Learning Graphical Models
DPMLBench: Holistic Evaluation of Differentially Private Machine Learning
Wei, Chengkun, Zhao, Minghu, Zhang, Zhikun, Chen, Min, Meng, Wenlong, Liu, Bo, Fan, Yuan, Chen, Wenzhi
Differential privacy (DP), as a rigorous mathematical definition quantifying privacy leakage, has become a well-accepted standard for privacy protection. Combined with powerful machine learning techniques, differentially private machine learning (DPML) is increasingly important. As the most classic DPML algorithm, DP-SGD incurs a significant loss of utility, which hinders DPML's deployment in practice. Many studies have recently proposed improved algorithms based on DP-SGD to mitigate utility loss. However, these studies are isolated and cannot comprehensively measure the performance of improvements proposed in algorithms. More importantly, there is a lack of comprehensive research to compare improvements in these DPML algorithms across utility, defensive capabilities, and generalizability. We fill this gap by performing a holistic measurement of improved DPML algorithms on utility and defense capability against membership inference attacks (MIAs) on image classification tasks. We first present a taxonomy of where improvements are located in the machine learning life cycle. Based on our taxonomy, we jointly perform an extensive measurement study of the improved DPML algorithms. We also cover state-of-the-art label differential privacy (Label DP) algorithms in the evaluation. According to our empirical results, DP can effectively defend against MIAs, and sensitivity-bounding techniques such as per-sample gradient clipping play an important role in defense. We also explore some improvements that can maintain model utility and defend against MIAs more effectively. Experiments show that Label DP algorithms achieve less utility loss but are fragile to MIAs. To support our evaluation, we implement a modular re-usable software, DPMLBench, which enables sensitive data owners to deploy DPML algorithms and serves as a benchmark tool for researchers and practitioners.
Digital Twins in Wind Energy: Emerging Technologies and Industry-Informed Future Directions
Stadtman, Florian, Rasheed, Adil, Kvamsdal, Trond, Johannessen, Kjetil André, San, Omer, Kölle, Konstanze, Tande, John Olav Giæver, Barstad, Idar, Benhamou, Alexis, Brathaug, Thomas, Christiansen, Tore, Firle, Anouk-Letizia, Fjeldly, Alexander, Frøyd, Lars, Gleim, Alexander, Høiberget, Alexander, Meissner, Catherine, Nygård, Guttorm, Olsen, Jørgen, Paulshus, Håvard, Rasmussen, Tore, Rishoff, Elling, Scibilia, Francesco, Skogås, John Olav
This article presents a comprehensive overview of the digital twin technology and its capability levels, with a specific focus on its applications in the wind energy industry. It consolidates the definitions of digital twin and its capability levels on a scale from 0-5; 0-standalone, 1-descriptive, 2-diagnostic, 3-predictive, 4-prescriptive, 5-autonomous. It then, from an industrial perspective, identifies the current state of the art and research needs in the wind energy sector. The article proposes approaches to the identified challenges from the perspective of research institutes and offers a set of recommendations for diverse stakeholders to facilitate the acceptance of the technology. The contribution of this article lies in its synthesis of the current state of knowledge and its identification of future research needs and challenges from an industry perspective, ultimately providing a roadmap for future research and development in the field of digital twin and its applications in the wind energy industry.
ARTree: A Deep Autoregressive Model for Phylogenetic Inference
Designing flexible probabilistic models over tree topologies is important for developing efficient phylogenetic inference methods. To do that, previous works often leverage the similarity of tree topologies via hand-engineered heuristic features which would require pre-sampled tree topologies and may suffer from limited approximation capability. In this paper, we propose a deep autoregressive model for phylogenetic inference based on graph neural networks (GNNs), called ARTree. By decomposing a tree topology into a sequence of leaf node addition operations and modeling the involved conditional distributions based on learnable topological features via GNNs, ARTree can provide a rich family of distributions over the entire tree topology space that have simple sampling algorithms and density estimation procedures, without using heuristic features. We demonstrate the effectiveness and efficiency of our method on a benchmark of challenging real data tree topology density estimation and variational Bayesian phylogenetic inference problems.
