Statistical Learning
Toward Reliable Human Pose Forecasting with Uncertainty
Saadatnejad, Saeed, Mirmohammadi, Mehrshad, Daghyani, Matin, Saremi, Parham, Benisi, Yashar Zoroofchi, Alimohammadi, Amirhossein, Tehraninasab, Zahra, Mordan, Taylor, Alahi, Alexandre
Recently, there has been an arms race of pose forecasting methods aimed at solving the spatio-temporal task of predicting a sequence of future 3D poses of a person given a sequence of past observed ones. However, the lack of unified benchmarks and limited uncertainty analysis have hindered progress in the field. To address this, we first develop an open-source library for human pose forecasting, featuring multiple models, datasets, and standardized evaluation metrics, with the aim of promoting research and moving toward a unified and fair evaluation. Second, we devise two types of uncertainty in the problem to increase performance and convey better trust: 1) we propose a method for modeling Figure 1: We propose to model two kinds of uncertainty: aleatoric uncertainty by using uncertainty priors to inject 1) aleatoric uncertainty, learned by our model to capture knowledge about the behavior of uncertainty. This focuses the temporal evolution of uncertainty, which becomes more the capacity of the model in the direction of more meaningful prominent over time, as depicted by the lighter colors and supervision while reducing the number of learned parameters thicker bones for the right person; 2) epistemic uncertainty and improving stability; 2) we introduce a novel to detect out-of-distribution forecast poses coming from unseen approach for quantifying the epistemic uncertainty of any scenarios in training, such as for the left person.
On The Relative Error of Random Fourier Features for Preserving Kernel Distance
Cheng, Kuan, Jiang, Shaofeng H. -C., Wei, Luojian, Wei, Zhide
The method of random Fourier features (RFF), proposed in a seminal paper by Rahimi and Recht (NIPS'07), is a powerful technique to find approximate low-dimensional representations of points in (high-dimensional) kernel space, for shift-invariant kernels. While RFF has been analyzed under various notions of error guarantee, the ability to preserve the kernel distance with \emph{relative} error is less understood. We show that for a significant range of kernels, including the well-known Laplacian kernels, RFF cannot approximate the kernel distance with small relative error using low dimensions. We complement this by showing as long as the shift-invariant kernel is analytic, RFF with $\mathrm{poly}(\epsilon^{-1} \log n)$ dimensions achieves $\epsilon$-relative error for pairwise kernel distance of $n$ points, and the dimension bound is improved to $\mathrm{poly}(\epsilon^{-1}\log k)$ for the specific application of kernel $k$-means. Finally, going beyond RFF, we make the first step towards data-oblivious dimension-reduction for general shift-invariant kernels, and we obtain a similar $\mathrm{poly}(\epsilon^{-1} \log n)$ dimension bound for Laplacian kernels. We also validate the dimension-error tradeoff of our methods on simulated datasets, and they demonstrate superior performance compared with other popular methods including random-projection and Nystr\"{o}m methods.
Towards hypergraph cognitive networks as feature-rich models of knowledge
Citraro, Salvatore, De Deyne, Simon, Stella, Massimo, Rossetti, Giulio
Semantic networks provide a useful tool to understand how related concepts are retrieved from memory. However, most current network approaches use pairwise links to represent memory recall patterns. Pairwise connections neglect higher-order associations, i.e. relationships between more than two concepts at a time. These higher-order interactions might covariate with (and thus contain information about) how similar concepts are along psycholinguistic dimensions like arousal, valence, familiarity, gender and others. We overcome these limits by introducing feature-rich cognitive hypergraphs as quantitative models of human memory where: (i) concepts recalled together can all engage in hyperlinks involving also more than two concepts at once (cognitive hypergraph aspect), and (ii) each concept is endowed with a vector of psycholinguistic features (feature-rich aspect). We build hypergraphs from word association data and use evaluation methods from machine learning features to predict concept concreteness. Since concepts with similar concreteness tend to cluster together in human memory, we expect to be able to leverage this structure. Using word association data from the Small World of Words dataset, we compared a pairwise network and a hypergraph with N=3586 concepts/nodes. Interpretable artificial intelligence models trained on (1) psycholinguistic features only, (2) pairwise-based feature aggregations, and on (3) hypergraph-based aggregations show significant differences between pairwise and hypergraph links. Specifically, our results show that higher-order and feature-rich hypergraph models contain richer information than pairwise networks leading to improved prediction of word concreteness. The relation with previous studies about conceptual clustering and compartmentalisation in associative knowledge and human memory are discussed.
