Learning Graphical Models
Backpropagation-Based Analytical Derivatives of EKF Covariance for Active Sensing
Benhamou, Jonas, Bonnabel, Silvère, Chapdelaine, Camille
In robotics, perception-aware (PA) approaches, [1, 2, 3, 4], or active sensing approaches, seek trajectories that maximize information gathered from sensors so as to perform robotic tasks safely. Notably, in the context of ground vehicles, when localization is based on ranging or bearing measurements relative to beacons, the efficiency of active sensing has been shown by [5, 6]. In [7], trajectories are generated to perform optimal online calibration between GPS and inertial measurement unit (IMU), see also [8]. In [3], for visual-inertial navigation systems, the authors have optimized the duration in which landmarks remain within the field of view. In the context of simultaneous localization and mapping (SLAM), those methods pertain to active SLAM, see [9].
Bayesian Preference Elicitation with Language Models
Handa, Kunal, Gal, Yarin, Pavlick, Ellie, Goodman, Noah, Andreas, Jacob, Tamkin, Alex, Li, Belinda Z.
Aligning AI systems to users' interests requires understanding and incorporating humans' complex values and preferences. Recently, language models (LMs) have been used to gather information about the preferences of human users. This preference data can be used to fine-tune or guide other LMs and/or AI systems. However, LMs have been shown to struggle with crucial aspects of preference learning: quantifying uncertainty, modeling human mental states, and asking informative questions. These challenges have been addressed in other areas of machine learning, such as Bayesian Optimal Experimental Design (BOED), which focus on designing informative queries within a well-defined feature space. But these methods, in turn, are difficult to scale and apply to real-world problems where simply identifying the relevant features can be difficult. We introduce OPEN (Optimal Preference Elicitation with Natural language) a framework that uses BOED to guide the choice of informative questions and an LM to extract features and translate abstract BOED queries into natural language questions. By combining the flexibility of LMs with the rigor of BOED, OPEN can optimize the informativity of queries while remaining adaptable to real-world domains. In user studies, we find that OPEN outperforms existing LM- and BOED-based methods for preference elicitation.
Model-Free Local Recalibration of Neural Networks
Torres, R., Nott, D. J., Sisson, S. A., Rodrigues, T., Reis, J. G., Rodrigues, G. S.
Artificial neural networks (ANNs) are highly flexible predictive models. However, reliably quantifying uncertainty for their predictions is a continuing challenge. There has been much recent work on "recalibration" of predictive distributions for ANNs, so that forecast probabilities for events of interest are consistent with certain frequency evaluations of them. Uncalibrated probabilistic forecasts are of limited use for many important decision-making tasks. To address this issue, we propose a localized recalibration of ANN predictive distributions using the dimension-reduced representation of the input provided by the ANN hidden layers. Our novel method draws inspiration from recalibration techniques used in the literature on approximate Bayesian computation and likelihood-free inference methods. Most existing calibration methods for ANNs can be thought of as calibrating either on the input layer, which is difficult when the input is high-dimensional, or the output layer, which may not be sufficiently flexible. Through a simulation study, we demonstrate that our method has good performance compared to alternative approaches, and explore the benefits that can be achieved by localizing the calibration based on different layers of the network. Finally, we apply our proposed method to a diamond price prediction problem, demonstrating the potential of our approach to improve prediction and uncertainty quantification in real-world applications.
Provable Policy Gradient Methods for Average-Reward Markov Potential Games
Cheng, Min, Zhou, Ruida, Kumar, P. R., Tian, Chao
We study Markov potential games under the infinite horizon average reward criterion. Most previous studies have been for discounted rewards. We prove that both algorithms based on independent policy gradient and independent natural policy gradient converge globally to a Nash equilibrium for the average reward criterion. To set the stage for gradient-based methods, we first establish that the average reward is a smooth function of policies and provide sensitivity bounds for the differential value functions, under certain conditions on ergodicity and the second largest eigenvalue of the underlying Markov decision process (MDP). We prove that three algorithms, policy gradient, proximal-Q, and natural policy gradient (NPG), converge to an $\epsilon$-Nash equilibrium with time complexity $O(\frac{1}{\epsilon^2})$, given a gradient/differential Q function oracle. When policy gradients have to be estimated, we propose an algorithm with $\tilde{O}(\frac{1}{\min_{s,a}\pi(a|s)\delta})$ sample complexity to achieve $\delta$ approximation error w.r.t~the $\ell_2$ norm. Equipped with the estimator, we derive the first sample complexity analysis for a policy gradient ascent algorithm, featuring a sample complexity of $\tilde{O}(1/\epsilon^5)$. Simulation studies are presented.
Bayesian Hierarchical Probabilistic Forecasting of Intraday Electricity Prices
Nickelsen, Daniel, Müller, Gernot
We present a first study of Bayesian forecasting of electricity prices traded on the German continuous intraday market which fully incorporates parameter uncertainty. Our target variable is the IDFull price index, forecasts are given in terms of posterior predictive distributions. For validation we use the exceedingly volatile electricity prices of 2022, which have hardly been the subject of forecasting studies before. As a benchmark model, we use all available intraday transactions at the time of forecast creation to compute a current value for the IDFull. According to the weak-form efficiency hypothesis, it would not be possible to significantly improve this benchmark built from last price information. We do, however, observe statistically significant improvement in terms of both point measures and probability scores. Finally, we challenge the declared gold standard of using LASSO for feature selection in electricity price forecasting by presenting strong statistical evidence that Orthogonal Matching Pursuit (OMP) leads to better forecasting performance.
Safe Merging in Mixed Traffic with Confidence
Bang, Heeseung, Dave, Aditya, Malikopoulos, Andreas A.
