Learning Graphical Models
Maintenance Required: Updating and Extending Bootstrapped Human Activity Recognition Systems for Smart Homes
Hiremath, Shruthi K., Ploetz, Thomas
Developing human activity recognition (HAR) systems for smart homes is not straightforward due to varied layouts of the homes and their personalized settings, as well as idiosyncratic behaviors of residents. As such, off-the-shelf HAR systems are effective in limited capacity for an individual home, and HAR systems often need to be derived "from scratch", which comes with substantial efforts and often is burdensome to the resident. Previous work has successfully targeted the initial phase. At the end of this initial phase, we identify seed points. We build on bootstrapped HAR systems and introduce an effective updating and extension procedure for continuous improvement of HAR systems with the aim of keeping up with ever changing life circumstances. Our method makes use of the seed points identified at the end of the initial bootstrapping phase. A contrastive learning framework is trained using these seed points and labels obtained for the same. This model is then used to improve the segmentation accuracy of the identified prominent activities. Improvements in the activity recognition system through this procedure help model the majority of the routine activities in the smart home. We demonstrate the effectiveness of our procedure through experiments on the CASAS datasets that show the practical value of our approach.
A General Control-Theoretic Approach for Reinforcement Learning: Theory and Algorithms
Chen, Weiqin, Squillante, Mark S., Wu, Chai Wah, Paternain, Santiago
For many years now, reinforcement learning (RL) has succeeded in solving a wide variety of decision-making problems and control for robotics [1, 2, 3, 4, 5]. Generally speaking, modelfree methods [6, 7] often suffer from high sample complexity that can require an inordinate amount of samples, making them unsuitable for robotic applications where collecting large amounts of data is time-consuming, costly and potentially dangerous for the system and its surroundings [8, 9, 10, 11, 12]. On the other hand, model-based RL methods have been successful in demonstrating significantly reduced sample complexity and in outperforming model-free approaches for various decision making under uncertainty problems (see, e.g., [13, 14]). However, such modelbased approaches can suffer from the difficulty of learning an appropriate model and from worse asymptotic performance than model-free approaches due to model bias from inherently assuming the learned system dynamics model accurately represents the true system environment (see, e.g., [15, 16, 17]). In this paper we propose a novel form of RL that seeks to directly learn an optimal control policy for a general underlying (unknown) dynamical system and to directly apply the corresponding learned optimal control policy within the dynamical system. This general approach is in strong contrast to many traditional model-based RL methods that, after learning the system dynamics model which is often of high complexity and dimensionality, then use this system dynamics model to compute an approximate solution of a corresponding (stochastic) dynamic programming problem, often applying model predictive control (see, e.g., [18]). Our control-based RL (CBRL) approach instead directly learns the unknown parameters that derive, through control-theoretic means, an optimal control policy function from a family of control policy functions, often of much lower complexity and dimensionality, from which the optimal control policy is directly obtained. The theoretical foundation and analysis of our CRBL approach is presented within the context of a general Markov decision process (MDP) framework that extends the family of policies associated with the classical Bellman operator to a family of control-policy functions mapping a vector of (unknown) parameters from a corresponding parameter set to a control policy which is optimal under those parameters, and that extends the domain of these control policies from a single state to span across all (or a large subset of) states, with the (unknown) parameter vector encoding global and local information that needs to be learned. Within the context of this MDP framework and our general CBRL approach, we establish theoretical results on convergence and optimality with respect to (w.r.t.) a CBRL contraction operator, analogous to the Bellman operator.
SpecDec++: Boosting Speculative Decoding via Adaptive Candidate Lengths
Huang, Kaixuan, Guo, Xudong, Wang, Mengdi
Speculative decoding reduces the inference latency of a target large language model via utilizing a smaller and faster draft model. Its performance depends on a hyperparameter K -- the candidate length, i.e., the number of candidate tokens for the target model to verify in each round. However, previous methods often use simple heuristics to choose K, which may result in sub-optimal performance. We study the choice of the candidate length K and formulate it as a Markov Decision Process. We theoretically show that the optimal policy of this Markov decision process takes the form of a threshold policy, i.e., the current speculation should stop and be verified when the probability of getting a rejection exceeds a threshold value. Motivated by this theory, we propose SpecDec++, an enhanced version of speculative decoding that adaptively determines the candidate length on the fly. We augment the draft model with a trained acceptance prediction head to predict the conditional acceptance probability of the candidate tokens. SpecDec++ will stop the current speculation when the predicted probability that at least one token gets rejected exceeds a threshold. We implement SpecDec++ and apply it to the llama-2-chat 7B & 70B model pair. Our adaptive method achieves a 2.04x speedup on the Alpaca dataset (an additional 7.2% improvement over the baseline speculative decoding). On the GSM8K and HumanEval datasets, our method achieves a 2.26x speedup (9.4% improvement) and 2.23x speedup (11.1% improvement), respectively.