The Blessings of Multiple Treatments and Outcomes in Treatment Effect Estimation
Wu, Yong, Liu, Mingzhou, Yan, Jing, Fu, Yanwei, Wang, Shouyan, Wang, Yizhou, Sun, Xinwei
Assessing causal effects in the presence of unobserved confounding is a challenging problem. Existing studies leveraged proxy variables or multiple treatments to adjust for the confounding bias. In particular, the latter approach attributes the impact on a single outcome to multiple treatments, allowing estimating latent variables for confounding control. Nevertheless, these methods primarily focus on a single outcome, whereas in many real-world scenarios, there is greater interest in studying the effects on multiple outcomes. Besides, these outcomes are often coupled with multiple treatments. Examples include the intensive care unit (ICU), where health providers evaluate the effectiveness of therapies on multiple health indicators. To accommodate these scenarios, we consider a new setting dubbed as multiple treatments and multiple outcomes. We then show that parallel studies of multiple outcomes involved in this setting can assist each other in causal identification, in the sense that we can exploit other treatments and outcomes as proxies for each treatment effect under study. We proceed with a causal discovery method that can effectively identify such proxies for causal estimation. The utility of our method is demonstrated in synthetic data and sepsis disease.
NF-ULA: Langevin Monte Carlo with Normalizing Flow Prior for Imaging Inverse Problems
Cai, Ziruo, Tang, Junqi, Mukherjee, Subhadip, Li, Jinglai, Schönlieb, Carola Bibiane, Zhang, Xiaoqun
Bayesian methods for solving inverse problems are a powerful alternative to classical methods since the Bayesian approach offers the ability to quantify the uncertainty in the solution. In recent years, data-driven techniques for solving inverse problems have also been remarkably successful, due to their superior representation ability. In this work, we incorporate data-based models into a class of Langevin-based sampling algorithms for Bayesian inference in imaging inverse problems. In particular, we introduce NF-ULA (Normalizing Flow-based Unadjusted Langevin algorithm), which involves learning a normalizing flow (NF) as the image prior. We use NF to learn the prior because a tractable closed-form expression for the log prior enables the differentiation of it using autograd libraries. Our algorithm only requires a normalizing flow-based generative network, which can be pre-trained independently of the considered inverse problem and the forward operator. We perform theoretical analysis by investigating the well-posedness and non-asymptotic convergence of the resulting NF-ULA algorithm. The efficacy of the proposed NF-ULA algorithm is demonstrated in various image restoration problems such as image deblurring, image inpainting, and limited-angle X-ray computed tomography (CT) reconstruction. NF-ULA is found to perform better than competing methods for severely ill-posed inverse problems.
Inferring Inference
Raju, Rajkumar Vasudeva, Li, Zhe, Linderman, Scott, Pitkow, Xaq
Patterns of microcircuitry suggest that the brain has an array of repeated canonical computational units. Yet neural representations are distributed, so the relevant computations may only be related indirectly to single-neuron transformations. It thus remains an open challenge how to define canonical distributed computations. We integrate normative and algorithmic theories of neural computation into a mathematical framework for inferring canonical distributed computations from large-scale neural activity patterns. At the normative level, we hypothesize that the brain creates a structured internal model of its environment, positing latent causes that explain its sensory inputs, and uses those sensory inputs to infer the latent causes. At the algorithmic level, we propose that this inference process is a nonlinear message-passing algorithm on a graph-structured model of the world. Given a time series of neural activity during a perceptual inference task, our framework finds (i) the neural representation of relevant latent variables, (ii) interactions between these variables that define the brain's internal model of the world, and (iii) message-functions specifying the inference algorithm. These targeted computational properties are then statistically distinguishable due to the symmetries inherent in any canonical computation, up to a global transformation. As a demonstration, we simulate recordings for a model brain that implicitly implements an approximate inference algorithm on a probabilistic graphical model. Given its external inputs and noisy neural activity, we recover the latent variables, their neural representation and dynamics, and canonical message-functions. We highlight features of experimental design needed to successfully extract canonical computations from neural data. Overall, this framework provides a new tool for discovering interpretable structure in neural recordings.
