Goto

Collaborating Authors

 Bayesian Inference


(Un)certainty of (Un)fairness: Preference-Based Selection of Certainly Fair Decision-Makers

arXiv.org Artificial Intelligence

Fairness metrics are used to assess discrimination and disparity of the chances between yellow and blue candidates of getting bias in decision-making processes across various domains, including accepted. Intuitively, we are more certain about the decisions machine learning models and human decision-makers in real-world being made by company A than company B. In the case of company applications. This involves calculating the disparities between probabilistic B, the rejection of blue candidates can be attributed to random outcomes among social groups, such as acceptance rates circumstances. In this case, we would judge company A as more discriminatory between male and female applicants. However, traditional fairness than company B because we are more certain that A metrics do not account for the uncertainty in these processes and is unfair and very uncertain about the unfairness of B. But if both lack of comparability when two decision-makers exhibit the same companies accepted all applicants, the disparity would be 0%, and disparity. Using Bayesian statistics, we quantify the uncertainty of we would conversely judge B as more discriminatory than A. This is the disparity to enhance discrimination assessments. We represent because we are certain that A is fair, while we are uncertain about the each decision-maker, whether a machine learning model or a human, fairness of B. Lastly, when comparing between uncertain fair and uncertain by its disparity and the corresponding uncertainty in that disparity.


Unrolled denoising networks provably learn optimal Bayesian inference

arXiv.org Artificial Intelligence

Much of Bayesian inference centers around the design of estimators for inverse problems which are optimal assuming the data comes from a known prior. But what do these optimality guarantees mean if the prior is unknown? In recent years, algorithm unrolling has emerged as deep learning's answer to this age-old question: design a neural network whose layers can in principle simulate iterations of inference algorithms and train on data generated by the unknown prior. Despite its empirical success, however, it has remained unclear whether this method can provably recover the performance of its optimal, prior-aware counterparts. In this work, we prove the first rigorous learning guarantees for neural networks based on unrolling approximate message passing (AMP). For compressed sensing, we prove that when trained on data drawn from a product prior, the layers of the network approximately converge to the same denoisers used in Bayes AMP. We also provide extensive numerical experiments for compressed sensing and rank-one matrix estimation demonstrating the advantages of our unrolled architecture - in addition to being able to obliviously adapt to general priors, it exhibits improvements over Bayes AMP in more general settings of low dimensions, non-Gaussian designs, and non-product priors.


The Central Role of the Loss Function in Reinforcement Learning

arXiv.org Artificial Intelligence

This paper illustrates the central role of loss functions in data-driven decision making, providing a comprehensive survey on their influence in cost-sensitive classification (CSC) and reinforcement learning (RL). We demonstrate how different regression loss functions affect the sample efficiency and adaptivity of value-based decision making algorithms. Across multiple settings, we prove that algorithms using the binary cross-entropy loss achieve first-order bounds scaling with the optimal policy's cost and are much more efficient than the commonly used squared loss. Moreover, we prove that distributional algorithms using the maximum likelihood loss achieve second-order bounds scaling with the policy variance and are even sharper than first-order bounds. This in particular proves the benefits of distributional RL. We hope that this paper serves as a guide analyzing decision making algorithms with varying loss functions, and can inspire the reader to seek out better loss functions to improve any decision making algorithm.


Test-Time Augmentation Meets Variational Bayes

arXiv.org Artificial Intelligence

Data augmentation is known to contribute significantly to the robustness of machine learning models. In most instances, data augmentation is utilized during the training phase. Test-Time Augmentation (TTA) is a technique that instead leverages these data augmentations during the testing phase to achieve robust predictions. More precisely, TTA averages the predictions of multiple data augmentations of an instance to produce a final prediction. Although the effectiveness of TTA has been empirically reported, it can be expected that the predictive performance achieved will depend on the set of data augmentation methods used during testing. In particular, the data augmentation methods applied should make different contributions to performance. That is, it is anticipated that there may be differing degrees of contribution in the set of data augmentation methods used for TTA, and these could have a negative impact on prediction performance. In this study, we consider a weighted version of the TTA based on the contribution of each data augmentation. Some variants of TTA can be regarded as considering the problem of determining the appropriate weighting. We demonstrate that the determination of the coefficients of this weighted TTA can be formalized in a variational Bayesian framework. We also show that optimizing the weights to maximize the marginal log-likelihood suppresses candidates of unwanted data augmentations at the test phase.


Performance of Cross-Validated Targeted Maximum Likelihood Estimation

arXiv.org Machine Learning

Background: Advanced methods for causal inference, such as targeted maximum likelihood estimation (TMLE), require certain conditions for statistical inference. However, in situations where there is not differentiability due to data sparsity or near-positivity violations, the Donsker class condition is violated. In such situations, TMLE variance can suffer from inflation of the type I error and poor coverage, leading to conservative confidence intervals. Cross-validation of the TMLE algorithm (CVTMLE) has been suggested to improve on performance compared to TMLE in settings of positivity or Donsker class violations. We aim to investigate the performance of CVTMLE compared to TMLE in various settings. Methods: We utilised the data-generating mechanism as described in Leger et al. (2022) to run a Monte Carlo experiment under different Donsker class violations. Then, we evaluated the respective statistical performances of TMLE and CVTMLE with different super learner libraries, with and without regression tree methods. Results: We found that CVTMLE vastly improves confidence interval coverage without adversely affecting bias, particularly in settings with small sample sizes and near-positivity violations. Furthermore, incorporating regression trees using standard TMLE with ensemble super learner-based initial estimates increases bias and variance leading to invalid statistical inference. Conclusions: It has been shown that when using CVTMLE the Donsker class condition is no longer necessary to obtain valid statistical inference when using regression trees and under either data sparsity or near-positivity violations. We show through simulations that CVTMLE is much less sensitive to the choice of the super learner library and thereby provides better estimation and inference in cases where the super learner library uses more flexible candidates and is prone to overfitting.


