Bayesian Learning
Low Rank Directed Acyclic Graphs and Causal Structure Learning
Fang, Zhuangyan, Zhu, Shengyu, Zhang, Jiji, Liu, Yue, Chen, Zhitang, He, Yangbo
Despite several important advances in recent years, learning causal structures represented by directed acyclic graphs (DAGs) remains a challenging task in high dimensional settings when the graphs to be learned are not sparse. In particular, the recent formulation of structure learning as a continuous optimization problem proved to have considerable advantages over the traditional combinatorial formulation, but the performance of the resulting algorithms is still wanting when the target graph is relatively large and dense. In this paper we propose a novel approach to mitigate this problem, by exploiting a low rank assumption regarding the (weighted) adjacency matrix of a DAG causal model. We establish several useful results relating interpretable graphical conditions to the low rank assumption, and show how to adapt existing methods for causal structure learning to take advantage of this assumption. We also provide empirical evidence for the utility of our low rank algorithms, especially on graphs that are not sparse. Not only do they outperform state-of-the-art algorithms when the low rank condition is satisfied, the performance on randomly generated scale-free graphs is also very competitive even though the true ranks may not be as low as is assumed.
Active Invariant Causal Prediction: Experiment Selection through Stability
Gamella, Juan L, Heinze-Deml, Christina
A fundamental difficulty of causal learning is that causal models can generally not be fully identified based on observational data only. Interventional data, that is, data originating from different experimental environments, improves identifiability. However, the improvement depends critically on the target and nature of the interventions carried out in each experiment. Since in real applications experiments tend to be costly, there is a need to perform the right interventions such that as few as possible are required. In this work we propose a new active learning (i.e. experiment selection) framework (A-ICP) based on Invariant Causal Prediction (ICP) (Peters et al., 2016). For general structural causal models, we characterize the effect of interventions on so-called stable sets, a notion introduced by (Pfister et al., 2019). We leverage these results to propose several intervention selection policies for A-ICP which quickly reveal the direct causes of a response variable in the causal graph while maintaining the error control inherent in ICP. Empirically, we analyze the performance of the proposed policies in both population and finite-regime experiments.
Recurrent Flow Networks: A Recurrent Latent Variable Model for Spatio-Temporal Density Modelling
Gammelli, Daniele, Rodrigues, Filipe
When modelling real-valued sequences, a typical approach in current RNN architectures is to use a Gaussian mixture model to describe the conditional output distribution. In this paper, we argue that mixture-based distributions could exhibit structural limitations when faced with highly complex data distributions such as for spatial densities. To address this issue, we introduce recurrent flow networks which combine deterministic and stochastic recurrent hidden states with conditional normalizing flows to form a probabilistic neural generative model capable of describing the kind of variability observed in highly structured spatio-temporal data. Inspired by the model's factorization, we further devise a structured variational inference network to approximate the intractable posterior distribution by exploiting a spatial representation of the data. We empirically evaluate our model against other generative models for sequential data on three real-world datasets for the task of spatio-temporal transportation demand modelling. Results show how the added flexibility allows our model to generate distributions matching potentially complex urban topologies.
Optimal Continual Learning has Perfect Memory and is NP-hard
Knoblauch, Jeremias, Husain, Hisham, Diethe, Tom
Continual Learning (CL) algorithms incrementally learn a predictor or representation across multiple sequentially observed tasks. Designing CL algorithms that perform reliably and avoid so-called catastrophic forgetting has proven a persistent challenge. The current paper develops a theoretical approach that explains why. In particular, we derive the computational properties which CL algorithms would have to possess in order to avoid catastrophic forgetting. Our main finding is that such optimal CL algorithms generally solve an NP-hard problem and will require perfect memory to do so. The findings are of theoretical interest, but also explain the excellent performance of CL algorithms using experience replay, episodic memory and core sets relative to regularization-based approaches.
Adversarial Canonical Correlation Analysis
Canonical Correlation Analysis (CCA) is a statistical technique used to extract common information from multiple data sources or views. It has been used in various representation learning problems, such as dimensionality reduction, word embedding, and clustering. Recent work has given CCA probabilistic footing in a deep learning context and uses a variational lower bound for the data log likelihood to estimate model parameters. Alternatively, adversarial techniques have arisen in recent years as a powerful alternative to variational Bayesian methods in autoencoders. In this work, we explore straightforward adversarial alternatives to recent work in Deep Variational CCA (VCCA and VCCA-Private) we call ACCA and ACCA-Private and show how these approaches offer a stronger and more flexible way to match the approximate posteriors coming from encoders to much larger classes of priors than the VCCA and VCCA-Private models. This allows new priors for what constitutes a good representation, such as disentangling underlying factors of variation, to be more directly pursued. We offer further analysis on the multi-level disentangling properties of VCCA-Private and ACCA-Private through the use of a newly designed dataset we call Tangled MNIST. We also design a validation criteria for these models that is theoretically grounded, task-agnostic, and works well in practice. Lastly, we fill a minor research gap by deriving an additional variational lower bound for VCCA that allows the representation to use view-specific information from both input views.
