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 Learning Graphical Models


Amortized Inference for Causal Structure Learning

arXiv.org Artificial Intelligence

Inferring causal structure poses a combinatorial search problem that typically involves evaluating structures with a score or independence test. The resulting search is costly, and designing suitable scores or tests that capture prior knowledge is difficult. In this work, we propose to amortize causal structure learning. Rather than searching over structures, we train a variational inference model to directly predict the causal structure from observational or interventional data. This allows our inference model to acquire domain-specific inductive biases for causal discovery solely from data generated by a simulator, bypassing both the hand-engineering of suitable score functions and the search over graphs. The architecture of our inference model emulates permutation invariances that are crucial for statistical efficiency in structure learning, which facilitates generalization to significantly larger problem instances than seen during training. On synthetic data and semisynthetic gene expression data, our models exhibit robust generalization capabilities when subject to substantial distribution shifts and significantly outperform existing algorithms, especially in the challenging genomics domain. Our code and models are publicly available at: https://github.com/larslorch/avici.


Sparse Interaction Neighborhood Selection for Markov Random Fields via Reversible Jump and Pseudoposteriors

arXiv.org Machine Learning

Markov Random Fields on two-dimensional lattices are popular probabilistic models for describing features of digital images in a wide range of applications. Classical problems like image segmentation rely on these models to describe unobserved variables used for pixel classification, see for example Held et al. (1997); Zhang et al. (2001). More general inference-oriented models, such as the ones used in texture modeling problems, describe pixel values directly as a Markov Random Field being first introduced by Hassner and Sklansky (1981); Cross and Jain (1983). For a review of Markov Random Fields in image processing and segmentation see, for example, Blake et al. (2011) and Kato et al. (2012). A Markov Random Field in a lattice is a collection of random variables whose dependence structure is implicitly defined by a graph. When the edge structure is completely known, one of the main inferential challenges is caused by cycles that prevent expressing the likelihood function as a product of simpler conditional probabilities as in classical Markov Chain models.


Mitigating Negative Style Transfer in Hybrid Dialogue System

arXiv.org Artificial Intelligence

As the functionality of dialogue systems evolves, hybrid dialogue systems that accomplish user-specific goals and participate in open-topic chitchat with users are attracting growing attention. Existing research learns both tasks concurrently utilizing a multi-task fusion technique but ignores the negative transfer phenomenon induced by the unique textual style differences. Therefore, contrastive learning based on the latent variable model is used to decouple the various textual genres in the latent space. We devise supervised and self-supervised positive and negative sample constructions for diverse datasets. In addition, to capitalize on the style information contained in the decoupled latent variables, we employ a style prefix that incorporates latent variables further to control the generation of responses with varying styles. We performed extensive experiments on three dialogue datasets, including a hybrid dialogue dataset and two task-oriented dialogue datasets. The experimental results demonstrate that our method can mitigate the negative style transfer issue and achieves state-of-the-art performance on multiple dialogue datasets.


Synthesis of Adversarial DDOS Attacks Using Tabular Generative Adversarial Networks

arXiv.org Artificial Intelligence

Abstract--Network Intrusion Detection Systems (NIDS) are tools or software that are widely used to maintain the computer networks and information systems keeping them secure and preventing malicious traffics from penetrating into them, as they flag when somebody is trying to break into the system. Best effort has been set up on these systems, and the results achieved so far are quite satisfying, however, new types of attacks stand out as the technology of attacks keep evolving, one of these attacks are the attacks based on Generative Adversarial Networks (GAN) that can evade machine learning IDS leaving them vulnerable. Attacks synthesized using real DDos attacks generated using GANs on the IDS. The objective is to discover how will these systems react towards synthesized attacks. Unsupervised Machine Learning, IDS systems can predict the attacks that aren't labeled but that techniques are prone to 1-I False positives [3], this gives the attackers the chance to Cyber Attacks are increasingly sophisticated, hackers keep mislead models into their desired misclassification by using adapting their strategies to exploit every possible vulnerability adversarial examples.


Reinforcement Learning in System Identification

arXiv.org Artificial Intelligence

System identification, also known as learning forward models, transfer functions, system dynamics, etc., has a long tradition both in science and engineering in different fields. Particularly, it is a recurring theme in Reinforcement Learning research, where forward models approximate the state transition function of a Markov Decision Process by learning a mapping function from current state and action to the next state. This problem is commonly defined as a Supervised Learning problem in a direct way. This common approach faces several difficulties due to the inherent complexities of the dynamics to learn, for example, delayed effects, high non-linearity, non-stationarity, partial observability and, more important, error accumulation when using bootstrapped predictions (predictions based on past predictions), over large time horizons. Here we explore the use of Reinforcement Learning in this problem. We elaborate on why and how this problem fits naturally and sound as a Reinforcement Learning problem, and present some experimental results that demonstrate RL is a promising technique to solve these kind of problems.


Post-hoc Uncertainty Learning using a Dirichlet Meta-Model

arXiv.org Artificial Intelligence

It is known that neural networks have the problem of being over-confident when directly using the output label distribution to generate uncertainty measures. Existing methods mainly resolve this issue by retraining the entire model to impose the uncertainty quantification capability so that the learned model can achieve desired performance in accuracy and uncertainty prediction simultaneously. However, training the model from scratch is computationally expensive and may not be feasible in many situations. In this work, we consider a more practical post-hoc uncertainty learning setting, where a well-trained base model is given, and we focus on the uncertainty quantification task at the second stage of training. We propose a novel Bayesian meta-model to augment pre-trained models with better uncertainty quantification abilities, which is effective and computationally efficient. Our proposed method requires no additional training data and is flexible enough to quantify different uncertainties and easily adapt to different application settings, including out-of-domain data detection, misclassification detection, and trustworthy transfer learning. We demonstrate our proposed meta-model approach's flexibility and superior empirical performance on these applications over multiple representative image classification benchmarks.