Streamlined Framework for Agile Forecasting Model Development towards Efficient Inventory Management
Soeseno, Jonathan Hans, González, Sergio, Chen, Trista Pei-Chun
This paper proposes a framework for developing forecasting models by streamlining the connections between core components of the developmental process. The proposed framework enables swift and robust integration of new datasets, experimentation on different algorithms, and selection of the best models. We start with the datasets of different issues and apply pre-processing steps to clean and engineer meaningful representations of time-series data. To identify robust training configurations, we introduce a novel mechanism of multiple cross-validation strategies. We apply different evaluation metrics to find the best-suited models for varying applications. One of the referent applications is our participation in the intelligent forecasting competition held by the United States Agency of International Development (USAID). Finally, we leverage the flexibility of the framework by applying different evaluation metrics to assess the performance of the models in inventory management settings.
Quantifying and Explaining Machine Learning Uncertainty in Predictive Process Monitoring: An Operations Research Perspective
Mehdiyev, Nijat, Majlatow, Maxim, Fettke, Peter
In today's highly competitive and complex business environment, organizations are under constant pressure to optimize their performance and decision-making processes. According to Herbert Simon, enhancing organizational performance relies on effectively channeling finite human attention towards critical data for decision-making, necessitating the integration of information systems (IS), artificial intelligence (AI) and operations research (OR) insights [1]. Recent OR research provides evidence in support of this proposition, as the discipline has witnessed a transformation due to the abundant availability of rich and voluminous data from various sources coupled with advances in machine learning [2]. As of late, heightened academic attention has been devoted to prescriptive analytics, a discipline that suggests combining the results of predictive analytics with optimization techniques in a probabilistic framework to generate responsive, automated, restricted, time-sensitive, and ideal decisions [3]. The confluence of AI and OR is evident due to their interdependent and complementary nature, as both disciplines strive to augment decision-making processes through computational and mathematical methodologies [4].
Off-Policy Actor-Critic with Emphatic Weightings
Graves, Eric, Imani, Ehsan, Kumaraswamy, Raksha, White, Martha
A variety of theoretically-sound policy gradient algorithms exist for the on-policy setting due to the policy gradient theorem, which provides a simplified form for the gradient. The off-policy setting, however, has been less clear due to the existence of multiple objectives and the lack of an explicit off-policy policy gradient theorem. In this work, we unify these objectives into one off-policy objective, and provide a policy gradient theorem for this unified objective. The derivation involves emphatic weightings and interest functions. We show multiple strategies to approximate the gradients, in an algorithm called Actor Critic with Emphatic weightings (ACE). We prove in a counterexample that previous (semi-gradient) off-policy actor-critic methods--particularly Off-Policy Actor-Critic (OffPAC) and Deterministic Policy Gradient (DPG)--converge to the wrong solution whereas ACE finds the optimal solution. We also highlight why these semi-gradient approaches can still perform well in practice, suggesting strategies for variance reduction in ACE. We empirically study several variants of ACE on two classic control environments and an image-based environment designed to illustrate the tradeoffs made by each gradient approximation. We find that by approximating the emphatic weightings directly, ACE performs as well as or better than OffPAC in all settings tested.
Problem-dependent attention and effort in neural networks with applications to image resolution and model selection
This paper introduces two new ensemble-based methods to reduce the data and computation costs of image classification. They can be used with any set of classifiers and do not require additional training. In the first approach, data usage is reduced by only analyzing a full-sized image if the model has low confidence in classifying a low-resolution pixelated version. When applied on the best performing classifiers considered here, data usage is reduced by 61.2% on MNIST, 69.6% on KMNIST, 56.3% on FashionMNIST, 84.6% on SVHN, 40.6% on ImageNet, and 27.6% on ImageNet-V2, all with a less than 5% reduction in accuracy. However, for CIFAR-10, the pixelated data are not particularly informative, and the ensemble approach increases data usage while reducing accuracy. In the second approach, compute costs are reduced by only using a complex model if a simpler model has low confidence in its classification. Computation cost is reduced by 82.1% on MNIST, 47.6% on KMNIST, 72.3% on FashionMNIST, 86.9% on SVHN, 89.2% on ImageNet, and 81.5% on ImageNet-V2, all with a less than 5% reduction in accuracy; for CIFAR-10 the corresponding improvements are smaller at 13.5%. When cost is not an object, choosing the projection from the most confident model for each observation increases validation accuracy to 81.0% from 79.3% for ImageNet and to 69.4% from 67.5% for ImageNet-V2.
