Bayesian Inference
Augmented Computational Design: Methodical Application of Artificial Intelligence in Generative Design
Nourian, Pirouz, Azadi, Shervin, Uijtendaal, Roy, Bai, Nan
The core of the performance-driven computational design is to trace the sensitivity of variations of some performance indicators to the differences between design alternatives. Therefore any argument about the utility of AI for performancebased design must necessarily discuss the representation of such differences, as explicitly as possible. The existing data models and data representations in the field of Architecture, Engineering, and Construction (AEC), such as CAD and BIM are heavily focused on geometrically representing building elements and facilitating the process of construction management. Unfortunately, the field of AEC does not currently have a structured discourse based on an explicit representation of decision variables and outcomes of interest. Specifically, the notion of design representation and the idea of data modelling for representing "what needs to be attained from buildings" is rather absent in the literature.
Fast & Efficient Learning of Bayesian Networks from Data: Knowledge Discovery and Causality
Structure learning is essential for Bayesian networks (BNs) as it uncovers causal relationships, and enables knowledge discovery, predictions, inferences, and decision-making under uncertainty. Two novel algorithms, FSBN and SSBN, based on the PC algorithm, employ local search strategy and conditional independence tests to learn the causal network structure from data. They incorporate d-separation to infer additional topology information, prioritize conditioning sets, and terminate the search immediately and efficiently. FSBN achieves up to 52% computation cost reduction, while SSBN surpasses it with a remarkable 72% reduction for a 200-node network. SSBN demonstrates further efficiency gains due to its intelligent strategy. Experimental studies show that both algorithms match the induction quality of the PC algorithm while significantly reducing computation costs. This enables them to offer interpretability and adaptability while reducing the computational burden, making them valuable for various applications in big data analytics.
Variational autoencoder with weighted samples for high-dimensional non-parametric adaptive importance sampling
Demange-Chryst, Julien, Bachoc, François, Morio, Jérôme, Krauth, Timothé
Probability density function estimation with weighted samples is the main foundation of all adaptive importance sampling algorithms. Classically, a target distribution is approximated either by a non-parametric model or within a parametric family. However, these models suffer from the curse of dimensionality or from their lack of flexibility. In this contribution, we suggest to use as the approximating model a distribution parameterised by a variational autoencoder. We extend the existing framework to the case of weighted samples by introducing a new objective function. The flexibility of the obtained family of distributions makes it as expressive as a non-parametric model, and despite the very high number of parameters to estimate, this family is much more efficient in high dimension than the classical Gaussian or Gaussian mixture families. Moreover, in order to add flexibility to the model and to be able to learn multimodal distributions, we consider a learnable prior distribution for the variational autoencoder latent variables. We also introduce a new pre-training procedure for the variational autoencoder to find good starting weights of the neural networks to prevent as much as possible the posterior collapse phenomenon to happen. At last, we explicit how the resulting distribution can be combined with importance sampling, and we exploit the proposed procedure in existing adaptive importance sampling algorithms to draw points from a target distribution and to estimate a rare event probability in high dimension on two multimodal problems.
Accurate melting point prediction through autonomous physics-informed learning
Klimanova, Olga, Miryashkin, Timofei, Shapeev, Alexander
We present an algorithm for computing melting points by autonomously learning from coexistence simulations in the NPT ensemble. Given the interatomic interaction model, the method makes decisions regarding the number of atoms and temperature at which to conduct simulations, and based on the collected data predicts the melting point along with the uncertainty, which can be systematically improved with more data. We demonstrate how incorporating physical models of the solid-liquid coexistence evolution enhances the algorithm's accuracy and enables optimal decision-making to effectively reduce predictive uncertainty. To validate our approach, we compare the results of 20 melting point calculations from the literature to the results of our calculations, all conducted with same interatomic potentials. Remarkably, we observe significant deviations in about one-third of the cases, underscoring the need for accurate and reliable algorithms for materials property calculations.
ZETAR: Modeling and Computational Design of Strategic and Adaptive Compliance Policies
Compliance management plays an important role in mitigating insider threats. Incentive design is a proactive and non-invasive approach to achieving compliance by aligning an insider's incentive with the defender's security objective, which motivates (rather than commands) an insider to act in the organization's interests. Controlling insiders' incentives for population-level compliance is challenging because they are neither precisely known nor directly controllable. To this end, we develop ZETAR, a zero-trust audit and recommendation framework, to provide a quantitative approach to model insiders' incentives and design customized recommendation policies to improve their compliance. We formulate primal and dual convex programs to compute the optimal bespoke recommendation policies. We create the theoretical underpinning for understanding trust, compliance, and satisfaction, which leads to scoring mechanisms of how compliant and persuadable an insider is. After classifying insiders as malicious, self-interested, or amenable based on their incentive misalignment levels with the defender, we establish bespoke information disclosure principles for these insiders of different incentive categories. We identify the policy separability principle and the set convexity, which enable finite-step algorithms to efficiently learn the Completely Trustworthy (CT) policy set when insiders' incentives are unknown. Finally, we present a case study to corroborate the design. Our results show that ZETAR can well adapt to insiders with different risk and compliance attitudes and significantly improve compliance. Moreover, trustworthy recommendations can provably promote cyber hygiene and insiders' satisfaction.
