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 Bayesian Inference


Model-Free Approximate Bayesian Learning for Large-Scale Conversion Funnel Optimization

arXiv.org Artificial Intelligence

The flexibility of choosing the ad action as a function of the consumer state is critical for modern-day marketing campaigns. We study the problem of identifying the optimal sequential personalized interventions that maximize the adoption probability for a new product. We model consumer behavior by a conversion funnel that captures the state of each consumer (e.g., interaction history with the firm) and allows the consumer behavior to vary as a function of both her state and firm's sequential interventions. We show our model captures consumer behavior with very high accuracy (out-of-sample AUC of over 0.95) in a real-world email marketing dataset. However, it results in a very large-scale learning problem, where the firm must learn the state-specific effects of various interventions from consumer interactions. We propose a novel attribution-based decision-making algorithm for this problem that we call model-free approximate Bayesian learning. Our algorithm inherits the interpretability and scalability of Thompson sampling for bandits and maintains an approximate belief over the value of each state-specific intervention. The belief is updated as the algorithm interacts with the consumers. Despite being an approximation to the Bayes update, we prove the asymptotic optimality of our algorithm and analyze its convergence rate. We show that our algorithm significantly outperforms traditional approaches on extensive simulations calibrated to a real-world email marketing dataset.


Transitional Grid Maps: Efficient Analytical Inference of Dynamic Environments under Limited Sensing

arXiv.org Artificial Intelligence

Autonomous agents rely on sensor data to construct representations of their environment, essential for predicting future events and planning their own actions. However, sensor measurements suffer from limited range, occlusions, and sensor noise. These challenges become more evident in dynamic environments, where efficiently inferring the state of the environment based on sensor readings from different times is still an open problem. This work focuses on inferring the state of the dynamic part of the environment, i.e., where dynamic objects might be, based on previous observations and constraints on their dynamics. We formalize the problem and introduce Transitional Grid Maps (TGMs), an efficient analytical solution. TGMs are based on a set of novel assumptions that hold in many practical scenarios. They significantly reduce the complexity of the problem, enabling continuous prediction and updating of the entire dynamic map based on the known static map (see Fig.1), differentiating them from other alternatives. We compare our approach with a state-of-the-art particle filter, obtaining more prudent predictions in occluded scenarios and on-par results on unoccluded tracking.


Demystifying Variational Diffusion Models

arXiv.org Artificial Intelligence

Despite the growing popularity of diffusion models, gaining a deep understanding of the model class remains somewhat elusive for the uninitiated in non-equilibrium statistical physics. With that in mind, we present what we believe is a more straightforward introduction to diffusion models using directed graphical modelling and variational Bayesian principles, which imposes relatively fewer prerequisites on the average reader. Our exposition constitutes a comprehensive technical review spanning from foundational concepts like deep latent variable models to recent advances in continuous-time diffusion-based modelling, highlighting theoretical connections between model classes along the way. We provide additional mathematical insights that were omitted in the seminal works whenever possible to aid in understanding, while avoiding the introduction of new notation. We envision this article serving as a useful educational supplement for both researchers and practitioners in the area, and we welcome feedback and contributions from the community at https://github.com/biomedia-mira/demystifying-diffusion.


NeuSpin: Design of a Reliable Edge Neuromorphic System Based on Spintronics for Green AI

arXiv.org Artificial Intelligence

Internet of Things (IoT) and smart wearable devices for personalized healthcare will require storing and computing ever-increasing amounts of data. The key requirements for these devices are ultra-low-power, high-processing capabilities, autonomy at low cost, as well as reliability and accuracy to enable Green AI at the edge. Artificial Intelligence (AI) models, especially Bayesian Neural Networks (BayNNs) are resource-intensive and face challenges with traditional computing architectures due to the memory wall problem. Computing-in-Memory (CIM) with emerging resistive memories offers a solution by combining memory blocks and computing units for higher efficiency and lower power consumption. However, implementing BayNNs on CIM hardware, particularly with spintronic technologies, presents technical challenges due to variability and manufacturing defects. The NeuSPIN project aims to address these challenges through full-stack hardware and software co-design, developing novel algorithmic and circuit design approaches to enhance the performance, energy-efficiency and robustness of BayNNs on sprintronic-based CIM platforms.