A Blessing of Dimensionality in Membership Inference through Regularization
Tan, Jasper, LeJeune, Daniel, Mason, Blake, Javadi, Hamid, Baraniuk, Richard G.
Is overparameterization a privacy liability? In this work, we study the effect that the number of parameters has on a classifier's vulnerability to membership inference attacks. We first demonstrate how the number of parameters of a model can induce a privacy--utility trade-off: increasing the number of parameters generally improves generalization performance at the expense of lower privacy. However, remarkably, we then show that if coupled with proper regularization, increasing the number of parameters of a model can actually simultaneously increase both its privacy and performance, thereby eliminating the privacy--utility trade-off. Theoretically, we demonstrate this curious phenomenon for logistic regression with ridge regularization in a bi-level feature ensemble setting. Pursuant to our theoretical exploration, we develop a novel leave-one-out analysis tool to precisely characterize the vulnerability of a linear classifier to the optimal membership inference attack. We empirically exhibit this "blessing of dimensionality" for neural networks on a variety of tasks using early stopping as the regularizer.
Bayesian Inference for Jump-Diffusion Approximations of Biochemical Reaction Networks
Altıntan, Derya, Alt, Bastian, Koeppl, Heinz
Biochemical reaction networks are an amalgamation of reactions where each reaction represents the interaction of different species. Generally, these networks exhibit a multi-scale behavior caused by the high variability in reaction rates and abundances of species. The so-called jump-diffusion approximation is a valuable tool in the modeling of such systems. The approximation is constructed by partitioning the reaction network into a fast and slow subgroup of fast and slow reactions, respectively. This enables the modeling of the dynamics using a Langevin equation for the fast group, while a Markov jump process model is kept for the dynamics of the slow group. Most often biochemical processes are poorly characterized in terms of parameters and population states. As a result of this, methods for estimating hidden quantities are of significant interest. In this paper, we develop a tractable Bayesian inference algorithm based on Markov chain Monte Carlo. The presented blocked Gibbs particle smoothing algorithm utilizes a sequential Monte Carlo method to estimate the latent states and performs distinct Gibbs steps for the parameters of a biochemical reaction network, by exploiting a jump-diffusion approximation model. The presented blocked Gibbs sampler is based on the two distinct steps of state inference and parameter inference. We estimate states via a continuous-time forward-filtering backward-smoothing procedure in the state inference step. By utilizing bootstrap particle filtering within a backward-smoothing procedure, we sample a smoothing trajectory. For estimating the hidden parameters, we utilize a separate Markov chain Monte Carlo sampler within the Gibbs sampler that uses the path-wise continuous-time representation of the reaction counters. Finally, the algorithm is numerically evaluated for a partially observed multi-scale birth-death process example.
Importance is Important: A Guide to Informed Importance Tempering Methods
Li, Guanxun, Smith, Aaron, Zhou, Quan
Informed importance tempering (IIT) is an easy-to-implement MCMC algorithm that can be seen as an extension of the familiar Metropolis-Hastings algorithm with the special feature that informed proposals are always accepted, and which was shown in Zhou and Smith (2022) to converge much more quickly in some common circumstances. This work develops a new, comprehensive guide to the use of IIT in many situations. First, we propose two IIT schemes that run faster than existing informed MCMC methods on discrete spaces by not requiring the posterior evaluation of all neighboring states. Second, we integrate IIT with other MCMC techniques, including simulated tempering, pseudo-marginal and multiple-try methods (on general state spaces), which have been conventionally implemented as Metropolis-Hastings schemes and can suffer from low acceptance rates. The use of IIT allows us to always accept proposals and brings about new opportunities for optimizing the sampler which are not possible under the Metropolis-Hastings framework. Numerical examples illustrating our findings are provided for each proposed algorithm, and a general theory on the complexity of IIT methods is developed.