Learning Graphical Models
Joint Bayesian Inference of Graphical Structure and Parameters with a Single Generative Flow Network
Deleu, Tristan, Nishikawa-Toomey, Mizu, Subramanian, Jithendaraa, Malkin, Nikolay, Charlin, Laurent, Bengio, Yoshua
Generative Flow Networks (GFlowNets), a class of generative models over discrete and structured sample spaces, have been previously applied to the problem of inferring the marginal posterior distribution over the directed acyclic graph (DAG) of a Bayesian Network, given a dataset of observations. Based on recent advances extending this framework to non-discrete sample spaces, we propose in this paper to approximate the joint posterior over not only the structure of a Bayesian Network, but also the parameters of its conditional probability distributions. We use a single GFlowNet whose sampling policy follows a two-phase process: the DAG is first generated sequentially one edge at a time, and then the corresponding parameters are picked once the full structure is known. Since the parameters are included in the posterior distribution, this leaves more flexibility for the local probability models of the Bayesian Network, making our approach applicable even to non-linear models parametrized by neural networks. We show that our method, called JSP-GFN, offers an accurate approximation of the joint posterior, while comparing favorably against existing methods on both simulated and real data.
Trans-Dimensional Generative Modeling via Jump Diffusion Models
Campbell, Andrew, Harvey, William, Weilbach, Christian, De Bortoli, Valentin, Rainforth, Tom, Doucet, Arnaud
We propose a new class of generative models that naturally handle data of varying dimensionality by jointly modeling the state and dimension of each datapoint. The generative process is formulated as a jump diffusion process that makes jumps between different dimensional spaces. We first define a dimension destroying forward noising process, before deriving the dimension creating time-reversed generative process along with a novel evidence lower bound training objective for learning to approximate it. Simulating our learned approximation to the time-reversed generative process then provides an effective way of sampling data of varying dimensionality by jointly generating state values and dimensions. We demonstrate our approach on molecular and video datasets of varying dimensionality, reporting better compatibility with test-time diffusion guidance imputation tasks and improved interpolation capabilities versus fixed dimensional models that generate state values and dimensions separately.
When Do Neural Nets Outperform Boosted Trees on Tabular Data?
McElfresh, Duncan, Khandagale, Sujay, Valverde, Jonathan, C, Vishak Prasad, Feuer, Benjamin, Hegde, Chinmay, Ramakrishnan, Ganesh, Goldblum, Micah, White, Colin
Tabular data is one of the most commonly used types of data in machine learning. Despite recent advances in neural nets (NNs) for tabular data, there is still an active discussion on whether or not NNs generally outperform gradient-boosted decision trees (GBDTs) on tabular data, with several recent works arguing either that GBDTs consistently outperform NNs on tabular data, or vice versa. In this work, we take a step back and question the importance of this debate. To this end, we conduct the largest tabular data analysis to date, comparing 19 algorithms across 176 datasets, and we find that the 'NN vs. GBDT' debate is overemphasized: for a surprisingly high number of datasets, either the performance difference between GBDTs and NNs is negligible, or light hyperparameter tuning on a GBDT is more important than choosing between NNs and GBDTs. A remarkable exception is the recently-proposed prior-data fitted network, TabPFN: although it is effectively limited to training sets of size 3000, we find that it outperforms all other algorithms on average, even when randomly sampling 3000 training datapoints. Next, we analyze dozens of metafeatures to determine what properties of a dataset make NNs or GBDTs better-suited to perform well. For example, we find that GBDTs are much better than NNs at handling skewed or heavy-tailed feature distributions and other forms of dataset irregularities. Our insights act as a guide for practitioners to determine which techniques may work best on their dataset. Finally, with the goal of accelerating tabular data research, we release the TabZilla Benchmark Suite: a collection of the 36 'hardest' of the datasets we study. Our benchmark suite, codebase, and all raw results are available at https://github.com/naszilla/tabzilla.
Probabilistic inverse optimal control for non-linear partially observable systems disentangles perceptual uncertainty and behavioral costs
Straub, Dominik, Schultheis, Matthias, Koeppl, Heinz, Rothkopf, Constantin A.
