Bayesian Learning
Deep Neural Networks as Point Estimates for Deep Gaussian Processes
Dutordoir, Vincent, Hensman, James, van der Wilk, Mark, Ek, Carl Henrik, Ghahramani, Zoubin, Durrande, Nicolas
Bayesian inference has the potential to improve deep neural networks (DNNs) by providing 1) uncertainty estimates for robust prediction and downstream decision-making, and 2) an objective function (the marginal likelihood) for hyperparameter selection [MacKay, 1992a; 1992b; 2003]. The recent success of deep learning [Krizhevsky et al., 2012; Vaswani et al., 2017; Schrittwieser et al., 2020] has renewed interest in large-scale Bayesian Neural Networks (BNNs) as well, with effort mainly focused on obtaining useful uncertainty estimates [Blundell et al., 2015; Kingma et al., 2015; Gal and Ghahramani, 2016]. Despite already providing usable uncertainty estimates, there is significant evidence that current approximations to the uncertainty on neural network weights can still be significantly improved [Hron et al., 2018; Foong et al., 2020]. The accuracy of the uncertainty approximation is also linked to the quality of the marginal likelihood estimate [Blei et al., 2017]. Since hyperparameter learning using the marginal likelihood fails for most common approximations [e.g., Blundell et al., 2015], the accuracy of the uncertainty estimates is also questionable. Damianou and Lawrence [2013] used Gaussian processes [Rasmussen and Williams, 2006] as layers to create a different Bayesian analogue to a DNN: the Deep Gaussian process (DGP). Gaussian processes (GPs) are a different representation of a single layer neural network, which is promising because it allows high-quality approximations to uncertainty [Titsias, 2009; Burt et al., 2019].
Natural Posterior Network: Deep Bayesian Predictive Uncertainty for Exponential Family Distributions
Charpentier, Bertrand, Borchert, Oliver, Zügner, Daniel, Geisler, Simon, Günnemann, Stephan
Uncertainty awareness is crucial to develop reliable machine learning models. In this work, we propose the Natural Posterior Network (NatPN) for fast and high-quality uncertainty estimation for any task where the target distribution belongs to the exponential family. Thus, NatPN finds application for both classification and general regression settings. Unlike many previous approaches, NatPN does not require out-of-distribution (OOD) data at training time. Instead, it leverages Normalizing Flows to fit a single density on a learned low-dimensional and task-dependent latent space. For any input sample, NatPN uses the predicted likelihood to perform a Bayesian update over the target distribution. Theoretically, NatPN assigns high uncertainty far away from training data. Empirically, our extensive experiments on calibration and OOD detection show that NatPN delivers highly competitive performance for classification, regression and count prediction tasks.
Scaffolding Simulations with Deep Learning for High-dimensional Deconvolution
Andreassen, Anders, Komiske, Patrick T., Metodiev, Eric M., Nachman, Benjamin, Suresh, Adi, Thaler, Jesse
A common setting for scientific inference is the ability to sample from a high-fidelity forward model (simulation) without having an explicit probability density of the data. We propose a simulation-based maximum likelihood deconvolution approach in this setting called OmniFold. Deep learning enables this approach to be naturally unbinned and (variable-, and) high-dimensional. In contrast to model parameter estimation, the goal of deconvolution is to remove detector distortions in order to enable a variety of down-stream inference tasks. Our approach is the deep learning generalization of the common Richardson-Lucy approach that is also called Iterative Bayesian Unfolding in particle physics. We show how OmniFold can not only remove detector distortions, but it can also account for noise processes and acceptance effects.
Differentially Private Semi-Supervised Transfer Learning
This paper considers the problem of differentially private semi-supervised transfer learning. The notion of membership-mapping is developed using measure theory basis to learn data representation via a fuzzy membership function. An alternative conception of deep autoencoder, referred to as Conditionally Deep Membership-Mapping Autoencoder (CDMMA) (that consists of a nested compositions of membership-mappings), is considered. Under practice-oriented settings, an analytical solution for the learning of CDMFA can be derived by means of variational optimization. The paper proposes a transfer learning approach that combines CDMMA with a tailored noise adding mechanism to achieve a given level of privacy-loss bound with the minimum perturbation of the data. Numerous experiments were carried out using MNIST, USPS, Office, and Caltech256 datasets to verify the competitive robust performance of the proposed methodology.
