Bayesian Inference
Addressing Label Shift in Distributed Learning via Entropy Regularization
Wu, Zhiyuan, Choi, Changkyu, Cao, Xiangcheng, Cevher, Volkan, Ramezani-Kebrya, Ali
We address the challenge of minimizing true risk in multi-node distributed learning. These systems are frequently exposed to both inter-node and intra-node label shifts, which present a critical obstacle to effectively optimizing model performance while ensuring that data remains confined to each node. To tackle this, we propose the Versatile Robust Label Shift (VRLS) method, which enhances the maximum likelihood estimation of the test-to-train label density ratio. VRLS incorporates Shannon entropy-based regularization and adjusts the density ratio during training to better handle label shifts at the test time. In multi-node learning environments, VRLS further extends its capabilities by learning and adapting density ratios across nodes, effectively mitigating label shifts and improving overall model performance. Experiments conducted on MNIST, Fashion MNIST, and CIFAR-10 demonstrate the effectiveness of VRLS, outperforming baselines by up to 20% in imbalanced settings. These results highlight the significant improvements VRLS offers in addressing label shifts. Our theoretical analysis further supports this by establishing high-probability bounds on estimation errors.
Hierarchical Sparse Bayesian Multitask Model with Scalable Inference for Microbiome Analysis
Zhu, Haonan, Goncalves, Andre R., Valdes, Camilo, Ranganathan, Hiranmayi, Zhang, Boya, Martí, Jose Manuel, Kok, Car Reen, Borucki, Monica K., Mulakken, Nisha J., Thissen, James B., Jaing, Crystal, Hero, Alfred, Be, Nicholas A.
This paper proposes a hierarchical Bayesian multitask learning model that is applicable to the general multi-task binary classification learning problem where the model assumes a shared sparsity structure across different tasks. We derive a computationally efficient inference algorithm based on variational inference to approximate the posterior distribution. We demonstrate the potential of the new approach on various synthetic datasets and for predicting human health status based on microbiome profile. Our analysis incorporates data pooled from multiple microbiome studies, along with a comprehensive comparison with other benchmark methods. Results in synthetic datasets show that the proposed approach has superior support recovery property when the underlying regression coefficients share a common sparsity structure across different tasks. Our experiments on microbiome classification demonstrate the utility of the method in extracting informative taxa while providing well-calibrated predictions with uncertainty quantification and achieving competitive performance in terms of prediction metrics. Notably, despite the heterogeneity of the pooled datasets (e.g., different experimental objectives, laboratory setups, sequencing equipment, patient demographics), our method delivers robust results.
FAB-PPI: Frequentist, Assisted by Bayes, Prediction-Powered Inference
Cortinovis, Stefano, Caron, François
Prediction-powered inference (PPI) enables valid statistical inference by combining experimental data with machine learning predictions. When a sufficient number of high-quality predictions is available, PPI results in more accurate estimates and tighter confidence intervals than traditional methods. In this paper, we propose to inform the PPI framework with prior knowledge on the quality of the predictions. The resulting method, which we call frequentist, assisted by Bayes, PPI (FAB-PPI), improves over PPI when the observed prediction quality is likely under the prior, while maintaining its frequentist guarantees. Furthermore, when using heavy-tailed priors, FAB-PPI adaptively reverts to standard PPI in low prior probability regions. We demonstrate the benefits of FAB-PPI in real and synthetic examples.
Optimal Subspace Inference for the Laplace Approximation of Bayesian Neural Networks
Subspace inference for neural networks assumes that a subspace of their parameter space suffices to produce a reliable uncertainty quantification. In this work, we mathematically derive the optimal subspace model to a Bayesian inference scenario based on the Laplace approximation. We demonstrate empirically that, in the optimal case, often a fraction of parameters less than 1% is sufficient to obtain a reliable estimate of the full Laplace approximation. Since the optimal solution is derived, we can evaluate all other subspace models against a baseline. In addition, we give an approximation of our method that is applicable to larger problem settings, in which the optimal solution is not computable, and compare it to existing subspace models from the literature. In general, our approximation scheme outperforms previous work. Furthermore, we present a metric to qualitatively compare different subspace models even if the exact Laplace approximation is unknown.
Distribution Transformers: Fast Approximate Bayesian Inference With On-The-Fly Prior Adaptation
Whittle, George, Ziomek, Juliusz, Rawling, Jacob, Osborne, Michael A
While Bayesian inference provides a principled framework for reasoning under uncertainty, its widespread adoption is limited by the intractability of exact posterior computation, necessitating the use of approximate inference. However, existing methods are often computationally expensive, or demand costly retraining when priors change, limiting their utility, particularly in sequential inference problems such as real-time sensor fusion. To address these challenges, we introduce the Distribution Transformer -- a novel architecture that can learn arbitrary distribution-to-distribution mappings. Our method can be trained to map a prior to the corresponding posterior, conditioned on some dataset -- thus performing approximate Bayesian inference. Our novel architecture represents a prior distribution as a (universally-approximating) Gaussian Mixture Model (GMM), and transforms it into a GMM representation of the posterior. The components of the GMM attend to each other via self-attention, and to the datapoints via cross-attention. We demonstrate that Distribution Transformers both maintain flexibility to vary the prior, and significantly reduces computation times-from minutes to milliseconds-while achieving log-likelihood performance on par with or superior to existing approximate inference methods across tasks such as sequential inference, quantum system parameter inference, and Gaussian Process predictive posterior inference with hyperpriors.
