Learning Graphical Models
Maximum-likelihood Estimators in Physics-Informed Neural Networks for High-dimensional Inverse Problems
Gusmão, Gabriel S., Medford, Andrew J.
Physics-informed neural networks (PINNs) have proven a suitable mathematical scaffold for solving inverse ordinary (ODE) and partial differential equations (PDE). Typical inverse PINNs are formulated as soft-constrained multi-objective optimization problems with several hyperparameters. In this work, we demonstrate that inverse PINNs can be framed in terms of maximum-likelihood estimators (MLE) to allow explicit error propagation from interpolation to the physical model space through Taylor expansion, without the need of hyperparameter tuning. We explore its application to high-dimensional coupled ODEs constrained by differential algebraic equations that are common in transient chemical and biological kinetics. Furthermore, we show that singular-value decomposition (SVD) of the ODE coupling matrices (reaction stoichiometry matrix) provides reduced uncorrelated subspaces in which PINNs solutions can be represented and over which residuals can be projected. Finally, SVD bases serve as preconditioners for the inversion of covariance matrices in this hyperparameter-free robust application of MLE to ``kinetics-informed neural networks''.
Task-Relevant Failure Detection for Trajectory Predictors in Autonomous Vehicles
Farid, Alec, Veer, Sushant, Ivanovic, Boris, Leung, Karen, Pavone, Marco
In modern autonomy stacks, prediction modules are paramount to planning motions in the presence of other mobile agents. However, failures in prediction modules can mislead the downstream planner into making unsafe decisions. Indeed, the high uncertainty inherent to the task of trajectory forecasting ensures that such mispredictions occur frequently. Motivated by the need to improve safety of autonomous vehicles without compromising on their performance, we develop a probabilistic run-time monitor that detects when a "harmful" prediction failure occurs, i.e., a task-relevant failure detector. We achieve this by propagating trajectory prediction errors to the planning cost to reason about their impact on the AV. Furthermore, our detector comes equipped with performance measures on the false-positive and the false-negative rate and allows for data-free calibration. In our experiments we compared our detector with various others and found that our detector has the highest area under the receiver operator characteristic curve.
A Tale of Sampling and Estimation in Discounted Reinforcement Learning
Metelli, Alberto Maria, Mutti, Mirco, Restelli, Marcello
The most relevant problems in discounted reinforcement learning involve estimating the mean of a function under the stationary distribution of a Markov reward process, such as the expected return in policy evaluation, or the policy gradient in policy optimization. In practice, these estimates are produced through a finite-horizon episodic sampling, which neglects the mixing properties of the Markov process. It is mostly unclear how this mismatch between the practical and the ideal setting affects the estimation, and the literature lacks a formal study on the pitfalls of episodic sampling, and how to do it optimally. In this paper, we present a minimax lower bound on the discounted mean estimation problem that explicitly connects the estimation error with the mixing properties of the Markov process and the discount factor. Then, we provide a statistical analysis on a set of notable estimators and the corresponding sampling procedures, which includes the finite-horizon estimators often used in practice. Crucially, we show that estimating the mean by directly sampling from the discounted kernel of the Markov process brings compelling statistical properties w.r.t. the alternative estimators, as it matches the lower bound without requiring a careful tuning of the episode horizon.
Novel Fine-Tuned Attribute Weighted Na\"ive Bayes NLoS Classifier for UWB Positioning
Che, Fuhu, Ahmed, Qasim Zeeshan, Khan, Fahd Ahmed, Khan, Faheem A.
In this paper, we propose a novel Fine-Tuned attribute Weighted Na\"ive Bayes (FT-WNB) classifier to identify the Line-of-Sight (LoS) and Non-Line-of-Sight (NLoS) for UltraWide Bandwidth (UWB) signals in an Indoor Positioning System (IPS). The FT-WNB classifier assigns each signal feature a specific weight and fine-tunes its probabilities to address the mismatch between the predicted and actual class. The performance of the FT-WNB classifier is compared with the state-of-the-art Machine Learning (ML) classifiers such as minimum Redundancy Maximum Relevance (mRMR)- $k$-Nearest Neighbour (KNN), Support Vector Machine (SVM), Decision Tree (DT), Na\"ive Bayes (NB), and Neural Network (NN). It is demonstrated that the proposed classifier outperforms other algorithms by achieving a high NLoS classification accuracy of $99.7\%$ with imbalanced data and $99.8\%$ with balanced data. The experimental results indicate that our proposed FT-WNB classifier significantly outperforms the existing state-of-the-art ML methods for LoS and NLoS signals in IPS in the considered scenario.
