Bayesian Learning
Learning Behaviors with Uncertain Human Feedback
Human feedback is widely used to train agents in many domains. However, previous works rarely consider the uncertainty when humans provide feedback, especially in cases that the optimal actions are not obvious to the trainers. For example, the reward of a sub-optimal action can be stochastic and sometimes exceeds that of the optimal action, which is common in games or real-world. Trainers are likely to provide positive feedback to sub-optimal actions, negative feedback to the optimal actions and even do not provide feedback in some confusing situations. Existing works, which utilize the Expectation Maximization (EM) algorithm and treat the feedback model as hidden parameters, do not consider uncertainties in the learning environment and human feedback. To address this challenge, we introduce a novel feedback model that considers the uncertainty of human feedback. However, this incurs intractable calculus in the EM algorithm. To this end, we propose a novel approximate EM algorithm, in which we approximate the expectation step with the Gradient Descent method. Experimental results in both synthetic scenarios and two real-world scenarios with human participants demonstrate the superior performance of our proposed approach.
Sophisticated Inference
Friston, Karl, Da Costa, Lancelot, Hafner, Danijar, Hesp, Casper, Parr, Thomas
Active inference offers a first principle account of sentient behaviour, from which special and important cases can be derived, e.g., reinforcement learning, active learning, Bayes optimal inference, Bayes optimal design, etc. Active inference resolves the exploitation-exploration dilemma in relation to prior preferences, by placing information gain on the same footing as reward or value. In brief, active inference replaces value functions with functionals of (Bayesian) beliefs, in the form of an expected (variational) free energy. In this paper, we consider a sophisticated kind of active inference, using a recursive form of expected free energy. Sophistication describes the degree to which an agent has beliefs about beliefs. We consider agents with beliefs about the counterfactual consequences of action for states of affairs and beliefs about those latent states. In other words, we move from simply considering beliefs about "what would happen if I did that" to "what would I believe about what would happen if I did that". The recursive form of the free energy functional effectively implements a deep tree search over actions and outcomes in the future. Crucially, this search is over sequences of belief states, as opposed to states per se. We illustrate the competence of this scheme, using numerical simulations of deep decision problems.
Analogy as Nonparametric Bayesian Inference over Relational Systems
Battleday, Ruairidh M., Griffiths, Thomas L.
Much of human learning and inference can be framed within the computational problem of relational generalization. In this project, we propose a Bayesian model that generalizes relational knowledge to novel environments by analogically weighting predictions from previously encountered relational structures. First, we show that this learner outperforms a naive, theory-based learner on relational data derived from random- and Wikipedia-based systems when experience with the environment is small. Next, we show how our formalization of analogical similarity translates to the selection and weighting of analogies. Finally, we combine the analogy- and theory-based learners in a single nonparametric Bayesian model, and show that optimal relational generalization transitions from relying on analogies to building a theory of the novel system with increasing experience in it. Beyond predicting unobserved interactions better than either baseline, this formalization gives a computational-level perspective on the formation and abstraction of analogies themselves.
Deep active inference agents using Monte-Carlo methods
Fountas, Zafeirios, Sajid, Noor, Mediano, Pedro A. M., Friston, Karl
Active inference is a Bayesian framework for understanding biological intelligence. The underlying theory brings together perception and action under one single imperative: minimizing free energy. However, despite its theoretical utility in explaining intelligence, computational implementations have been restricted to low-dimensional and idealized situations. In this paper, we present a neural architecture for building deep active inference agents operating in complex, continuous state-spaces using multiple forms of Monte-Carlo (MC) sampling. For this, we introduce a number of techniques, novel to active inference. These include: i) selecting free-energy-optimal policies via MC tree search, ii) approximating this optimal policy distribution via a feed-forward `habitual' network, iii) predicting future parameter belief updates using MC dropouts and, finally, iv) optimizing state transition precision (a high-end form of attention). Our approach enables agents to learn environmental dynamics efficiently, while maintaining task performance, in relation to reward-based counterparts. We illustrate this in a new toy environment, based on the dSprites data-set, and demonstrate that active inference agents automatically create disentangled representations that are apt for modeling state transitions. In a more complex Animal-AI environment, our agents (using the same neural architecture) are able to simulate future state transitions and actions (i.e., plan), to evince reward-directed navigation - despite temporary suspension of visual input. These results show that deep active inference - equipped with MC methods - provides a flexible framework to develop biologically-inspired intelligent agents, with applications in both machine learning and cognitive science.
Uncertainty-Aware Deep Classifiers using Generative Models
Sensoy, Murat, Kaplan, Lance, Cerutti, Federico, Saleki, Maryam
Deep neural networks are often ignorant about what they do not know and overconfident when they make uninformed predictions. Some recent approaches quantify classification uncertainty directly by training the model to output high uncertainty for the data samples close to class boundaries or from the outside of the training distribution. These approaches use an auxiliary data set during training to represent out-of-distribution samples. However, selection or creation of such an auxiliary data set is non-trivial, especially for high dimensional data such as images. In this work we develop a novel neural network model that is able to express both aleatoric and epistemic uncertainty to distinguish decision boundary and out-of-distribution regions of the feature space. To this end, variational autoencoders and generative adversarial networks are incorporated to automatically generate out-of-distribution exemplars for training. Through extensive analysis, we demonstrate that the proposed approach provides better estimates of uncertainty for in- and out-of-distribution samples, and adversarial examples on well-known data sets against state-of-the-art approaches including recent Bayesian approaches for neural networks and anomaly detection methods.