Online Learning of Weakly Coupled MDP Policies for Load Balancing and Auto Scaling
Eshwar, S. R., Felipe, Lucas Lopes, Reiffers-Masson, Alexandre, Menasché, Daniel Sadoc, Thoppe, Gugan
Load balancing and auto scaling are at the core of scalable, contemporary systems, addressing dynamic resource allocation and service rate adjustments in response to workload changes. This paper introduces a novel model and algorithms for tuning load balancers coupled with auto scalers, considering bursty traffic arriving at finite queues. We begin by presenting the problem as a weakly coupled Markov Decision Processes (MDP), solvable via a linear program (LP). However, as the number of control variables of such LP grows combinatorially, we introduce a more tractable relaxed LP formulation, and extend it to tackle the problem of online parameter learning and policy optimization using a two-timescale algorithm based on the LP Lagrangian.
Bayesian neural networks for predicting uncertainty in full-field material response
Pasparakis, George D., Graham-Brady, Lori, Shields, Michael D.
Stress and material deformation field predictions are among the most important tasks in computational mechanics. These predictions are typically made by solving the governing equations of continuum mechanics using finite element analysis, which can become computationally prohibitive considering complex microstructures and material behaviors. Machine learning (ML) methods offer potentially cost effective surrogates for these applications. However, existing ML surrogates are either limited to low-dimensional problems and/or do not provide uncertainty estimates in the predictions. This work proposes an ML surrogate framework for stress field prediction and uncertainty quantification for diverse materials microstructures. A modified Bayesian U-net architecture is employed to provide a data-driven image-to-image mapping from initial microstructure to stress field with prediction (epistemic) uncertainty estimates. The Bayesian posterior distributions for the U-net parameters are estimated using three state-of-the-art inference algorithms: the posterior sampling-based Hamiltonian Monte Carlo method and two variational approaches, the Monte-Carlo Dropout method and the Bayes by Backprop algorithm. A systematic comparison of the predictive accuracy and uncertainty estimates for these methods is performed for a fiber reinforced composite material and polycrystalline microstructure application. It is shown that the proposed methods yield predictions of high accuracy compared to the FEA solution, while uncertainty estimates depend on the inference approach. Generally, the Hamiltonian Monte Carlo and Bayes by Backprop methods provide consistent uncertainty estimates. Uncertainty estimates from Monte Carlo Dropout, on the other hand, are more difficult to interpret and depend strongly on the method's design.
Certified Robust Accuracy of Neural Networks Are Bounded due to Bayes Errors
Adversarial examples pose a security threat to many critical systems built on neural networks. While certified training improves robustness, it also decreases accuracy noticeably. Despite various proposals for addressing this issue, the significant accuracy drop remains. More importantly, it is not clear whether there is a certain fundamental limit on achieving robustness whilst maintaining accuracy. In this work, we offer a novel perspective based on Bayes errors. By adopting Bayes error to robustness analysis, we investigate the limit of certified robust accuracy, taking into account data distribution uncertainties. We first show that the accuracy inevitably decreases in the pursuit of robustness due to changed Bayes error in the altered data distribution. Subsequently, we establish an upper bound for certified robust accuracy, considering the distribution of individual classes and their boundaries. Our theoretical results are empirically evaluated on real-world datasets and are shown to be consistent with the limited success of existing certified training results, e.g., for CIFAR10, our analysis results in an upper bound (of certified robust accuracy) of 67.49\%, meanwhile existing approaches are only able to increase it from 53.89\% in 2017 to 62.84\% in 2023.
