Bayesian Inference
Knowledge-Aided Semantic Communication Leveraging Probabilistic Graphical Modeling
Wan, Haowen, Yang, Qianqian, Tang, Jiancheng, shi, Zhiguo
In this paper, we propose a semantic communication approach based on probabilistic graphical model (PGM). The proposed approach involves constructing a PGM from a training dataset, which is then shared as common knowledge between the transmitter and receiver. We evaluate the importance of various semantic features and present a PGM-based compression algorithm designed to eliminate predictable portions of semantic information. Furthermore, we introduce a technique to reconstruct the discarded semantic information at the receiver end, generating approximate results based on the PGM. Simulation results indicate a significant improvement in transmission efficiency over existing methods, while maintaining the quality of the transmitted images.
Maximum a Posteriori Estimation for Linear Structural Dynamics Models Using Bayesian Optimization with Rational Polynomial Chaos Expansions
Schneider, Felix, Papaioannou, Iason, Sudret, Bruno, Müller, Gerhard
Bayesian analysis enables combining prior knowledge with measurement data to learn model parameters. Commonly, one resorts to computing the maximum a posteriori (MAP) estimate, when only a point estimate of the parameters is of interest. We apply MAP estimation in the context of structural dynamic models, where the system response can be described by the frequency response function. To alleviate high computational demands from repeated expensive model calls, we utilize a rational polynomial chaos expansion (RPCE) surrogate model that expresses the system frequency response as a rational of two polynomials with complex coefficients. We propose an extension to an existing sparse Bayesian learning approach for RPCE based on Laplace's approximation for the posterior distribution of the denominator coefficients. Furthermore, we introduce a Bayesian optimization approach, which allows to adaptively enrich the experimental design throughout the optimization process of MAP estimation. Thereby, we utilize the expected improvement acquisition function as a means to identify sample points in the input space that are possibly associated with large objective function values. The acquisition function is estimated through Monte Carlo sampling based on the posterior distribution of the expansion coefficients identified in the sparse Bayesian learning process. By combining the sparsity-inducing learning procedure with the sequential experimental design, we effectively reduce the number of model evaluations in the MAP estimation problem. We demonstrate the applicability of the presented methods on the parameter updating problem of an algebraic two-degree-of-freedom system and the finite element model of a cross-laminated timber plate.
Flexible Bayesian Last Layer Models Using Implicit Priors and Diffusion Posterior Sampling
Xu, Jian, Lin, Zhiqi, Li, Shigui, Chen, Min, Yang, Junmei, Zeng, Delu, Paisley, John
Bayesian Last Layer (BLL) models focus solely on uncertainty in the output layer of neural networks, demonstrating comparable performance to more complex Bayesian models. However, the use of Gaussian priors for last layer weights in Bayesian Last Layer (BLL) models limits their expressive capacity when faced with non-Gaussian, outlier-rich, or high-dimensional datasets. To address this shortfall, we introduce a novel approach that combines diffusion techniques and implicit priors for variational learning of Bayesian last layer weights. This method leverages implicit distributions for modeling weight priors in BLL, coupled with diffusion samplers for approximating true posterior predictions, thereby establishing a comprehensive Bayesian prior and posterior estimation strategy. By delivering an explicit and computationally efficient variational lower bound, our method aims to augment the expressive abilities of BLL models, enhancing model accuracy, calibration, and out-of-distribution detection proficiency. Through detailed exploration and experimental validation, We showcase the method's potential for improving predictive accuracy and uncertainty quantification while ensuring computational efficiency.
