LGMay 20, 2022
Bayesian Active Learning with Fully Bayesian Gaussian ProcessesChristoffer Riis, Francisco Antunes, Frederik Boe Hüttel et al.
The bias-variance trade-off is a well-known problem in machine learning that only gets more pronounced the less available data there is. In active learning, where labeled data is scarce or difficult to obtain, neglecting this trade-off can cause inefficient and non-optimal querying, leading to unnecessary data labeling. In this paper, we focus on active learning with Gaussian Processes (GPs). For the GP, the bias-variance trade-off is made by optimization of the two hyperparameters: the length scale and noise-term. Considering that the optimal mode of the joint posterior of the hyperparameters is equivalent to the optimal bias-variance trade-off, we approximate this joint posterior and utilize it to design two new acquisition functions. The first one is a Bayesian variant of Query-by-Committee (B-QBC), and the second is an extension that explicitly minimizes the predictive variance through a Query by Mixture of Gaussian Processes (QB-MGP) formulation. Across six simulators, we empirically show that B-QBC, on average, achieves the best marginal likelihood, whereas QB-MGP achieves the best predictive performance. We show that incorporating the bias-variance trade-off in the acquisition functions mitigates unnecessary and expensive data labeling.
LGAug 21, 2023
Deep Evidential Learning for Bayesian Quantile RegressionFrederik Boe Hüttel, Filipe Rodrigues, Francisco Câmara Pereira
It is desirable to have accurate uncertainty estimation from a single deterministic forward-pass model, as traditional methods for uncertainty quantification are computationally expensive. However, this is difficult because single forward-pass models do not sample weights during inference and often make assumptions about the target distribution, such as assuming it is Gaussian. This can be restrictive in regression tasks, where the mean and standard deviation are inadequate to model the target distribution accurately. This paper proposes a deep Bayesian quantile regression model that can estimate the quantiles of a continuous target distribution without the Gaussian assumption. The proposed method is based on evidential learning, which allows the model to capture aleatoric and epistemic uncertainty with a single deterministic forward-pass model. This makes the method efficient and scalable to large models and datasets. We demonstrate that the proposed method achieves calibrated uncertainties on non-Gaussian distributions, disentanglement of aleatoric and epistemic uncertainty, and robustness to out-of-distribution samples.
AIJan 16, 2023
Mind the Gap: Modelling Difference Between Censored and Uncensored Electric Vehicle Charging DemandFrederik Boe Hüttel, Filipe Rodrigues, Francisco Câmara Pereira
Electric vehicle charging demand models, with charging records as input, will inherently be biased toward the supply of available chargers. These models often fail to account for demand lost from occupied charging stations and competitors. The lost demand suggests that the actual demand is likely higher than the charging records reflect, i.e., the true demand is latent (unobserved), and the observations are censored. As a result, machine learning models that rely on these observed records for forecasting charging demand may be limited in their application in future infrastructure expansion and supply management, as they do not estimate the true demand for charging. We propose using censorship-aware models to model charging demand to address this limitation. These models incorporate censorship in their loss functions and learn the true latent demand distribution from observed charging records. We study how occupied charging stations and competing services censor demand using GPS trajectories from cars in Copenhagen, Denmark. We find that censorship occurs up to $61\%$ of the time in some areas of the city. We use the observed charging demand from our study to estimate the true demand and find that censorship-aware models provide better prediction and uncertainty estimation of actual demand than censorship-unaware models. We suggest that future charging models based on charging records should account for censoring to expand the application areas of machine learning models in supply management and infrastructure expansion.
LGAug 7, 2023
Applied metamodelling for ATM performance simulationsChristoffer Riis, Francisco N. Antunes, Tatjana Bolić et al.
The use of Air traffic management (ATM) simulators for planing and operations can be challenging due to their modelling complexity. This paper presents XALM (eXplainable Active Learning Metamodel), a three-step framework integrating active learning and SHAP (SHapley Additive exPlanations) values into simulation metamodels for supporting ATM decision-making. XALM efficiently uncovers hidden relationships among input and output variables in ATM simulators, those usually of interest in policy analysis. Our experiments show XALM's predictive performance comparable to the XGBoost metamodel with fewer simulations. Additionally, XALM exhibits superior explanatory capabilities compared to non-active learning metamodels. Using the `Mercury' (flight and passenger) ATM simulator, XALM is applied to a real-world scenario in Paris Charles de Gaulle airport, extending an arrival manager's range and scope by analysing six variables. This case study illustrates XALM's effectiveness in enhancing simulation interpretability and understanding variable interactions. By addressing computational challenges and improving explainability, XALM complements traditional simulation-based analyses. Lastly, we discuss two practical approaches for reducing the computational burden of the metamodelling further: we introduce a stopping criterion for active learning based on the inherent uncertainty of the metamodel, and we show how the simulations used for the metamodel can be reused across key performance indicators, thus decreasing the overall number of simulations needed.
AIFeb 12
SemaPop: Semantic-Persona Conditioned Population SynthesisZhenlin Qin, Yancheng Ling, Leizhen Wang et al.
Population synthesis is a critical component of individual-level socio-economic simulation, yet remains challenging due to the need to jointly represent statistical structure and latent behavioral semantics. Existing population synthesis approaches predominantly rely on structured attributes and statistical constraints, leaving a gap in semantic-conditioned population generation that can capture abstract behavioral patterns implicitly in survey data. This study proposes SemaPop, a semantic-statistical population synthesis model that integrates large language models (LLMs) with generative population modeling. SemaPop derives high-level persona representations from individual survey records and incorporates them as semantic conditioning signals for population generation, while marginal regularization is introduced to enforce alignment with target population marginals. In this study, the framework is instantiated using a Wasserstein GAN with gradient penalty (WGAN-GP) backbone, referred to as SemaPop-GAN. Extensive experiments demonstrate that SemaPop-GAN achieves improved generative performance, yielding closer alignment with target marginal and joint distributions while maintaining sample-level feasibility and diversity under semantic conditioning. Ablation studies further confirm the contribution of semantic persona conditioning and architectural design choices to balancing marginal consistency and structural realism. These results demonstrate that SemaPop-GAN enables controllable and interpretable population synthesis through effective semantic-statistical information fusion. SemaPop-GAN also provides a promising modular foundation for developing generative population projection systems that integrate individual-level behavioral semantics with population-level statistical constraints.
LGFeb 19, 2024
Bayesian Active Learning for Censored RegressionFrederik Boe Hüttel, Christoffer Riis, Filipe Rodrigues et al.
Bayesian active learning is based on information theoretical approaches that focus on maximising the information that new observations provide to the model parameters. This is commonly done by maximising the Bayesian Active Learning by Disagreement (BALD) acquisitions function. However, we highlight that it is challenging to estimate BALD when the new data points are subject to censorship, where only clipped values of the targets are observed. To address this, we derive the entropy and the mutual information for censored distributions and derive the BALD objective for active learning in censored regression ($\mathcal{C}$-BALD). We propose a novel modelling approach to estimate the $\mathcal{C}$-BALD objective and use it for active learning in the censored setting. Across a wide range of datasets and models, we demonstrate that $\mathcal{C}$-BALD outperforms other Bayesian active learning methods in censored regression.