Bayesian Inference
Calibrating Bayesian Learning via Regularization, Confidence Minimization, and Selective Inference
Huang, Jiayi, Park, Sangwoo, Simeone, Osvaldo
The application of artificial intelligence (AI) models in fields such as engineering is limited by the known difficulty of quantifying the reliability of an AI's decision. A well-calibrated AI model must correctly report its accuracy on in-distribution (ID) inputs, while also enabling the detection of out-of-distribution (OOD) inputs. A conventional approach to improve calibration is the application of Bayesian ensembling. However, owing to computational limitations and model misspecification, practical ensembling strategies do not necessarily enhance calibration. This paper proposes an extension of variational inference (VI)-based Bayesian learning that integrates calibration regularization for improved ID performance, confidence minimization for OOD detection, and selective calibration to ensure a synergistic use of calibration regularization and confidence minimization. The scheme is constructed successively by first introducing calibration-regularized Bayesian learning (CBNN), then incorporating out-of-distribution confidence minimization (OCM) to yield CBNN-OCM, and finally integrating also selective calibration to produce selective CBNN-OCM (SCBNN-OCM). Selective calibration rejects inputs for which the calibration performance is expected to be insufficient. Numerical results illustrate the trade-offs between ID accuracy, ID calibration, and OOD calibration attained by both frequentist and Bayesian learning methods. Among the main conclusions, SCBNN-OCM is seen to achieve best ID and OOD performance as compared to existing state-of-the-art approaches at the cost of rejecting a sufficiently large number of inputs.
Variational Bayesian Last Layers
Harrison, James, Willes, John, Snoek, Jasper
We introduce a deterministic variational formulation for training Bayesian last layer neural networks. This yields a sampling-free, single-pass model and loss that effectively improves uncertainty estimation. Our variational Bayesian last layer (VBLL) can be trained and evaluated with only quadratic complexity in last layer width, and is thus (nearly) computationally free to add to standard architectures. We experimentally investigate VBLLs, and show that they improve predictive accuracy, calibration, and out of distribution detection over baselines across both regression and classification. Finally, we investigate combining VBLL layers with variational Bayesian feature learning, yielding a lower variance collapsed variational inference method for Bayesian neural networks. Well-calibrated uncertainty quantification is essential for reliable decision-making with machine learning systems.
Awareness of uncertainty in classification using a multivariate model and multi-views
Kornaev, Alexey, Kornaeva, Elena, Ivanov, Oleg, Pershin, Ilya, Alukaev, Danis
One of the ways to make artificial intelligence more natural is to give it some room for doubt. Two main questions should be resolved in that way. First, how to train a model to estimate uncertainties of its own predictions? And then, what to do with the uncertain predictions if they appear? First, we proposed an uncertainty-aware negative log-likelihood loss for the case of N-dimensional multivariate normal distribution with spherical variance matrix to the solution of N-classes classification tasks. The loss is similar to the heteroscedastic regression loss. The proposed model regularizes uncertain predictions, and trains to calculate both the predictions and their uncertainty estimations. The model fits well with the label smoothing technique. Second, we expanded the limits of data augmentation at the training and test stages, and made the trained model to give multiple predictions for a given number of augmented versions of each test sample. Given the multi-view predictions together with their uncertainties and confidences, we proposed several methods to calculate final predictions, including mode values and bin counts with soft and hard weights. For the latter method, we formalized the model tuning task in the form of multimodal optimization with non-differentiable criteria of maximum accuracy, and applied particle swarm optimization to solve the tuning task. The proposed methodology was tested using CIFAR-10 dataset with clean and noisy labels and demonstrated good results in comparison with other uncertainty estimation methods related to sample selection, co-teaching, and label smoothing.
Unsupervised Speaker Diarization in Distributed IoT Networks Using Federated Learning
Bhuyan, Amit Kumar, Dutta, Hrishikesh, Biswas, Subir
This paper presents a computationally efficient and distributed speaker diarization framework for networked IoT-style audio devices. The work proposes a Federated Learning model which can identify the participants in a conversation without the requirement of a large audio database for training. An unsupervised online update mechanism is proposed for the Federated Learning model which depends on cosine similarity of speaker embeddings. Moreover, the proposed diarization system solves the problem of speaker change detection via. unsupervised segmentation techniques using Hotelling's t-squared Statistic and Bayesian Information Criterion. In this new approach, speaker change detection is biased around detected quasi-silences, which reduces the severity of the trade-off between the missed detection and false detection rates. Additionally, the computational overhead due to frame-by-frame identification of speakers is reduced via. unsupervised clustering of speech segments. The results demonstrate the effectiveness of the proposed training method in the presence of non-IID speech data. It also shows a considerable improvement in the reduction of false and missed detection at the segmentation stage, while reducing the computational overhead. Improved accuracy and reduced computational cost makes the mechanism suitable for real-time speaker diarization across a distributed IoT audio network.
Tree Bandits for Generative Bayes
O'Hagan, Sean, Kim, Jungeum, Rockova, Veronika
In generative models with obscured likelihood, Approximate Bayesian Computation (ABC) is often the tool of last resort for inference. However, ABC demands many prior parameter trials to keep only a small fraction that passes an acceptance test. To accelerate ABC rejection sampling, this paper develops a self-aware framework that learns from past trials and errors. We apply recursive partitioning classifiers on the ABC lookup table to sequentially refine high-likelihood regions into boxes. Each box is regarded as an arm in a binary bandit problem treating ABC acceptance as a reward. Each arm has a proclivity for being chosen for the next ABC evaluation, depending on the prior distribution and past rejections. The method places more splits in those areas where the likelihood resides, shying away from low-probability regions destined for ABC rejections. We provide two versions: (1) ABC-Tree for posterior sampling, and (2) ABC-MAP for maximum a posteriori estimation. We demonstrate accurate ABC approximability at much lower simulation cost. We justify the use of our tree-based bandit algorithms with nearly optimal regret bounds. Finally, we successfully apply our approach to the problem of masked image classification using deep generative models.