An Efficient Algorithm For Generalized Linear Bandit: Online Stochastic Gradient Descent and Thompson Sampling
Ding, Qin, Hsieh, Cho-Jui, Sharpnack, James
We consider the contextual bandit problem, where a player sequentially makes decisions based on past observations to maximize the cumulative reward. Although many algorithms have been proposed for contextual bandit, most of them rely on finding the maximum likelihood estimator at each iteration, which requires $O(t)$ time at the $t$-th iteration and are memory inefficient. A natural way to resolve this problem is to apply online stochastic gradient descent (SGD) so that the per-step time and memory complexity can be reduced to constant with respect to $t$, but a contextual bandit policy based on online SGD updates that balances exploration and exploitation has remained elusive. In this work, we show that online SGD can be applied to the generalized linear bandit problem. The proposed SGD-TS algorithm, which uses a single-step SGD update to exploit past information and uses Thompson Sampling for exploration, achieves $\tilde{O}(\sqrt{dT})$ regret with the total time complexity that scales linearly in $T$ and $d$, where $T$ is the total number of rounds and $d$ is the number of features. Experimental results show that SGD-TS consistently outperforms existing algorithms on both synthetic and real datasets.
Feature Interaction based Neural Network for Click-Through Rate Prediction
Zou, Dafang, Zhang, Leiming, Mao, Jiafa, Sheng, Weiguo
Click-Through Rate (CTR) prediction is one of the most important and challenging in calculating advertisements and recommendation systems. To build a machine learning system with these data, it is important to properly model the interaction among features. However, many current works calculate the feature interactions in a simple way such as inner product and element-wise product. This paper aims to fully utilize the information between features and improve the performance of deep neural networks in the CTR prediction task. In this paper, we propose a Feature Interaction based Neural Network (FINN) which is able to model feature interaction via a 3-dimention relation tensor. FINN provides representations for the feature interactions on the the bottom layer and the non-linearity of neural network in modelling higher-order feature interactions. We evaluate our models on CTR prediction tasks compared with classical baselines and show that our deep FINN model outperforms other state-of-the-art deep models such as PNN and DeepFM. Evaluation results demonstrate that feature interaction contains significant information for better CTR prediction. It also indicates that our models can effectively learn the feature interactions, and achieve better performances in real-world datasets.
Tensorized Transformer for Dynamical Systems Modeling
Shalova, Anna, Oseledets, Ivan
The identification of nonlinear dynamics from observations is essential for the alignment of the theoretical ideas and experimental data. The last, in turn, is often corrupted by the side effects and noise of different natures, so probabilistic approaches could give a more general picture of the process. At the same time, high-dimensional probabilities modeling is a challenging and data-intensive task. In this paper, we establish a parallel between the dynamical systems modeling and language modeling tasks. We propose a transformer-based model that incorporates geometrical properties of the data and provide an iterative training algorithm allowing the fine-grid approximation of the conditional probabilities of high-dimensional dynamical systems.
A zero-inflated gamma model for deconvolved calcium imaging traces
Wei, Xue-Xin, Zhou, Ding, Grosmark, Andres, Ajabi, Zaki, Sparks, Fraser, Zhou, Pengcheng, Brandon, Mark, Losonczy, Attila, Paninski, Liam
Calcium imaging is a critical tool for measuring the activity of large neural populations. Much effort has been devoted to developing "pre-processing" tools for calcium video data, addressing the important issues of e.g., motion correction, denoising, compression, demixing, and deconvolution. However, statistical modeling of deconvolved calcium signals (i.e., the estimated activity extracted by a pre-processing pipeline) is just as critical for interpreting calcium measurements, and for incorporating these observations into downstream probabilistic encoding and decoding models. Surprisingly, these issues have to date received significantly less attention. In this work we examine the statistical properties of the deconvolved activity estimates, and compare probabilistic models for these random signals. In particular, we propose a zero-inflated gamma (ZIG) model, which characterizes the calcium responses as a mixture of a gamma distribution and a point mass that serves to model zero responses. We apply the resulting models to neural encoding and decoding problems. We find that the ZIG model outperforms simpler models (e.g., Poisson or Bernoulli models) in the context of both simulated and real neural data, and can therefore play a useful role in bridging calcium imaging analysis methods with tools for analyzing activity in large neural populations.
Curiosity Killed the Cat and the Asymptotically Optimal Agent
Cohen, Michael K., Hutter, Marcus
Reinforcement learners are agents that learn to pick actions that lead to high reward. Ideally, the value of a reinforcement learner's policy approaches optimality--where the optimal informed policy is the one which maximizes reward. Unfortunately, we show that if an agent is guaranteed to be "asymptotically optimal" in any (stochastically computable) environment, then subject to an assumption about the true environment, this agent will be either destroyed or incapacitated with probability 1; both of these are forms of traps as understood in the Markov Decision Process literature. Environments with traps pose a well-known problem for agents, but we are unaware of other work which shows that traps are not only a risk, but a certainty, for agents of a certain caliber. Much work in reinforcement learning uses an ergodicity assumption to avoid this problem. Often, doing theoretical research under simplifying assumptions prepares us to provide practical solutions even in the absence of those assumptions, but the ergodicity assumption in reinforcement learning may have led us entirely astray in preparing safe and effective exploration strategies for agents in dangerous environments. Rather than assuming away the problem, we present an agent with the modest guarantee of approaching the performance of a mentor, doing safe exploration instead of reckless exploration.