Bayesian Inference
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.
VICE: Variational Interpretable Concept Embeddings
Muttenthaler, Lukas, Zheng, Charles Y., McClure, Patrick, Vandermeulen, Robert A., Hebart, Martin N., Pereira, Francisco
A central goal in the cognitive sciences is the development of numerical models for mental representations of object concepts. This paper introduces Variational Interpretable Concept Embeddings (VICE), an approximate Bayesian method for embedding object concepts in a vector space using data collected from humans in a triplet odd-one-out task. VICE uses variational inference to obtain sparse, non-negative representations of object concepts with uncertainty estimates for the embedding values. These estimates are used to automatically select the dimensions that best explain the data. We derive a PAC learning bound for VICE that can be used to estimate generalization performance or determine a sufficient sample size for experimental design. VICE rivals or outperforms its predecessor, SPoSE, at predicting human behavior in the triplet odd-one-out task. Furthermore, VICE's object representations are more reproducible and consistent across random initializations, highlighting the unique advantage of using VICE for deriving interpretable embeddings from human behavior.
Inference on Causal Effects of Interventions in Time using Gaussian Processes
Giudice, Gianluca, Geneletti, Sara, Kalogeropoulos, Konstantinos
Recently, many applications have been devoted to understanding and revealing causal rather than associative relations among variables. One approach in the context of time series is that of synthetic controls (Abadie and Gardeazabal, 2003) and various extensions. This is based on the idea of recovering the counterfactual outcome that would have been observed had an intervention not taken place. This article contributes to expanding and generalizing this class of models, allowing for non-linearity in a nonparametric manner through Gaussian Processes. These models have high degree of flexibility in building the counterfactual outcome, using all types of information and without any limitations on the functional form. They also make it possible to assess the robustness of the synthetic controls, as we can use the posterior distributions of the Gaussian Processes to quantify uncertainty stemming from the functional form estimation. Lastly, as the models learn the relationships which prevail amongst all associated variables, there is no need to match the time series on a calendar basis, making the most of the available data.