Learning Graphical Models
Generalization Bounds: Perspectives from Information Theory and PAC-Bayes
Hellström, Fredrik, Durisi, Giuseppe, Guedj, Benjamin, Raginsky, Maxim
A fundamental question in theoretical machine learning is generalization. Over the past decades, the PAC-Bayesian approach has been established as a flexible framework to address the generalization capabilities of machine learning algorithms, and design new ones. Recently, it has garnered increased interest due to its potential applicability for a variety of learning algorithms, including deep neural networks. In parallel, an information-theoretic view of generalization has developed, wherein the relation between generalization and various information measures has been established. This framework is intimately connected to the PAC-Bayesian approach, and a number of results have been independently discovered in both strands. In this monograph, we highlight this strong connection and present a unified treatment of generalization. We present techniques and results that the two perspectives have in common, and discuss the approaches and interpretations that differ. In particular, we demonstrate how many proofs in the area share a modular structure, through which the underlying ideas can be intuited. We pay special attention to the conditional mutual information (CMI) framework; analytical studies of the information complexity of learning algorithms; and the application of the proposed methods to deep learning. This monograph is intended to provide a comprehensive introduction to information-theoretic generalization bounds and their connection to PAC-Bayes, serving as a foundation from which the most recent developments are accessible. It is aimed broadly towards researchers with an interest in generalization and theoretical machine learning.
Binary classification based Monte Carlo simulation
Argouarc'h, Elouan, Desbouvries, François
Acceptance-rejection (AR), Independent Metropolis Hastings (IMH) or importance sampling (IS) Monte Carlo (MC) simulation algorithms all involve computing ratios of probability density functions (pdfs). On the other hand, classifiers discriminate labeled samples produced by a mixture of two distributions and can be used for approximating the ratio of the two corresponding pdfs.This bridge between simulation and classification enables us to propose pdf-free versions of pdf-ratio-based simulation algorithms, where the ratio is replaced by a surrogate function computed via a classifier. From a probabilistic modeling perspective, our procedure involves a structured energy based model which can easily be trained and is compatible with the classical samplers.
Mean-field Variational Inference via Wasserstein Gradient Flow
One of the core problems of modern Bayesian inference is to compute the posterior distribution, a joint probability measure over unknown quantities, such as model parameters and unobserved latent variables, obtained by combining data information with prior knowledge in a principled manner. Modern statistics often rely on complex models for which the posterior distribution is analytically intractable and requires approximate computation. As a common alternative strategy to conventional Markov chain Monte Carlo (MCMC) sampling approach for approximating the posterior, variational inference (VI, [10]), or variational Bayes [27], finds the closest member in a user specified class of analytically tractable distributions, referred to as the variational (distribution) family, to approximate the target posterior. Although MCMC is asymptotically exact, VI is usually orders of magnitude faster [12, 62] since it turns the sampling or integration into an optimization problem. VI has successfully demonstrated its power in a wide variety of applications, including clustering [11, 23], semi-supervised learning [38], neural-network training [5, 52], and probabilistic modeling [13, 36]. Among various approximating schemes, the mean-field (MF) approximation, which originates from statistical mechanics and uses the approximating family consisting of all fully factorized density functions over (blocks of) the unknown quantities, is the most widely used and representative instance of VI that is conceptually simple yet practically powerful. On the downside, VI still requires certain conditional conjugacy structure to facilitate efficient computation (c.f.
Blink: Link Local Differential Privacy in Graph Neural Networks via Bayesian Estimation
Zhu, Xiaochen, Tan, Vincent Y. F., Xiao, Xiaokui
Graph neural networks (GNNs) have gained an increasing amount of popularity due to their superior capability in learning node embeddings for various graph inference tasks, but training them can raise privacy concerns. To address this, we propose using link local differential privacy over decentralized nodes, enabling collaboration with an untrusted server to train GNNs without revealing the existence of any link. Our approach spends the privacy budget separately on links and degrees of the graph for the server to better denoise the graph topology using Bayesian estimation, alleviating the negative impact of LDP on the accuracy of the trained GNNs. We bound the mean absolute error of the inferred link probabilities against the ground truth graph topology. We then propose two variants of our LDP mechanism complementing each other in different privacy settings, one of which estimates fewer links under lower privacy budgets to avoid false positive link estimates when the uncertainty is high, while the other utilizes more information and performs better given relatively higher privacy budgets. Furthermore, we propose a hybrid variant that combines both strategies and is able to perform better across different privacy budgets. Extensive experiments show that our approach outperforms existing methods in terms of accuracy under varying privacy budgets.
Learning to Recharge: UAV Coverage Path Planning through Deep Reinforcement Learning
Theile, Mirco, Bayerlein, Harald, Caccamo, Marco, Sangiovanni-Vincentelli, Alberto L.
Coverage path planning (CPP) is a critical problem in robotics, where the goal is to find an efficient path that covers every point in an area of interest. This work addresses the power-constrained CPP problem with recharge for battery-limited unmanned aerial vehicles (UAVs). In this problem, a notable challenge emerges from integrating recharge journeys into the overall coverage strategy, highlighting the intricate task of making strategic, long-term decisions. We propose a novel proximal policy optimization (PPO)-based deep reinforcement learning (DRL) approach with map-based observations, utilizing action masking and discount factor scheduling to optimize coverage trajectories over the entire mission horizon. We further provide the agent with a position history to handle emergent state loops caused by the recharge capability. Our approach outperforms a baseline heuristic, generalizes to different target zones and maps, with limited generalization to unseen maps. We offer valuable insights into DRL algorithm design for long-horizon problems and provide a publicly available software framework for the CPP problem.
