Bayesian Learning
User-friendly introduction to PAC-Bayes bounds
Aggregated predictors are obtained by making a set of basic predictors vote according to some weights, that is, to some probability distribution. Randomized predictors are obtained by sampling in a set of basic predictors, according to some prescribed probability distribution. Thus, aggregated and randomized predictors have in common that they are not defined by a minimization problem, but by a probability distribution on the set of predictors. In statistical learning theory, there is a set of tools designed to understand the generalization ability of such procedures: PAC-Bayesian or PAC-Bayes bounds. Since the original PAC-Bayes bounds of D. McAllester, these tools have been considerably improved in many directions (we will for example describe a simplified version of the localization technique of O. Catoni that was missed by the community, and later rediscovered as "mutual information bounds"). Very recently, PAC-Bayes bounds received a considerable attention: for example there was workshop on PAC-Bayes at NIPS 2017, "(Almost) 50 Shades of Bayesian Learning: PAC-Bayesian trends and insights", organized by B. Guedj, F. Bach and P. Germain. One of the reason of this recent success is the successful application of these bounds to neural networks by G. Dziugaite and D. Roy. An elementary introduction to PAC-Bayes theory is still missing. This is an attempt to provide such an introduction.
Implicit Generative Copulas
Janke, Tim, Ghanmi, Mohamed, Steinke, Florian
Copulas are a powerful tool for modeling multivariate distributions as they allow to separately estimate the univariate marginal distributions and the joint dependency structure. However, known parametric copulas offer limited flexibility especially in high dimensions, while commonly used non-parametric methods suffer from the curse of dimensionality. A popular remedy is to construct a tree-based hierarchy of conditional bivariate copulas. In this paper, we propose a flexible, yet conceptually simple alternative based on implicit generative neural networks. The key challenge is to ensure marginal uniformity of the estimated copula distribution. We achieve this by learning a multivariate latent distribution with unspecified marginals but the desired dependency structure. By applying the probability integral transform, we can then obtain samples from the high-dimensional copula distribution without relying on parametric assumptions or the need to find a suitable tree structure. Experiments on synthetic and real data from finance, physics, and image generation demonstrate the performance of this approach.
Graph Posterior Network: Bayesian Predictive Uncertainty for Node Classification
Stadler, Maximilian, Charpentier, Bertrand, Geisler, Simon, Zügner, Daniel, Günnemann, Stephan
The interdependence between nodes in graphs is key to improve class predictions on nodes and utilized in approaches like Label Propagation (LP) or in Graph Neural Networks (GNN). Nonetheless, uncertainty estimation for non-independent node-level predictions is under-explored. In this work, we explore uncertainty quantification for node classification in three ways: (1) We derive three axioms explicitly characterizing the expected predictive uncertainty behavior in homophilic attributed graphs. (2) We propose a new model Graph Posterior Network (GPN) which explicitly performs Bayesian posterior updates for predictions on interdependent nodes. GPN provably obeys the proposed axioms. (3) We extensively evaluate GPN and a strong set of baselines on semi-supervised node classification including detection of anomalous features, and detection of left-out classes. GPN outperforms existing approaches for uncertainty estimation in the experiments.
Fair Sequential Selection Using Supervised Learning Models
Khalili, Mohammad Mahdi, Zhang, Xueru, Abroshan, Mahed
We consider a selection problem where sequentially arrived applicants apply for a limited number of positions/jobs. At each time step, a decision maker accepts or rejects the given applicant using a pre-trained supervised learning model until all the vacant positions are filled. In this paper, we discuss whether the fairness notions (e.g., equal opportunity, statistical parity, etc.) that are commonly used in classification problems are suitable for the sequential selection problems. In particular, we show that even with a pre-trained model that satisfies the common fairness notions, the selection outcomes may still be biased against certain demographic groups. This observation implies that the fairness notions used in classification problems are not suitable for a selection problem where the applicants compete for a limited number of positions. We introduce a new fairness notion, ``Equal Selection (ES),'' suitable for sequential selection problems and propose a post-processing approach to satisfy the ES fairness notion. We also consider a setting where the applicants have privacy concerns, and the decision maker only has access to the noisy version of sensitive attributes. In this setting, we can show that the perfect ES fairness can still be attained under certain conditions.
