Learning Graphical Models
DAGs with No Curl: An Efficient DAG Structure Learning Approach
Yu, Yue, Gao, Tian, Yin, Naiyu, Ji, Qiang
Recently directed acyclic graph (DAG) structure learning is formulated as a constrained continuous optimization problem with continuous acyclicity constraints and was solved iteratively through subproblem optimization. To further improve efficiency, we propose a novel learning framework to model and learn the weighted adjacency matrices in the DAG space directly. Specifically, we first show that the set of weighted adjacency matrices of DAGs are equivalent to the set of weighted gradients of graph potential functions, and one may perform structure learning by searching in this equivalent set of DAGs. To instantiate this idea, we propose a new algorithm, DAG-NoCurl, which solves the optimization problem efficiently with a two-step procedure: 1) first we find an initial cyclic solution to the optimization problem, and 2) then we employ the Hodge decomposition of graphs and learn an acyclic graph by projecting the cyclic graph to the gradient of a potential function. Experimental studies on benchmark datasets demonstrate that our method provides comparable accuracy but better efficiency than baseline DAG structure learning methods on both linear and generalized structural equation models, often by more than one order of magnitude.
Graph Optimal Transport with Transition Couplings of Random Walks
O'Connor, Kevin, Yi, Bongsoo, McGoff, Kevin, Nobel, Andrew B.
We present a novel approach to optimal transport between graphs from the perspective of stationary Markov chains. A weighted graph may be associated with a stationary Markov chain by means of a random walk on the vertex set with transition distributions depending on the edge weights of the graph. After drawing this connection, we describe how optimal transport techniques for stationary Markov chains may be used in order to perform comparison and alignment of the graphs under study. In particular, we propose the graph optimal transition coupling problem, referred to as GraphOTC, in which the Markov chains associated to two given graphs are optimally synchronized to minimize an expected cost. The joint synchronized chain yields an alignment of the vertices and edges in the two graphs, and the expected cost of the synchronized chain acts as a measure of distance or dissimilarity between the two graphs. We demonstrate that GraphOTC performs equal to or better than existing state-of-the-art techniques in graph optimal transport for several tasks and datasets. Finally, we also describe a generalization of the GraphOTC problem, called the FusedOTC problem, from which we recover the GraphOTC and OT costs as special cases.
Contingency-Aware Influence Maximization: A Reinforcement Learning Approach
Chen, Haipeng, Qiu, Wei, Ou, Han-Ching, An, Bo, Tambe, Milind
The influence maximization (IM) problem aims at finding a subset of seed nodes in a social network that maximize the spread of influence. In this study, we focus on a sub-class of IM problems, where whether the nodes are willing to be the seeds when being invited is uncertain, called contingency-aware IM. Such contingency aware IM is critical for applications for non-profit organizations in low resource communities (e.g., spreading awareness of disease prevention). Despite the initial success, a major practical obstacle in promoting the solutions to more communities is the tremendous runtime of the greedy algorithms and the lack of high performance computing (HPC) for the non-profits in the field -- whenever there is a new social network, the non-profits usually do not have the HPCs to recalculate the solutions. Motivated by this and inspired by the line of works that use reinforcement learning (RL) to address combinatorial optimization on graphs, we formalize the problem as a Markov Decision Process (MDP), and use RL to learn an IM policy over historically seen networks, and generalize to unseen networks with negligible runtime at test phase. To fully exploit the properties of our targeted problem, we propose two technical innovations that improve the existing methods, including state-abstraction and theoretically grounded reward shaping. Empirical results show that our method achieves influence as high as the state-of-the-art methods for contingency-aware IM, while having negligible runtime at test phase.