In this letter, we present an approach for learning human driving behavior, without relying on specific model structures or prior distributions, in a mixed-traffic environment where connected and automated vehicles (CAVs) coexist with human-driven vehicles (HDVs). We employ conformal prediction to obtain theoretical safety guarantees and use real-world traffic data to validate our approach. Then, we design a controller that ensures effective merging of CAVs with HDVs with safety guarantees. We provide numerical simulations to illustrate the efficacy of the control approach.
CEASE: Collision-Evaluation-based Active Sense System for Collaborative Robotic Arms
Huang, Xian, Ying, Yuanjiong, Dong, Wei
Collision detection via visual fences can significantly enhance the safety of collaborative robotic arms. Existing work typically performs such detection based on pre-deployed stationary cameras outside the robotic arm's workspace. These stationary cameras can only provide a restricted detection range and constrain the mobility of the robotic system. To cope with this issue, we propose an active sense method enabling a wide range of collision risk evaluation in dynamic scenarios. First, an active vision mechanism is implemented by equipping cameras with additional degrees of rotation. Considering the uncertainty in the active sense, we design a state confidence envelope to uniformly characterize both known and potential dynamic obstacles. Subsequently, using the observation-based uncertainty evolution, collision risk is evaluated by the prediction of obstacle envelopes. On this basis, a Markov decision process was employed to search for an optimal observation sequence of the active sense system, which enlarges the field of observation and reduces uncertainties in the state estimation of surrounding obstacles. Simulation and real-world experiments consistently demonstrate a 168% increase in the observation time coverage of typical dynamic humanoid obstacles compared to the method using stationary cameras, which underscores our system's effectiveness in collision risk tracking and enhancing the safety of robotic arms.
A Survey on Data Selection for Language Models
Albalak, Alon, Elazar, Yanai, Xie, Sang Michael, Longpre, Shayne, Lambert, Nathan, Wang, Xinyi, Muennighoff, Niklas, Hou, Bairu, Pan, Liangming, Jeong, Haewon, Raffel, Colin, Chang, Shiyu, Hashimoto, Tatsunori, Wang, William Yang
A major factor in the recent success of large language models is the use of enormous and ever-growing text datasets for unsupervised pre-training. However, naively training a model on all available data may not be optimal (or feasible), as the quality of available text data can vary. Filtering out data can also decrease the carbon footprint and financial costs of training models by reducing the amount of training required. Data selection methods aim to determine which candidate data points to include in the training dataset and how to appropriately sample from the selected data points. The promise of improved data selection methods has caused the volume of research in the area to rapidly expand. However, because deep learning is mostly driven by empirical evidence and experimentation on large-scale data is expensive, few organizations have the resources for extensive data selection research. Consequently, knowledge of effective data selection practices has become concentrated within a few organizations, many of which do not openly share their findings and methodologies. To narrow this gap in knowledge, we present a comprehensive review of existing literature on data selection methods and related research areas, providing a taxonomy of existing approaches. By describing the current landscape of research, this work aims to accelerate progress in data selection by establishing an entry point for new and established researchers. Additionally, throughout this review we draw attention to noticeable holes in the literature and conclude the paper by proposing promising avenues for future research.
Membership Testing in Markov Equivalence Classes via Independence Query Oracles
Zhang, Jiaqi, Shiragur, Kirankumar, Uhler, Caroline
Understanding causal relationships between variables is a fundamental problem with broad impact in numerous scientific fields. While extensive research has been dedicated to learning causal graphs from data, its complementary concept of testing causal relationships has remained largely unexplored. While learning involves the task of recovering the Markov equivalence class (MEC) of the underlying causal graph from observational data, the testing counterpart addresses the following critical question: Given a specific MEC and observational data from some causal graph, can we determine if the data-generating causal graph belongs to the given MEC? We explore constraint-based testing methods by establishing bounds on the required number of conditional independence tests. Our bounds are in terms of the size of the maximum undirected clique ($s$) of the given MEC. In the worst case, we show a lower bound of $\exp(\Omega(s))$ independence tests. We then give an algorithm that resolves the task with $\exp(O(s))$ tests, matching our lower bound. Compared to the learning problem, where algorithms often use a number of independence tests that is exponential in the maximum in-degree, this shows that testing is relatively easier. In particular, it requires exponentially less independence tests in graphs featuring high in-degrees and small clique sizes. Additionally, using the DAG associahedron, we provide a geometric interpretation of testing versus learning and discuss how our testing result can aid learning.
Variational Inference of Parameters in Opinion Dynamics Models
Lenti, Jacopo, Silvestri, Fabrizio, Morales, Gianmarco De Francisci
Despite the frequent use of agent-based models (ABMs) for studying social phenomena, parameter estimation remains a challenge, often relying on costly simulation-based heuristics. This work uses variational inference to estimate the parameters of an opinion dynamics ABM, by transforming the estimation problem into an optimization task that can be solved directly. Our proposal relies on probabilistic generative ABMs (PGABMs): we start by synthesizing a probabilistic generative model from the ABM rules. Then, we transform the inference process into an optimization problem suitable for automatic differentiation. In particular, we use the Gumbel-Softmax reparameterization for categorical agent attributes and stochastic variational inference for parameter estimation. Furthermore, we explore the trade-offs of using variational distributions with different complexity: normal distributions and normalizing flows. We validate our method on a bounded confidence model with agent roles (leaders and followers). Our approach estimates both macroscopic (bounded confidence intervals and backfire thresholds) and microscopic ($200$ categorical, agent-level roles) more accurately than simulation-based and MCMC methods. Consequently, our technique enables experts to tune and validate their ABMs against real-world observations, thus providing insights into human behavior in social systems via data-driven analysis.