and count based exploration methods. K-learning is simple to implement, as it only requires adding a bonus to the reward at each state-action and then solving a Bellman equation. We conclude with a numerical example demonstrating that K-learning is competitive with other state-of-the-art algorithms in practice.

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In this work we present a novel unsupervised framework for hard training example mining. The only input to the method is a collection of images relevant to the target application and a meaningful initial representation, provided e.g. by pre-trained CNN. Positive examples are distant points on a single manifold, while negative examples are nearby points on different manifolds. Both types of examples are revealed by disagreements between Euclidean and manifold similarities. The discovered examples can be used in training with any discriminative loss. The method is applied to unsupervised fine-tuning of pre-trained networks for fine-grained classification and particular object retrieval. Our models are on par or are outperforming prior models that are fully or partially supervised.

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Topic modeling enables exploration and compact representation of a corpus. The CaringBridge (CB) dataset is a massive collection of journals written by patients and caregivers during a health crisis. Topic modeling on the CB dataset, however, is challenging due to the asynchronous nature of multiple authors writing about their health journeys. To overcome this challenge we introduce the Dynamic Author-Persona topic model (DAP), a probabilistic graphical model designed for temporal corpora with multiple authors. The novelty of the DAP model lies in its representation of authors by a persona --- where personas capture the propensity to write about certain topics over time. Further, we present a regularized variational inference algorithm, which we use to encourage the DAP model's personas to be distinct. Our results show significant improvements over competing topic models --- particularly after regularization, and highlight the DAP model's unique ability to capture common journeys shared by different authors.

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