Learning Graphical Models
Evaluation of Local Model-Agnostic Explanations Using Ground Truth
Rahnama, Amir Hossein Akhavan, Butepage, Judith, Geurts, Pierre, Bostrom, Henrik
Explanation techniques are commonly evaluated using human-grounded methods, limiting the possibilities for large-scale evaluations and rapid progress in the development of new techniques. We propose a functionally-grounded evaluation procedure for local model-agnostic explanation techniques. In our approach, we generate ground truth for explanations when the black-box model is Logistic Regression and Gaussian Naive Bayes and compare how similar each explanation is to the extracted ground truth. In our empirical study, explanations of Local Interpretable Model-agnostic Explanations (LIME), SHapley Additive exPlanations (SHAP), and Local Permutation Importance (LPI) are compared in terms of how similar they are to the extracted ground truth. In the case of Logistic Regression, we find that the performance of the explanation techniques is highly dependent on the normalization of the data. In contrast, Local Permutation Importance outperforms the other techniques on Naive Bayes, irrespective of normalization. We hope that this work lays the foundation for further research into functionally-grounded evaluation methods for explanation techniques.
Deep Probabilistic Time Series Forecasting using Augmented Recurrent Input for Dynamic Systems
Liu, Haitao, Liu, Changjun, Jiang, Xiaomo, Chen, Xudong, Yang, Shuhua, Wang, Xiaofang
The demand of probabilistic time series forecasting has been recently raised in various dynamic system scenarios, for example, system identification and prognostic and health management of machines. To this end, we combine the advances in both deep generative models and state space model (SSM) to come up with a novel, data-driven deep probabilistic sequence model. Specially, we follow the popular encoder-decoder generative structure to build the recurrent neural networks (RNN) assisted variational sequence model on an augmented recurrent input space, which could induce rich stochastic sequence dependency. Besides, in order to alleviate the issue of inconsistency between training and predicting as well as improving the mining of dynamic patterns, we (i) propose using a hybrid output as input at next time step, which brings training and predicting into alignment; and (ii) further devise a generalized auto-regressive strategy that encodes all the historical dependencies at current time step. Thereafter, we first investigate the methodological characteristics of the proposed deep probabilistic sequence model on toy cases, and then comprehensively demonstrate the superiority of our model against existing deep probabilistic SSM models through extensive numerical experiments on eight system identification benchmarks from various dynamic systems. Finally, we apply our sequence model to a real-world centrifugal compressor sensor data forecasting problem, and again verify its outstanding performance by quantifying the time series predictive distribution.
Statistical embedding: Beyond principal components
Tjøstheim, Dag, Jullum, Martin, Løland, Anders
There has been an intense recent activity in embedding of very high dimensional and nonlinear data structures, much of it in the data science and machine learning literature. We survey this activity in four parts. In the first part we cover nonlinear methods such as principal curves, multidimensional scaling, local linear methods, ISOMAP, graph based methods and kernel based methods. The second part is concerned with topological embedding methods, in particular mapping topological properties into persistence diagrams. Another type of data sets with a tremendous growth is very high-dimensional network data. The task considered in part three is how to embed such data in a vector space of moderate dimension to make the data amenable to traditional techniques such as cluster and classification techniques. The final part of the survey deals with embedding in $\mathbb{R}^2$, which is visualization. Three methods are presented: $t$-SNE, UMAP and LargeVis based on methods in parts one, two and three, respectively. The methods are illustrated and compared on two simulated data sets; one consisting of a triple of noisy Ranunculoid curves, and one consisting of networks of increasing complexity and with two types of nodes.
Implicit MLE: Backpropagating Through Discrete Exponential Family Distributions
Niepert, Mathias, Minervini, Pasquale, Franceschi, Luca
Integrating discrete probability distributions and combinatorial optimization problems into neural networks has numerous applications but poses several challenges. We propose Implicit Maximum Likelihood Estimation (I-MLE), a framework for end-to-end learning of models combining discrete exponential family distributions and differentiable neural components. I-MLE is widely applicable: it only requires the ability to compute the most probable states; and does not rely on smooth relaxations. The framework encompasses several approaches, such as perturbation-based implicit differentiation and recent methods to differentiate through black-box combinatorial solvers. We introduce a novel class of noise distributions for approximating marginals via perturb-and-MAP. Moreover, we show that I-MLE simplifies to maximum likelihood estimation when used in some recently studied learning settings that involve combinatorial solvers. Experiments on several datasets suggest that I-MLE is competitive with and often outperforms existing approaches which rely on problem-specific relaxations.
Modeling Communication to Coordinate Perspectives in Cooperation
Stacy, Stephanie, Li, Chenfei, Zhao, Minglu, Yun, Yiling, Zhao, Qingyi, Kleiman-Weiner, Max, Gao, Tao
Communication is highly overloaded. Despite this, even young children are good at leveraging context to understand ambiguous signals. We propose a computational account of overloaded signaling from a shared agency perspective which we call the Imagined We for Communication. Under this framework, communication helps cooperators coordinate their perspectives, allowing them to act together to achieve shared goals. We assume agents are rational cooperators, which puts constraints on how signals can be sent and interpreted. We implement this model in a set of simulations demonstrating this model's success under increasing ambiguity as well as increasing layers of reasoning. Our model is capable of improving performance with deeper recursive reasoning; however, it outperforms comparison baselines at even the shallowest level, highlighting how shared knowledge and cooperative logic can do much of the heavy-lifting in language.
