Statistical Learning
Bayesian Deep Ensembles via the Neural Tangent Kernel
He, Bobby, Lakshminarayanan, Balaji, Teh, Yee Whye
We explore the link between deep ensembles and Gaussian processes (GPs) through the lens of the Neural Tangent Kernel (NTK): a recent development in understanding the training dynamics of wide neural networks (NNs). Previous work has shown that even in the infinite width limit, when NNs become GPs, there is no GP posterior interpretation to a deep ensemble trained with squared error loss. We introduce a simple modification to standard deep ensembles training, through addition of a computationally-tractable, randomised and untrainable function to each ensemble member, that enables a posterior interpretation in the infinite width limit. When ensembled together, our trained NNs give an approximation to a posterior predictive distribution, and we prove that our Bayesian deep ensembles make more conservative predictions than standard deep ensembles in the infinite width limit. Finally, using finite width NNs we demonstrate that our Bayesian deep ensembles faithfully emulate the analytic posterior predictive when available, and can outperform standard deep ensembles in various out-of-distribution settings, for both regression and classification tasks.
Is SGD a Bayesian sampler? Well, almost
Mingard, Chris, Valle-Pรฉrez, Guillermo, Skalse, Joar, Louis, Ard A.
Overparameterised deep neural networks (DNNs) are highly expressive and so can, in principle, generate almost any function that fits a training dataset with zero error. The vast majority of these functions will perform poorly on unseen data, and yet in practice DNNs often generalise remarkably well. This success suggests that a trained DNN must have a strong inductive bias towards functions with low generalisation error. Here we empirically investigate this inductive bias by calculating, for a range of architectures and datasets, the probability $P_{SGD}(f\mid S)$ that an overparameterised DNN, trained with stochastic gradient descent (SGD) or one of its variants, converges on a function $f$ consistent with a training set $S$. We also use Gaussian processes to estimate the Bayesian posterior probability $P_B(f\mid S)$ that the DNN expresses $f$ upon random sampling of its parameters, conditioned on $S$. Our main findings are that $P_{SGD}(f\mid S)$ correlates remarkably well with $P_B(f\mid S)$ and that $P_B(f\mid S)$ is strongly biased towards low-error and low complexity functions. These results imply that strong inductive bias in the parameter-function map (which determines $P_B(f\mid S)$), rather than a special property of SGD, is the primary explanation for why DNNs generalise so well in the overparameterised regime. While our results suggest that the Bayesian posterior $P_B(f\mid S)$ is the first order determinant of $P_{SGD}(f\mid S)$, there remain second order differences that are sensitive to hyperparameter tuning. A function probability picture, based on $P_{SGD}(f\mid S)$ and/or $P_B(f\mid S)$, can shed new light on the way that variations in architecture or hyperparameter settings such as batch size, learning rate, and optimiser choice, affect DNN performance.
PAC-Bayes Analysis Beyond the Usual Bounds
Rivasplata, Omar, Kuzborskij, Ilja, Szepesvari, Csaba, Shawe-Taylor, John
We focus on a stochastic learning model where the learner observes a finite set of training examples and the output of the learning process is a data-dependent distribution over a space of hypotheses. The learned data-dependent distribution is then used to make randomized predictions, and the high-level theme addressed here is guaranteeing the quality of predictions on examples that were not seen during training, i.e. generalization. In this setting the unknown quantity of interest is the expected risk of the data-dependent randomized predictor, for which upper bounds can be derived via a PAC-Bayes analysis, leading to PAC-Bayes bounds. Specifically, we present a basic PAC-Bayes inequality for stochastic kernels, from which one may derive extensions of various known PAC-Bayes bounds as well as novel bounds. We clarify the role of the requirements of fixed 'data-free' priors, bounded losses, and i.i.d. data. We highlight that those requirements were used to upper-bound an exponential moment term, while the basic PAC-Bayes theorem remains valid without those restrictions. We present three bounds that illustrate the use of data-dependent priors, including one for the unbounded square loss.