How does the primate brain combine generative and discriminative computations in vision?

arXiv.org Artificial Intelligence

Vision is widely understood as an inference problem. However, two contrasting conceptions of the inference process have each been influential in research on biological vision as well as the engineering of machine vision. The first emphasizes bottom-up signal flow, describing vision as a largely feedforward, discriminative inference process that filters and transforms the visual information to remove irrelevant variation and represent behaviorally relevant information in a format suitable for downstream functions of cognition and behavioral control. In this conception, vision is driven by the sensory data, and perception is direct because the processing proceeds from the data to the latent variables of interest. The notion of "inference" in this conception is that of the engineering literature on neural networks, where feedforward convolutional neural networks processing images are said to perform inference. The alternative conception is that of vision as an inference process in Helmholtz's sense, where the sensory evidence is evaluated in the context of a generative model of the causal processes giving rise to it. In this conception, vision inverts a generative model through an interrogation of the evidence in a process often thought to involve top-down predictions of sensory data to evaluate the likelihood of alternative hypotheses. The authors include scientists rooted in roughly equal numbers in each of the conceptions and motivated to overcome what might be a false dichotomy between them and engage the other perspective in the realm of theory and experiment. The primate brain employs an unknown algorithm that may combine the advantages of both conceptions. We explain and clarify the terminology, review the key empirical evidence, and propose an empirical research program that transcends the dichotomy and sets the stage for revealing the mysterious hybrid algorithm of primate vision.


On State Estimation in Multi-Sensor Fusion Navigation: Optimization and Filtering

arXiv.org Artificial Intelligence

The essential of navigation, perception, and decision-making which are basic tasks for intelligent robots, is to estimate necessary system states. Among them, navigation is fundamental for other upper applications, providing precise position and orientation, by integrating measurements from multiple sensors. With observations of each sensor appropriately modelled, multi-sensor fusion tasks for navigation are reduced to the state estimation problem which can be solved by two approaches: optimization and filtering. Recent research has shown that optimization-based frameworks outperform filtering-based ones in terms of accuracy. However, both methods are based on maximum likelihood estimation (MLE) and should be theoretically equivalent with the same linearization points, observation model, measurements, and Gaussian noise assumption. In this paper, we deeply dig into the theories and existing strategies utilized in both optimization-based and filtering-based approaches. It is demonstrated that the two methods are equal theoretically, but this equivalence corrupts due to different strategies applied in real-time operation. By adjusting existing strategies of the filtering-based approaches, the Monte-Carlo simulation and vehicular ablation experiments based on visual odometry (VO) indicate that the strategy adjusted filtering strictly equals to optimization. Therefore, future research on sensor-fusion problems should concentrate on their own algorithms and strategies rather than state estimation approaches.


Scale-Dropout: Estimating Uncertainty in Deep Neural Networks Using Stochastic Scale

arXiv.org Artificial Intelligence

Uncertainty estimation in Neural Networks (NNs) is vital in improving reliability and confidence in predictions, particularly in safety-critical applications. Bayesian Neural Networks (BayNNs) with Dropout as an approximation offer a systematic approach to quantifying uncertainty, but they inherently suffer from high hardware overhead in terms of power, memory, and computation. Thus, the applicability of BayNNs to edge devices with limited resources or to high-performance applications is challenging. Some of the inherent costs of BayNNs can be reduced by accelerating them in hardware on a Computation-In-Memory (CIM) architecture with spintronic memories and binarizing their parameters. However, numerous stochastic units are required to implement conventional dropout-based BayNN. In this paper, we propose the Scale Dropout, a novel regularization technique for Binary Neural Networks (BNNs), and Monte Carlo-Scale Dropout (MC-Scale Dropout)-based BayNNs for efficient uncertainty estimation. Our approach requires only one stochastic unit for the entire model, irrespective of the model size, leading to a highly scalable Bayesian NN. Furthermore, we introduce a novel Spintronic memory-based CIM architecture for the proposed BayNN that achieves more than $100\times$ energy savings compared to the state-of-the-art. We validated our method to show up to a $1\%$ improvement in predictive performance and superior uncertainty estimates compared to related works.