Pre-training and in-context learning IS Bayesian inference a la De Finetti
Ye, Naimeng, Yang, Hanming, Siah, Andrew, Namkoong, Hongseok
Accurately gauging uncertainty on the underlying environment is a longstanding goal of intelligent systems. We characterize which latent concepts pre-trained sequence models are naturally able to reason with. We go back to De Finetti's predictive view of Bayesian reasoning: instead of modeling latent parameters through priors and likelihoods like topic models do, De Finetti has long advocated for modeling exchangeable (permutation invariant) sequences of observables. According to this view, pre-training autoregressive models formulates informed beliefs based on prior observations ("empirical Bayes"), and forward generation is a simulated instantiation of an environment ("posterior inference"). This connection allows extending in-context learning (ICL) beyond predictive settings, highlighting sequence models' ability to perform explicit statistical inference. In particular, we show the sequence prediction loss over exchangeable documents controls performance on downstream tasks where uncertainty quantification is key. Empirically, we propose and demonstrate several approaches for encoding exchangeability in sequence model architectures: data augmentation, regularization, and causal masking.
Bayesian Kolmogorov Arnold Networks (Bayesian_KANs): A Probabilistic Approach to Enhance Accuracy and Interpretability
Because of its strong predictive skills, deep learning has emerged as an essential tool in many industries, including healthcare. Traditional deep learning models, on the other hand, frequently lack interpretability and omit to take prediction uncertainty into account two crucial components of clinical decision making. In order to produce explainable and uncertainty aware predictions, this study presents a novel framework called Bayesian Kolmogorov Arnold Networks (BKANs), which combines the expressive capacity of Kolmogorov Arnold Networks with Bayesian inference. We employ BKANs on two medical datasets, which are widely used benchmarks for assessing machine learning models in medical diagnostics: the Pima Indians Diabetes dataset and the Cleveland Heart Disease dataset. Our method provides useful insights into prediction confidence and decision boundaries and outperforms traditional deep learning models in terms of prediction accuracy. Moreover, BKANs' capacity to represent aleatoric and epistemic uncertainty guarantees doctors receive more solid and trustworthy decision support. Our Bayesian strategy improves the interpretability of the model and considerably minimises overfitting, which is important for tiny and imbalanced medical datasets, according to experimental results. We present possible expansions to further use BKANs in more complicated multimodal datasets and address the significance of these discoveries for future research in building reliable AI systems for healthcare. This work paves the way for a new paradigm in deep learning model deployment in vital sectors where transparency and reliability are crucial.
Evaluating Posterior Probabilities: Decision Theory, Proper Scoring Rules, and Calibration
Ferrer, Luciana, Ramos, Daniel
Most machine learning classifiers are designed to output posterior probabilities for the classes given the input sample. These probabilities may be used to make the categorical decision on the class of the sample; provided as input to a downstream system; or provided to a human for interpretation. Evaluating the quality of the posteriors generated by these system is an essential problem which was addressed decades ago with the invention of proper scoring rules (PSRs). Unfortunately, much of the recent machine learning literature uses calibration metrics -- most commonly, the expected calibration error (ECE) -- as a proxy to assess posterior performance. The problem with this approach is that calibration metrics reflect only one aspect of the quality of the posteriors, ignoring the discrimination performance. For this reason, we argue that calibration metrics should play no role in the assessment of posterior quality. Expected PSRs should instead be used for this job, preferably normalized for ease of interpretation. In this work, we first give a brief review of PSRs from a practical perspective, motivating their definition using Bayes decision theory. We discuss why expected PSRs provide a principled measure of the quality of a system's posteriors and why calibration metrics are not the right tool for this job. We argue that calibration metrics, while not useful for performance assessment, may be used as diagnostic tools during system development. With this purpose in mind, we discuss a simple and practical calibration metric, called calibration loss, derived from a decomposition of expected PSRs. We compare this metric with the ECE and with the expected score divergence calibration metric from the PSR literature and argue, using theoretical and empirical evidence, that calibration loss is superior to these two metrics.