Autofocused oracles for model-based design
Fannjiang, Clara, Listgarten, Jennifer
Data-driven design is making headway into a number of application areas, including protein, small-molecule, and materials engineering. The design goal is to construct an object with desired properties, such as a protein that binds to a therapeutic target, or a superconducting material with a higher critical temperature than previously observed. To that end, costly experimental measurements are being replaced with calls to high-capacity regression models trained on labeled data, which can be leveraged in an in silico search for design candidates. However, the design goal necessitates moving into regions of the design space beyond where such models were trained. Therefore, one can ask: should the regression model be altered as the design algorithm explores the design space, in the absence of new data? Herein, we answer this question in the affirmative. In particular, we (i) formalize the data-driven design problem as a non-zero-sum game, (ii) develop a principled strategy for retraining the regression model as the design algorithm proceeds---what we refer to as autofocusing, and (iii) demonstrate the promise of autofocusing empirically.
Shared Space Transfer Learning for analyzing multi-site fMRI data
Yousefnezhad, Muhammad, Selvitella, Alessandro, Zhang, Daoqiang, Greenshaw, Andrew J., Greiner, Russell
Multi-voxel pattern analysis (MVPA) learns predictive models from task-based functional magnetic resonance imaging (fMRI) data, for distinguishing when subjects are performing different cognitive tasks -- e.g., watching movies or making decisions. MVPA works best with a well-designed feature set and an adequate sample size. However, most fMRI datasets are noisy, high-dimensional, expensive to collect, and with small sample sizes. Further, training a robust, generalized predictive model that can analyze homogeneous cognitive tasks provided by multi-site fMRI datasets has additional challenges. This paper proposes the Shared Space Transfer Learning (SSTL) as a novel transfer learning (TL) approach that can functionally align homogeneous multi-site fMRI datasets, and so improve the prediction performance in every site. SSTL first extracts a set of common features for all subjects in each site. It then uses TL to map these site-specific features to a site-independent shared space in order to improve the performance of the MVPA. SSTL uses a scalable optimization procedure that works effectively for high-dimensional fMRI datasets. The optimization procedure extracts the common features for each site by using a single-iteration algorithm and maps these site-specific common features to the site-independent shared space. We evaluate the effectiveness of the proposed method for transferring between various cognitive tasks. Our comprehensive experiments validate that SSTL achieves superior performance to other state-of-the-art analysis techniques.
Efficient, Simple and Automated Negative Sampling for Knowledge Graph Embedding
Zhang, Yongqi, Yao, Quanming, Chen, Lei
Negative sampling, which samples negative triplets from non-observed ones in knowledge graph (KG), is an essential step in KG embedding. Recently, generative adversarial network (GAN), has been introduced in negative sampling. By sampling negative triplets with large gradients, these methods avoid the problem of vanishing gradient and thus obtain better performance. However, they make the original model more complex and harder to train. In this paper, motivated by the observation that negative triplets with large gradients are important but rare, we propose to directly keep track of them with the cache. In this way, our method acts as a "distilled" version of previous GAN-based methods, which does not waste training time on additional parameters to fit the full distribution of negative triplets. However, how to sample from and update the cache are two critical questions. We propose to solve these issues by automated machine learning techniques. The automated version also covers GAN-based methods as special cases. Theoretical explanation of NSCaching is also provided, justifying the superior over fixed sampling scheme. Besides, we further extend NSCaching with skip-gram model for graph embedding. Finally, extensive experiments show that our method can gain significant improvements on various KG embedding models and the skip-gram model, and outperforms the state-of-the-art negative sampling methods.
