Bayesian Inference
Federated Learning via Variational Bayesian Inference: Personalization, Sparsity and Clustering
Zhang, Xu, Li, Wenpeng, Shao, Yunfeng, Li, Yinchuan
Federated learning (FL) is a promising framework that models distributed machine learning while protecting the privacy of clients. However, FL suffers performance degradation from heterogeneous and limited data. To alleviate the degradation, we present a novel personalized Bayesian FL approach named pFedBayes. By using the trained global distribution from the server as the prior distribution of each client, each client adjusts its own distribution by minimizing the sum of the reconstruction error over its personalized data and the KL divergence with the downloaded global distribution. Then, we propose a sparse personalized Bayesian FL approach named sFedBayes. To overcome the extreme heterogeneity in non-i.i.d. data, we propose a clustered Bayesian FL model named cFedbayes by learning different prior distributions for different clients. Theoretical analysis gives the generalization error bound of three approaches and shows that the generalization error convergence rates of the proposed approaches achieve minimax optimality up to a logarithmic factor. Moreover, the analysis presents that cFedbayes has a tighter generalization error rate than pFedBayes. Numerous experiments are provided to demonstrate that the proposed approaches have better performance than other advanced personalized methods on private models in the presence of heterogeneous and limited data.
AI for Science: An Emerging Agenda
Berens, Philipp, Cranmer, Kyle, Lawrence, Neil D., von Luxburg, Ulrike, Montgomery, Jessica
This report documents the programme and the outcomes of Dagstuhl Seminar 22382 "Machine Learning for Science: Bridging Data-Driven and Mechanistic Modelling". Today's scientific challenges are characterised by complexity. Interconnected natural, technological, and human systems are influenced by forces acting across time- and spatial-scales, resulting in complex interactions and emergent behaviours. Understanding these phenomena -- and leveraging scientific advances to deliver innovative solutions to improve society's health, wealth, and well-being -- requires new ways of analysing complex systems. The transformative potential of AI stems from its widespread applicability across disciplines, and will only be achieved through integration across research domains. AI for science is a rendezvous point. It brings together expertise from $\mathrm{AI}$ and application domains; combines modelling knowledge with engineering know-how; and relies on collaboration across disciplines and between humans and machines. Alongside technical advances, the next wave of progress in the field will come from building a community of machine learning researchers, domain experts, citizen scientists, and engineers working together to design and deploy effective AI tools. This report summarises the discussions from the seminar and provides a roadmap to suggest how different communities can collaborate to deliver a new wave of progress in AI and its application for scientific discovery.
Learning the Finer Things: Bayesian Structure Learning at the Instantiation Level
Yakaboski, Chase, Santos, Eugene Jr
Successful machine learning methods require a trade-off between memorization and generalization. Too much memorization and the model cannot generalize to unobserved examples. Too much over-generalization and we risk under-fitting the data. While we commonly measure their performance through cross validation and accuracy metrics, how should these algorithms cope in domains that are extremely under-determined where accuracy is always unsatisfactory? We present a novel probabilistic graphical model structure learning approach that can learn, generalize and explain in these elusive domains by operating at the random variable instantiation level. Using Minimum Description Length (MDL) analysis, we propose a new decomposition of the learning problem over all training exemplars, fusing together minimal entropy inferences to construct a final knowledge base. By leveraging Bayesian Knowledge Bases (BKBs), a framework that operates at the instantiation level and inherently subsumes Bayesian Networks (BNs), we develop both a theoretical MDL score and associated structure learning algorithm that demonstrates significant improvements over learned BNs on 40 benchmark datasets. Further, our algorithm incorporates recent off-the-shelf DAG learning techniques enabling tractable results even on large problems. We then demonstrate the utility of our approach in a significantly under-determined domain by learning gene regulatory networks on breast cancer gene mutational data available from The Cancer Genome Atlas (TCGA).