Zero-Shot Learning and its Applications from Autonomous Vehicles to COVID-19 Diagnosis: A Review
The challenge of learning a new concept, object, or a new medical disease recognition without receiving any examples beforehand is called Zero-Shot Learning (ZSL). One of the major issues in deep learning based methodologies such as in Medical Imaging, Autonomous Systems and other real-world applications is the requirement of feeding a large annotated and labelled datasets, prepared by an expert human to train the network model. ZSL is known for having minimal human intervention by mainly relying only on previously known concepts and current auxiliary information. This is an ever-growing research for the cases where we have very limited or no datasets available and at the same time, the detection/recognition system has human-like characteristics in learning new concepts. Therefore, it makes it applicable in real-world scenarios, from developing autonomous vehicles to medical imaging and COVID-19 Chest X-Ray (CXR) based diagnosis. In this review paper, we present the definition of the problem, we review over fundamentals, and the challenging steps of Zero-Shot Learning, including state-of-the-art categories of solutions as well as our recommended solution, motivations behind each approach, and their advantages over each category to guide the researchers to proceed with the best techniques and practices based on their applications. Inspired from different settings and extensions, we introduce a novel and broaden solution called one/few-shot learning. We then review through different image datasets inducing medical and non-medical images, the variety of splits, and the evaluation protocols proposed so far. Finally, we discuss the recent applications and future directions of ZSL. We aim to convey a useful intuition through this paper towards the goal of handling complex computer vision learning tasks more similar to the way humans learn.
A generalized Bayes framework for probabilistic clustering
Rigon, Tommaso, Herring, Amy H., Dunson, David B.
Loss-based clustering methods, such as k-means and its variants, are standard tools for finding groups in data. However, the lack of quantification of uncertainty in the estimated clusters is a disadvantage. Model-based clustering based on mixture models provides an alternative, but such methods face computational problems and large sensitivity to the choice of kernel. This article proposes a generalized Bayes framework that bridges between these two paradigms through the use of Gibbs posteriors. In conducting Bayesian updating, the log likelihood is replaced by a loss function for clustering, leading to a rich family of clustering methods. The Gibbs posterior represents a coherent updating of Bayesian beliefs without needing to specify a likelihood for the data, and can be used for characterizing uncertainty in clustering. We consider losses based on Bregman divergence and pairwise similarities, and develop efficient deterministic algorithms for point estimation along with sampling algorithms for uncertainty quantification. Several existing clustering algorithms, including k-means, can be interpreted as generalized Bayes estimators under our framework, and hence we provide a method of uncertainty quantification for these approaches.
Causal Discovery from Incomplete Data using An Encoder and Reinforcement Learning
Huang, Xiaoshui, Zhu, Fujin, Holloway, Lois, Haidar, Ali
Discovering causal structure among a set of variables is a fundamental problem in many domains. However, state-of-the-art methods seldom consider the possibility that the observational data has missing values (incomplete data), which is ubiquitous in many real-world situations. The missing value will significantly impair the performance and even make the causal discovery algorithms fail. In this paper, we propose an approach to discover causal structures from incomplete data by using a novel encoder and reinforcement learning (RL). The encoder is designed for missing data imputation as well as feature extraction. In particular, it learns to encode the currently available information (with missing values) into a robust feature representation which is then used to determine where to search the best graph. The encoder is integrated into a RL framework that can be optimized using the actor-critic algorithm. Our method takes the incomplete observational data as input and generates a causal structure graph. Experimental results on synthetic and real data demonstrate that our method can robustly generate causal structures from incomplete data. Compared with the direct combination of data imputation and causal discovery methods, our method performs generally better and can even obtain a performance gain as much as 43.2%.
Foreshadowing the Benefits of Incidental Supervision
He, Hangfeng, Zhang, Mingyuan, Ning, Qiang, Roth, Dan
Learning theory mostly addresses the standard learning paradigm, assuming the availability of complete and correct supervision signals for large amounts of data. However, in practice, machine learning researchers and practitioners acquire and make use of a range of {\em incidental supervision} signals that only have statistical associations with the gold supervision. This paper addresses the question: {\em Can one quantify models' performance when learning with such supervision signals, without going through an exhaustive experimentation process with various supervision signals and learning protocols?} To quantify the benefits of various incidental supervision signals, we propose a unified PAC-Bayesian Informativeness measure (PABI), characterizing the reduction in uncertainty that incidental supervision signals provide. We then demonstrate PABI's use in quantifying various types of incidental signals such as partial labels, noisy labels, constraints, cross-domain signals, and some combinations of these. Experiments on named entity recognition and question answering show that PABI correlates well with learning performance, providing a promising way to determine, ahead of learning, which supervision signals would be beneficial.
Detecting structural perturbations from time series with deep learning
Laurence, Edward, Murphy, Charles, St-Onge, Guillaume, Roy-Pomerleau, Xavier, Thibeault, Vincent
Small disturbances can trigger functional breakdowns in complex systems. A challenging task is to infer the structural cause of a disturbance in a networked system, soon enough to prevent a catastrophe. We present a graph neural network approach, borrowed from the deep learning paradigm, to infer structural perturbations from functional time series. We show our data-driven approach outperforms typical reconstruction methods while meeting the accuracy of Bayesian inference. We validate the versatility and performance of our approach with epidemic spreading, population dynamics, and neural dynamics, on various network structures: random networks, scale-free networks, 25 real food-web systems, and the C. Elegans connectome. Moreover, we report that our approach is robust to data corruption. This work uncovers a practical avenue to study the resilience of real-world complex systems.