Unseen Image Synthesis with Diffusion Models
Zhu, Ye, Wu, Yu, Deng, Zhiwei, Russakovsky, Olga, Yan, Yan
While the current trend in the generative field is scaling up towards larger models and more training data for generalized domain representations, we go the opposite direction in this work by synthesizing unseen domain images without additional training. We do so via latent sampling and geometric optimization using pretrained and frozen Denoising Diffusion Probabilistic Models (DDPMs) on singledomain datasets. Our key observation is that DDPMs pre-trained even just on single-domain images are already equipped with sufficient representation abilities to reconstruct arbitrary images from the inverted latent encoding following bidirectional deterministic diffusion and denoising trajectories. This motivates us to investigate the statistical and geometric behaviors of the Out-Of-Distribution (OOD) samples from unseen image domains in the latent spaces along the denoising chain. Notably, we theoretically and empirically show that the inverted OOD samples also establish Gaussians that are distinguishable from the original In-Domain (ID) samples in the intermediate latent spaces, which allows us to sample from them directly. Geometrical domain-specific and model-dependent information of the unseen subspace (e.g., sample-wise distance and angles) is used to further optimize the sampled OOD latent encodings from the estimated Gaussian prior. We conduct extensive analysis and experiments using pre-trained diffusion models (DDPM, iDDPM) on different datasets (AFHQ, CelebA-HQ, LSUN-Church, and LSUN-Bedroom), proving the effectiveness of this novel perspective to explore and re-think the diffusion models' data synthesis generalization ability. "Seek inward in face of difficulties." The current research trend focuses on leveraging larger models and more training data as to facilitate improved generalization. The popularity of recent large-scale models such as DALLE-2 (Ramesh et al., 2022) and Imagen (Ho et al., 2022a) have demonstrated the impressive and promising representation ability when trained on an enormous amount of data. This work includes abundant supporting analysis, qualitative examples and discussions in the supplementary.
A Framework for Empowering Reinforcement Learning Agents with Causal Analysis: Enhancing Automated Cryptocurrency Trading
Amirzadeh, Rasoul, Thiruvady, Dhananjay, Nazari, Asef, Ee, Mong Shan
Despite advances in artificial intelligence-enhanced trading methods, developing a profitable automated trading system remains challenging in the rapidly evolving cryptocurrency market. This study aims to address these challenges by developing a reinforcement learning-based automated trading system for five popular altcoins~(cryptocurrencies other than Bitcoin): Binance Coin, Ethereum, Litecoin, Ripple, and Tether. To this end, we present CausalReinforceNet, a framework framed as a decision support system. Designed as the foundational architecture of the trading system, the CausalReinforceNet framework enhances the capabilities of the reinforcement learning agent through causal analysis. Within this framework, we use Bayesian networks in the feature engineering process to identify the most relevant features with causal relationships that influence cryptocurrency price movements. Additionally, we incorporate probabilistic price direction signals from dynamic Bayesian networks to enhance our reinforcement learning agent's decision-making. Due to the high volatility of the cryptocurrency market, we design our framework to adopt a conservative approach that limits sell and buy position sizes to manage risk. We develop two agents using the CausalReinforceNet framework, each based on distinct reinforcement learning algorithms. The results indicate that our framework substantially surpasses the Buy-and-Hold benchmark strategy in profitability. Additionally, both agents generated notable returns on investment for Binance Coin and Ethereum.
ZeroSwap: Data-driven Optimal Market Making in DeFi
Nadkarni, Viraj, Hu, Jiachen, Rana, Ranvir, Jin, Chi, Kulkarni, Sanjeev, Viswanath, Pramod
Automated Market Makers (AMMs) are major centers of matching liquidity supply and demand in Decentralized Finance. Their functioning relies primarily on the presence of liquidity providers (LPs) incentivized to invest their assets into a liquidity pool. However, the prices at which a pooled asset is traded is often more stale than the prices on centralized and more liquid exchanges. This leads to the LPs suffering losses to arbitrage. This problem is addressed by adapting market prices to trader behavior, captured via the classical market microstructure model of Glosten and Milgrom. In this paper, we propose the first optimal Bayesian and the first model-free data-driven algorithm to optimally track the external price of the asset. The notion of optimality that we use enforces a zero-profit condition on the prices of the market maker, hence the name ZeroSwap. This ensures that the market maker balances losses to informed traders with profits from noise traders. The key property of our approach is the ability to estimate the external market price without the need for price oracles or loss oracles. Our theoretical guarantees on the performance of both these algorithms, ensuring the stability and convergence of their price recommendations, are of independent interest in the theory of reinforcement learning. We empirically demonstrate the robustness of our algorithms to changing market conditions.
Augmented Computational Design: Methodical Application of Artificial Intelligence in Generative Design
Nourian, Pirouz, Azadi, Shervin, Uijtendaal, Roy, Bai, Nan
The core of the performance-driven computational design is to trace the sensitivity of variations of some performance indicators to the differences between design alternatives. Therefore any argument about the utility of AI for performancebased design must necessarily discuss the representation of such differences, as explicitly as possible. The existing data models and data representations in the field of Architecture, Engineering, and Construction (AEC), such as CAD and BIM are heavily focused on geometrically representing building elements and facilitating the process of construction management. Unfortunately, the field of AEC does not currently have a structured discourse based on an explicit representation of decision variables and outcomes of interest. Specifically, the notion of design representation and the idea of data modelling for representing "what needs to be attained from buildings" is rather absent in the literature.