Statistical guarantees for stochastic Metropolis-Hastings
Bieringer, Sebastian, Kasieczka, Gregor, Steffen, Maximilian F., Trabs, Mathias
A Metropolis-Hastings step is widely used for gradient-based Markov chain Monte Carlo methods in uncertainty quantification. By calculating acceptance probabilities on batches, a stochastic Metropolis-Hastings step saves computational costs, but reduces the effective sample size. We show that this obstacle can be avoided by a simple correction term. We study statistical properties of the resulting stationary distribution of the chain if the corrected stochastic Metropolis-Hastings approach is applied to sample from a Gibbs posterior distribution in a nonparametric regression setting. Focusing on deep neural network regression, we prove a PAC-Bayes oracle inequality which yields optimal contraction rates and we analyze the diameter and show high coverage probability of the resulting credible sets. With a numerical example in a high-dimensional parameter space, we illustrate that credible sets and contraction rates of the stochastic Metropolis-Hastings algorithm indeed behave similar to those obtained from the classical Metropolis-adjusted Langevin algorithm.
Trustworthy Machine Learning
Mucsányi, Bálint, Kirchhof, Michael, Nguyen, Elisa, Rubinstein, Alexander, Oh, Seong Joon
As machine learning technology gets applied to actual products and solutions, new challenges have emerged. Models unexpectedly fail to generalize to small changes in the distribution, tend to be confident on novel data they have never seen, or cannot communicate the rationale behind their decisions effectively with the end users. Collectively, we face a trustworthiness issue with the current machine learning technology. This textbook on Trustworthy Machine Learning (TML) covers a theoretical and technical background of four key topics in TML: Out-of-Distribution Generalization, Explainability, Uncertainty Quantification, and Evaluation of Trustworthiness. We discuss important classical and contemporary research papers of the aforementioned fields and uncover and connect their underlying intuitions. The book evolved from the homonymous course at the University of T\"ubingen, first offered in the Winter Semester of 2022/23. It is meant to be a stand-alone product accompanied by code snippets and various pointers to further sources on topics of TML. The dedicated website of the book is https://trustworthyml.io/.
Kernel Density Bayesian Inverse Reinforcement Learning
Mandyam, Aishwarya, Li, Didong, Cai, Diana, Jones, Andrew, Engelhardt, Barbara E.
Inverse reinforcement learning~(IRL) is a powerful framework to infer an agent's reward function by observing its behavior, but IRL algorithms that learn point estimates of the reward function can be misleading because there may be several functions that describe an agent's behavior equally well. A Bayesian approach to IRL models a distribution over candidate reward functions, alleviating the shortcomings of learning a point estimate. However, several Bayesian IRL algorithms use a $Q$-value function in place of the likelihood function. The resulting posterior is computationally intensive to calculate, has few theoretical guarantees, and the $Q$-value function is often a poor approximation for the likelihood. We introduce kernel density Bayesian IRL (KD-BIRL), which uses conditional kernel density estimation to directly approximate the likelihood, providing an efficient framework that, with a modified reward function parameterization, is applicable to environments with complex and infinite state spaces. We demonstrate KD-BIRL's benefits through a series of experiments in Gridworld environments and a simulated sepsis treatment task.
DP-Fast MH: Private, Fast, and Accurate Metropolis-Hastings for Large-Scale Bayesian Inference
Bayesian inference provides a principled framework for learning from complex data and reasoning under uncertainty. It has been widely applied in machine learning tasks such as medical diagnosis, drug design, and policymaking. In these common applications, data can be highly sensitive. Differential privacy (DP) offers data analysis tools with powerful worst-case privacy guarantees and has been developed as the leading approach in privacy-preserving data analysis. In this paper, we study Metropolis-Hastings (MH), one of the most fundamental MCMC methods, for large-scale Bayesian inference under differential privacy. While most existing private MCMC algorithms sacrifice accuracy and efficiency to obtain privacy, we provide the first exact and fast DP MH algorithm, using only a minibatch of data in most iterations. We further reveal, for the first time, a three-way trade-off among privacy, scalability (i.e. the batch size), and efficiency (i.e. the convergence rate), theoretically characterizing how privacy affects the utility and computational cost in Bayesian inference. We empirically demonstrate the effectiveness and efficiency of our algorithm in various experiments.
Hidden Parameter Recurrent State Space Models For Changing Dynamics Scenarios
Shaj, Vaisakh, Buchler, Dieter, Sonker, Rohit, Becker, Philipp, Neumann, Gerhard
Recurrent State-space models (RSSMs) are highly expressive models for learning patterns in time series data and system identification. However, these models assume that the dynamics are fixed and unchanging, which is rarely the case in real-world scenarios. Many control applications often exhibit tasks with similar but not identical dynamics which can be modeled as a latent variable. We introduce the Hidden Parameter Recurrent State Space Models (HiP-RSSMs), a framework that parametrizes a family of related dynamical systems with a low-dimensional set of latent factors. We present a simple and effective way of learning and performing inference over this Gaussian graphical model that avoids approximations like variational inference. We show that HiP-RSSMs outperforms RSSMs and competing multi-task models on several challenging robotic benchmarks both on real-world systems and simulations.