Quant 4.0: Engineering Quantitative Investment with Automated, Explainable and Knowledge-driven Artificial Intelligence

arXiv.org Artificial Intelligence

Quantitative investment (``quant'') is an interdisciplinary field combining financial engineering, computer science, mathematics, statistics, etc. Quant has become one of the mainstream investment methodologies over the past decades, and has experienced three generations: Quant 1.0, trading by mathematical modeling to discover mis-priced assets in markets; Quant 2.0, shifting quant research pipeline from small ``strategy workshops'' to large ``alpha factories''; Quant 3.0, applying deep learning techniques to discover complex nonlinear pricing rules. Despite its advantage in prediction, deep learning relies on extremely large data volume and labor-intensive tuning of ``black-box'' neural network models. To address these limitations, in this paper, we introduce Quant 4.0 and provide an engineering perspective for next-generation quant. Quant 4.0 has three key differentiating components. First, automated AI changes quant pipeline from traditional hand-craft modeling to the state-of-the-art automated modeling, practicing the philosophy of ``algorithm produces algorithm, model builds model, and eventually AI creates AI''. Second, explainable AI develops new techniques to better understand and interpret investment decisions made by machine learning black-boxes, and explains complicated and hidden risk exposures. Third, knowledge-driven AI is a supplement to data-driven AI such as deep learning and it incorporates prior knowledge into modeling to improve investment decision, in particular for quantitative value investing. Moreover, we discuss how to build a system that practices the Quant 4.0 concept. Finally, we propose ten challenging research problems for quant technology, and discuss potential solutions, research directions, and future trends.


Accelerated structured matrix factorization

arXiv.org Machine Learning

Matrix factorization exploits the idea that, in complex high-dimensional data, the actual signal typically lies in lower-dimensional structures. These lower dimensional objects provide useful insight, with interpretability favored by sparse structures. Sparsity, in addition, is beneficial in terms of regularization and, thus, to avoid over-fitting. By exploiting Bayesian shrinkage priors, we devise a computationally convenient approach for high-dimensional matrix factorization. The dependence between row and column entities is modeled by inducing flexible sparse patterns within factors. The availability of external information is accounted for in such a way that structures are allowed while not imposed. Inspired by boosting algorithms, we pair the the proposed approach with a numerical strategy relying on a sequential inclusion and estimation of low-rank contributions, with data-driven stopping rule. Practical advantages of the proposed approach are demonstrated by means of a simulation study and the analysis of soccer heatmaps obtained from new generation tracking data.


Error-Aware B-PINNs: Improving Uncertainty Quantification in Bayesian Physics-Informed Neural Networks

arXiv.org Artificial Intelligence

Physics-Informed Neural Networks (PINNs) are gaining popularity as a method for solving differential equations. While being more feasible in some contexts than the classical numerical techniques, PINNs still lack credibility. A remedy for that can be found in Uncertainty Quantification (UQ) which is just beginning to emerge in the context of PINNs. Assessing how well the trained PINN complies with imposed differential equation is the key to tackling uncertainty, yet there is lack of comprehensive methodology for this task. We propose a framework for UQ in Bayesian PINNs (B-PINNs) that incorporates the discrepancy between the B-PINN solution and the unknown true solution. We exploit recent results on error bounds for PINNs on linear dynamical systems and demonstrate the predictive uncertainty on a class of linear ODEs.


In-Season Crop Progress in Unsurveyed Regions using Networks Trained on Synthetic Data

arXiv.org Artificial Intelligence

Many commodity crops have growth stages during which they are particularly vulnerable to stress-induced yield loss. In-season crop progress information is useful for quantifying crop risk, and satellite remote sensing (RS) can be used to track progress at regional scales. At present, all existing RS-based crop progress estimation (CPE) methods which target crop-specific stages rely on ground truth data for training/calibration. This reliance on ground survey data confines CPE methods to surveyed regions, limiting their utility. In this study, a new method is developed for conducting RS-based in-season CPE in unsurveyed regions by combining data from surveyed regions with synthetic crop progress data generated for an unsurveyed region. Corn-growing zones in Argentina were used as surrogate 'unsurveyed' regions. Existing weather generation, crop growth, and optical radiative transfer models were linked to produce synthetic weather, crop progress, and canopy reflectance data. A neural network (NN) method based upon bi-directional Long Short-Term Memory was trained separately on surveyed data, synthetic data, and two different combinations of surveyed and synthetic data. A stopping criterion was developed which uses the weighted divergence of surveyed and synthetic data validation loss. Net F1 scores across all crop progress stages increased by 8.7% when trained on a combination of surveyed region and synthetic data, and overall performance was only 21% lower than when the NN was trained on surveyed data and applied in the US Midwest. Performance gain from synthetic data was greatest in zones with dual planting windows, while the inclusion of surveyed region data from the US Midwest helped mitigate NN sensitivity to noise in NDVI data. Overall results suggest in-season CPE in other unsurveyed regions may be possible with increased quantity and variety of synthetic crop progress data.