Statistical Learning
Uncertainty-based out-of-distribution detection requires suitable function space priors
D'Angelo, Francesco, Henning, Christian
The need to avoid confident predictions on unfamiliar data has sparked interest in out-of-distribution (OOD) detection. It is widely assumed that Bayesian neural networks (BNNs) are well suited for this task, as the endowed epistemic uncertainty should lead to disagreement in predictions on outliers. In this paper, we question this assumption and show that proper Bayesian inference with function space priors induced by neural networks does not necessarily lead to good OOD detection. To circumvent the use of approximate inference, we start by studying the infinite-width case, where Bayesian inference can be exact due to the correspondence with Gaussian processes. Strikingly, the kernels induced under common architectural choices lead to uncertainties that do not reflect the underlying data generating process and are therefore unsuited for OOD detection. Importantly, we find this OOD behavior to be consistent with the corresponding finite-width networks. Desirable function space properties can be encoded in the prior in weight space, however, this currently only applies to a specified subset of the domain and thus does not inherently extend to OOD data. Finally, we argue that a trade-off between generalization and OOD capabilities might render the application of BNNs for OOD detection undesirable in practice. Overall, our study discloses fundamental problems when naively using BNNs for OOD detection and opens interesting avenues for future research.
The Terminating-Knockoff Filter: Fast High-Dimensional Variable Selection with False Discovery Rate Control
Machkour, Jasin, Muma, Michael, Palomar, Daniel P.
We propose the Terminating-Knockoff (T-Knock) filter, a fast variable selection method for high-dimensional data. The T-Knock filter controls a user-defined target false discovery rate (FDR) while maximizing the number of selected true positives. This is achieved by fusing the solutions of multiple early terminated random experiments. The experiments are conducted on a combination of the original data and multiple sets of randomly generated knockoff variables. A finite sample proof based on martingale theory for the FDR control property is provided. Numerical simulations show that the FDR is controlled at the target level while allowing for a high power. We prove under mild conditions that the knockoffs can be sampled from any univariate distribution. The computational complexity of the proposed method is derived and it is demonstrated via numerical simulations that the sequential computation time is multiple orders of magnitude lower than that of the strongest benchmark methods in sparse high-dimensional settings. The T-Knock filter outperforms state-of-the-art methods for FDR control on a simulated genome-wide association study (GWAS), while its computation time is more than two orders of magnitude lower than that of the strongest benchmark methods.
Stabilizing Dynamical Systems via Policy Gradient Methods
Perdomo, Juan C., Umenberger, Jack, Simchowitz, Max
Stabilizing an unknown control system is one of the most fundamental problems in control systems engineering. In this paper, we provide a simple, model-free algorithm for stabilizing fully observed dynamical systems. While model-free methods have become increasingly popular in practice due to their simplicity and flexibility, stabilization via direct policy search has received surprisingly little attention. Our algorithm proceeds by solving a series of discounted LQR problems, where the discount factor is gradually increased. We prove that this method efficiently recovers a stabilizing controller for linear systems, and for smooth, nonlinear systems within a neighborhood of their equilibria. Our approach overcomes a significant limitation of prior work, namely the need for a pre-given stabilizing control policy. We empirically evaluate the effectiveness of our approach on common control benchmarks.
sunny-as2: Enhancing SUNNY for Algorithm Selection
Liu, Tong | Amadini, Roberto (University of Bologna) | Gabbrielli, Maurizio (University of Bologna) | Mauro, Jacopo (University of Southern Denmark)
SUNNY is an Algorithm Selection (AS) technique originally tailored for Constraint Programming (CP). SUNNY is based on the k-nearest neighbors algorithm and enables one to schedule, from a portfolio of solvers, a subset of solvers to be run on a given CP problem. This approach has proved to be effective for CP problems. In 2015, the ASlib benchmarks were released for comparing AS systems coming from disparate fields (e.g., ASP, QBF, and SAT) and SUNNY was extended to deal with generic AS problems. This led to the development of sunny-as, a prototypical algorithm selector based on SUNNY for ASlib scenarios. A major improvement of sunny-as, called sunny-as2, was then submitted to the Open Algorithm Selection Challenge (OASC) in 2017, where it turned out to be the best approach for the runtime minimization of decision problems. In this work we present the technical advancements of sunny-as2, by detailing through several empirical evaluations and by providing new insights. Its current version, built on the top of the preliminary version submitted to OASC, is able to outperform sunny-as and other state-of-the-art AS methods, including those who did not attend the challenge.
A modified gravity model based on network efficiency for vital nodes identification in complex networks
Li, Hanwen, Shang, Qiuyan, Deng, Yong
Vital nodes identification is an essential problem in network science. Various methods have been proposed to solve this problem. In particular, based on the gravity model, a series of improved gravity models are proposed to find vital nodes better in complex networks. However, they still have the room to be improved. In this paper, a novel and improved gravity model, which is named network efficiency gravity centrality model (NEG), integrates gravity model and network efficiency is proposed. Compared to other methods based on different gravity models, the proposed method considers the effect of the nodes on structure robustness of the network better. To solidate the superiority of the proposed method, experiments on varieties of real-world networks are carried out.
A Rate-Distortion Framework for Explaining Black-box Model Decisions
Kolek, Stefan, Nguyen, Duc Anh, Levie, Ron, Bruna, Joan, Kutyniok, Gitta
Powerful machine learning models such as deep neural networks are inherently opaque, which has motivated numerous explanation methods that the research community developed over the last decade [1, 24, 26, 20, 15, 16, 7, 2]. The meaning and validity of an explanation depends on the underlying principle of the explanation framework. Therefore, a trustworthy explanation framework must align intuition with mathematical rigor while maintaining maximal flexibility and applicability. We believe the Rate-Distortion Explanation (RDE) framework, first proposed by [16], then extended by [9], as well as the similar framework in [2], meets the desired qualities. In this chapter, we aim to present the RDE framework in a revised and holistic manner. Our generalized RDE framework can be applied to any model (not just classification tasks), supports in-distribution interpretability (by leveraging in-painting GANs), and admits interpretation queries (by considering suitable input signal representations).