Generalized Maximum Likelihood Estimation for Perspective-n-Point Problem
Zhan, Tian, Xu, Chunfeng, Zhang, Cheng, Zhu, Ke
The Perspective-n-Point (PnP) problem has been widely studied in the literature and applied in various vision-based pose estimation scenarios. However, existing methods ignore the anisotropy uncertainty of observations, as demonstrated in several real-world datasets in this paper. This oversight may lead to suboptimal and inaccurate estimation, particularly in the presence of noisy observations. To this end, we propose a generalized maximum likelihood PnP solver, named GMLPnP, that minimizes the determinant criterion by iterating the GLS procedure to estimate the pose and uncertainty simultaneously. Further, the proposed method is decoupled from the camera model. Results of synthetic and real experiments show that our method achieves better accuracy in common pose estimation scenarios, GMLPnP improves rotation/translation accuracy by 4.7%/2.0% on TUM-RGBD and 18.6%/18.4% on KITTI-360 dataset compared to the best baseline. It is more accurate under very noisy observations in a vision-based UAV localization task, outperforming the best baseline by 34.4% in translation estimation accuracy.
Generalizing Trilateration: Approximate Maximum Likelihood Estimator for Initial Orbit Determination in Low-Earth Orbit
Ferreira, Ricardo, Valdeira, Filipa, Guimarães, Marta, Soares, Cláudia
With the increase in the number of active satellites and space debris in orbit, the problem of initial orbit determination (IOD) becomes increasingly important, demanding a high accuracy. Over the years, different approaches have been presented such as filtering methods (for example, Extended Kalman Filter), differential algebra or solving Lambert's problem. In this work, we consider a setting of three monostatic radars, where all available measurements are taken approximately at the same instant. This follows a similar setting as trilateration, a state-of-the-art approach, where each radar is able to obtain a single measurement of range and range-rate. Differently, and due to advances in Multiple-Input Multiple-Output (MIMO) radars, we assume that each location is able to obtain a larger set of range, angle and Doppler shift measurements. Thus, our method can be understood as an extension of trilateration leveraging more recent technology and incorporating additional data. We formulate the problem as a Maximum Likelihood Estimator (MLE), which for some number of observations is asymptotically unbiased and asymptotically efficient. Through numerical experiments, we demonstrate that our method attains the same accuracy as the trilateration method for the same number of measurements and offers an alternative and generalization, returning a more accurate estimation of the satellite's state vector, as the number of available measurements increases.
Randomized Transport Plans via Hierarchical Fully Probabilistic Design
Y., Sarah Boufelja, Quinn, Anthony, Shorten, Robert
An optimal randomized strategy for design of balanced, normalized mass transport plans is developed. It replaces -- but specializes to -- the deterministic, regularized optimal transport (OT) strategy, which yields only a certainty-equivalent plan. The incompletely specified -- and therefore uncertain -- transport plan is acknowledged to be a random process. Therefore, hierarchical fully probabilistic design (HFPD) is adopted, yielding an optimal hyperprior supported on the set of possible transport plans, and consistent with prior mean constraints on the marginals of the uncertain plan. This Bayesian resetting of the design problem for transport plans -- which we call HFPD-OT -- confers new opportunities. These include (i) a strategy for the generation of a random sample of joint transport plans; (ii) randomized marginal contracts for individual source-target pairs; and (iii) consistent measures of uncertainty in the plan and its contracts. An application in algorithmic fairness is outlined, where HFPD-OT enables the recruitment of a more diverse subset of contracts -- than is possible in classical OT -- into the delivery of an expected plan. Also, it permits fairness proxies to be endowed with uncertainty quantifiers.
Meta-Posterior Consistency for the Bayesian Inference of Metastable System
Adams, Zachary P, Mukherjee, Sayan
The vast majority of the literature on learning dynamical systems or stochastic processes from time series has focused on stable or ergodic systems, for both Bayesian and frequentist inference procedures. However, most real-world systems are only metastable, that is, the dynamics appear to be stable on some time scale, but are in fact unstable over longer time scales. Consistency of inference for metastable systems may not be possible, but one can ask about metaconsistency: Do inference procedures converge when observations are taken over a large but finite time interval, but diverge on longer time scales? In this paper we introduce, discuss, and quantify metaconsistency in a Bayesian framework. We discuss how metaconsistency can be exploited to efficiently infer a model for a sub-system of a larger system, where inference on the global behavior may require much more data. We also discuss the relation between meta-consistency and the spectral properties of the model dynamical system in the case of uniformly ergodic diffusions.