Learning Graphical Models
Expectation Maximization Pseudo Labelling for Segmentation with Limited Annotations
Xu, Mou-Cheng, Zhou, Yukun, Jin, Chen, de Groot, Marius, Alexander, Daniel C., Oxtoby, Neil P., Hu, Yipeng, Jacob, Joseph
We study pseudo labelling and its generalisation for semi-supervised segmentation of medical images. Pseudo labelling has achieved great empirical successes in semi-supervised learning, by utilising raw inferences on unlabelled data as pseudo labels for self-training. In our paper, we build a connection between pseudo labelling and the Expectation Maximization algorithm which partially explains its empirical successes. We thereby realise that the original pseudo labelling is an empirical estimation of its underlying full formulation. Following this insight, we demonstrate the full generalisation of pseudo labels under Bayes' principle, called Bayesian Pseudo Labels. We then provide a variational approach to learn to approximate Bayesian Pseudo Labels, by learning a threshold to select good quality pseudo labels. In the rest of the paper, we demonstrate the applications of Pseudo Labelling and its generalisation Bayesian Psuedo Labelling in semi-supervised segmentation of medical images on: 1) 3D binary segmentation of lung vessels from CT volumes; 2) 2D multi class segmentation of brain tumours from MRI volumes; 3) 3D binary segmentation of brain tumours from MRI volumes. We also show that pseudo labels can enhance the robustness of the learnt representations.
Unlocking the Power of Representations in Long-term Novelty-based Exploration
Saade, Alaa, Kapturowski, Steven, Calandriello, Daniele, Blundell, Charles, Sprechmann, Pablo, Sarra, Leopoldo, Groth, Oliver, Valko, Michal, Piot, Bilal
We introduce Robust Exploration via Clusteringbased Online Density Estimation (RECODE), a nonparametric method for novelty-based exploration that estimates visitation counts for clusters of states based on their similarity in a chosen embedding space. By adapting classical clustering to the nonstationary setting of Deep RL, RECODE can efficiently track state visitation counts over thousands of episodes. We further propose a novel generalization of the inverse dynamics loss, which leverages masked transformer architectures for multi-step prediction; which in conjunction with RECODE achieves a new state-of-the-art in Figure 1: A key result of RECODE is that it allows us to a suite of challenging 3D-exploration tasks in leverage more powerful state representations for long-term DM-HARD-8. RECODE also sets new state-of-theart novelty estimation; enabling to achieve a new state-of-theart in hard exploration Atari games, and is the first in the challenging 3D task suite DM-HARD-8.
Revisiting Robustness in Graph Machine Learning
Gosch, Lukas, Sturm, Daniel, Geisler, Simon, Günnemann, Stephan
Many works show that node-level predictions of Graph Neural Networks (GNNs) are unrobust to small, often termed adversarial, changes to the graph structure. However, because manual inspection of a graph is difficult, it is unclear if the studied perturbations always preserve a core assumption of adversarial examples: that of unchanged semantic content. To address this problem, we introduce a more principled notion of an adversarial graph, which is aware of semantic content change. Using Contextual Stochastic Block Models (CSBMs) and real-world graphs, our results uncover: $i)$ for a majority of nodes the prevalent perturbation models include a large fraction of perturbed graphs violating the unchanged semantics assumption; $ii)$ surprisingly, all assessed GNNs show over-robustness - that is robustness beyond the point of semantic change. We find this to be a complementary phenomenon to adversarial examples and show that including the label-structure of the training graph into the inference process of GNNs significantly reduces over-robustness, while having a positive effect on test accuracy and adversarial robustness. Theoretically, leveraging our new semantics-aware notion of robustness, we prove that there is no robustness-accuracy tradeoff for inductively classifying a newly added node.