Exploration via Epistemic Value Estimation
Schmitt, Simon, Shawe-Taylor, John, van Hasselt, Hado
How to efficiently explore in reinforcement learning is an open problem. Many exploration algorithms employ the epistemic uncertainty of their own value predictions -- for instance to compute an exploration bonus or upper confidence bound. Unfortunately the required uncertainty is difficult to estimate in general with function approximation. We propose epistemic value estimation (EVE): a recipe that is compatible with sequential decision making and with neural network function approximators. It equips agents with a tractable posterior over all their parameters from which epistemic value uncertainty can be computed efficiently. We use the recipe to derive an epistemic Q-Learning agent and observe competitive performance on a series of benchmarks. Experiments confirm that the EVE recipe facilitates efficient exploration in hard exploration tasks.
An Information-Theoretic Perspective on Variance-Invariance-Covariance Regularization
Shwartz-Ziv, Ravid, Balestriero, Randall, Kawaguchi, Kenji, Rudner, Tim G. J., LeCun, Yann
To do so, we first demonstrate how information-theoretic quantities can be obtained for deterministic networks as an alternative to the commonly used unrealistic stochastic networks assumption. Next, we relate the VICReg objective to mutual information maximization and use it to highlight the underlying assumptions of the objective. Based on this relationship, we derive a generalization bound for VICReg, providing generalization guarantees for downstream supervised learning tasks and present new self-supervised learning methods, derived from a mutual information maximization objective, that outperform existing methods in terms of performance.
Amortized Normalizing Flows for Transcranial Ultrasound with Uncertainty Quantification
Orozco, Rafael, Louboutin, Mathias, Siahkoohi, Ali, Rizzuti, Gabrio, van Leeuwen, Tristan, Herrmann, Felix
We present a novel approach to transcranial ultrasound computed tomography that utilizes normalizing flows to improve the speed of imaging and provide Bayesian uncertainty quantification. Our method combines physics-informed methods and data-driven methods to accelerate the reconstruction of the final image. We make use of a physics-informed summary statistic to incorporate the known ultrasound physics with the goal of compressing large incoming observations. This compression enables efficient training of the normalizing flow and standardizes the size of the data regardless of imaging configurations. The combinations of these methods results in fast uncertainty-aware image reconstruction that generalizes to a variety of transducer configurations. We evaluate our approach with in silico experiments and demonstrate that it can significantly improve the imaging speed while quantifying uncertainty. We validate the quality of our image reconstructions by comparing against the traditional physics-only method and also verify that our provided uncertainty is calibrated with the error.
Boosting Differentiable Causal Discovery via Adaptive Sample Reweighting
Zhang, An, Liu, Fangfu, Ma, Wenchang, Cai, Zhibo, Wang, Xiang, Chua, Tat-seng
Under stringent model type and variable distribution assumptions, differentiable score-based causal discovery methods learn a directed acyclic graph (DAG) from observational data by evaluating candidate graphs over an average score function. Despite great success in low-dimensional linear systems, it has been observed that these approaches overly exploit easier-to-fit samples, thus inevitably learning spurious edges. Worse still, the common homogeneity assumption can be easily violated, due to the widespread existence of heterogeneous data in the real world, resulting in performance vulnerability when noise distributions vary. We propose a simple yet effective model-agnostic framework to boost causal discovery performance by dynamically learning the adaptive weights for the Reweighted Score function, ReScore for short, where the weights tailor quantitatively to the importance degree of each sample. Intuitively, we leverage the bilevel optimization scheme to alternately train a standard DAG learner and reweight samples -- that is, upweight the samples the learner fails to fit and downweight the samples that the learner easily extracts the spurious information from. Extensive experiments on both synthetic and real-world datasets are carried out to validate the effectiveness of ReScore. We observe consistent and significant boosts in structure learning performance. Furthermore, we visualize that ReScore concurrently mitigates the influence of spurious edges and generalizes to heterogeneous data. Finally, we perform the theoretical analysis to guarantee the structure identifiability and the weight adaptive properties of ReScore in linear systems. Learning causal structure from purely observational data (i.e., causal discovery) is a fundamental but daunting task (Chickering et al., 2004; Shen et al., 2020). It strives to identify causal relationships between variables and encode the conditional independence as a directed acyclic graph (DAG).