Data-driven subgrouping of patient trajectories with chronic diseases: Evidence from low back pain
Naumzik, Christof, Kongsted, Alice, Vach, Werner, Feuerriegel, Stefan
Clinical data informs the personalization of health care with a potential for more effective disease management. In practice, this is achieved by subgrouping, whereby clusters with similar patient characteristics are identified and then receive customized treatment plans with the goal of targeting subgroup-specific disease dynamics. In this paper, we propose a novel mixture hidden Markov model for subgrouping patient trajectories from chronic diseases. Our model is probabilistic and carefully designed to capture different trajectory phases of chronic diseases (i.e., "severe", "moderate", and "mild") through tailored latent states. We demonstrate our subgrouping framework based on a longitudinal study across 847 patients with non-specific low back pain. Here, our subgrouping framework identifies 8 subgroups. Further, we show that our subgrouping framework outperforms common baselines in terms of cluster validity indices. Finally, we discuss the applicability of the model to other chronic and long-lasting diseases.
Nearly Optimal Algorithms for Contextual Dueling Bandits from Adversarial Feedback
Di, Qiwei, He, Jiafan, Gu, Quanquan
Learning from human feedback plays an important role in aligning generative models, such as large language models (LLM). However, the effectiveness of this approach can be influenced by adversaries, who may intentionally provide misleading preferences to manipulate the output in an undesirable or harmful direction. To tackle this challenge, we study a specific model within this problem domain--contextual dueling bandits with adversarial feedback, where the true preference label can be flipped by an adversary. We propose an algorithm namely robust contextual dueling bandit (\algo), which is based on uncertainty-weighted maximum likelihood estimation. Our algorithm achieves an $\tilde O(d\sqrt{T}+dC)$ regret bound, where $T$ is the number of rounds, $d$ is the dimension of the context, and $ 0 \le C \le T$ is the total number of adversarial feedback. We also prove a lower bound to show that our regret bound is nearly optimal, both in scenarios with and without ($C=0$) adversarial feedback. Additionally, we conduct experiments to evaluate our proposed algorithm against various types of adversarial feedback. Experimental results demonstrate its superiority over the state-of-the-art dueling bandit algorithms in the presence of adversarial feedback.
A variational neural Bayes framework for inference on intractable posterior distributions
Maceda, Elliot, Hector, Emily C., Lenzi, Amanda, Reich, Brian J.
Classic Bayesian methods with complex models are frequently infeasible due to an intractable likelihood. Simulation-based inference methods, such as Approximate Bayesian Computing (ABC), calculate posteriors without accessing a likelihood function by leveraging the fact that data can be quickly simulated from the model, but converge slowly and/or poorly in high-dimensional settings. In this paper, we propose a framework for Bayesian posterior estimation by mapping data to posteriors of parameters using a neural network trained on data simulated from the complex model. Posterior distributions of model parameters are efficiently obtained by feeding observed data into the trained neural network. We show theoretically that our posteriors converge to the true posteriors in Kullback-Leibler divergence. Our approach yields computationally efficient and theoretically justified uncertainty quantification, which is lacking in existing simulation-based neural network approaches. Comprehensive simulation studies highlight our method's robustness and accuracy.
Geometric Neural Operators (GNPs) for Data-Driven Deep Learning of Non-Euclidean Operators
Quackenbush, Blaine, Atzberger, Paul J.
We introduce Geometric Neural Operators (GNPs) for accounting for geometric contributions in data-driven deep learning of operators. We show how GNPs can be used (i) to estimate geometric properties, such as the metric and curvatures, (ii) to approximate Partial Differential Equations (PDEs) on manifolds, (iii) learn solution maps for Laplace-Beltrami (LB) operators, and (iv) to solve Bayesian inverse problems for identifying manifold shapes. The methods allow for handling geometries of general shape including point-cloud representations. The developed GNPs provide approaches for incorporating the roles of geometry in data-driven learning of operators.
Analytical Approximation of the ELBO Gradient in the Context of the Clutter Problem
We propose an analytical solution for approximating the gradient of the Evidence Lower Bound (ELBO) in variational inference problems where the statistical model is a Bayesian network consisting of observations drawn from a mixture of a Gaussian distribution embedded in unrelated clutter, known as the clutter problem. The method employs the reparameterization trick to move the gradient operator inside the expectation and relies on the assumption that, because the likelihood factorizes over the observed data, the variational distribution is generally more compactly supported than the Gaussian distribution in the likelihood factors. This allows efficient local approximation of the individual likelihood factors, which leads to an analytical solution for the integral defining the gradient expectation. We integrate the proposed gradient approximation as the expectation step in an EM (Expectation Maximization) algorithm for maximizing ELBO and test against classical deterministic approaches in Bayesian inference, such as the Laplace approximation, Expectation Propagation and Mean-Field Variational Inference. The proposed method demonstrates good accuracy and rate of convergence together with linear computational complexity.