Amortized Variational Inference for Deep Gaussian Processes

arXiv.org Artificial Intelligence

Gaussian processes (GPs) are Bayesian nonparametric models for function approximation with principled predictive uncertainty estimates. Deep Gaussian processes (DGPs) are multilayer generalizations of GPs that can represent complex marginal densities as well as complex mappings. As exact inference is either computationally prohibitive or analytically intractable in GPs and extensions thereof, some existing methods resort to variational inference (VI) techniques for tractable approximations. However, the expressivity of conventional approximate GP models critically relies on independent inducing variables that might not be informative enough for some problems. In this work we introduce amortized variational inference for DGPs, which learns an inference function that maps each observation to variational parameters. The resulting method enjoys a more expressive prior conditioned on fewer input dependent inducing variables and a flexible amortized marginal posterior that is able to model more complicated functions. We show with theoretical reasoning and experimental results that our method performs similarly or better than previous approaches at less computational cost.


Denoising: A Powerful Building-Block for Imaging, Inverse Problems, and Machine Learning

arXiv.org Artificial Intelligence

Denoising, the process of reducing random fluctuations in a signal to emphasize essential patterns, has been a fundamental problem of interest since the dawn of modern scientific inquiry. Recent denoising techniques, particularly in imaging, have achieved remarkable success, nearing theoretical limits by some measures. Yet, despite tens of thousands of research papers, the wide-ranging applications of denoising beyond noise removal have not been fully recognized. This is partly due to the vast and diverse literature, making a clear overview challenging. This paper aims to address this gap. We present a clarifying perspective on denoisers, their structure, and desired properties. We emphasize the increasing importance of denoising and showcase its evolution into an essential building block for complex tasks in imaging, inverse problems, and machine learning. Despite its long history, the community continues to uncover unexpected and groundbreaking uses for denoising, further solidifying its place as a cornerstone of scientific and engineering practice.


A logical alarm for misaligned binary classifiers

arXiv.org Artificial Intelligence

If two agents disagree in their decisions, we may suspect they are not both correct. This intuition is formalized for evaluating agents that have carried out a binary classification task. Their agreements and disagreements on a joint test allow us to establish the only group evaluations logically consistent with their responses. This is done by establishing a set of axioms (algebraic relations) that must be universally obeyed by all evaluations of binary responders. A complete set of such axioms are possible for each ensemble of size N. The axioms for $N = 1, 2$ are used to construct a fully logical alarm - one that can prove that at least one ensemble member is malfunctioning using only unlabeled data. The similarities of this approach to formal software verification and its utility for recent agendas of safe guaranteed AI are discussed.


Fractional Naive Bayes (FNB): non-convex optimization for a parsimonious weighted selective naive Bayes classifier

arXiv.org Machine Learning

We study supervised classification for datasets with a very large number of input variables. The na\"ive Bayes classifier is attractive for its simplicity, scalability and effectiveness in many real data applications. When the strong na\"ive Bayes assumption of conditional independence of the input variables given the target variable is not valid, variable selection and model averaging are two common ways to improve the performance. In the case of the na\"ive Bayes classifier, the resulting weighting scheme on the models reduces to a weighting scheme on the variables. Here we focus on direct estimation of variable weights in such a weighted na\"ive Bayes classifier. We propose a sparse regularization of the model log-likelihood, which takes into account prior penalization costs related to each input variable. Compared to averaging based classifiers used up until now, our main goal is to obtain parsimonious robust models with less variables and equivalent performance. The direct estimation of the variable weights amounts to a non-convex optimization problem for which we propose and compare several two-stage algorithms. First, the criterion obtained by convex relaxation is minimized using several variants of standard gradient methods. Then, the initial non-convex optimization problem is solved using local optimization methods initialized with the result of the first stage. The various proposed algorithms result in optimization-based weighted na\"ive Bayes classifiers, that are evaluated on benchmark datasets and positioned w.r.t. to a reference averaging-based classifier.


BEINGS: Bayesian Embodied Image-goal Navigation with Gaussian Splatting

arXiv.org Artificial Intelligence

Image-goal navigation enables a robot to reach the location where a target image was captured, using visual cues for guidance. However, current methods either rely heavily on data and computationally expensive learning-based approaches or lack efficiency in complex environments due to insufficient exploration strategies. To address these limitations, we propose Bayesian Embodied Image-goal Navigation Using Gaussian Splatting, a novel method that formulates ImageNav as an optimal control problem within a model predictive control framework. BEINGS leverages 3D Gaussian Splatting as a scene prior to predict future observations, enabling efficient, real-time navigation decisions grounded in the robot's sensory experiences. By integrating Bayesian updates, our method dynamically refines the robot's strategy without requiring extensive prior experience or data. Our algorithm is validated through extensive simulations and physical experiments, showcasing its potential for embodied robot systems in visually complex scenarios.