Unbiased Graph Embedding with Biased Graph Observations
Wang, Nan, Lin, Lu, Li, Jundong, Wang, Hongning
Graph embedding techniques have been increasingly employed in real-world machine learning tasks on graph-structured data, such as social recommendations and protein structure modeling. Since the generation of a graph is inevitably affected by some sensitive node attributes (such as gender and age of users in a social network), the learned graph representations can inherit such sensitive information and introduce undesirable biases in downstream tasks. Most existing works on debiasing graph representations add ad-hoc constraints on the learned embeddings to restrict their distributions, which however compromise the utility of resulting graph representations in downstream tasks. In this paper, we propose a principled new way for obtaining unbiased representations by learning from an underlying bias-free graph that is not influenced by sensitive attributes. Based on this new perspective, we propose two complementary methods for uncovering such an underlying graph with the goal of introducing minimum impact on the utility of learned representations in downstream tasks. Both our theoretical justification and extensive experiment comparisons against state-of-the-art solutions demonstrate the effectiveness of our proposed methods.
CausalAF: Causal Autoregressive Flow for Goal-Directed Safety-Critical Scenes Generation
Ding, Wenhao, Lin, Haohong, Li, Bo, Zhao, Ding
Goal-directed generation, aiming for solving downstream tasks by generating diverse data, has a potentially wide range of applications in the real world. Previous works tend to formulate goal-directed generation as a purely data-driven problem, which directly searches or approximates the distribution of samples satisfying the goal. However, the generation ability of preexisting work is heavily restricted by inefficient sampling, especially for sparse goals that rarely show up in off-the-shelf datasets. For instance, generating safety-critical traffic scenes with the goal of increasing the risk of collision is critical to evaluate autonomous vehicles, but the rareness of such scenes is the biggest resistance. In this paper, we integrate causality as a prior into the safety-critical scene generation process and propose a flow-based generative framework - Causal Autoregressive Flow (CausalAF). CausalAF encourages the generative model to uncover and follow the causal relationship among generated objects via novel causal masking operations instead of searching the sample only from observational data. By learning the cause-and-effect mechanism of how the generated scene achieves the goal rather than just learning correlations from data, CausalAF significantly improves the learning efficiency. Extensive experiments on three heterogeneous traffic scenes illustrate that CausalAF requires much fewer optimization resources to effectively generate goal-directed scenes for safety evaluation tasks.
Iterative Teacher-Aware Learning
Yuan, Luyao, Zhou, Dongruo, Shen, Junhong, Gao, Jingdong, Chen, Jeffrey L., Gu, Quanquan, Wu, Ying Nian, Zhu, Song-Chun
In human pedagogy, teachers and students can interact adaptively to maximize communication efficiency. The teacher adjusts her teaching method for different students, and the student, after getting familiar with the teacher's instruction mechanism, can infer the teacher's intention to learn faster. Recently, the benefits of integrating this cooperative pedagogy into machine concept learning in discrete spaces have been proved by multiple works. However, how cooperative pedagogy can facilitate machine parameter learning hasn't been thoroughly studied. In this paper, we propose a gradient optimization based teacher-aware learner who can incorporate teacher's cooperative intention into the likelihood function and learn provably faster compared with the naive learning algorithms used in previous machine teaching works. We give theoretical proof that the iterative teacher-aware learning (ITAL) process leads to local and global improvements. We then validate our algorithms with extensive experiments on various tasks including regression, classification, and inverse reinforcement learning using synthetic and real data. We also show the advantage of modeling teacher-awareness when agents are learning from human teachers.
Optimizing Information-theoretical Generalization Bounds via Anisotropic Noise in SGLD
Wang, Bohan, Zhang, Huishuai, Zhang, Jieyu, Meng, Qi, Chen, Wei, Liu, Tie-Yan
Recently, the information-theoretical framework has been proven to be able to obtain non-vacuous generalization bounds for large models trained by Stochastic Gradient Langevin Dynamics (SGLD) with isotropic noise. In this paper, we optimize the information-theoretical generalization bound by manipulating the noise structure in SGLD. We prove that with constraint to guarantee low empirical risk, the optimal noise covariance is the square root of the expected gradient covariance if both the prior and the posterior are jointly optimized. This validates that the optimal noise is quite close to the empirical gradient covariance. Technically, we develop a new information-theoretical bound that enables such an optimization analysis. We then apply matrix analysis to derive the form of optimal noise covariance. Presented constraint and results are validated by the empirical observations.