Inverse optimal control can be used to characterize behavior in sequential decision-making tasks. Most existing work, however, is limited to fully observable or linear systems, or requires the action signals to be known. Here, we introduce a probabilistic approach to inverse optimal control for partially observable stochastic non-linear systems with unobserved action signals, which unifies previous approaches to inverse optimal control with maximum causal entropy formulations. Using an explicit model of the noise characteristics of the sensory and motor systems of the agent in conjunction with local linearization techniques, we derive an approximate likelihood function for the model parameters, which can be computed within a single forward pass. We present quantitative evaluations on stochastic and partially observable versions of two classic control tasks and two human behavioral tasks. Importantly, we show that our method can disentangle perceptual factors and behavioral costs despite the fact that epistemic and pragmatic actions are intertwined in sequential decision-making under uncertainty, such as in active sensing and active learning. The proposed method has broad applicability, ranging from imitation learning to sensorimotor neuroscience.
Learning Robot Manipulation from Cross-Morphology Demonstration
Salhotra, Gautam, Liu, I-Chun Arthur, Sukhatme, Gaurav
Learning from Demonstration (LfD) [1, 2] is a set of supervised learning methods where a teacher (often, but not always, a human) demonstrates a task, and a student (usually a robot) uses this information to learn to perform the same task. Some LfD methods cope with small morphological mismatches between the teacher and student [3, 4] (e.g., five-fingered hand to two-fingered gripper). However, they typically fail for a large mismatch (e.g., bimanual human demonstration to a robot arm with one gripper). The key difference is that to reproduce the transition from a demonstration state to the next, no single student action suffices - a sequence of actions may be needed. Supervised methods are appealing where demonstration-free methods [5] do not converge or underperform [6] and purely analytical approaches are computationally infeasible [7, 8]. In such settings, human demonstrations of complex tasks are often readily available e.g., it is straightforward for a human to show a robot how to fold a cloth. An LfD-based imitation learning approach is appealing in such settings provided we allow the human demonstrator to use their body in the way they find most convenient (e.g., using two hands to hang a cloth on a clothesline to dry). This requirement induces a potentially large morphology mismatch - we want to learn and execute complex tasks with deformable objects on a single manipulator robot using natural human demonstrations. We propose a framework, Morphological Adaptation in Imitation Learning (MAIL), to bridge this mismatch.
Backward and Forward Inference in Interacting Independent-Cascade Processes: A Scalable and Convergent Message-Passing Approach
Khan, Nouman, Mu, Kangle, Moharrami, Mehrdad, Subramanian, Vijay
We study the problems of estimating the past and future evolutions of two diffusion processes that spread concurrently on a network. Specifically, given a known network $G=(V, \overrightarrow{E})$ and a (possibly noisy) snapshot $\mathcal{O}_n$ of its state taken at (a possibly unknown) time $W$, we wish to determine the posterior distributions of the initial state of the network and the infection times of its nodes. These distributions are useful in finding source nodes of epidemics and rumors -- $\textit{backward inference}$ -- , and estimating the spread of a fixed set of source nodes -- $\textit{forward inference}$. To model the interaction between the two processes, we study an extension of the independent-cascade (IC) model where, when a node gets infected with either process, its susceptibility to the other one changes. First, we derive the exact joint probability of the initial state of the network and the observation-snapshot $\mathcal{O}_n$. Then, using the machinery of factor-graphs, factor-graph transformations, and the generalized distributive-law, we derive a Belief-Propagation (BP) based algorithm that is scalable to large networks and can converge on graphs of arbitrary topology (at a likely expense in approximation accuracy).