Trivial or impossible -- dichotomous data difficulty masks model differences (on ImageNet and beyond)
Meding, Kristof, Buschoff, Luca M. Schulze, Geirhos, Robert, Wichmann, Felix A.
"The power of a generalization system follows directly from its biases" (Mitchell 1980). Today, CNNs are incredibly powerful generalisation systems--but to what degree have we understood how their inductive bias influences model decisions? We here attempt to disentangle the various aspects that determine how a model decides. In particular, we ask: what makes one model decide differently from another? In a meticulously controlled setting, we find that (1.) irrespective of the network architecture or objective (e.g. To understand these findings, we analysed model decisions on the ImageNet validation set from epoch to epoch and image by image. We find that the ImageNet validation set, among others, suffers from dichotomous data difficulty (DDD): For the range of investigated models and their accuracies, it is dominated by 46.0% "trivial" and 11.5% "impossible" images (beyond label errors). Only 42.5% of the images could possibly be responsible for the differences between two models' decision boundaries. Only removing the "impossible" and "trivial" images allows us to see pronounced differences between models. This implies that in future comparisons of brains, machines and behaviour, much may be gained from investigating the decisive role of images and the distribution of their difficulties. Let's play a game we call Find those tricky images! In Figure 1, we show pairs of images. One image is impossible for a CNN regardless of its architecture, optimiser, random seed etc.--it never gets the label correct.
MGH: Metadata Guided Hypergraph Modeling for Unsupervised Person Re-identification
Wu, Yiming, Wu, Xintian, Li, Xi, Tian, Jian
As a challenging task, unsupervised person ReID aims to match the same identity with query images which does not require any labeled information. In general, most existing approaches focus on the visual cues only, leaving potentially valuable auxiliary metadata information (e.g., spatio-temporal context) unexplored. In the real world, such metadata is normally available alongside captured images, and thus plays an important role in separating several hard ReID matches. With this motivation in mind, we propose~\textbf{MGH}, a novel unsupervised person ReID approach that uses meta information to construct a hypergraph for feature learning and label refinement. In principle, the hypergraph is composed of camera-topology-aware hyperedges, which can model the heterogeneous data correlations across cameras. Taking advantage of label propagation on the hypergraph, the proposed approach is able to effectively refine the ReID results, such as correcting the wrong labels or smoothing the noisy labels. Given the refined results, We further present a memory-based listwise loss to directly optimize the average precision in an approximate manner. Extensive experiments on three benchmarks demonstrate the effectiveness of the proposed approach against the state-of-the-art.
Balancing Average and Worst-case Accuracy in Multitask Learning
Michel, Paul, Ruder, Sebastian, Yogatama, Dani
When training and evaluating machine learning models on a large number of tasks, it is important to not only look at average task accuracy--which may be biased by easy or redundant tasks--but also worst-case accuracy (i.e. the performance on the task with the lowest accuracy). In this work, we show how to use techniques from the distributionally robust optimization (DRO) literature to improve worst-case performance in multitask learning. We highlight several failure cases of DRO when applied off-the-shelf and present an improved method, Lookahead-DRO (L-DRO), which mitigates these issues. The core idea of L-DRO is to anticipate the interaction between tasks during training in order to choose a dynamic re-weighting of the various task losses, which will (i) lead to minimal worst-case loss and (ii) train on as many tasks as possible. After demonstrating the efficacy of L-DRO on a small controlled synthetic setting, we evaluate it on two realistic benchmarks: a multitask version of the CIFAR-100 image classification dataset and a large-scale multilingual language modeling experiment. Our empirical results show that L-DRO achieves a better trade-off between average and worst-case accuracy with little computational overhead compared to several strong baselines. Multitask learning--the process by which a single model is trained to perform a variety of different tasks--has become a subject of increasing interest with many successful applications in a variety of domains (Ruder, 2017; Yu et al., 2020; Wang et al., 2021).
An Ample Approach to Data and Modeling
In the present work, we describe a framework for modeling how models can be built that integrates concepts and methods from a wide range of fields. The information schism between the real-world and that which can be gathered and considered by any individual information processing agent is characterized and discussed, followed by the presentation of a series of the adopted requisites while developing the modeling approach. The issue of mapping from datasets into models is subsequently addressed, as well as some of the respectively implied difficulties and limitations. Based on these considerations, an approach to meta modeling how models are built is then progressively developed. First, the reference M* meta model framework is presented, which relies critically in associating whole datasets and respective models in terms of a strict equivalence relation. Among the interesting features of this model are its ability to bridge the gap between data and modeling, as well as paving the way to an algebra of both data and models which can be employed to combine models into hierarchical manner. After illustrating the M* model in terms of patterns derived from regular lattices, the reported modeling approach continues by discussing how sampling issues, error and overlooked data can be addressed, leading to the $M^{<\epsilon>}$ variant, illustrated respectively to number theory. The situation in which the data needs to be represented in terms of respective probability densities is treated next, yielding the $M^{<\sigma>}$ meta model, which is then illustrated respectively to a real-world dataset (iris flowers data). Several considerations about how the developed framework can provide insights about data clustering, complexity, collaborative research, deep learning, and creativity are then presented, followed by overall conclusions.