Discriminative Nearest Neighbor Few-Shot Intent Detection by Transferring Natural Language Inference
Zhang, Jian-Guo, Hashimoto, Kazuma, Liu, Wenhao, Wu, Chien-Sheng, Wan, Yao, Yu, Philip S., Socher, Richard, Xiong, Caiming
Intent detection is one of the core components of goal-oriented dialog systems, and detecting out-of-scope (OOS) intents is also a practically important skill. Few-shot learning is attracting much attention to mitigate data scarcity, but OOS detection becomes even more challenging. In this paper, we present a simple yet effective approach, discriminative nearest neighbor classification with deep self-attention. Unlike softmax classifiers, we leverage BERT-style pairwise encoding to train a binary classifier that estimates the best matched training example for a user input. We propose to boost the discriminative ability by transferring a natural language inference (NLI) model. Our extensive experiments on a large-scale multi-domain intent detection task show that our method achieves more stable and accurate in-domain and OOS detection accuracy than RoBERTa-based classifiers and embedding-based nearest neighbor approaches. More notably, the NLI transfer enables our 10-shot model to perform competitively with 50-shot or even full-shot classifiers, while we can keep the inference time constant by leveraging a faster embedding retrieval model.
Implicit Variational Inference: the Parameter and the Predictor Space
Pequignot, Yann, Alain, Mathieu, Dallaire, Patrick, Yeganehparast, Alireza, Germain, Pascal, Desharnais, Josรฉe, Laviolette, Franรงois
Having access to accurate confidence levels along with the predictions allows to determine whether making a decision is worth the risk. Under the Bayesian paradigm, the posterior distribution over parameters is used to capture model uncertainty, a valuable information that can be translated into predictive uncertainty. However, computing the posterior distribution for high capacity predictors, such as neural networks, is generally intractable, making approximate methods such as variational inference a promising alternative. While most methods perform inference in the space of parameters, we explore the benefits of carrying inference directly in the space of predictors. Relying on a family of distributions given by a deep generative neural network, we present two ways of carrying variational inference: one in \emph{parameter space}, one in \emph{predictor space}. Importantly, the latter requires us to choose a distribution of inputs, therefore allowing us at the same time to explicitly address the question of \emph{out-of-distribution} uncertainty. We explore from various perspectives the implications of working in the predictor space induced by neural networks as opposed to the parameter space, focusing mainly on the quality of uncertainty estimation for data lying outside of the training distribution. We compare posterior approximations obtained with these two methods to several standard methods and present results showing that variational approximations learned in the predictor space distinguish themselves positively from those trained in the parameter space.
Pathfinder Discovery Networks for Neural Message Passing
Rozemberczki, Benedek, Englert, Peter, Kapoor, Amol, Blais, Martin, Perozzi, Bryan
In this work we propose Pathfinder Discovery Networks (PDNs), a method for jointly learning a message passing graph over a multiplex network with a downstream semi-supervised model. PDNs inductively learn an aggregated weight for each edge, optimized to produce the best outcome for the downstream learning task. PDNs are a generalization of attention mechanisms on graphs which allow flexible construction of similarity functions between nodes, edge convolutions, and cheap multiscale mixing layers. We show that PDNs overcome weaknesses of existing methods for graph attention (e.g. Graph Attention Networks), such as the diminishing weight problem. Our experimental results demonstrate competitive predictive performance on academic node classification tasks. Additional results from a challenging suite of node classification experiments show how PDNs can learn a wider class of functions than existing baselines. We analyze the relative computational complexity of PDNs, and show that PDN runtime is not considerably higher than static-graph models. Finally, we discuss how PDNs can be used to construct an easily interpretable attention mechanism that allows users to understand information propagation in the graph.
Knowledge Graph Embeddings in Geometric Algebras
Xu, Chengjin, Nayyeri, Mojtaba, Chen, Yung-Yu, Lehmann, Jens
Knowledge graph (KG) embedding aims at embedding entities and relations in a KG into a lowdimensional latent representation space. Existing KG embedding approaches model entities andrelations in a KG by utilizing real-valued , complex-valued, or hypercomplex-valued (Quaternionor Octonion) representations, all of which are subsumed into a geometric algebra. In this work,we introduce a novel geometric algebra-based KG embedding framework, GeomE, which uti-lizes multivector representations and the geometric product to model entities and relations. Ourframework subsumes several state-of-the-art KG embedding approaches and is advantageouswith its ability of modeling various key relation patterns, including (anti-)symmetry, inversionand composition, rich expressiveness with higher degree of freedom as well as good general-ization capacity. Experimental results on multiple benchmark knowledge graphs show that theproposed approach outperforms existing state-of-the-art models for link prediction.