Monitoring machine learning (ML)-based risk prediction algorithms in the presence of confounding medical interventions
Feng, Jean, Gossmann, Alexej, Pennello, Gene, Petrick, Nicholas, Sahiner, Berkman, Pirracchio, Romain
Performance monitoring of machine learning (ML)-based risk prediction models in healthcare is complicated by the issue of confounding medical interventions (CMI): when an algorithm predicts a patient to be at high risk for an adverse event, clinicians are more likely to administer prophylactic treatment and alter the very target that the algorithm aims to predict. A simple approach is to ignore CMI and monitor only the untreated patients, whose outcomes remain unaltered. In general, ignoring CMI may inflate Type I error because (i) untreated patients disproportionally represent those with low predicted risk and (ii) evolution in both the model and clinician trust in the model can induce complex dependencies that violate standard assumptions. Nevertheless, we show that valid inference is still possible if one monitors conditional performance and if either conditional exchangeability or time-constant selection bias hold. Specifically, we develop a new score-based cumulative sum (CUSUM) monitoring procedure with dynamic control limits. Through simulations, we demonstrate the benefits of combining model updating with monitoring and investigate how over-trust in a prediction model may delay detection of performance deterioration. Finally, we illustrate how these monitoring methods can be used to detect calibration decay of an ML-based risk calculator for postoperative nausea and vomiting during the COVID-19 pandemic.
Learning Near-Optimal Intrusion Responses Against Dynamic Attackers
We study automated intrusion response and formulate the interaction between an attacker and a defender as an optimal stopping game where attack and defense strategies evolve through reinforcement learning and self-play. The game-theoretic modeling enables us to find defender strategies that are effective against a dynamic attacker, i.e. an attacker that adapts its strategy in response to the defender strategy. Further, the optimal stopping formulation allows us to prove that optimal strategies have threshold properties. To obtain near-optimal defender strategies, we develop Threshold Fictitious Self-Play (T-FP), a fictitious self-play algorithm that learns Nash equilibria through stochastic approximation. We show that T-FP outperforms a state-of-the-art algorithm for our use case. The experimental part of this investigation includes two systems: a simulation system where defender strategies are incrementally learned and an emulation system where statistics are collected that drive simulation runs and where learned strategies are evaluated. We argue that this approach can produce effective defender strategies for a practical IT infrastructure.
Minimax-Optimal Reward-Agnostic Exploration in Reinforcement Learning
Li, Gen, Yan, Yuling, Chen, Yuxin, Fan, Jianqing
This paper studies reward-agnostic exploration in reinforcement learning (RL) -- a scenario where the learner is unware of the reward functions during the exploration stage -- and designs an algorithm that improves over the state of the art. More precisely, consider a finite-horizon non-stationary Markov decision process with $S$ states, $A$ actions, and horizon length $H$, and suppose that there are no more than a polynomial number of given reward functions of interest. By collecting an order of \begin{align*} \frac{SAH^3}{\varepsilon^2} \text{ sample episodes (up to log factor)} \end{align*} without guidance of the reward information, our algorithm is able to find $\varepsilon$-optimal policies for all these reward functions, provided that $\varepsilon$ is sufficiently small. This forms the first reward-agnostic exploration scheme in this context that achieves provable minimax optimality. Furthermore, once the sample size exceeds $\frac{S^2AH^3}{\varepsilon^2}$ episodes (up to log factor), our algorithm is able to yield $\varepsilon$ accuracy for arbitrarily many reward functions (even when they are adversarially designed), a task commonly dubbed as ``reward-free exploration.'' The novelty of our algorithm design draws on insights from offline RL: the exploration scheme attempts to maximize a critical reward-agnostic quantity that dictates the performance of offline RL, while the policy learning paradigm leverages ideas from sample-optimal offline RL paradigms.