SASICM A Multi-Task Benchmark For Subtext Recognition
Yan, Hua, Xiao, Weikang, Han, Feng, Zhao, Jian, Shen, Furao
Subtext is a kind of deep semantics which can be acquired after one or more rounds of expression transformation. As a popular way of expressing one's intentions, it is well worth studying. In this paper, we try to make computers understand whether there is a subtext by means of machine learning. We build a Chinese dataset whose source data comes from the popular social media (e.g. Weibo, Netease Music, Zhihu, and Bilibili). In addition, we also build a baseline model called SASICM to deal with subtext recognition. The F1 score of SASICMg, whose pretrained model is GloVe, is as high as 64.37%, which is 3.97% higher than that of BERT based model, 12.7% higher than that of traditional methods on average, including support vector machine, logistic regression classifier, maximum entropy classifier, naive bayes classifier and decision tree and 2.39% higher than that of the state-of-the-art, including MARIN and BTM. The F1 score of SASICMBERT, whose pretrained model is BERT, is 65.12%, which is 0.75% higher than that of SASICMg. The accuracy rates of SASICMg and SASICMBERT are 71.16% and 70.76%, respectively, which can compete with those of other methods which are mentioned before.
Deep Bayesian Unsupervised Lifelong Learning
Zhao, Tingting, Wang, Zifeng, Masoomi, Aria, Dy, Jennifer
Lifelong Learning (LL) refers to the ability to continually learn and solve new problems with incremental available information over time while retaining previous knowledge. Much attention has been given lately to Supervised Lifelong Learning (SLL) with a stream of labelled data. In contrast, we focus on resolving challenges in Unsupervised Lifelong Learning (ULL) with streaming unlabelled data when the data distribution and the unknown class labels evolve over time. Bayesian framework is natural to incorporate past knowledge and sequentially update the belief with new data. We develop a fully Bayesian inference framework for ULL with a novel end-to-end Deep Bayesian Unsupervised Lifelong Learning (DBULL) algorithm, which can progressively discover new clusters without forgetting the past with unlabelled data while learning latent representations. To efficiently maintain past knowledge, we develop a novel knowledge preservation mechanism via sufficient statistics of the latent representation for raw data. To detect the potential new clusters on the fly, we develop an automatic cluster discovery and redundancy removal strategy in our inference inspired by Nonparametric Bayesian statistics techniques. We demonstrate the effectiveness of our approach using image and text corpora benchmark datasets in both LL and batch settings.
Post-hoc loss-calibration for Bayesian neural networks
Vadera, Meet P., Ghosh, Soumya, Ng, Kenney, Marlin, Benjamin M.
Bayesian decision theory provides an elegant framework for acting optimally under uncertainty when tractable posterior distributions are available. Modern Bayesian models, however, typically involve intractable posteriors that are approximated with, potentially crude, surrogates. This difficulty has engendered loss-calibrated techniques that aim to learn posterior approximations that favor high-utility decisions. In this paper, focusing on Bayesian neural networks, we develop methods for correcting approximate posterior predictive distributions encouraging them to prefer high-utility decisions. In contrast to previous work, our approach is agnostic to the choice of the approximate inference algorithm, allows for efficient test time decision making through amortization, and empirically produces higher quality decisions. We demonstrate the effectiveness of our approach through controlled experiments spanning a diversity of tasks and datasets.
INADVERT: An Interactive and Adaptive Counterdeception Platform for Attention Enhancement and Phishing Prevention
Deceptive attacks exploiting the innate and the acquired vulnerabilities of human users have posed severe threats to information and infrastructure security. This work proposes INADVERT, a systematic solution that generates interactive visual aids in real-time to prevent users from inadvertence and counter visual-deception attacks. Based on the eye-tracking outcomes and proper data compression, the INADVERT platform automatically adapts the visual aids to the user's varying attention status captured by the gaze location and duration. We extract system-level metrics to evaluate the user's average attention level and characterize the magnitude and frequency of the user's mind-wandering behaviors. These metrics contribute to an adaptive enhancement of the user's attention through reinforcement learning. To determine the optimal hyper-parameters in the attention enhancement mechanism, we develop an algorithm based on Bayesian optimization to efficiently update the design of the INADVERT platform and maximize the accuracy of the users' phishing recognition.