Learning multi-scale local conditional probability models of images
Kadkhodaie, Zahra, Guth, Florentin, Mallat, Stéphane, Simoncelli, Eero P
Deep neural networks can learn powerful prior probability models for images, as evidenced by the high-quality generations obtained with recent score-based diffusion methods. But the means by which these networks capture complex global statistical structure, apparently without suffering from the curse of dimensionality, remain a mystery. To study this, we incorporate diffusion methods into a multi-scale decomposition, reducing dimensionality by assuming a stationary local Markov model for wavelet coefficients conditioned on coarser-scale coefficients. We instantiate this model using convolutional neural networks (CNNs) with local receptive fields, which enforce both the stationarity and Markov properties. Global structures are captured using a CNN with receptive fields covering the entire (but small) low-pass image. We test this model on a dataset of face images, which are highly non-stationary and contain large-scale geometric structures. Remarkably, denoising, super-resolution, and image synthesis results all demonstrate that these structures can be captured with significantly smaller conditioning neighborhoods than required by a Markov model implemented in the pixel domain. Our results show that score estimation for large complex images can be reduced to low-dimensional Markov conditional models across scales, alleviating the curse of dimensionality. Deep neural networks (DNNs) have produced dramatic advances in synthesizing complex images and solving inverse problems, all of which rely (at least implicitly) on prior probability models.
Agent mental models and Bayesian rules as a tool to create opinion dynamics models
Traditional models of opinion dynamics provide a simple approach to understanding human behavior in basic social scenarios. However, when it comes to issues such as polarization and extremism, we require a more nuanced understanding of human biases and cognitive tendencies. In this paper, we propose an approach to modeling opinion dynamics by integrating mental models and assumptions of individuals agents using Bayesian-inspired methods. By exploring the relationship between human rationality and Bayesian theory, we demonstrate the efficacy of these methods in describing how opinions evolve. Our analysis leverages the Continuous Opinions and Discrete Actions (CODA) model, applying Bayesian-inspired rules to account for key human behaviors such as confirmation bias, motivated reasoning, and our reluctance to change opinions. Through this, we obtain update rules that offer deeper insights into the dynamics of extreme opinions. Our work sheds light on the role of human biases in shaping opinion dynamics and highlights the potential of Bayesian-inspired modeling to provide more accurate predictions of real-world scenarios. Keywords: Opinion dynamics, Bayesian methods, Cognition, CODA, Agent-based models
Lifting the Information Ratio: An Information-Theoretic Analysis of Thompson Sampling for Contextual Bandits
Neu, Gergely, Olkhovskaya, Julia, Papini, Matteo, Schwartz, Ludovic
We study the Bayesian regret of the renowned Thompson Sampling algorithm in contextual bandits with binary losses and adversarially-selected contexts. We adapt the information-theoretic perspective of \cite{RvR16} to the contextual setting by considering a lifted version of the information ratio defined in terms of the unknown model parameter instead of the optimal action or optimal policy as done in previous works on the same setting. This allows us to bound the regret in terms of the entropy of the prior distribution through a remarkably simple proof, and with no structural assumptions on the likelihood or the prior. The extension to priors with infinite entropy only requires a Lipschitz assumption on the log-likelihood. An interesting special case is that of logistic bandits with $d$-dimensional parameters, $K$ actions, and Lipschitz logits, for which we provide a $\widetilde{O}(\sqrt{dKT})$ regret upper-bound that does not depend on the smallest slope of the sigmoid link function.