Bayesian Dynamic DAG Learning: Application in Discovering Dynamic Effective Connectome of Brain
Bagheri, Abdolmahdi, Pasande, Mohammad, Bello, Kevin, Araabi, Babak Nadjar, Akhondi-Asl, Alireza
Understanding the complex mechanisms of the brain can be unraveled by extracting the Dynamic Effective Connectome (DEC). Recently, score-based Directed Acyclic Graph (DAG) discovery methods have shown significant improvements in extracting the causal structure and inferring effective connectivity. However, learning DEC through these methods still faces two main challenges: one with the fundamental impotence of high-dimensional dynamic DAG discovery methods and the other with the low quality of fMRI data. In this paper, we introduce Bayesian Dynamic DAG learning with M-matrices Acyclicity characterization \textbf{(BDyMA)} method to address the challenges in discovering DEC. The presented dynamic causal model enables us to discover bidirected edges as well. Leveraging an unconstrained framework in the BDyMA method leads to more accurate results in detecting high-dimensional networks, achieving sparser outcomes, making it particularly suitable for extracting DEC. Additionally, the score function of the BDyMA method allows the incorporation of prior knowledge into the process of dynamic causal discovery which further enhances the accuracy of results. Comprehensive simulations on synthetic data and experiments on Human Connectome Project (HCP) data demonstrate that our method can handle both of the two main challenges, yielding more accurate and reliable DEC compared to state-of-the-art and baseline methods. Additionally, we investigate the trustworthiness of DTI data as prior knowledge for DEC discovery and show the improvements in DEC discovery when the DTI data is incorporated into the process.
Decision Stacks: Flexible Reinforcement Learning via Modular Generative Models
Reinforcement learning presents an attractive paradigm to reason about several distinct aspects of sequential decision making, such as specifying complex goals, planning future observations and actions, and critiquing their utilities. However, the combined integration of these capabilities poses competing algorithmic challenges in retaining maximal expressivity while allowing for flexibility in modeling choices for efficient learning and inference. We present Decision Stacks, a generative framework that decomposes goal-conditioned policy agents into 3 generative modules. These modules simulate the temporal evolution of observations, rewards, and actions via independent generative models that can be learned in parallel via teacher forcing. Our framework guarantees both expressivity and flexibility in designing individual modules to account for key factors such as architectural bias, optimization objective and dynamics, transferrability across domains, and inference speed. Our empirical results demonstrate the effectiveness of Decision Stacks for offline policy optimization for several MDP and POMDP environments, outperforming existing methods and enabling flexible generative decision making.
From Stream to Pool: Dynamic Pricing Beyond i.i.d. Arrivals
Cui, Titing, Jia, Su, Lavastida, Thomas
The dynamic pricing problem has been extensively studied under the \textbf{stream} model: A stream of customers arrives sequentially, each with an independently and identically distributed valuation. However, this formulation is not entirely reflective of the real world. In many scenarios, high-valuation customers tend to make purchases earlier and leave the market, leading to a \emph{shift} in the valuation distribution. Thus motivated, we consider a model where a \textbf{pool} of $n$ non-strategic unit-demand customers interact repeatedly with the seller. Each customer monitors the price intermittently according to an independent Poisson process and makes a purchase if the observed price is lower than her \emph{private} valuation, whereupon she leaves the market permanently. We present a minimax \emph{optimal} algorithm that efficiently computes a non-adaptive policy which guarantees a $1/k$ fraction of the optimal revenue, given any set of $k$ prices. Moreover, we present an adaptive \emph{learn-then-earn} policy based on a novel \emph{debiasing} approach, and prove an $\tilde O(kn^{3/4})$ regret bound. We further improve the bound to $\tilde O(k^{3/4} n^{3/4})$ using martingale concentration inequalities.
Real-World Implementation of Reinforcement Learning Based Energy Coordination for a Cluster of Households
Gokhale, Gargya, Tiben, Niels, Verwee, Marie-Sophie, Lahariya, Manu, Claessens, Bert, Develder, Chris
Given its substantial contribution of 40\% to global power consumption, the built environment has received increasing attention to serve as a source of flexibility to assist the modern power grid. In that respect, previous research mainly focused on energy management of individual buildings. In contrast, in this paper, we focus on aggregated control of a set of residential buildings, to provide grid supporting services, that eventually should include ancillary services. In particular, we present a real-life pilot study that studies the effectiveness of reinforcement-learning (RL) in coordinating the power consumption of 8 residential buildings to jointly track a target power signal. Our RL approach relies solely on observed data from individual households and does not require any explicit building models or simulators, making it practical to implement and easy to scale. We show the feasibility of our proposed RL-based coordination strategy in a real-world setting. In a 4-week case study, we demonstrate a hierarchical control system, relying on an RL-based ranking system to select which households to activate flex assets from, and a real-time PI control-based power dispatch mechanism to control the selected assets. Our results demonstrate satisfactory power tracking, and the effectiveness of the RL-based ranks which are learnt in a purely data-driven manner.