Bayesian Inference
A Survey of Methods for Automated Algorithm Configuration
Schede, Elias (a:1:{s:5:"en_US";s:20:"Bielefeld University";}) | Brandt, Jasmin (Department of Computer Science, Paderborn University) | Tornede, Alexander ( Department of Computer Science, Paderborn University,) | Wever, Marcel (Institute of Informatics, LMU Munich) | Bengs, Viktor (Institute of Informatics, LMU Munich) | Hรผllermeier, Eyke (Institute of Informatics, LMU Munich) | Tierney, Kevin (Decision and Operation Technologies Group, Bielefeld University)
Algorithm configuration (AC) is concerned with the automated search of the most suitable parameter configuration of a parametrized algorithm. There is currently a wide variety of AC problem variants and methods proposed in the literature. Existing reviews do not take into account all derivatives of the AC problem, nor do they offer a complete classification scheme. To this end, we introduce taxonomies to describe the AC problem and features of configuration methods, respectively. We review existing AC literature within the lens of our taxonomies, outline relevant design choices of configuration approaches, contrast methods and problem variants against each other, and describe the state of AC in industry. Finally, our review provides researchers and practitioners with a look at future research directions in the field of AC.
Leveraging Instance Features for Label Aggregation in Programmatic Weak Supervision
Zhang, Jieyu, Song, Linxin, Ratner, Alexander
Programmatic Weak Supervision (PWS) has emerged as a widespread paradigm to synthesize training labels efficiently. The core component of PWS is the label model, which infers true labels by aggregating the outputs of multiple noisy supervision sources abstracted as labeling functions (LFs). Existing statistical label models typically rely only on the outputs of LF, ignoring the instance features when modeling the underlying generative process. In this paper, we attempt to incorporate the instance features into a statistical label model via the proposed FABLE. In particular, it is built on a mixture of Bayesian label models, each corresponding to a global pattern of correlation, and the coefficients of the mixture components are predicted by a Gaussian Process classifier based on instance features. We adopt an auxiliary variable-based variational inference algorithm to tackle the non-conjugate issue between the Gaussian Process and Bayesian label models. Extensive empirical comparison on eleven benchmark datasets sees FABLE achieving the highest averaged performance across nine baselines.
Multitask Learning for Scalable and Dense Multilayer Bayesian Map Inference
Gan, Lu, Kim, Youngji, Grizzle, Jessy W., Walls, Jeffrey M., Kim, Ayoung, Eustice, Ryan M., Ghaffari, Maani
This article presents a novel and flexible multitask multilayer Bayesian mapping framework with readily extendable attribute layers. The proposed framework goes beyond modern metric-semantic maps to provide even richer environmental information for robots in a single mapping formalism while exploiting intralayer and interlayer correlations. It removes the need for a robot to access and process information from many separate maps when performing a complex task, advancing the way robots interact with their environments. To this end, we design a multitask deep neural network with attention mechanisms as our front-end to provide heterogeneous observations for multiple map layers simultaneously. Our back-end runs a scalable closed-form Bayesian inference with only logarithmic time complexity. We apply the framework to build a dense robotic map including metric-semantic occupancy and traversability layers. Traversability ground truth labels are automatically generated from exteroceptive sensory data in a self-supervised manner. We present extensive experimental results on publicly available datasets and data collected by a 3D bipedal robot platform and show reliable mapping performance in different environments. Finally, we also discuss how the current framework can be extended to incorporate more information such as friction, signal strength, temperature, and physical quantity concentration using Gaussian map layers. The software for reproducing the presented results or running on customized data is made publicly available.
Maximum sampled conditional likelihood for informative subsampling
Subsampling is a computationally effective approach to extract information from massive data sets when computing resources are limited. After a subsample is taken from the full data, most available methods use an inverse probability weighted (IPW) objective function to estimate the model parameters. The IPW estimator does not fully utilize the information in the selected subsample. In this paper, we propose to use the maximum sampled conditional likelihood estimator (MSCLE) based on the sampled data. We established the asymptotic normality of the MSCLE and prove that its asymptotic variance covariance matrix is the smallest among a class of asymptotically unbiased estimators, including the IPW estimator. We further discuss the asymptotic results with the L-optimal subsampling probabilities and illustrate the estimation procedure with generalized linear models. Numerical experiments are provided to evaluate the practical performance of the proposed method.
Signal Detection in MIMO Systems with Hardware Imperfections: Message Passing on Neural Networks
Gao, Dawei, Guo, Qinghua, Liao, Guisheng, Eldar, Yonina C., Li, Yonghui, Yu, Yanguang, Vucetic, Branka
In this paper, we investigate signal detection in multiple-input-multiple-output (MIMO) communication systems with hardware impairments, such as power amplifier nonlinearity and in-phase/quadrature imbalance. To deal with the complex combined effects of hardware imperfections, neural network (NN) techniques, in particular deep neural networks (DNNs), have been studied to directly compensate for the impact of hardware impairments. However, it is difficult to train a DNN with limited pilot signals, hindering its practical applications. In this work, we investigate how to achieve efficient Bayesian signal detection in MIMO systems with hardware imperfections. Characterizing combined hardware imperfections often leads to complicated signal models, making Bayesian signal detection challenging. To address this issue, we first train an NN to "model" the MIMO system with hardware imperfections and then perform Bayesian inference based on the trained NN. Modelling the MIMO system with NN enables the design of NN architectures based on the signal flow of the MIMO system, minimizing the number of NN layers and parameters, which is crucial to achieving efficient training with limited pilot signals. We then represent the trained NN with a factor graph, and design an efficient message passing based Bayesian signal detector, leveraging the unitary approximate message passing (UAMP) algorithm. The implementation of a turbo receiver with the proposed Bayesian detector is also investigated. Extensive simulation results demonstrate that the proposed technique delivers remarkably better performance than state-of-the-art methods.
