Learning Graphical Models
Scaling up Dynamic Edge Partition Models via Stochastic Gradient MCMC
The edge partition model (EPM) is a generative model for extracting an overlapping community structure from static graph-structured data. In the EPM, the gamma process (GaP) prior is adopted to infer the appropriate number of latent communities, and each vertex is endowed with a gamma distributed positive memberships vector. Despite having many attractive properties, inference in the EPM is typically performed using Markov chain Monte Carlo (MCMC) methods that prevent it from being applied to massive network data. In this paper, we generalize the EPM to account for dynamic enviroment by representing each vertex with a positive memberships vector constructed using Dirichlet prior specification, and capturing the time-evolving behaviour of vertices via a Dirichlet Markov chain construction. A simple-to-implement Gibbs sampler is proposed to perform posterior computation using Negative- Binomial augmentation technique. For large network data, we propose a stochastic gradient Markov chain Monte Carlo (SG-MCMC) algorithm for scalable inference in the proposed model. The experimental results show that the novel methods achieve competitive performance in terms of link prediction, while being much faster.
Learning Logic Specifications for Policy Guidance in POMDPs: an Inductive Logic Programming Approach
Meli, Daniele, Castellini, Alberto, Farinelli, Alessandro
Partially Observable Markov Decision Processes (POMDPs) are a powerful framework for planning under uncertainty. They allow to model state uncertainty as a belief probability distribution. Approximate solvers based on Monte Carlo sampling show great success to relax the computational demand and perform online planning. However, scaling to complex realistic domains with many actions and long planning horizons is still a major challenge, and a key point to achieve good performance is guiding the action-selection process with domain-dependent policy heuristics which are tailored for the specific application domain. We propose to learn high-quality heuristics from POMDP traces of executions generated by any solver. We convert the belief-action pairs to a logical semantics, and exploit data- and time-efficient Inductive Logic Programming (ILP) to generate interpretable belief-based policy specifications, which are then used as online heuristics. We evaluate thoroughly our methodology on two notoriously challenging POMDP problems, involving large action spaces and long planning horizons, namely, rocksample and pocman. Considering different state-of-the-art online POMDP solvers, including POMCP, DESPOT and AdaOPS, we show that learned heuristics expressed in Answer Set Programming (ASP) yield performance superior to neural networks and similar to optimal handcrafted task-specific heuristics within lower computational time. Moreover, they well generalize to more challenging scenarios not experienced in the training phase (e.g., increasing rocks and grid size in rocksample, incrementing the size of the map and the aggressivity of ghosts in pocman).
Negative-Binomial Randomized Gamma Markov Processes for Heterogeneous Overdispersed Count Time Series
Huang, Rui, Yang, Sikun, Koeppl, Heinz
Modeling count-valued time series has been receiving increasing attention since count time series naturally arise in physical and social domains. Poisson gamma dynamical systems (PGDSs) are newly-developed methods, which can well capture the expressive latent transition structure and bursty dynamics behind count sequences. In particular, PGDSs demonstrate superior performance in terms of data imputation and prediction, compared with canonical linear dynamical system (LDS) based methods. Despite these advantages, PGDS cannot capture the heterogeneous overdispersed behaviours of the underlying dynamic processes. To mitigate this defect, we propose a negative-binomial-randomized gamma Markov process, which not only significantly improves the predictive performance of the proposed dynamical system, but also facilitates the fast convergence of the inference algorithm. Moreover, we develop methods to estimate both factor-structured and graph-structured transition dynamics, which enable us to infer more explainable latent structure, compared with PGDSs. Finally, we demonstrate the explainable latent structure learned by the proposed method, and show its superior performance in imputing missing data and forecasting future observations, compared with the related models.
CogBench: a large language model walks into a psychology lab
Coda-Forno, Julian, Binz, Marcel, Wang, Jane X., Schulz, Eric
Large language models (LLMs) have significantly advanced the field of artificial intelligence. Yet, evaluating them comprehensively remains challenging. We argue that this is partly due to the predominant focus on performance metrics in most benchmarks. This paper introduces CogBench, a benchmark that includes ten behavioral metrics derived from seven cognitive psychology experiments. This novel approach offers a toolkit for phenotyping LLMs' behavior. We apply CogBench to 35 LLMs, yielding a rich and diverse dataset. We analyze this data using statistical multilevel modeling techniques, accounting for the nested dependencies among fine-tuned versions of specific LLMs. Our study highlights the crucial role of model size and reinforcement learning from human feedback (RLHF) in improving performance and aligning with human behavior. Interestingly, we find that open-source models are less risk-prone than proprietary models and that fine-tuning on code does not necessarily enhance LLMs' behavior. Finally, we explore the effects of prompt-engineering techniques. We discover that chain-of-thought prompting improves probabilistic reasoning, while take-a-step-back prompting fosters model-based behaviors.
Solving Multi-Entity Robotic Problems Using Permutation Invariant Neural Networks
An, Tianxu, Lee, Joonho, Bjelonic, Marko, De Vincenti, Flavio, Hutter, Marco
Abstract--Challenges in real-world robotic applications often stem from managing multiple, dynamically varying entities such as neighboring robots, manipulable objects, and navigation goals. Existing multi-agent control strategies face scalability limitations, struggling to handle arbitrary numbers of entities. Additionally, they often rely on engineered heuristics for assigning entities among agents. We propose a data driven approach to address these limitations by introducing a decentralized control system using neural network policies trained in simulation. Leveraging permutation invariant neural network architectures and modelfree reinforcement learning, our approach allows control agents to autonomously determine the relative importance of different entities without being biased by ordering or limited by a fixed capacity. We prove the effectiveness of our architectural choice through experiments with three exemplary multi-entity problems. Our analysis underscores the pivotal role of the end-to-end trained permutation invariant encoders in achieving scalability and improving the task performance in multi-object manipulation or multi-goal navigation problems. Multi-entity problems studied in this work. For example, human workers collaborate with problem where robots are given multiple navigation goals, co-workers to construct structures, or a group of friends Figure 1B illustrates box packing problem where robots have splits up to find various products in a grocery store.
