Deep Learning
Interpretable Signed Link Prediction with Signed Infomax Hyperbolic Graph
Luo, Yadan, Huang, Zi, Chen, Hongxu, Yang, Yang, Baktashmotlagh, Mahsa
Signed link prediction in social networks aims to reveal the underlying relationships (i.e. links) among users (i.e. nodes) given their existing positive and negative interactions observed. Most of the prior efforts are devoted to learning node embeddings with graph neural networks (GNNs), which preserve the signed network topology by message-passing along edges to facilitate the downstream link prediction task. Nevertheless, the existing graph-based approaches could hardly provide human-intelligible explanations for the following three questions: (1) which neighbors to aggregate, (2) which path to propagate along, and (3) which social theory to follow in the learning process. To answer the aforementioned questions, in this paper, we investigate how to reconcile the \textit{balance} and \textit{status} social rules with information theory and develop a unified framework, termed as Signed Infomax Hyperbolic Graph (\textbf{SIHG}). By maximizing the mutual information between edge polarities and node embeddings, one can identify the most representative neighboring nodes that support the inference of edge sign. Different from existing GNNs that could only group features of friends in the subspace, the proposed SIHG incorporates the signed attention module, which is also capable of pushing hostile users far away from each other to preserve the geometry of antagonism. The polarity of the learned edge attention maps, in turn, provide interpretations of the social theories used in each aggregation. In order to model high-order user relations and complex hierarchies, the node embeddings are projected and measured in a hyperbolic space with a lower distortion. Extensive experiments on four signed network benchmarks demonstrate that the proposed SIHG framework significantly outperforms the state-of-the-arts in signed link prediction.
Equivariant Conditional Neural Processes
Holderrieth, Peter, Hutchinson, Michael, Teh, Yee Whye
We introduce Equivariant Conditional Neural Processes (EquivCNPs), a new member of the Neural Process family that models vector-valued data in an equivariant manner with respect to isometries of $\mathbb{R}^n$. In addition, we look at multi-dimensional Gaussian Processes (GPs) under the perspective of equivariance and find the sufficient and necessary constraints to ensure a GP over $\mathbb{R}^n$ is equivariant. We test EquivCNPs on the inference of vector fields using Gaussian process samples and real-world weather data. We observe that our model significantly improves the performance of previous models. By imposing equivariance as constraints, the parameter and data efficiency of these models are increased. Moreover, we find that EquivCNPs are more robust against overfitting to local conditions of the training data.
Unsupervised learning of disentangled representations in deep restricted kernel machines with orthogonality constraints
Tonin, Francesco, Patrinos, Panagiotis, Suykens, Johan A. K.
We introduce Constr-DRKM, a deep kernel method for the unsupervised learning of disentangled data representations. We propose augmenting the original deep restricted kernel machine formulation for kernel PCA by orthogonality constraints on the latent variables to promote disentanglement and to make it possible to carry out optimization without first defining a stabilized objective. After illustrating an end-to-end training procedure based on a quadratic penalty optimization algorithm with warm start, we quantitatively evaluate the proposed method's effectiveness in disentangled feature learning. We demonstrate on four benchmark datasets that this approach performs similarly overall to $\beta$-VAE on a number of disentanglement metrics when few training points are available, while being less sensitive to randomness and hyperparameter selection than $\beta$-VAE. We also present a deterministic initialization of Constr-DRKM's training algorithm that significantly improves the reproducibility of the results. Finally, we empirically evaluate and discuss the role of the number of layers in the proposed methodology, examining the influence of each principal component in every layer and showing that components in lower layers act as local feature detectors capturing the broad trends of the data distribution, while components in deeper layers use the representation learned by previous layers and more accurately reproduce higher-level features.
Continual learning with direction-constrained optimization
Teng, Yunfei, Choromanska, Anna, Campbell, Murray
This paper studies a new design of the optimization algorithm for training deep learning models with a fixed architecture of the classification network in a continual learning framework, where the training data is non-stationary and the non-stationarity is imposed by a sequence of distinct tasks. This setting implies the existence of a manifold of network parameters that correspond to good performance of the network on all tasks. Our algorithm is derived from the geometrical properties of this manifold. We first analyze a deep model trained on only one learning task in isolation and identify a region in network parameter space, where the model performance is close to the recovered optimum. We provide empirical evidence that this region resembles a cone that expands along the convergence direction. We study the principal directions of the trajectory of the optimizer after convergence and show that traveling along a few top principal directions can quickly bring the parameters outside the cone but this is not the case for the remaining directions. We argue that catastrophic forgetting in a continual learning setting can be alleviated when the parameters are constrained to stay within the intersection of the plausible cones of individual tasks that were so far encountered during training. Enforcing this is equivalent to preventing the parameters from moving along the top principal directions of convergence corresponding to the past tasks. For each task we introduce a new linear autoencoder to approximate its corresponding top forbidden principal directions. They are then incorporated into the loss function in the form of a regularization term for the purpose of learning the coming tasks without forgetting. We empirically demonstrate that our algorithm performs favorably compared to other state-of-art regularization-based continual learning methods, including EWC and SI.