Dynamic Causal Graph Convolutional Network for Traffic Prediction
Lin, Junpeng, Li, Ziyue, Li, Zhishuai, Bai, Lei, Zhao, Rui, Zhang, Chen
Modeling complex spatiotemporal dependencies in correlated traffic series is essential for traffic prediction. While recent works have shown improved prediction performance by using neural networks to extract spatiotemporal correlations, their effectiveness depends on the quality of the graph structures used to represent the spatial topology of the traffic network. In this work, we propose a novel approach for traffic prediction that embeds time-varying dynamic Bayesian network to capture the fine spatiotemporal topology of traffic data. We then use graph convolutional networks to generate traffic forecasts. To enable our method to efficiently model nonlinear traffic propagation patterns, we develop a deep learning-based module as a hyper-network to generate stepwise dynamic causal graphs. Our experimental results on a real traffic dataset demonstrate the superior prediction performance of the proposed method. The code is available at https://github.com/MonBG/DCGCN.
Q-Learning for MDPs with General Spaces: Convergence and Near Optimality via Quantization under Weak Continuity
Kara, Ali Devran, Saldi, Naci, Yüksel, Serdar
Reinforcement learning algorithms often require finiteness of state and action spaces in Markov decision processes (MDPs) (also called controlled Markov chains) and various efforts have been made in the literature towards the applicability of such algorithms for continuous state and action spaces. In this paper, we show that under very mild regularity conditions (in particular, involving only weak continuity of the transition kernel of an MDP), Q-learning for standard Borel MDPs via quantization of states and actions (called Quantized Q-Learning) converges to a limit, and furthermore this limit satisfies an optimality equation which leads to near optimality with either explicit performance bounds or which are guaranteed to be asymptotically optimal. Our approach builds on (i) viewing quantization as a measurement kernel and thus a quantized MDP as a partially observed Markov decision process (POMDP), (ii) utilizing near optimality and convergence results of Q-learning for POMDPs, and (iii) finally, near-optimality of finite state model approximations for MDPs with weakly continuous kernels which we show to correspond to the fixed point of the constructed POMDP. Thus, our paper presents a very general convergence and approximation result for the applicability of Q-learning for continuous MDPs.
A Probabilistic Semi-Supervised Approach with Triplet Markov Chains
Morales, Katherine, Petetin, Yohan
Triplet Markov chains are general generative models for sequential data which take into account three kinds of random variables: (noisy) observations, their associated discrete labels and latent variables which aim at strengthening the distribution of the observations and their associated labels. However, in practice, we do not have at our disposal all the labels associated to the observations to estimate the parameters of such models. In this paper, we propose a general framework based on a variational Bayesian inference to train parameterized triplet Markov chain models in a semi-supervised context. The generality of our approach enables us to derive semi-supervised algorithms for a variety of generative models for sequential Bayesian classification.
Truncated Diffusion Probabilistic Models and Diffusion-based Adversarial Auto-Encoders
Zheng, Huangjie, He, Pengcheng, Chen, Weizhu, Zhou, Mingyuan
Employing a forward diffusion chain to gradually map the data to a noise distribution, diffusion-based generative models learn how to generate the data by inferring a reverse diffusion chain. However, this approach is slow and costly because it needs many forward and reverse steps. We propose a faster and cheaper approach that adds noise not until the data become pure random noise, but until they reach a hidden noisy-data distribution that we can confidently learn. Then, we use fewer reverse steps to generate data by starting from this hidden distribution that is made similar to the noisy data. We reveal that the proposed model can be cast as an adversarial auto-encoder empowered by both the diffusion process and a learnable implicit prior. Experimental results show even with a significantly smaller number of reverse diffusion steps, the proposed truncated diffusion probabilistic models can provide consistent improvements over the non-truncated ones in terms of performance in both unconditional and text-guided image generations. Generating photo-realistic images with probabilistic models is a challenging and important task in machine learning and computer vision, with many potential applications in data augmentation, image editing, style transfer, etc. This new modeling class, which includes both score-based and diffusion-based generative models, uses noise injection to gradually corrupt the data distribution into a simple noise distribution that can be easily sampled from, and then uses a denoising network to reverse the noise injection to generate photo-realistic images. From the perspective of score matching (Hyvärinen & Dayan, 2005; Vincent, 2011) and Langevin dynamics (Neal, 2011; Welling & Teh, 2011), the denoising network is trained by matching the score function, which is the gradient of the log-density of the data, of the corrupted data distribution and that of the generator distribution at different noise levels (Song & Ermon, 2019). This training objective can also be formulated under diffusion-based generative models (Sohl-Dickstein et al., 2015; Ho et al., 2020). These two types of models have been further unified by Song et al. (2021b) under the framework of discretized stochastic differential equations.
Recent Advances and Applications of Machine Learning in Experimental Solid Mechanics: A Review
Jin, Hanxun, Zhang, Enrui, Espinosa, Horacio D.
For many decades, experimental solid mechanics has played a crucial role in characterizing and understanding the mechanical properties of natural and novel materials. Recent advances in machine learning (ML) provide new opportunities for the field, including experimental design, data analysis, uncertainty quantification, and inverse problems. As the number of papers published in recent years in this emerging field is exploding, it is timely to conduct a comprehensive and up-to-date review of recent ML applications in experimental solid mechanics. Here, we first provide an overview of common ML algorithms and terminologies that are pertinent to this review, with emphasis placed on physics-informed and physics-based ML methods. Then, we provide thorough coverage of recent ML applications in traditional and emerging areas of experimental mechanics, including fracture mechanics, biomechanics, nano- and micro-mechanics, architected materials, and 2D material. Finally, we highlight some current challenges of applying ML to multi-modality and multi-fidelity experimental datasets and propose several future research directions. This review aims to provide valuable insights into the use of ML methods as well as a variety of examples for researchers in solid mechanics to integrate into their experiments.