Quantifying Human Priors over Social and Navigation Networks
Human knowledge is largely implicit and relational -- do we have a friend in common? can I walk from here to there? In this work, we leverage the combinatorial structure of graphs to quantify human priors over such relational data. Our experiments focus on two domains that have been continuously relevant over evolutionary timescales: social interaction and spatial navigation. We find that some features of the inferred priors are remarkably consistent, such as the tendency for sparsity as a function of graph size. Other features are domain-specific, such as the propensity for triadic closure in social interactions. More broadly, our work demonstrates how nonclassical statistical analysis of indirect behavioral experiments can be used to efficiently model latent biases in the data.
Probabilistic Bayesian optimal experimental design using conditional normalizing flows
Orozco, Rafael, Herrmann, Felix J., Chen, Peng
Bayesian optimal experimental design (OED) seeks to conduct the most informative experiment under budget constraints to update the prior knowledge of a system to its posterior from the experimental data in a Bayesian framework. Such problems are computationally challenging because of (1) expensive and repeated evaluation of some optimality criterion that typically involves a double integration with respect to both the system parameters and the experimental data, (2) suffering from the curse-of-dimensionality when the system parameters and design variables are high-dimensional, (3) the optimization is combinatorial and highly non-convex if the design variables are binary, often leading to non-robust designs. To make the solution of the Bayesian OED problem efficient, scalable, and robust for practical applications, we propose a novel joint optimization approach. This approach performs simultaneous (1) training of a scalable conditional normalizing flow (CNF) to efficiently maximize the expected information gain (EIG) of a jointly learned experimental design (2) optimization of a probabilistic formulation of the binary experimental design with a Bernoulli distribution. We demonstrate the performance of our proposed method for a practical MRI data acquisition problem, one of the most challenging Bayesian OED problems that has high-dimensional (320 $\times$ 320) parameters at high image resolution, high-dimensional (640 $\times$ 386) observations, and binary mask designs to select the most informative observations.
Provably Efficient Partially Observable Risk-Sensitive Reinforcement Learning with Hindsight Observation
Zhang, Tonghe, Chen, Yu, Huang, Longbo
This work pioneers regret analysis of risk-sensitive reinforcement learning in partially observable environments with hindsight observation, addressing a gap in theoretical exploration. We introduce a novel formulation that integrates hindsight observations into a Partially Observable Markov Decision Process (POMDP) framework, where the goal is to optimize accumulated reward under the entropic risk measure. We develop the first provably efficient RL algorithm tailored for this setting. We also prove by rigorous analysis that our algorithm achieves polynomial regret $\tilde{O}\left(\frac{e^{|{\gamma}|H}-1}{|{\gamma}|H}H^2\sqrt{KHS^2OA}\right)$, which outperforms or matches existing upper bounds when the model degenerates to risk-neutral or fully observable settings. We adopt the method of change-of-measure and develop a novel analytical tool of beta vectors to streamline mathematical derivations. These techniques are of particular interest to the theoretical study of reinforcement learning.
Inferring Dynamic Networks from Marginals with Iterative Proportional Fitting
Chang, Serina, Koehler, Frederic, Qu, Zhaonan, Leskovec, Jure, Ugander, Johan
A common network inference problem, arising from real-world data constraints, is how to infer a dynamic network from its time-aggregated adjacency matrix and time-varying marginals (i.e., row and column sums). Prior approaches to this problem have repurposed the classic iterative proportional fitting (IPF) procedure, also known as Sinkhorn's algorithm, with promising empirical results. However, the statistical foundation for using IPF has not been well understood: under what settings does IPF provide principled estimation of a dynamic network from its marginals, and how well does it estimate the network? In this work, we establish such a setting, by identifying a generative network model whose maximum likelihood estimates are recovered by IPF. Our model both reveals implicit assumptions on the use of IPF in such settings and enables new analyses, such as structure-dependent error bounds on IPF's parameter estimates. When IPF fails to converge on sparse network data, we introduce a principled algorithm that guarantees IPF converges under minimal changes to the network structure. Finally, we conduct experiments with synthetic and real-world data, which demonstrate the practical value of our theoretical and algorithmic contributions.
Signature Kernel Conditional Independence Tests in Causal Discovery for Stochastic Processes
Manten, Georg, Casolo, Cecilia, Ferrucci, Emilio, Mogensen, Søren Wengel, Salvi, Cristopher, Kilbertus, Niki
Inferring the causal structure underlying stochastic dynamical systems from observational data holds great promise in domains ranging from science and health to finance. Such processes can often be accurately modeled via stochastic differential equations (SDEs), which naturally imply causal relationships via "which variables enter the differential of which other variables". In this paper, we develop a kernel-based test of conditional independence (CI) on "path-space" -- solutions to SDEs -- by leveraging recent advances in signature kernels. We demonstrate strictly superior performance of our proposed CI test compared to existing approaches on path-space. Then, we develop constraint-based causal discovery algorithms for acyclic stochastic dynamical systems (allowing for loops) that leverage temporal information to recover the entire directed graph. Assuming faithfulness and a CI oracle, our algorithm is sound and complete. We empirically verify that our developed CI test in conjunction with the causal discovery algorithm reliably outperforms baselines across a range of settings.