On the Impact of Data Quality on Image Classification Fairness
Barry, Aki, Han, Lei, Demartini, Gianluca
Answering these questions will help guide decision-making on both the data and model selection when factoring fairness into account. With the proliferation of algorithmic decision-making, increased The contributions that this paper make are: (i) provide experimental scrutiny has been placed on these systems. This paper explores results over different metrics of fairness across different models the relationship between the quality of the training data and the and datasets; (ii) answer questions related to the impact of data overall fairness of the models trained with such data in the context quality on fairness (e.g., Does label accuracy increase fairness?); of supervised classification. We measure key fairness metrics across and (iii) provide a starting point and datasets for future research a range of algorithms over multiple image classification datasets into the impact of data quality on supervised classification fairness.
Conditional Feature Importance for Mixed Data
Blesch, Kristin, Watson, David S., Wright, Marvin N.
Despite the popularity of feature importance (FI) measures in interpretable machine learning, the statistical adequacy of these methods is rarely discussed. From a statistical perspective, a major distinction is between analyzing a variable's importance before and after adjusting for covariates - i.e., between $\textit{marginal}$ and $\textit{conditional}$ measures. Our work draws attention to this rarely acknowledged, yet crucial distinction and showcases its implications. Further, we reveal that for testing conditional FI, only few methods are available and practitioners have hitherto been severely restricted in method application due to mismatching data requirements. Most real-world data exhibits complex feature dependencies and incorporates both continuous and categorical data (mixed data). Both properties are oftentimes neglected by conditional FI measures. To fill this gap, we propose to combine the conditional predictive impact (CPI) framework with sequential knockoff sampling. The CPI enables conditional FI measurement that controls for any feature dependencies by sampling valid knockoffs - hence, generating synthetic data with similar statistical properties - for the data to be analyzed. Sequential knockoffs were deliberately designed to handle mixed data and thus allow us to extend the CPI approach to such datasets. We demonstrate through numerous simulations and a real-world example that our proposed workflow controls type I error, achieves high power and is in line with results given by other conditional FI measures, whereas marginal FI metrics result in misleading interpretations. Our findings highlight the necessity of developing statistically adequate, specialized methods for mixed data.
Learning Physics between Digital Twins with Low-Fidelity Models and Physics-Informed Gaussian Processes
Spitieris, Michail, Steinsland, Ingelin
A digital twin is a computer model that represents an individual, for example, a component, a patient or a process. In many situations, we want to gain knowledge about an individual from its data while incorporating imperfect physical knowledge and also learn from data from other individuals. In this paper, we introduce a fully Bayesian methodology for learning between digital twins in a setting where the physical parameters of each individual are of interest. A model discrepancy term is incorporated in the model formulation of each personalized model to account for the missing physics of the low-fidelity model. To allow sharing of information between individuals, we introduce a Bayesian Hierarchical modelling framework where the individual models are connected through a new level in the hierarchy. Our methodology is demonstrated in two case studies, a toy example previously used in the literature extended to more individuals and a cardiovascular model relevant for the treatment of Hypertension. The case studies show that 1) models not accounting for imperfect physical models are biased and over-confident, 2) the models accounting for imperfect physical models are more uncertain but cover the truth, 3) the models learning between digital twins have less uncertainty than the corresponding independent individual models, but are not over-confident.
On the Complexity of Multi-Agent Decision Making: From Learning in Games to Partial Monitoring
Foster, Dylan J., Foster, Dean P., Golowich, Noah, Rakhlin, Alexander
A central problem in the theory of multi-agent reinforcement learning (MARL) is to understand what structural conditions and algorithmic principles lead to sample-efficient learning guarantees, and how these considerations change as we move from few to many agents. We study this question in a general framework for interactive decision making with multiple agents, encompassing Markov games with function approximation and normal-form games with bandit feedback. We focus on equilibrium computation, in which a centralized learning algorithm aims to compute an equilibrium by controlling multiple agents that interact with an unknown environment. Our main contributions are: - We provide upper and lower bounds on the optimal sample complexity for multi-agent decision making based on a multi-agent generalization of the Decision-Estimation Coefficient, a complexity measure introduced by Foster et al. (2021) in the single-agent counterpart to our setting. Compared to the best results for the single-agent setting, our bounds have additional gaps. We show that no "reasonable" complexity measure can close these gaps, highlighting a striking separation between single and multiple agents. - We show that characterizing the statistical complexity for multi-agent decision making is equivalent to characterizing the statistical complexity of single-agent decision making, but with hidden (unobserved) rewards, a framework that subsumes variants of the partial monitoring problem. As a consequence, we characterize the statistical complexity for hidden-reward interactive decision making to the best extent possible. Building on this development, we provide several new structural results, including 1) conditions under which the statistical complexity of multi-agent decision making can be reduced to that of single-agent, and 2) conditions under which the so-called curse of multiple agents can be avoided.