Bayesian Structural Model Updating with Multimodal Variational Autoencoder
Itoi, Tatsuya, Amishiki, Kazuho, Lee, Sangwon, Yaoyama, Taro
A novel framework for Bayesian structural model updating is presented in this study. The proposed method utilizes the surrogate unimodal encoders of a multimodal variational autoencoder (VAE). The method facilitates an approximation of the likelihood when dealing with a small number of observations. It is particularly suitable for high-dimensional correlated simultaneous observations applicable to various dynamic analysis models. The proposed approach was benchmarked using a numerical model of a single-story frame building with acceleration and dynamic strain measurements. Additionally, an example involving a Bayesian update of nonlinear model parameters for a three-degree-of-freedom lumped mass model demonstrates computational efficiency when compared to using the original VAE, while maintaining adequate accuracy for practical applications.
Graph Structure Learning with Interpretable Bayesian Neural Networks
Wasserman, Max, Mateos, Gonzalo
Graphs serve as generic tools to encode the underlying relational structure of data. Often this graph is not given, and so the task of inferring it from nodal observations becomes important. Traditional approaches formulate a convex inverse problem with a smoothness promoting objective and rely on iterative methods to obtain a solution. In supervised settings where graph labels are available, one can unroll and truncate these iterations into a deep network that is trained end-to-end. Such a network is parameter efficient and inherits inductive bias from the optimization formulation, an appealing aspect for data constrained settings in, e.g., medicine, finance, and the natural sciences. But typically such settings care equally about uncertainty over edge predictions, not just point estimates. Here we introduce novel iterations with independently interpretable parameters, i.e., parameters whose values - independent of other parameters' settings - proportionally influence characteristics of the estimated graph, such as edge sparsity. After unrolling these iterations, prior knowledge over such graph characteristics shape prior distributions over these independently interpretable network parameters to yield a Bayesian neural network (BNN) capable of graph structure learning (GSL) from smooth signal observations. Fast execution and parameter efficiency allow for high-fidelity posterior approximation via Markov Chain Monte Carlo (MCMC) and thus uncertainty quantification on edge predictions. Synthetic and real data experiments corroborate this model's ability to provide well-calibrated estimates of uncertainty, in test cases that include unveiling economic sector modular structure from S$\&$P$500$ data and recovering pairwise digit similarities from MNIST images. Overall, this framework enables GSL in modest-scale applications where uncertainty on the data structure is paramount.
Proximal Interacting Particle Langevin Algorithms
Encinar, Paula Cordero, Crucinio, Francesca R., Akyildiz, O. Deniz
We introduce a class of algorithms, termed Proximal Interacting Particle Langevin Algorithms (PIPLA), for inference and learning in latent variable models whose joint probability density is non-differentiable. Leveraging proximal Markov chain Monte Carlo (MCMC) techniques and the recently introduced interacting particle Langevin algorithm (IPLA), we propose several variants within the novel proximal IPLA family, tailored to the problem of estimating parameters in a non-differentiable statistical model. We prove nonasymptotic bounds for the parameter estimates produced by multiple algorithms in the strongly log-concave setting and provide comprehensive numerical experiments on various models to demonstrate the effectiveness of the proposed methods. In particular, we demonstrate the utility of the proposed family of algorithms on a toy hierarchical example where our assumptions can be checked, as well as on the problems of sparse Bayesian logistic regression, sparse Bayesian neural network, and sparse matrix completion. Our theory and experiments together show that PIPLA family can be the de facto choice for parameter estimation problems in latent variable models for non-differentiable models.
Random pairing MLE for estimation of item parameters in Rasch model
The Rasch model, a classical model in the item response theory, is widely used in psychometrics to model the relationship between individuals' latent traits and their binary responses on assessments or questionnaires. In this paper, we introduce a new likelihood-based estimator -- random pairing maximum likelihood estimator ($\mathsf{RP\text{-}MLE}$) and its bootstrapped variant multiple random pairing MLE ($\mathsf{MRP\text{-}MLE}$) that faithfully estimate the item parameters in the Rasch model. The new estimators have several appealing features compared to existing ones. First, both work for sparse observations, an increasingly important scenario in the big data era. Second, both estimators are provably minimax optimal in terms of finite sample $\ell_{\infty}$ estimation error. Lastly, $\mathsf{RP\text{-}MLE}$ admits precise distributional characterization that allows uncertainty quantification on the item parameters, e.g., construction of confidence intervals of the item parameters. The main idea underlying $\mathsf{RP\text{-}MLE}$ and $\mathsf{MRP\text{-}MLE}$ is to randomly pair user-item responses to form item-item comparisons. This is carefully designed to reduce the problem size while retaining statistical independence. We also provide empirical evidence of the efficacy of the two new estimators using both simulated and real data.