Department of Data Science, Medical Data Science Ltd., Bulgaria Editor: Abstract Implied posterior probability of a given model (say, Support Vector Machines (SVM)) at a point x is an estimate of the class posterior probability pertaining to the class of functions of the model applied to a given dataset. It can be regarded as a score (or estimate) for the true posterior probability, which can then be calibrated/mapped onto expected (non-implied by the model) posterior probability implied by the underlying functions, which have generated the data. In this tutorial we discuss how to compute implied posterior probabilities of SVMs for the binary classification case as well as how to calibrate them via a standard method of isotonic regression. Keywords: Posterior probability, Bayes rule, Classification, SVMs 1. Introduction The implied posterior probability method for estimating class posterior probability has recently been proposed (Nalbantov and Ivanov, 2019). The method provides a score (or estimate) for the true posterior probability, which can then be calibrated/mapped onto expected (non-implied by the model) posterior probability implied by the underlying functions, which have generated the data. The main difference with other methods for solving this problem is the non-reliance on the original model built on the data to estimate posterior probabilities for points which do not belong to the separation surface of the model. Rather, the estimates are based on the class of functions used to build the (original) model, as applied to different versions of the dataset, where the relative weight of the instances varies between the classes. For each such relative weight a different model is built, which is relevant for the estimation of a particular value of the posterior probability.

A BSTRACT We argue that flow-based density models based on continuous bijections are limited in their ability to learn target distributions with complicated topologies, and propose localised generative flows (LGFs) to address this problem. LGFs are composed of stacked continuous mixtures of bijections, which enables each bijection to learn a local region of the target rather than its entirety. Our method is a generalisation of existing flow-based methods, which can be used without modification as the basis for an LGF model. Unlike normalising flows, LGFs do not permit exact computation of log likelihoods, but we propose a simple variational scheme that performs well in practice. We show empirically that LGFs yield improved performance across a variety of density estimation tasks. 1 I NTRODUCTION Flow-based generative models, often referred to as normalising flows, have become popular methods for density estimation because of their flexibility, expressiveness, and tractable likelihoods. Given the problem of learning an unknown target density p null X on a data space X, normalising flows model p null X as the marginal of X obtained by the generative process Z p Z, X: g 1 ( Z), (1) where p Z is a prior density on a space Z, and g: X Z is a bijection. The parameters of g can be learned via maximum likelihood given i.i.d. To be effective, a normalising flow model must specify an expressive family of bijections with tractable Jacobians. Affine coupling layers (Dinh et al., 2014; 2016), autoregressive transformations (Germain et al., 2015; Papamakarios et al., 2017), ODEbased transformations (Grathwohl et al., 2018), and invertible ResNet blocks (Behrmann et al., 2019) are all examples of such bijections that can be composed to produce complicated flows. These models have demonstrated significant promise in their ability to model complex datasets (Papamakarios et al., 2017) and to synthesise novel data points (Kingma & Dhariwal, 2018). However, in all these cases, g is continuous in x .

Just about everyone knows that correlation is not causation, but what exactly is causation? Judea Pearl has spent over two decades trying to u nderstand causation, to define it, and to develop techniques for inferring it. This work is having a great impact, and will arguably ultimately have as great an impact as Pearl's earlier work on Bayesian networks. Pearl's landmark book Causality was a technical introduction to his work on the topic. The Book of Why is meant to be a more popular introduction to the work, as well as documenting some of Pearl's personal journey throug h causation.

Graph embeddings, a class of dimensionality reduction techniques designed for relational data, have proven useful in exploring and modeling network structure. Most dimensionality reduction methods allow out-of-sample extensions, by which an embedding can be applied to observations not present in the training set. Applied to graphs, the out-of-sample extension problem concerns how to compute the embedding of a vertex that is added to the graph after an embedding has already been computed. In this paper, we consider the out-of-sample extension problem for two graph embedding procedures: the adjacency spectral embedding and the Laplacian spectral embedding. In both cases, we prove that when the underlying graph is generated according to a latent space model called the random dot product graph, which includes the popular stochastic block model as a special case, an out-of-sample extension based on a least-squares objective obeys a central limit theorem about the true latent position of the out-of-sample vertex. In addition, we prove a concentration inequality for the out-of-sample extension of the adjacency spectral embedding based on a maximum-likelihood objective. Our results also yield a convenient framework in which to analyze trade-offs between estimation accuracy and computational expense, which we explore briefly.