Multi-Task Dynamical Systems
Bird, Alex, Williams, Christopher K. I., Hawthorne, Christopher
Time series datasets are often composed of a variety of sequences from the same domain, but from different entities, such as individuals, products, or organizations. We are interested in how time series models can be specialized to individual sequences (capturing the specific characteristics) while still retaining statistical power by sharing commonalities across the sequences. This paper describes the multi-task dynamical system (MTDS); a general methodology for extending multi-task learning (MTL) to time series models. Our approach endows dynamical systems with a set of hierarchical latent variables which can modulate all model parameters. To our knowledge, this is a novel development of MTL, and applies to time series both with and without control inputs. We apply the MTDS to motion-capture data of people walking in various styles using a multi-task recurrent neural network (RNN), and to patient drug-response data using a multi-task pharmacodynamic model.
Unified Probabilistic Neural Architecture and Weight Ensembling Improves Model Robustness
Premchandar, Sumegha, Madireddy, Sandeep, Jantre, Sanket, Balaprakash, Prasanna
Robust machine learning models with accurately calibrated uncertainties are crucial for safety-critical applications. Probabilistic machine learning and especially the Bayesian formalism provide a systematic framework to incorporate robustness through the distributional estimates and reason about uncertainty. Recent works have shown that approximate inference approaches that take the weight space uncertainty of neural networks to generate ensemble prediction are the state-of-the-art. However, architecture choices have mostly been ad hoc, which essentially ignores the epistemic uncertainty from the architecture space. To this end, we propose a Unified probabilistic architecture and weight ensembling Neural Architecture Search (UraeNAS) that leverages advances in probabilistic neural architecture search and approximate Bayesian inference to generate ensembles form the joint distribution of neural network architectures and weights. The proposed approach showed a significant improvement both with in-distribution (0.86% in accuracy, 42% in ECE) CIFAR-10 and out-of-distribution (2.43% in accuracy, 30% in ECE) CIFAR-10-C compared to the baseline deterministic approach.
Inferring Smooth Control: Monte Carlo Posterior Policy Iteration with Gaussian Processes
Monte Carlo methods have become increasingly relevant for control of non-differentiable systems, approximate dynamics models and learning from data. These methods scale to high-dimensional spaces and are effective at the non-convex optimizations often seen in robot learning. We look at sample-based methods from the perspective of inference-based control, specifically posterior policy iteration. From this perspective, we highlight how Gaussian noise priors produce rough control actions that are unsuitable for physical robot deployment. Considering smoother Gaussian process priors, as used in episodic reinforcement learning and motion planning, we demonstrate how smoother model predictive control can be achieved using online sequential inference. This inference is realized through an efficient factorization of the action distribution and a novel means of optimizing the likelihood temperature to improve importance sampling accuracy. We evaluate this approach on several high-dimensional robot control tasks, matching the sample efficiency of prior heuristic methods while also ensuring smoothness. Simulation results can be seen at https://monte-carlo-ppi.github.io/.
Learning to Induce Causal Structure
Ke, Nan Rosemary, Chiappa, Silvia, Wang, Jane, Goyal, Anirudh, Bornschein, Jorg, Rey, Melanie, Weber, Theophane, Botvinic, Matthew, Mozer, Michael, Rezende, Danilo Jimenez
The fundamental challenge in causal induction is to infer the underlying graph structure given observational and/or interventional data. Most existing causal induction algorithms operate by generating candidate graphs and evaluating them using either score-based methods (including continuous optimization) or independence tests. In our work, we instead treat the inference process as a black box and design a neural network architecture that learns the mapping from both observational and interventional data to graph structures via supervised training on synthetic graphs. The learned model generalizes to new synthetic graphs, is robust to train-test distribution shifts, and achieves state-of-the-art performance on naturalistic graphs for low sample complexity.
Exploration via Planning for Information about the Optimal Trajectory
Mehta, Viraj, Char, Ian, Abbate, Joseph, Conlin, Rory, Boyer, Mark D., Ermon, Stefano, Schneider, Jeff, Neiswanger, Willie
Many potential applications of reinforcement learning (RL) are stymied by the large numbers of samples required to learn an effective policy. This is especially true when applying RL to real-world control tasks, e.g. in the sciences or robotics, where executing a policy in the environment is costly. In popular RL algorithms, agents typically explore either by adding stochasticity to a reward-maximizing policy or by attempting to gather maximal information about environment dynamics without taking the given task into account. In this work, we develop a method that allows us to plan for exploration while taking both the task and the current knowledge about the dynamics into account. The key insight to our approach is to plan an action sequence that maximizes the expected information gain about the optimal trajectory for the task at hand. We demonstrate that our method learns strong policies with 2x fewer samples than strong exploration baselines and 200x fewer samples than model free methods on a diverse set of low-to-medium dimensional control tasks in both the open-loop and closed-loop control settings.