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Black-box variational inference (BBVI) is a technique to approximate the posterior of Bayesian models by optimization. Similar to MCMC, the user only needs to specify the model; then, the inference procedure is done automatically. In contrast to MCMC, BBVI scales to many observations, is faster for some applications, and can take advantage of highly optimized deep learning frameworks since it can be formulated as a minimization task. In the case of complex posteriors, however, other state-of-the-art BBVI approaches often yield unsatisfactory posterior approximations. This paper presents Bernstein flow variational inference (BF-VI), a robust and easy-to-use method flexible enough to approximate complex multivariate posteriors. BF-VI combines ideas from normalizing flows and Bernstein polynomial-based transformation models. In benchmark experiments, we compare BF-VI solutions with exact posteriors, MCMC solutions, and state-of-the-art BBVI methods, including normalizing flow-based BBVI. We show for low-dimensional models that BF-VI accurately approximates the true posterior; in higher-dimensional models, BF-VI compares favorably against other BBVI methods. Further, using BF-VI, we develop a Bayesian model for the semi-structured melanoma challenge data, combining a CNN model part for image data with an interpretable model part for tabular data, and demonstrate, for the first time, the use of BBVI in semi-structured models.
Interpretability and uncertainty modeling are important key factors for medical applications. Moreover, data in medicine are often available as a combination of unstructured data like images and structured predictors like patient’s metadata. While deep learning models are state-of-the-art for image classification, the models are often referred to as ’black-box’, caused by the lack of interpretability. Moreover, DL models are often yielding point predictions and are too confident about the parameter estimation and outcome predictions.
On the other side with statistical regression models, it is possible to obtain interpretable predictor effects and capture parameter and model uncertainty based on the Bayesian approach. In this thesis, a publicly available melanoma dataset, consisting of skin lesions and patient’s age, is used to predict the melanoma types by using a semi-structured model, while interpretable components and model uncertainty is quantified. For Bayesian models, transformation model-based variational inference (TM-VI) method is used to determine the posterior distribution of the parameter. Several model constellations consisting of patient’s age and/or skin lesion were implemented and evaluated. Predictive performance was shown to be best by using a combined model of image and patient’s age, while providing the interpretable posterior distribution of the regression coefficient is possible. In addition, integrating uncertainty in image and tabular parts results in larger variability of the outputs corresponding to high uncertainty of the single model components.