Applications and Techniques for Fast Machine Learning in Science
Deiana, Allison McCarn, Tran, Nhan, Agar, Joshua, Blott, Michaela, Di Guglielmo, Giuseppe, Duarte, Javier, Harris, Philip, Hauck, Scott, Liu, Mia, Neubauer, Mark S., Ngadiuba, Jennifer, Ogrenci-Memik, Seda, Pierini, Maurizio, Aarrestad, Thea, Bahr, Steffen, Becker, Jurgen, Berthold, Anne-Sophie, Bonventre, Richard J., Bravo, Tomas E. Muller, Diefenthaler, Markus, Dong, Zhen, Fritzsche, Nick, Gholami, Amir, Govorkova, Ekaterina, Hazelwood, Kyle J, Herwig, Christian, Khan, Babar, Kim, Sehoon, Klijnsma, Thomas, Liu, Yaling, Lo, Kin Ho, Nguyen, Tri, Pezzullo, Gianantonio, Rasoulinezhad, Seyedramin, Rivera, Ryan A., Scholberg, Kate, Selig, Justin, Sen, Sougata, Strukov, Dmitri, Tang, William, Thais, Savannah, Unger, Kai Lukas, Vilalta, Ricardo, Krosigk, Belinavon, Warburton, Thomas K., Flechas, Maria Acosta, Aportela, Anthony, Calvet, Thomas, Cristella, Leonardo, Diaz, Daniel, Doglioni, Caterina, Galati, Maria Domenica, Khoda, Elham E, Fahim, Farah, Giri, Davide, Hawks, Benjamin, Hoang, Duc, Holzman, Burt, Hsu, Shih-Chieh, Jindariani, Sergo, Johnson, Iris, Kansal, Raghav, Kastner, Ryan, Katsavounidis, Erik, Krupa, Jeffrey, Li, Pan, Madireddy, Sandeep, Marx, Ethan, McCormack, Patrick, Meza, Andres, Mitrevski, Jovan, Mohammed, Mohammed Attia, Mokhtar, Farouk, Moreno, Eric, Nagu, Srishti, Narayan, Rohin, Palladino, Noah, Que, Zhiqiang, Park, Sang Eon, Ramamoorthy, Subramanian, Rankin, Dylan, Rothman, Simon, Sharma, Ashish, Summers, Sioni, Vischia, Pietro, Vlimant, Jean-Roch, Weng, Olivia
In this community review report, we discuss applications and techniques for fast machine learning (ML) in science -- the concept of integrating power ML methods into the real-time experimental data processing loop to accelerate scientific discovery. The material for the report builds on two workshops held by the Fast ML for Science community and covers three main areas: applications for fast ML across a number of scientific domains; techniques for training and implementing performant and resource-efficient ML algorithms; and computing architectures, platforms, and technologies for deploying these algorithms. We also present overlapping challenges across the multiple scientific domains where common solutions can be found. This community report is intended to give plenty of examples and inspiration for scientific discovery through integrated and accelerated ML solutions. This is followed by a high-level overview and organization of technical advances, including an abundance of pointers to source material, which can enable these breakthroughs.
Which Model To Trust: Assessing the Influence of Models on the Performance of Reinforcement Learning Algorithms for Continuous Control Tasks
Arcieri, Giacomo, Wölfle, David, Chatzi, Eleni
The need for algorithms able to solve Reinforcement Learning (RL) problems with few trials has motivated the advent of model-based RL methods. The reported performance of model-based algorithms has dramatically increased within recent years. However, it is not clear how much of the recent progress is due to improved algorithms or due to improved models. While different modeling options are available to choose from when applying a model-based approach, the distinguishing traits and particular strengths of different models are not clear. The main contribution of this work lies precisely in assessing the model influence on the performance of RL algorithms. A set of commonly adopted models is established for the purpose of model comparison. These include Neural Networks (NNs), ensembles of NNs, two different approximations of Bayesian NNs (BNNs), that is, the Concrete Dropout NN and the Anchored Ensembling, and Gaussian Processes (GPs). The model comparison is evaluated on a suite of continuous control benchmarking tasks. Our results reveal that significant differences in model performance do exist. The Concrete Dropout NN reports persistently superior performance. We summarize these differences for the benefit of the modeler and suggest that the model choice is tailored to the standards required by each specific application.