Search arXiv⌕ Search

arXiv · 1807.05527

Learning Probabilistic Logic Programs in Continuous Domains

Abstract

The field of statistical relational learning aims at unifying logic and probability to reason and learn from data. Perhaps the most successful paradigm in the field is probabilistic logic programming: the enabling of stochastic primitives in logic programming, which is now increasingly seen to provide a declarative background to complex machine learning applications. While many systems offer inference capabilities, the more significant challenge is that of learning meaningful and interpretable symbolic representations from data. In that regard, inductive logic programming and related techniques have paved much of the way for the last few decades. Unfortunately, a major limitation of this exciting landscape is that much of the work is limited to finite-domain discrete probability distributions. Recently, a handful of systems have been extended to represent and perform inference with continuous distributions. The problem, of course, is that classical solutions for inference are either restricted to well-known parametric families (e.g., Gaussians) or resort to sampling strategies that provide correct answers only in the limit. When it comes to learning, moreover, inducing representations remains entirely open, other than "data-fitting" solutions that force-fit points to aforementioned parametric families. In this paper, we take the first steps towards inducing probabilistic logic programs for continuous and mixed discrete-continuous data, without being pigeon-holed to a fixed set of distribution families. Our key insight is to leverage techniques from piecewise polynomial function approximation theory, yielding a principled way to learn and compositionally construct density functions. We test the framework and discuss the learned representations.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Stefanie Speichert, Vaishak Belle. 2018-09-19. Learning Probabilistic Logic Programs in Continuous Domains. https://arxiv.org/abs/1807.05527

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Are EEG Sequences Time Series? EEG Classification with Time Series Models and Joint Subject Training

As with most other data domains, EEG data analysis relies on rich domain-specific preprocessing. Beyond such preprocessing, machine learners would hope to deal with such data as with any other time series data. For EEG classification many models have been developed with layer types and architectures we typically do not see in time series classification. Furthermore, typically separate models for each individual subject are learned, not one model for all of them. In this paper, we systematically study the differences between EEG classification models and generic time series classification models. We describe three different model setups to deal with EEG data from different subjects, subject-specific models (most EEG literature), subject-agnostic models and subject-conditional models. In experiments on three datasets, we demonstrate that off-the-shelf time series classification models trained per subject perform close to EEG classification models, but that do not quite reach the performance of domain-specific modeling. Additionally, we combine time-series models with subject embeddings to train one joint subject-conditional classifier on all subjects. The resulting models are competitive with dedicated EEG models in 2 out of 3 datasets, even outperforming all EEG methods on one of them.

cs.LG↗

The Fenchel-Young Generalization of Bayesian Principles

Conjugate Bayes plays a key role in machine learning, ensuring computationally simple posterior updates. We generalize the variational principle behind this computation by using the Fenchel-Young (FY) inequality, which lets us define a generalized evidence lower bound beyond the KL geometry, and at equality, characterizes new generalized posteriors. A generalized notion of conjugacy follows, defined as closure of prior-potential families that are affine under translation by the loss. We show that such families not only preserve additive canonical updating, but also posterior inference with parameter-dependent supports and tuneably heavy tails. This combination is not feasible with standard conjugate Bayes. We derive a new FY generalization of expectation maximization (EM), which recovers classical and Hard EM, and amortized versions. We show examples, including generalized Bayesian linear regression with closed-form bounded support and heavy-tailed posteriors, and a Gaussian mixture with sparse cluster assignments.

cs.LG↗

Fragility-aware Classification for Risk Characterization and Robust Learning

Classification models play a central role in data-driven decision-making applications such as medical diagnosis, recommendation systems, and risk assessment. Traditional performance metrics, such as accuracy and AUC, quantify classification errors and pairwise ranking performance but do not account for the magnitude of errors, i.e., the risk of confident misjudgments. This limitation is particularly consequential in safety-critical and cost-sensitive settings, where overconfident errors can lead to severe outcomes. To address this issue, we propose the Fragility Index (FI), a novel performance metric that evaluates classifiers from a risk-averse perspective by capturing the tail risk of confident misjudgments. We formulate FI within a robust satisficing (RS) framework to quantify classifier sensitivity under distributional uncertainty. Building on this, we develop a tractable surrogate-based training framework and establish provable bounds connecting training fragility to ranking-error FI. We further derive tractable reformulations for a broad class of loss functions, including cross-entropy, hinge-type, and Lipschitz losses, and identify specific conditions under which these reformulations are exact. We also introduce an FI-induced regularizer for deep neural networks. Empirical results on real-world medical diagnosis tasks demonstrate that FI complements existing metrics by revealing error tail risk not reflected in accuracy or AUC. FI-based models achieve competitive predictive performance while generally attaining lower FI. In the simulated human--AI diagnostic workflow, they also achieve lower average operational costs than empirical risk minimization.

cs.LG↗