A graphical model or probabilistic graphical model (PGM) or structured probabilistic model is a probabilistic model for which a graph expresses the conditional dependence structure between random variables. They are commonly used in probability theory, statistics—particularly Bayesian statistics—and machine learning. (Wikipedia)
This paper investigates the asymptotic distribution of the K-fold cross validation error in an i.i.d. setting. As the number of observations n goes to infinity while keeping the number of folds K fixed, the K-fold cross validation error is √ n-consistent for the expected out-of-sample error and has an asymptotically normal distribution. A consistent estimate of the asymptotic variance is derived and used to construct asymptotically valid confidence intervals for the expected out-of-sample error. A hypothesis test is developed for comparing two estimators’ expected out-of-sample errors and a subsampling procedure is used to obtain critical values. Monte Carlo simulations demonstrate the asymptotic validity of our confidence intervals for the expected out-of-sample error and investigate the size and power properties of our test. In our empirical application, we use our estimator selection test to compare the out-of-sample predictive performance of OLS, Neural Networks, and Random Forests for predicting the sale price of a domain name in a GoDaddy expiry auction.
The core principle of Variational Inference (VI) is to convert the statistical inference problem of computing complex posterior probability densities into a tractable optimization problem. This property enables VI to be faster than several sampling-based techniques. However, the traditional VI algorithm is not scalable to large data sets and is unable to readily infer out-of-bounds data points without re-running the optimization process. Recent developments in the field, like stochastic-, black box-, and amortized-VI, have helped address these issues. Generative modeling tasks nowadays widely make use of amortized VI for its efficiency and scalability, as it utilizes a parameterized function to learn the approximate posterior density parameters. In this paper, we review the mathematical foundations of various VI techniques to form the basis for understanding amortized VI. Additionally, we provide an overview of the recent trends that address several issues of amortized VI, such as the amortization gap, generalization issues, inconsistent representation learning, and posterior collapse. Finally, we analyze alternate divergence measures that improve VI optimization.
Diffusion models have recently emerged as the de facto standard for generating complex, high-dimensional outputs. You may know them for their ability to produce stunning AI art and hyper-realistic synthetic images, but they have also found success in other applications such as drug design and continuous control. The key idea behind diffusion models is to iteratively transform random noise into a sample, such as an image or protein structure. This is typically motivated as a maximum likelihood estimation problem, where the model is trained to generate samples that match the training data as closely as possible. However, most use cases of diffusion models are not directly concerned with matching the training data, but instead with a downstream objective.
Partially observable Markov decision processes (POMDPs) provide a flexible representation for real-world decision and control problems. However, POMDPs are notoriously difficult to solve, especially when the state and observation spaces are continuous or hybrid, which is often the case for physical systems. While recent online sampling-based POMDP algorithms that plan with observation likelihood weighting have shown practical effectiveness, a general theory characterizing the approximation error of the particle filtering techniques that these algorithms use has not previously been proposed. Our main contribution is bounding the error between any POMDP and its corresponding finite sample particle belief MDP (PB-MDP) approximation. This fundamental bridge between PB-MDPs and POMDPs allows us to adapt any sampling-based MDP algorithm to a POMDP by solving the corresponding particle belief MDP, thereby extending the convergence guarantees of the MDP algorithm to the POMDP . Practically, this is implemented by using the particle filter belief transition model as the generative model for the MDP solver. While this requires access to the observation density model from the POMDP, it only increases the transition sampling complexity of the MDP solver by a factor of O (C), where C is the number of particles. Thus, when combined with sparse sampling MDP algorithms, this approach can yield algorithms for POMDPs that have no direct theoretical dependence on the size of the state and observation spaces. In addition to our theoretical contribution, we perform five numerical experiments on benchmark POMDPs to demonstrate that a simple MDP algorithm adapted using PB-MDP approximation, Sparse-PFT, achieves performance competitive with other leading continuous observation POMDP solvers.
This paper presents alternative techniques for inference on classical Bayesian networks in which all probabilities are fixed, and for synthesis problems when conditional probability tables (CPTs) in such networks contain symbolic parameters rather than concrete probabilities. The key idea is to exploit probabilistic model checking as well as its recent extension to parameter synthesis techniques for parametric Markov chains. To enable this, the Bayesian networks are transformed into Markov chains and their objectives are mapped onto probabilistic temporal logic formulas. For exact inference, we compare probabilistic model checking to weighted model counting on various Bayesian network benchmarks. We contrast symbolic model checking using multi-terminal binary (aka: algebraic) decision diagrams to symbolic inference using proba- bilistic sentential decision diagrams, symbolic data structures that are tailored to Bayesian networks. For the parametric setting, we describe how our techniques can be used for various synthesis problems such as computing sensitivity functions (and values), simple and difference parameter tuning and ratio parameter tuning. Our parameter synthesis techniques are applicable to arbitrarily many, possibly dependent, parameters that may occur in multiple CPTs. This lifts restrictions, e.g., on the number of parametrized CPTs, or on parameter dependencies between several CPTs, that exist in the literature. Experiments on several benchmarks show that our parameter synthesis techniques can treat parameter synthesis for Bayesian networks (with hundreds of unknown parameters) that are out of reach for existing techniques.