All You Need is a Good Functional Prior for Bayesian Deep Learning
Tran, Ba-Hien, Rossi, Simone, Milios, Dimitrios, Filippone, Maurizio
The Bayesian treatment of neural networks dictates that a prior distribution is specified over their weight and bias parameters. This poses a challenge because modern neural networks are characterized by a large number of parameters, and the choice of these priors has an uncontrolled effect on the induced functional prior, which is the distribution of the functions obtained by sampling the parameters from their prior distribution. We argue that this is a hugely limiting aspect of Bayesian deep learning, and this work tackles this limitation in a practical and effective way. Our proposal is to reason in terms of functional priors, which are easier to elicit, and to "tune" the priors of neural network parameters in a way that they reflect such functional priors. Gaussian processes offer a rigorous framework to define prior distributions over functions, and we propose a novel and robust framework to match their prior with the functional prior of neural networks based on the minimization of their Wasserstein distance. We provide vast experimental evidence that coupling these priors with scalable Markov chain Monte Carlo sampling offers systematically large performance improvements over alternative choices of priors and state-of-the-art approximate Bayesian deep learning approaches. We consider this work a considerable step in the direction of making the long-standing challenge of carrying out a fully Bayesian treatment of neural networks, including convolutional neural networks, a concrete possibility.
MTCRNN: A multi-scale RNN for directed audio texture synthesis
Audio textures are a subset of environmental sounds, often defined as having stable statistical characteristics within an adequately large window of time but may be unstructured locally. They include common everyday sounds such as from rain, wind, and engines. Given that these complex sounds contain patterns on multiple timescales, they are a challenge to model with traditional methods. We introduce a novel modelling approach for textures, combining recurrent neural networks trained at different levels of abstraction with a conditioning strategy that allows for user-directed synthesis. We demonstrate the model's performance on a variety of datasets, examine its performance on various metrics, and discuss some potential applications.
Enhanced Scene Specificity with Sparse Dynamic Value Estimation
Multi-scene reinforcement learning involves training the RL agent across multiple scenes / levels from the same task, and has become essential for many generalization applications. However, the inclusion of multiple scenes leads to an increase in sample variance for policy gradient computations, often resulting in suboptimal performance with the direct application of traditional methods (e.g. PPO, A3C). One strategy for variance reduction is to consider each scene as a distinct Markov decision process (MDP) and learn a joint value function dependent on both state (s) and MDP (M). However, this is non-trivial as the agent is usually unaware of the underlying level at train / test times in multi-scene RL. Recently, Singh et al. [1] tried to address this by proposing a dynamic value estimation approach that models the true joint value function distribution as a Gaussian mixture model (GMM). In this paper, we argue that the error between the true scene-specific value function and the predicted dynamic estimate can be further reduced by progressively enforcing sparse cluster assignments once the agent has explored most of the state space. The resulting agents not only show significant improvements in the final reward score across a range of OpenAI ProcGen environments, but also exhibit increased navigation efficiency while completing a game level.
The case against investing in machine learning: Seven reasons not to and what to do instead
The word on the street is if you don't invest in ML as a company or become an ML specialist, the industry will leave you behind. The hype has caught on at all levels, catching everyone from undergrads to VCs. Words like "revolutionary," "innovative," "disruptive," and "lucrative" are frequently used to describe ML. Allow me to share some perspective from my experiences that will hopefully temper this enthusiasm, at least a tiny bit. This essay materialized from having the same conversation several times over with interlocutors who hope ML can unlock a bright future for them. I'm here to convince you that investing in an ML department or ML specialists might not be in your best interest. That is not always true, of course, so read this with a critical eye. The names invoke a sense of extraordinary success, and for a good reason. Yet, these companies dominated their industries before Andrew Ng's launched his first ML lectures on Coursera. The difference between "good enough" and "state-of-the-art" machine learning is significant in academic publications but not in the real world. About once or twice a year, something pops into my newsfeed, informing me that someone improved the top 1 ImageNet accuracy from 86 to 87 or so. Our community enshrines state-of-the-art with almost religious significance, so this score's systematic improvement creates an impression that our field is racing towards unlocking the singularity. No-one outside of academia cares if you can distinguish between a guitar and a ukulele 1% better. Sit back and think for a minute.
Counterfactual vs Contrastive Explanations in Artificial Intelligence
Counterfactuals, is the Rosetta Stone of causal analysis. Introduction: With the proliferation of deep learning [8] and its anticipated use across various applications in society, trust has become a central issue. Given the black-box nature of these deep learning systems there is a strong desire to understand the reasons behind their decisions. This has led to the sub-field of explainable AI (XAI) gaining prominence [5]. The goal of XAI is to communicate to the consumer, typically a human, why a black-box model made a particular decision.
Automatic Differentiation in PyTorch
Thanks to it, we don't need to worry about partial derivatives, chain rule, or anything like it. To illustrate how it works, let's say we're trying to fit a simple linear regression with a single feature x, using Mean Squared Error (MSE) as our loss: We need to create two tensors, one for each parameter our model needs to learn: b and w. Without PyTorch, we would have to start with our loss, and work the partial derivatives out to compute the gradients manually. Sure, it would be easy enough to do it for this toy problem, but we need something that can scale. So, how do we do it?