Evaluating statistical language models as pragmatic reasoners
Lipkin, Benjamin, Wong, Lionel, Grand, Gabriel, Tenenbaum, Joshua B
The relationship between communicated language and intended meaning is often probabilistic and sensitive to context. Numerous strategies attempt to estimate such a mapping, often leveraging recursive Bayesian models of communication. In parallel, large language models (LLMs) have been increasingly applied to semantic parsing applications, tasked with inferring logical representations from natural language. While existing LLM explorations have been largely restricted to literal language use, in this work, we evaluate the capacity of LLMs to infer the meanings of pragmatic utterances. Specifically, we explore the case of threshold estimation on the gradable adjective ``strong'', contextually conditioned on a strength prior, then extended to composition with qualification, negation, polarity inversion, and class comparison. We find that LLMs can derive context-grounded, human-like distributions over the interpretations of several complex pragmatic utterances, yet struggle composing with negation. These results inform the inferential capacity of statistical language models, and their use in pragmatic and semantic parsing applications. All corresponding code is made publicly available (https://github.com/benlipkin/probsem/tree/CogSci2023).
Probabilistic Formal Modelling to Uncover and Interpret Interaction Styles
Andrei, Oana, Calder, Muffy, Chalmers, Matthew, Morrison, Alistair
We present a study using new computational methods, based on a novel combination of machine learning for inferring admixture hidden Markov models and probabilistic model checking, to uncover interaction styles in a mobile app. These styles are then used to inform a redesign, which is implemented, deployed, and then analysed using the same methods. The data sets are logged user traces, collected over two six-month deployments of each version, involving thousands of users and segmented into different time intervals. The methods do not assume tasks or absolute metrics such as measures of engagement, but uncover the styles through unsupervised inference of clusters and analysis with probabilistic temporal logic. For both versions there was a clear distinction between the styles adopted by users during the first day/week/month of usage, and during the second and third months, a result we had not anticipated.
Bayesian Model Selection, the Marginal Likelihood, and Generalization
Lotfi, Sanae, Izmailov, Pavel, Benton, Gregory, Goldblum, Micah, Wilson, Andrew Gordon
How do we compare between hypotheses that are entirely consistent with observations? The marginal likelihood (aka Bayesian evidence), which represents the probability of generating our observations from a prior, provides a distinctive approach to this foundational question, automatically encoding Occam's razor. Although it has been observed that the marginal likelihood can overfit and is sensitive to prior assumptions, its limitations for hyperparameter learning and discrete model comparison have not been thoroughly investigated. We first revisit the appealing properties of the marginal likelihood for learning constraints and hypothesis testing. We then highlight the conceptual and practical issues in using the marginal likelihood as a proxy for generalization. Namely, we show how marginal likelihood can be negatively correlated with generalization, with implications for neural architecture search, and can lead to both underfitting and overfitting in hyperparameter learning. We also re-examine the connection between the marginal likelihood and PAC-Bayes bounds and use this connection to further elucidate the shortcomings of the marginal likelihood for model selection. We provide a partial remedy through a conditional marginal likelihood, which we show is more aligned with generalization, and practically valuable for large-scale hyperparameter learning, such as in deep kernel learning.