Symmetry and Complexity in Object-Centric Deep Active Inference Models
Ferraro, Stefano, Van de Maele, Toon, Verbelen, Tim, Dhoedt, Bart
Humans perceive and interact with hundreds of objects every day. In doing so, they need to employ mental models of these objects and often exploit symmetries in the object's shape and appearance in order to learn generalizable and transferable skills. Active inference is a first principles approach to understanding and modeling sentient agents. It states that agents entertain a generative model of their environment, and learn and act by minimizing an upper bound on their surprisal, i.e. their Free Energy. The Free Energy decomposes into an accuracy and complexity term, meaning that agents favor the least complex model, that can accurately explain their sensory observations. In this paper, we investigate how inherent symmetries of particular objects also emerge as symmetries in the latent state space of the generative model learnt under deep active inference. In particular, we focus on object-centric representations, which are trained from pixels to predict novel object views as the agent moves its viewpoint. First, we investigate the relation between model complexity and symmetry exploitation in the state space. Second, we do a principal component analysis to demonstrate how the model encodes the principal axis of symmetry of the object in the latent space. Finally, we also demonstrate how more symmetrical representations can be exploited for better generalization in the context of manipulation.
Feature-Based Generalized Gaussian Distribution Method for NLoS Detection in Ultra-Wideband (UWB) Indoor Positioning System
Che, Fuhu, Ahmed, Qasim Zeeshan, Fontaine, Jaron, Van Herbruggen, Ben, Shahid, Adnan, De Poorter, Eli, Lazaridis, Pavlos I.
Non-Line-of-Sight (NLoS) propagation condition is a crucial factor affecting the precision of the localization in the Ultra-Wideband (UWB) Indoor Positioning System (IPS). Numerous supervised Machine Learning (ML) approaches have been applied for NLoS identification to improve the accuracy of the IPS. However, it is difficult for existing ML approaches to maintain a high classification accuracy when the database contains a small number of NLoS signals and a large number of Line-of-Sight (LoS) signals. The inaccurate localization of the target node caused by this small number of NLoS signals can still be problematic. To solve this issue, we propose feature-based Gaussian Distribution (GD) and Generalized Gaussian Distribution (GGD) NLoS detection algorithms. By employing our detection algorithm for the imbalanced dataset, a classification accuracy of $96.7\%$ and $98.0\%$ can be achieved. We also compared the proposed algorithm with the existing cutting-edge such as Support-Vector-Machine (SVM), Decision Tree (DT), Naive Bayes (NB), and Neural Network (NN), which can achieve an accuracy of $92.6\%$, $92.8\%$, $93.2\%$, and $95.5\%$, respectively. The results demonstrate that the GGD algorithm can achieve high classification accuracy with the imbalanced dataset. Finally, the proposed algorithm can also achieve a higher classification accuracy for different ratios of LoS and NLoS signals which proves the robustness and effectiveness of the proposed method.
PAC-Bayesian Learning of Aggregated Binary Activated Neural Networks with Probabilities over Representations
Fortier-Dubois, Louis, Letarte, Gaël, Leblanc, Benjamin, Laviolette, François, Germain, Pascal
Considering a probability distribution over parameters is known as an efficient strategy to learn a neural network with non-differentiable activation functions. We study the expectation of a probabilistic neural network as a predictor by itself, focusing on the aggregation of binary activated neural networks with normal distributions over real-valued weights. Our work leverages a recent analysis derived from the PAC-Bayesian framework that derives tight generalization bounds and learning procedures for the expected output value of such an aggregation, which is given by an analytical expression. While the combinatorial nature of the latter has been circumvented by approximations in previous works, we show that the exact computation remains tractable for deep but narrow neural networks, thanks to a dynamic programming approach. This leads us to a peculiar bound minimization learning algorithm for binary activated neural networks, where the forward pass propagates probabilities over representations instead of activation values. A stochastic counterpart that scales to wide architectures is proposed.