CREPO: An Open Repository to Benchmark Credal Network Algorithms
Cabañas, Rafael, Antonucci, Alessandro
Credal networks are a popular class of imprecise probabilistic graphical models obtained as a Bayesian network generalization based on, so-called credal, sets of probability mass functions. A Java library called CREMA has been recently released to model, process and query credal networks. Despite the NP-hardness of the (exact) task, a number of algorithms is available to approximate credal network inferences. In this paper we present CREPO, an open repository of synthetic credal networks, provided together with the exact results of inference tasks on these models. A Python tool is also delivered to load these data and interact with CREMA, thus making extremely easy to evaluate and compare existing and novel inference algorithms. To demonstrate such benchmarking scheme, we propose an approximate heuristic to be used inside variable elimination schemes to keep a bound on the maximum number of vertices generated during the combination step. A CREPO-based validation against approximate procedures based on linearization and exact techniques performed in CREMA is finally discussed.
Non-asymptotic model selection in block-diagonal mixture of polynomial experts models
Nguyen, TrungTin, Chamroukhi, Faicel, Nguyen, Hien Duy, Forbes, Florence
Model selection, via penalized likelihood type criteria, is a standard task in many statistical inference and machine learning problems. Progress has led to deriving criteria with asymptotic consistency results and an increasing emphasis on introducing non-asymptotic criteria. We focus on the problem of modeling non-linear relationships in regression data with potential hidden graph-structured interactions between the high-dimensional predictors, within the mixture of experts modeling framework. In order to deal with such a complex situation, we investigate a block-diagonal localized mixture of polynomial experts (BLoMPE) regression model, which is constructed upon an inverse regression and block-diagonal structures of the Gaussian expert covariance matrices. We introduce a penalized maximum likelihood selection criterion to estimate the unknown conditional density of the regression model. This model selection criterion allows us to handle the challenging problem of inferring the number of mixture components, the degree of polynomial mean functions, and the hidden block-diagonal structures of the covariance matrices, which reduces the number of parameters to be estimated and leads to a trade-off between complexity and sparsity in the model. In particular, we provide a strong theoretical guarantee: a finite-sample oracle inequality satisfied by the penalized maximum likelihood estimator with a Jensen-Kullback-Leibler type loss, to support the introduced non-asymptotic model selection criterion. The penalty shape of this criterion depends on the complexity of the considered random subcollection of BLoMPE models, including the relevant graph structures, the degree of polynomial mean functions, and the number of mixture components.
The 13 Best Machine Learning Certifications Online for 2021
The editors at Solutions Review have compiled this list of the best machine learning certifications online to consider acquiring. Machine learning involves studying computer algorithms that improve automatically through experience. It is a sub-field of artificial intelligence where machine learning algorithms build models based on sample (or training) data. Once a predictive model is constructed it can be used to make predictions or decisions without being specifically commanded to do so. Machine learning is now a mainstream technology with a wide variety of uses and applications.
Bayesian Kernelised Test of (In)dependence with Mixed-type Variables
Benavoli, Alessio, de Campos, Cassio
A fundamental task in AI is to assess (in)dependence between mixed-type variables (text, image, sound). We propose a Bayesian kernelised correlation test of (in)dependence using a Dirichlet process model. The new measure of (in)dependence allows us to answer some fundamental questions: Based on data, are (mixed-type) variables independent? How likely is dependence/independence to hold? How high is the probability that two mixed-type variables are more than just weakly dependent? We theoretically show the properties of the approach, as well as algorithms for fast computation with it. We empirically demonstrate the effectiveness of the proposed method by analysing its performance and by comparing it with other frequentist and Bayesian approaches on a range of datasets and tasks with mixed-type variables.
The Modern Mathematics of Deep Learning
Berner, Julius, Grohs, Philipp, Kutyniok, Gitta, Petersen, Philipp
We describe the new field of mathematical analysis of deep learning. This field emerged around a list of research questions that were not answered within the classical framework of learning theory. These questions concern: the outstanding generalization power of overparametrized neural networks, the role of depth in deep architectures, the apparent absence of the curse of dimensionality, the surprisingly successful optimization performance despite the non-convexity of the problem, understanding what features are learned, why deep architectures perform exceptionally well in physical problems, and which fine aspects of an architecture affect the behavior of a learning task in which way. We present an overview of modern approaches that yield partial answers to these questions. For selected approaches, we describe the main ideas in more detail.
Bounding Information Leakage in Machine Learning
Del Grosso, Ganesh, Pichler, Georg, Palamidessi, Catuscia, Piantanida, Pablo
Machine Learning services are being deployed in a large range of applications that make it easy for an adversary, using the algorithm and/or the model, to gain access to sensitive data. This paper investigates fundamental bounds on information leakage. First, we identify and bound the success rate of the worst-case membership inference attack, connecting it to the generalization error of the target model. Second, we study the question of how much sensitive information is stored by the algorithm about the training set and we derive bounds on the mutual information between the sensitive attributes and model parameters. Although our contributions are mostly of theoretical nature, the bounds and involved concepts are of practical relevance. Inspired by our theoretical analysis, we study linear regression and DNN models to illustrate how these bounds can be used to assess the privacy guarantees of ML models.