Evidence Networks: simple losses for fast, amortized, neural Bayesian model comparison

arXiv.org Artificial Intelligence

Evidence Networks can enable Bayesian model comparison when state-of-the-art methods (e.g. nested sampling) fail and even when likelihoods or priors are intractable or unknown. Bayesian model comparison, i.e. the computation of Bayes factors or evidence ratios, can be cast as an optimization problem. Though the Bayesian interpretation of optimal classification is well-known, here we change perspective and present classes of loss functions that result in fast, amortized neural estimators that directly estimate convenient functions of the Bayes factor. This mitigates numerical inaccuracies associated with estimating individual model probabilities. We introduce the leaky parity-odd power (l-POP) transform, leading to the novel ``l-POP-Exponential'' loss function. We explore neural density estimation for data probability in different models, showing it to be less accurate and scalable than Evidence Networks. Multiple real-world and synthetic examples illustrate that Evidence Networks are explicitly independent of dimensionality of the parameter space and scale mildly with the complexity of the posterior probability density function. This simple yet powerful approach has broad implications for model inference tasks. As an application of Evidence Networks to real-world data we compute the Bayes factor for two models with gravitational lensing data of the Dark Energy Survey. We briefly discuss applications of our methods to other, related problems of model comparison and evaluation in implicit inference settings.


Hierarchical Causal Models

arXiv.org Machine Learning

Scientists often want to learn about cause and effect from hierarchical data, collected from subunits nested inside units. Consider students in schools, cells in patients, or cities in states. In such settings, unit-level variables (e.g. each school's budget) may affect subunit-level variables (e.g. the test scores of each student in each school) and vice versa. To address causal questions with hierarchical data, we propose hierarchical causal models, which extend structural causal models and causal graphical models by adding inner plates. We develop a general graphical identification technique for hierarchical causal models that extends do-calculus. We find many situations in which hierarchical data can enable causal identification even when it would be impossible with non-hierarchical data, that is, if we had only unit-level summaries of subunit-level variables (e.g. the school's average test score, rather than each student's score). We develop estimation techniques for hierarchical causal models, using methods including hierarchical Bayesian models. We illustrate our results in simulation and via a reanalysis of the classic "eight schools" study.


Reliability Analysis of Complex Systems using Subset Simulations with Hamiltonian Neural Networks

arXiv.org Machine Learning

We present a new Subset Simulation approach using Hamiltonian neural network-based Monte Carlo sampling for reliability analysis. The proposed strategy combines the superior sampling of the Hamiltonian Monte Carlo method with computationally efficient gradient evaluations using Hamiltonian neural networks. This combination is especially advantageous because the neural network architecture conserves the Hamiltonian, which defines the acceptance criteria of the Hamiltonian Monte Carlo sampler. Hence, this strategy achieves high acceptance rates at low computational cost. Our approach estimates small failure probabilities using Subset Simulations. However, in low-probability sample regions, the gradient evaluation is particularly challenging. The remarkable accuracy of the proposed strategy is demonstrated on different reliability problems, and its efficiency is compared to the traditional Hamiltonian Monte Carlo method. We note that this approach can reach its limitations for gradient estimations in low-probability regions of complex and high-dimensional distributions. Thus, we propose techniques to improve gradient prediction in these particular situations and enable accurate estimations of the probability of failure. The highlight of this study is the reliability analysis of a system whose parameter distributions must be inferred with Bayesian inference problems. In such a case, the Hamiltonian Monte Carlo method requires a full model evaluation for each gradient evaluation and, therefore, comes at a very high cost. However, using Hamiltonian neural networks in this framework replaces the expensive model evaluation, resulting in tremendous improvements in computational efficiency.