AutoAI: Systems, Machine Learning and Mathematics

Neil D. Lawrence

Isaac Newton Institute Virtual Christmas Dinner

The Great AI Fallacy

Intellectual Debt

FIT Models to FIT Systems

  • Focus in machine learning has been on FAcT learning.
  • Fairness, accountability and Transparency in individual models.
  • But individual models aren’t the problem.
  • Fariness, interpetability and transparency required for whole system.

Buying System

Monolithic System

Service Oriented Architecture

Buying …

… to Banking

Statistical Emulation

Emulation

Emulation

Emulation

Emulation

Emulation

Deep Emulation

Deep Emulation

Deep Emulation

Deep Emulation

Mathematically

  • Composite multivariate function \[ \mathbf{g}(\mathbf{ x})=\mathbf{ f}_5(\mathbf{ f}_4(\mathbf{ f}_3(\mathbf{ f}_2(\mathbf{ f}_1(\mathbf{ x}))))). \]

Equivalent to Markov Chain

  • Composite multivariate function \[ p(\mathbf{ y}|\mathbf{ x})= p(\mathbf{ y}|\mathbf{ f}_5)p(\mathbf{ f}_5|\mathbf{ f}_4)p(\mathbf{ f}_4|\mathbf{ f}_3)p(\mathbf{ f}_3|\mathbf{ f}_2)p(\mathbf{ f}_2|\mathbf{ f}_1)p(\mathbf{ f}_1|\mathbf{ x}) \]

Step Function Data Latent 1

Step Function Data Latent 2

Step Function Data Latent 3

Step Function Data Latent 4

Operational Science

  • Automate the process of explaining and maintaining ML Systems.
  • Challenge is these systems are highly complex:
    • Flaws need rapid addressing.
  • This becomes apparent in operational science

Pandemic

  • Been working with the DELVE Group
  • One perspective on challenge facing government:
    • Intellectual Debt for the whole country
    • Ideas about explaining a complex system much wider applicability.
  • Implications for digital twins

Thanks!

References

Dunlop, M.M., Girolami, M.A., Stuart, A.M., Teckentrup, A.L., n.d. How deep are deep Gaussian processes? Journal of Machine Learning Research 19, 1–46.