Learning Hyperparameters via a Data-Emphasized Variational Objective
Harvey, Ethan, Petrov, Mikhail, Hughes, Michael C.
When training large flexible models, practitioners often rely on grid search to select hyperparameters that control over-fitting. This grid search has several disadvantages: the search is computationally expensive, requires carving out a validation set that reduces the available data for training, and requires users to specify candidate values. In this paper, we propose an alternative: directly learning regularization hyperparameters on the full training set via the evidence lower bound ("ELBo") objective from variational methods. For deep neural networks with millions of parameters, we recommend a modified ELBo that upweights the influence of the data likelihood relative to the prior. Our proposed technique overcomes all three disadvantages of grid search. In a case study on transfer learning of image classifiers, we show how our method reduces the 88+ hour grid search of past work to under 3 hours while delivering comparable accuracy. We further demonstrate how our approach enables efficient yet accurate approximations of Gaussian processes with learnable length-scale kernels.
Federated Learning with Discriminative Naive Bayes Classifier
Torrijos, Pablo, Alfaro, Juan C., Gámez, José A., Puerta, José M.
Federated Learning has emerged as a promising approach to train machine learning models on decentralized data sources while preserving data privacy. This paper proposes a new federated approach for Naive Bayes (NB) classification, assuming discrete variables. Our approach federates a discriminative variant of NB, sharing meaningless parameters instead of conditional probability tables. Therefore, this process is more reliable against possible attacks. We conduct extensive experiments on 12 datasets to validate the efficacy of our approach, comparing federated and non-federated settings. Additionally, we benchmark our method against the generative variant of NB, which serves as a baseline for comparison. Our experimental results demonstrate the effectiveness of our method in achieving accurate classification.
Query-Based and Unnoticeable Graph Injection Attack from Neighborhood Perspective
Liu, Chang, Huang, Hai, Xing, Yujie, Zuo, Xingquan
The robustness of Graph Neural Networks (GNNs) has become an increasingly important topic due to their expanding range of applications. Various attack methods have been proposed to explore the vulnerabilities of GNNs, ranging from Graph Modification Attacks (GMA) to the more practical and flexible Graph Injection Attacks (GIA). However, existing methods face two key challenges: (i) their reliance on surrogate models, which often leads to reduced attack effectiveness due to structural differences and prior biases, and (ii) existing GIA methods often sacrifice attack success rates in undefended settings to bypass certain defense models, thereby limiting their overall effectiveness. To overcome these limitations, we propose QUGIA, a Query-based and Unnoticeable Graph Injection Attack. QUGIA injects nodes by first selecting edges based on victim node connections and then generating node features using a Bayesian framework. This ensures that the injected nodes are similar to the original graph nodes, implicitly preserving homophily and making the attack more unnoticeable. Unlike previous methods, QUGIA does not rely on surrogate models, thereby avoiding performance degradation and achieving better generalization. Extensive experiments on six real-world datasets with diverse characteristics demonstrate that QUGIA achieves unnoticeable attacks and outperforms state-of-the-art attackers. The code will be released upon acceptance.
Estimating Network Models using Neural Networks
Exponential random graph models (ERGMs) are very flexible for modeling network formation but pose difficult estimation challenges due to their intractable normalizing constant. Existing methods, such as MCMC-MLE, rely on sequential simulation at every optimization step. We propose a neural network approach that trains on a single, large set of parameter-simulation pairs to learn the mapping from parameters to average network statistics. Once trained, this map can be inverted, yielding a fast and parallelizable estimation method. The procedure also accommodates extra network statistics to mitigate model misspecification. Some simple illustrative examples show that the method performs well in practice.
What is causal about causal models and representations?
Jørgensen, Frederik Hytting, Gresele, Luigi, Weichwald, Sebastian
Causal Bayesian networks are 'causal' models since they make predictions about interventional distributions. To connect such causal model predictions to real-world outcomes, we must determine which actions in the world correspond to which interventions in the model. For example, to interpret an action as an intervention on a treatment variable, the action will presumably have to a) change the distribution of treatment in a way that corresponds to the intervention, and b) not change other aspects, such as how the outcome depends on the treatment; while the marginal distributions of some variables may change as an effect. We introduce a formal framework to make such requirements for different interpretations of actions as interventions precise. We prove that the seemingly natural interpretation of actions as interventions is circular: Under this interpretation, every causal Bayesian network that correctly models the observational distribution is trivially also interventionally valid, and no action yields empirical data that could possibly falsify such a model. We prove an impossibility result: No interpretation exists that is non-circular and simultaneously satisfies a set of natural desiderata. Instead, we examine non-circular interpretations that may violate some desiderata and show how this may in turn enable the falsification of causal models. By rigorously examining how a causal Bayesian network could be a 'causal' model of the world instead of merely a mathematical object, our formal framework contributes to the conceptual foundations of causal representation learning, causal discovery, and causal abstraction, while also highlighting some limitations of existing approaches.