Bayesian Inference
Bayesian community detection for networks with covariates
Shen, Luyi, Amini, Arash, Josephs, Nathaniel, Lin, Lizhen
The increasing prevalence of network data in a vast variety of fields and the need to extract useful information out of them have spurred fast developments in related models and algorithms. Among the various learning tasks with network data, community detection, the discovery of node clusters or "communities," has arguably received the most attention in the scientific community. In many real-world applications, the network data often come with additional information in the form of node or edge covariates that should ideally be leveraged for inference. In this paper, we add to a limited literature on community detection for networks with covariates by proposing a Bayesian stochastic block model with a covariate-dependent random partition prior. Under our prior, the covariates are explicitly expressed in specifying the prior distribution on the cluster membership. Our model has the flexibility of modeling uncertainties of all the parameter estimates including the community membership. Importantly, and unlike the majority of existing methods, our model has the ability to learn the number of the communities via posterior inference without having to assume it to be known. Our model can be applied to community detection in both dense and sparse networks, with both categorical and continuous covariates, and our MCMC algorithm is very efficient with good mixing properties. We demonstrate the superior performance of our model over existing models in a comprehensive simulation study and an application to two real datasets.
High Accuracy Uncertainty-Aware Interatomic Force Modeling with Equivariant Bayesian Neural Networks
Rensmeyer, Tim, Craig, Benjamin, Kramer, Denis, Niggemann, Oliver
Even though Bayesian neural networks offer a promising framework for modeling uncertainty, active learning and incorporating prior physical knowledge, few applications of them can be found in the context of interatomic force modeling. One of the main challenges in their application to learning interatomic forces is the lack of suitable Monte Carlo Markov chain sampling algorithms for the posterior density, as the commonly used algorithms do not converge in a practical amount of time for many of the state-of-the-art architectures. As a response to this challenge, we introduce a new Monte Carlo Markov chain sampling algorithm in this paper which can circumvent the problems of the existing sampling methods. In addition, we introduce a new stochastic neural network model based on the NequIP architecture and demonstrate that, when combined with our novel sampling algorithm, we obtain predictions with state-of-the-art accuracy as well as a good measure of uncertainty.
Bayesian Model Selection of Lithium-Ion Battery Models via Bayesian Quadrature
Adachi, Masaki, Kuhn, Yannick, Horstmann, Birger, Latz, Arnulf, Osborne, Michael A., Howey, David A.
A wide variety of battery models are available, and it is not always obvious which model `best' describes a dataset. This paper presents a Bayesian model selection approach using Bayesian quadrature. The model evidence is adopted as the selection metric, choosing the simplest model that describes the data, in the spirit of Occam's razor. However, estimating this requires integral computations over parameter space, which is usually prohibitively expensive. Bayesian quadrature offers sample-efficient integration via model-based inference that minimises the number of battery model evaluations. The posterior distribution of model parameters can also be inferred as a byproduct without further computation. Here, the simplest lithium-ion battery models, equivalent circuit models, were used to analyse the sensitivity of the selection criterion to given different datasets and model configurations. We show that popular model selection criteria, such as root-mean-square error and Bayesian information criterion, can fail to select a parsimonious model in the case of a multimodal posterior. The model evidence can spot the optimal model in such cases, simultaneously providing the variance of the evidence inference itself as an indication of confidence. We also show that Bayesian quadrature can compute the evidence faster than popular Monte Carlo based solvers.
Geometric constraints improve inference of sparsely observed stochastic dynamics
The dynamics of systems of many degrees of freedom evolving on multiple scales are often modeled in terms of stochastic differential equations. Usually the structural form of these equations is unknown and the only manifestation of the system's dynamics are observations at discrete points in time. Despite their widespread use, accurately inferring these systems from sparse-in-time observations remains challenging. Conventional inference methods either focus on the temporal structure of observations, neglecting the geometry of the system's invariant density, or use geometric approximations of the invariant density, which are limited to conservative driving forces. To address these limitations, here, we introduce a novel approach that reconciles these two perspectives. We propose a path augmentation scheme that employs data-driven control to account for the geometry of the invariant system's density. Non-parametric inference on the augmented paths, enables efficient identification of the underlying deterministic forces of systems observed at low sampling rates.
Generalisation under gradient descent via deterministic PAC-Bayes
Clerico, Eugenio, Farghly, Tyler, Deligiannidis, George, Guedj, Benjamin, Doucet, Arnaud
We establish disintegrated PAC-Bayesian generalisation bounds for models trained with gradient descent methods or continuous gradient flows. Contrary to standard practice in the PAC-Bayesian setting, our result applies to optimisation algorithms that are deterministic, without requiring any de-randomisation step. Our bounds are fully computable, depending on the density of the initial distribution and the Hessian of the training objective over the trajectory. We show that our framework can be applied to a variety of iterative optimisation algorithms, including stochastic gradient descent (SGD), momentum-based schemes, and damped Hamiltonian dynamics.