A nearly Blackwell-optimal policy gradient method
Dewanto, Vektor, Gallagher, Marcus
For continuing environments, reinforcement learning methods commonly maximize a discounted reward criterion with discount factor close to 1 in order to approximate the steady-state reward (the gain). However, such a criterion only considers the long-run performance, ignoring the transient behaviour. In this work, we develop a policy gradient method that optimizes the gain, then the bias (which indicates the transient performance and is important to capably select from policies with equal gain). We derive expressions that enable sampling for the gradient of the bias, and its preconditioning Fisher matrix. We further propose an algorithm that solves the corresponding bi-level optimization using a logarithmic barrier. Experimental results provide insights into the fundamental mechanisms of our proposal.
Attack Prediction using Hidden Markov Model
Dass, Shuvalaxmi, Datta, Prerit, Namin, Akbar Siami
It is important to predict any adversarial attacks and their types to enable effective defense systems. Often it is hard to label such activities as malicious ones without adequate analytical reasoning. We propose the use of Hidden Markov Model (HMM) to predict the family of related attacks. Our proposed model is based on the observations often agglomerated in the form of log files and from the target or the victim's perspective. We have built an HMM-based prediction model and implemented our proposed approach using Viterbi algorithm, which generates a sequence of states corresponding to stages of a particular attack. As a proof of concept and also to demonstrate the performance of the model, we have conducted a case study on predicting a family of attacks called Action Spoofing.
Lifetime policy reuse and the importance of task capacity
Bossens, David M., Sobey, Adam J.
A long-standing challenge in artificial intelligence is lifelong learning. In lifelong learning, many tasks are presented in sequence and learners must efficiently transfer knowledge between tasks while avoiding catastrophic forgetting over long lifetimes. On these problems, policy reuse and other multi-policy reinforcement learning techniques can learn many tasks. However, they can generate many temporary or permanent policies, resulting in memory issues. Consequently, there is a need for lifetime-scalable methods that continually refine a policy library of a pre-defined size. This paper presents a first approach to lifetime-scalable policy reuse. To pre-select the number of policies, a notion of task capacity, the maximal number of tasks that a policy can accurately solve, is proposed. To evaluate lifetime policy reuse using this method, two state-of-the-art single-actor base-learners are compared: 1) a value-based reinforcement learner, Deep Q-Network (DQN) or Deep Recurrent Q-Network (DRQN); and 2) an actor-critic reinforcement learner, Proximal Policy Optimisation (PPO) with or without Long Short-Term Memory layer. By selecting the number of policies based on task capacity, D(R)QN achieves near-optimal performance with 6 policies in a 27-task MDP domain and 9 policies in an 18-task POMDP domain; with fewer policies, catastrophic forgetting and negative transfer are observed. Due to slow, monotonic improvement, PPO requires fewer policies, 1 policy for the 27-task domain and 4 policies for the 18-task domain, but it learns the tasks with lower accuracy than D(R)QN. These findings validate lifetime-scalable policy reuse and suggest using D(R)QN for larger and PPO for smaller library sizes. During their lifetime, animals may be subjected to a large number of unknown tasks. In some environmental conditions, nutritious food sources may be readily available, while in others they may be sparse, hidden, or even poisonous, and dangerous predators may roam in their vicinity. To address these challenging conditions, various behaviours must be selectively combined, such as avoidance, reward-seeking, or even fleeing. When direct perception provides limited or no cues about the current task, animals have to infer the task or use a strategy that works for many different tasks it may encounter. Therefore, a key challenge for learning challenging sequences of tasks is to find a limited number of strategies that work on the large domain of tasks that animals encounter over their lifetime. In artificial intelligence, variants of the above problem have been studied with investigations focusing on two aspects: transfer learning and catastrophic forgetting. Transfer learning is a process in which learners leverage the knowledge gained from a set of previously learned tasks with similar characteristics to a new task, whilst avoiding transferring knowledge that is not relevant [Taylor and Stone, 2009, Pan and Yang, 2010, Lazaric, 2013].
Towards a Mathematical Theory of Abstraction
While the utility of well-chosen abstractions for understanding and predicting the behaviour of complex systems is well appreciated, precisely what an abstraction $\textit{is}$ has so far has largely eluded mathematical formalization. In this paper, we aim to set out a mathematical theory of abstraction. We provide a precise characterisation of what an abstraction is and, perhaps more importantly, suggest how abstractions can be learnt directly from data both for static datasets and for dynamical systems. We define an abstraction to be a small set of `summaries' of a system which can be used to answer a set of queries about the system or its behaviour. The difference between the ground truth behaviour of the system on the queries and the behaviour of the system predicted only by the abstraction provides a measure of the `leakiness' of the abstraction which can be used as a loss function to directly learn abstractions from data. Our approach can be considered a generalization of classical statistics where we are not interested in reconstructing `the data' in full, but are instead only concerned with answering a set of arbitrary queries about the data. While highly theoretical, our results have deep implications for statistical inference and machine learning and could be used to develop explicit methods for learning precise kinds of abstractions directly from data.
Efficient methods for Gaussian Markov random fields under sparse linear constraints
Methods for inference and simulation of linearly constrained Gaussian Markov Random Fields (GMRF) are computationally prohibitive when the number of constraints is large. In some cases, such as for intrinsic GMRFs, they may even be unfeasible. We propose a new class of methods to overcome these challenges in the common case of sparse constraints, where one has a large number of constraints and each only involves a few elements. Our methods rely on a basis transformation into blocks of constrained versus non-constrained subspaces, and we show that the methods greatly outperform existing alternatives in terms of computational cost. By combining the proposed methods with the stochastic partial differential equation approach for Gaussian random fields, we also show how to formulate Gaussian process regression with linear constraints in a GMRF setting to reduce computational cost. This is illustrated in two applications with simulated data.