In some misspecified settings, the posterior distribution in Bayesian statistics may lead to inconsistent estimates. To fix this issue, it has been suggested to replace the likelihood by a pseudo-likelihood, that is the exponential of a loss function enjoying suitable robustness properties. In this paper, we build a pseudo-likelihood based on the Maximum Mean Discrepancy, defined via an embedding of probability distributions into a reproducing kernel Hilbert space. We show that this MMD-Bayes posterior is consistent and robust to model misspecification. As the posterior obtained in this way might be intractable, we also prove that reasonable variational approximations of this posterior enjoy the same properties. We provide details on a stochastic gradient algorithm to compute these variational approximations. Numerical simulations indeed suggest that our estimator is more robust to misspecification than the ones based on the likelihood. Keywords: Maximum Mean Discrepancy, Robust estimation, Variational inference.

We develop a framework for learning sparse nonparametric directed acyclic graphs (DAGs) from data. Our approach is based on a recent algebraic characterization of DAGs that led to the first fully continuous optimization for score-based learning of DAG models parametrized by a linear structural equation model (SEM). We extend this algebraic characterization to nonparametric SEM by leveraging nonparametric sparsity based on partial derivatives, resulting in a continuous optimization problem that can be applied to a variety of nonparametric and semiparametric models including GLMs, additive noise models, and index models as special cases. We also explore the use of neural networks and orthogonal basis expansions to model nonlinearities for general nonparametric models. Extensive empirical study confirms the necessity of nonlinear dependency and the advantage of continuous optimization for score-based learning.

Metagenomic studies have increasingly utilized sequencing technologies in order to analyze DNA fragments found in environmental samples. It can provide useful insights for studying the interactions between hosts and microbes, infectious disease proliferation, and novel species discovery. One important step in this analysis is the taxonomic classification of those DNA fragments. Of particular interest is the determination of the distribution of the taxa of microbes in metagenomic samples. Recent attempts using deep learning focus on architectures that classify single DNA reads independently from each other. In this work, we attempt to solve the task of directly predicting the distribution over the taxa of whole metagenomic read sets. We formulate this task as a Multiple Instance Learning (MIL) problem. We extend architectures used in single-read taxonomic classification with two different types of permutation-invariant MIL pooling layers: a) deepsets and b) attention-based pooling. We illustrate that our architecture can exploit the co-occurrence of species in metagenomic read sets and outperforms the single-read architectures in predicting the distribution over the taxa at higher taxonomic ranks.

Machine learning models, especially deep neural networks have been shown to reveal membership information of inputs in the training data. Such membership inference attacks are a serious privacy concern, for example, patients providing medical records to build a model that detects HIV would not want their identity to be leaked. Further, we show that the attack accuracy amplifies when the model is used to predict samples that come from a different distribution than the training set, which is often the case in real world applications. Therefore, we propose the use of causal learning approaches where a model learns the causal relationship between the input features and the outcome. Causal models are known to be invariant to the training distribution and hence generalize well to shifts between samples from the same distribution and across different distributions. First, we prove that models learned using causal structure provide stronger differential privacy guarantees than associational models under reasonable assumptions. Next, we show that causal models trained on sufficiently large samples are robust to membership inference attacks across different distributions of datasets and those trained on smaller sample sizes always have lower attack accuracy than corresponding associational models. Finally, we confirm our theoretical claims with experimental evaluation on $4$ datasets with moderately complex Bayesian networks. We observe that neural network-based associational models exhibit up to 80% attack accuracy under different test distributions and sample sizes whereas causal models exhibit attack accuracy close to a random guess. Our results confirm the value of the generalizability of causal models in reducing susceptibility to privacy attacks.

Bayesian approaches have become increasingly popular in causal inference problems due to their conceptual simplicity, excellent performance and in-built uncertainty quantification ('posterior credible sets'). We investigate Bayesian inference for average treatment effects from observational data, which is a challenging problem due to the missing counterfactuals and selection bias. Working in the standard potential outcomes framework, we propose a data-driven modification to an arbitrary (nonparametric) prior based on the propensity score that corrects for the first-order posterior bias, thereby improving performance. We illustrate our method for Gaussian process (GP) priors using (semi-)synthetic data. Our experiments demonstrate significant improvement in both estimation accuracy and uncertainty quantification compared to the unmodified GP, rendering our approach highly competitive with the state-of-the-art.

We study the problem of training machine learning models incrementally using active learning with access to imperfect or noisy oracles. We specifically consider the setting of batch active learning, in which multiple samples are selected as opposed to a single sample as in classical settings so as to reduce the training overhead. Our approach bridges between uniform randomness and score based importance sampling of clusters when selecting a batch of new samples. Experiments on benchmark image classification datasets (MNIST, SVHN, and CIFAR10) shows improvement over existing active learning strategies. We introduce an extra denoising layer to deep networks to make active learning robust to label noises and show significant improvements.