Conditional Injective Flows for Bayesian Imaging
Khorashadizadeh, AmirEhsan, Kothari, Konik, Salsi, Leonardo, Harandi, Ali Aghababaei, de Hoop, Maarten, Dokmaniฤ, Ivan
Most deep learning models for computational imaging regress a single reconstructed image. In practice, however, ill-posedness, nonlinearity, model mismatch, and noise often conspire to make such point estimates misleading or insufficient. The Bayesian approach models images and (noisy) measurements as jointly distributed random vectors and aims to approximate the posterior distribution of unknowns. Recent variational inference methods based on conditional normalizing flows are a promising alternative to traditional MCMC methods, but they come with drawbacks: excessive memory and compute demands for moderate to high resolution images and underwhelming performance on hard nonlinear problems. In this work, we propose C-Trumpets -- conditional injective flows specifically designed for imaging problems, which greatly diminish these challenges. Injectivity reduces memory footprint and training time while low-dimensional latent space together with architectural innovations like fixed-volume-change layers and skip-connection revnet layers, C-Trumpets outperform regular conditional flow models on a variety of imaging and image restoration tasks, including limited-view CT and nonlinear inverse scattering, with a lower compute and memory budget. C-Trumpets enable fast approximation of point estimates like MMSE or MAP as well as physically-meaningful uncertainty quantification.
Learning Sparsity of Representations with Discrete Latent Variables
Xu, Zhao, Rubio, Daniel Onoro, Serra, Giuseppe, Niepert, Mathias
Deep latent generative models have attracted increasing attention due to the capacity of combining the strengths of deep learning and probabilistic models in an elegant way. The data representations learned with the models are often continuous and dense. However in many applications, sparse representations are expected, such as learning sparse high dimensional embedding of data in an unsupervised setting, and learning multi-labels from thousands of candidate tags in a supervised setting. In some scenarios, there could be further restriction on degree of sparsity: the number of non-zero features of a representation cannot be larger than a pre-defined threshold $L_0$. In this paper we propose a sparse deep latent generative model SDLGM to explicitly model degree of sparsity and thus enable to learn the sparse structure of the data with the quantified sparsity constraint. The resulting sparsity of a representation is not fixed, but fits to the observation itself under the pre-defined restriction. In particular, we introduce to each observation $i$ an auxiliary random variable $L_i$, which models the sparsity of its representation. The sparse representations are then generated with a two-step sampling process via two Gumbel-Softmax distributions. For inference and learning, we develop an amortized variational method based on MC gradient estimator. The resulting sparse representations are differentiable with backpropagation. The experimental evaluation on multiple datasets for unsupervised and supervised learning problems shows the benefits of the proposed method.
Upper Bound of Real Log Canonical Threshold of Tensor Decomposition and its Application to Bayesian Inference
Yoshida, Naoki, Watanabe, Sumio
Tensor decomposition is widely used in data science and machine learning [1]. For instance, It plays the central roles in signal processing by contribution analysis [2], data compression by converting tensor data to matrix data [3], and data recovery by counting backwards from the matrices to the original tensor data [4]. In many cases, tensor decomposition itself is known to be NP-hard [5]. For this reason, tensor decomposition is often calculated approximately by Bayesian inference. However, its mathematical property is not yet completely clarified because it is one of the singular statistical models. In this paper, we derive its generalization performance in Bayesian inference. Tensor decomposition has mainly two types: Tucker decomposition and CP decomposition.
Human alignment of neural network representations
Muttenthaler, Lukas, Dippel, Jonas, Linhardt, Lorenz, Vandermeulen, Robert A., Kornblith, Simon
Today's computer vision models achieve human or near-human level performance across a wide variety of vision tasks. However, their architectures, data, and learning algorithms differ in numerous ways from those that give rise to human vision. In this paper, we investigate the factors that affect the alignment between the representations learned by neural networks and human mental representations inferred from behavioral responses. We find that model scale and architecture have essentially no effect on the alignment with human behavioral responses, whereas the training dataset and objective function both have a much larger impact. These findings are consistent across three datasets of human similarity judgments collected using two different tasks. Linear transformations of neural network representations learned from behavioral responses from one dataset substantially improve alignment with human similarity judgments on the other two datasets. In addition, we find that some human concepts such as food and animals are well-represented by neural networks whereas others such as royal or sports-related objects are not. Overall, although models trained on larger, more diverse datasets achieve better alignment with humans than models trained on ImageNet alone, our results indicate that scaling alone is unlikely to be sufficient to train neural networks with conceptual representations that match those used by humans. Representation learning is a fundamental part of modern computer vision systems, but the paradigm has its roots in cognitive science. When Rumelhart et al. (1986) developed backpropagation, their goal was to find a method that could learn representations of concepts that are distributed across neurons, similarly to the human brain. The discovery that representations learned by backpropagation could replicate nontrivial aspects of human concept learning was a key factor in its rise to popularity in the late 1980s (Sutherland, 1986; Ng & Hinton, 2017). A string of empirical successes has since shifted the primary focus of representation learning research away from its similarities to human cognition and toward practical applications. This shift has been fruitful. By some metrics, the best computer vision models now outperform the best individual humans on benchmarks such as ImageNet (Shankar et al., 2020; Beyer et al., 2020; Vasudevan et al., 2022). As computer vision systems become increasingly widely used outside of research, we would like to know if they see the world in the same way that humans do.
Artificial neural networks and time series of counts: A class of nonlinear INGARCH models
Time series of counts are frequently analyzed using generalized integer-valued autoregressive models with conditional heteroskedasticity (INGARCH). These models employ response functions to map a vector of past observations and past conditional expectations to the conditional expectation of the present observation. In this paper, it is shown how INGARCH models can be combined with artificial neural network (ANN) response functions to obtain a class of nonlinear INGARCH models. The ANN framework allows for the interpretation of many existing INGARCH models as a degenerate version of a corresponding neural model. Details on maximum likelihood estimation, marginal effects and confidence intervals are given. The empirical analysis of time series of bounded and unbounded counts reveals that the neural INGARCH models are able to outperform reasonable degenerate competitor models in terms of the information loss.