Quantifying Uncertainty in Deep Spatiotemporal Forecasting
Wu, Dongxia, Gao, Liyao, Xiong, Xinyue, Chinazzi, Matteo, Vespignani, Alessandro, Ma, Yi-An, Yu, Rose
Deep learning is gaining increasing popularity for spatiotemporal forecasting. However, prior works have mostly focused on point estimates without quantifying the uncertainty of the predictions. In high stakes domains, being able to generate probabilistic forecasts with confidence intervals is critical to risk assessment and decision making. Hence, a systematic study of uncertainty quantification (UQ) methods for spatiotemporal forecasting is missing in the community. In this paper, we describe two types of spatiotemporal forecasting problems: regular grid-based and graph-based. Then we analyze UQ methods from both the Bayesian and the frequentist point of view, casting in a unified framework via statistical decision theory. Through extensive experiments on real-world road network traffic, epidemics, and air quality forecasting tasks, we reveal the statistical and computational trade-offs for different UQ methods: Bayesian methods are typically more robust in mean prediction, while confidence levels obtained from frequentist methods provide more extensive coverage over data variations. Computationally, quantile regression type methods are cheaper for a single confidence interval but require re-training for different intervals. Sampling based methods generate samples that can form multiple confidence intervals, albeit at a higher computational cost.
Distributionally Robust Optimization with Markovian Data
Li, Mengmeng, Sutter, Tobias, Kuhn, Daniel
We study a stochastic program where the probability distribution of the uncertain problem parameters is unknown and only indirectly observed via finitely many correlated samples generated by an unknown Markov chain with $d$ states. We propose a data-driven distributionally robust optimization model to estimate the problem's objective function and optimal solution. By leveraging results from large deviations theory, we derive statistical guarantees on the quality of these estimators. The underlying worst-case expectation problem is nonconvex and involves $\mathcal O(d^2)$ decision variables. Thus, it cannot be solved efficiently for large $d$. By exploiting the structure of this problem, we devise a customized Frank-Wolfe algorithm with convex direction-finding subproblems of size $\mathcal O(d)$. We prove that this algorithm finds a stationary point efficiently under mild conditions. The efficiency of the method is predicated on a dimensionality reduction enabled by a dual reformulation. Numerical experiments indicate that our approach has better computational and statistical properties than the state-of-the-art methods.
Disentangling the Roles of Curation, Data-Augmentation and the Prior in the Cold Posterior Effect
Noci, Lorenzo, Roth, Kevin, Bachmann, Gregor, Nowozin, Sebastian, Hofmann, Thomas
The "cold posterior effect" (CPE) in Bayesian deep learning describes the uncomforting observation that the predictive performance of Bayesian neural networks can be significantly improved if the Bayes posterior is artificially sharpened using a temperature parameter T<1. The CPE is problematic in theory and practice and since the effect was identified many researchers have proposed hypotheses to explain the phenomenon. However, despite this intensive research effort the effect remains poorly understood. In this work we provide novel and nuanced evidence relevant to existing explanations for the cold posterior effect, disentangling three hypotheses: 1. The dataset curation hypothesis of Aitchison (2020): we show empirically that the CPE does not arise in a real curated data set but can be produced in a controlled experiment with varying curation strength. 2. The data augmentation hypothesis of Izmailov et al. (2021) and Fortuin et al. (2021): we show empirically that data augmentation is sufficient but not necessary for the CPE to be present. 3. The bad prior hypothesis of Wenzel et al. (2020): we use a simple experiment evaluating the relative importance of the prior and the likelihood, strongly linking the CPE to the prior. Our results demonstrate how the CPE can arise in isolation from synthetic curation, data augmentation, and bad priors. Cold posteriors observed "in the wild" are therefore unlikely to arise from a single simple cause; as a result, we do not expect a simple "fix" for cold posteriors.