Statistical relational AI and probabilistic logic programming have so far mostly focused on discrete probabilistic models. The reasons for this is that one needs to provide constructs to succinctly model the independencies in such models, and also provide efficient inference. Three types of independencies are important to represent and exploit for scalable inference in hybrid models: conditional independencies elegantly modeled in Bayesian networks, context-specific independencies naturally represented by logical rules, and independencies amongst attributes of related objects in relational models succinctly expressed by combining rules. This paper introduces a hybrid probabilistic logic programming language, DC#, which integrates distributional clauses' syntax and semantics principles of Bayesian logic programs. It represents the three types of independencies qualitatively. More importantly, we also introduce the scalable inference algorithm FO-CS-LW for DC#. FO-CS-LW is a first-order extension of the context-specific likelihood weighting algorithm (CS-LW), a novel sampling method that exploits conditional independencies and context-specific independencies in ground models. The FO-CS-LW algorithm upgrades CS-LW with unification and combining rules to the first-order case.
Strategy-optimization is a fundamental element of dynamic and complex team sports such as soccer, American football, and basketball. As the amount of data that is collected from matches in these sports has increased, so has the demand for data-driven decisionmaking support. If alternative strategies need to be balanced, a data-driven approach can uncover insights that are not available from qualitative analysis. This could tremendously aid teams in their match preparations. In this work, we propose a novel Markov modelbased framework for soccer that allows reasoning about the specific strategies teams use in order to gain insights into the efficiency of each strategy. The framework consists of two components: (1) a learning component, which entails modeling a team’s offensive behavior by learning a Markov decision process (MDP) from event data that is collected from the team’s matches, and (2) a reasoning component, which involves a novel application of probabilistic model checking to reason about the efficacy of the learned strategies of each team. In this paper, we provide an overview of this framework and illustrate it on several use cases using real-world event data from three leagues. Our results show that the framework can be used to reason about the shot decision-making of teams and to optimise the defensive strategies used when playing against a particular team. The general ideas presented in this framework can easily be extended to other sports.
Centralized Training for Decentralized Execution, where agents are trained offline in a centralized fashion and execute online in a decentralized manner, has become a popular approach in Multi-Agent Reinforcement Learning (MARL). In particular, it has become popular to develop actor-critic methods that train decentralized actors with a centralized critic where the centralized critic is allowed access global information of the entire system, including the true system state. Such centralized critics are possible given offline information and are not used for online execution. While these methods perform well in a number of domains and have become a de facto standard in MARL, using a centralized critic in this context has yet to be sufficiently analyzed theoretically or empirically. In this paper, we therefore formally analyze centralized and decentralized critic approaches, and analyze the effect of using state-based critics in partially observable environments. We derive theories contrary to the common intuition: critic centralization is not strictly beneficial, and using state values can be harmful. We further prove that, in particular, state-based critics can introduce unexpected bias and variance compared to history-based critics. Finally, we demonstrate how the theory applies in practice by comparing different forms of critics on a wide range of common multi-agent benchmarks. The experiments show practical issues such as the difficulty of representation learning with partial observability, which highlights why the theoretical problems are often overlooked in the literature.
In today's rapidly advancing world of Artificial Intelligence (AI), the need for explainable AI has become more critical than ever. As AI systems are being increasingly integrated into various aspects of our daily lives, it is crucial to understand how these systems make decisions and provide explanations for their actions. Bayesian networks, a powerful and versatile graphical modeling technique, are gaining prominence as a tool for building explainable AI models. In this blog, we will demystify Bayesian networks and explore their relevance in the field of AI. We will delve into the fundamentals of Bayesian networks, their applications in AI, and how they enable explainable AI.
In simple perceptual decisions the brain has to identify a stimulus based on noisy sensory samples from the stimulus. Basic statistical considerations state that the reliability of the stimulus information, i.e., the amount of noise in the samples, should be taken into account when the decision is made. However, for perceptual decision making experiments it has been questioned whether the brain indeed uses the reliability for making decisions when confronted with unpredictable changes in stimulus reliability. We here show that even the basic drift diffusion model, which has frequently been used to explain experimental findings in perceptual decision making, implicitly relies on estimates of stimulus reliability. We then show that only those variants of the drift diffusion model which allow stimulusspecific reliabilities are consistent with neurophysiological findings. Our analysis suggests that the brain estimates the reliability of the stimulus on a short time scale of at most a few hundred milliseconds.