Bayesian Inference
Unifying Causal Inference and Reinforcement Learning using Higher-Order Category Theory
Causal inference (Pearl, 2009a; Imbens and Rubin, 2015; Spirtes et al., 2000) and predictive state representations (PSRs) (Singh et al., 2004) in reinforcement learning (Sutton and Barto, 1998), whose roots go back to earlier work on subspace identification in linear systems (Van Overschee and De Moor, 1996) and even earlier work on algebraic theories of context-free languages Chomsky and Schรผtzenberger (1963) and algebraic automata theory (Give'on and Arbib, 1968), both involve structure discovery of a latent variable model through interventions. The use of superficially dissimilar representations - directed acyclic graphs (DAGs) (Pearl, 1989), hybrid undirected and directed graphs (Lauritzen and Richardson, 2002) and hyperedge graphs (Forrรฉ and Mooij, 2017; Evans, 2018) in causal inference, versus Hankel matrix and Hilbert space embeddings of dynamical systems - have long obscured their deeper connections. Structure discovery in causal inference and PSRs both involve the determination of a latent structure, which is directional at lower orders, but homotopy equivalences at higher orders induce symmetries. In particular, causal inference involves determining a structure, such as a DAG that encodes direct causal effects between a pair of objects, but multiple DAG models are equivalent because of symmetries induced by conditional independences (Dawid, 2001; Studenรฝ et al., 2010a) and correlations induced by latent unobservable confounders that are only revealed over higher-order simplices (e.g., DAGs over n 3 vertices). PSRs represent "hidden state" in dynamical systems by constructing a series of tests,
A pragmatic account of the weak evidence effect
Barnett, Samuel A., Griffiths, Thomas L., Hawkins, Robert D.
Language is not only used to transmit neutral information; we often seek to persuade by arguing in favor of a particular view. Persuasion raises a number of challenges for classical accounts of belief updating, as information cannot be taken at face value. How should listeners account for a speaker's "hidden agenda" when incorporating new information? Here, we extend recent probabilistic models of recursive social reasoning to allow for persuasive goals and show that our model provides a pragmatic account for why weakly favorable arguments may backfire, a phenomenon known as the weak evidence effect. Critically, this model predicts a systematic relationship between belief updates and expectations about the information source: weak evidence should only backfire when speakers are expected to act under persuasive goals and prefer the strongest evidence. We introduce a simple experimental paradigm called the Stick Contest to measure the extent to which the weak evidence effect depends on speaker expectations, and show that a pragmatic listener model accounts for the empirical data better than alternative models. Our findings suggest further avenues for rational models of social reasoning to illuminate classical decision-making phenomena.
Uncertainty Quantification of the 4th kind; optimal posterior accuracy-uncertainty tradeoff with the minimum enclosing ball
Bajgiran, Hamed Hamze, Franch, Pau Batlle, Owhadi, Houman, Samir, Mostafa, Scovel, Clint, Shirdel, Mahdy, Stanley, Michael, Tavallali, Peyman
There are essentially three kinds of approaches to Uncertainty Quantification (UQ): (A) robust optimization, (B) Bayesian, (C) decision theory. Although (A) is robust, it is unfavorable with respect to accuracy and data assimilation. (B) requires a prior, it is generally brittle and posterior estimations can be slow. Although (C) leads to the identification of an optimal prior, its approximation suffers from the curse of dimensionality and the notion of risk is one that is averaged with respect to the distribution of the data. We introduce a 4th kind which is a hybrid between (A), (B), (C), and hypothesis testing. It can be summarized as, after observing a sample $x$, (1) defining a likelihood region through the relative likelihood and (2) playing a minmax game in that region to define optimal estimators and their risk. The resulting method has several desirable properties (a) an optimal prior is identified after measuring the data, and the notion of risk is a posterior one, (b) the determination of the optimal estimate and its risk can be reduced to computing the minimum enclosing ball of the image of the likelihood region under the quantity of interest map (which is fast and not subject to the curse of dimensionality). The method is characterized by a parameter in $ [0,1]$ acting as an assumed lower bound on the rarity of the observed data (the relative likelihood). When that parameter is near $1$, the method produces a posterior distribution concentrated around a maximum likelihood estimate with tight but low confidence UQ estimates. When that parameter is near $0$, the method produces a maximal risk posterior distribution with high confidence UQ estimates. In addition to navigating the accuracy-uncertainty tradeoff, the proposed method addresses the brittleness of Bayesian inference by navigating the robustness-accuracy tradeoff associated with data assimilation.
Challenges and Pitfalls of Bayesian Unlearning
Rawat, Ambrish, Requeima, James, Bruinsma, Wessel, Turner, Richard
Machine unlearning refers to the task of removing a subset of training data, thereby removing its contributions to a trained model. Approximate unlearning are one class of methods for this task which avoid the need to retrain the model from scratch on the retained data. Bayes' rule can be used to cast approximate unlearning as an inference problem where the objective is to obtain the updated posterior by dividing out the likelihood of deleted data. However this has its own set of challenges as one often doesn't have access to the exact posterior of the model parameters. In this work we examine the use of the Laplace approximation and Variational Inference to obtain the updated posterior. With a neural network trained for a regression task as the guiding example, we draw insights on the applicability of Bayesian unlearning in practical scenarios.
A Survey on Machine Learning Techniques for Source Code Analysis
Sharma, Tushar, Kechagia, Maria, Georgiou, Stefanos, Tiwari, Rohit, Vats, Indira, Moazen, Hadi, Sarro, Federica
The advancements in machine learning techniques have encouraged researchers to apply these techniques to a myriad of software engineering tasks that use source code analysis, such as testing and vulnerability detection. Such a large number of studies hinders the community from understanding the current research landscape. This paper aims to summarize the current knowledge in applied machine learning for source code analysis. We review studies belonging to twelve categories of software engineering tasks and corresponding machine learning techniques, tools, and datasets that have been applied to solve them. To do so, we conducted an extensive literature search and identified 479 primary studies published between 2011 and 2021. We summarize our observations and findings with the help of the identified studies. Our findings suggest that the use of machine learning techniques for source code analysis tasks is consistently increasing. We synthesize commonly used steps and the overall workflow for each task and summarize machine learning techniques employed. We identify a comprehensive list of available datasets and tools useable in this context. Finally, the paper discusses perceived challenges in this area, including the availability of standard datasets, reproducibility and replicability, and hardware resources.
Uncovering Regions of Maximum Dissimilarity on Random Process Data
de Carvalho, Miguel, Venturini, Gabriel Martos
The comparison of local characteristics of two random processes can shed light on periods of time or space at which the processes differ the most. This paper proposes a method that learns about regions with a certain volume, where the marginal attributes of two processes are less similar. The proposed methods are devised in full generality for the setting where the data of interest are themselves stochastic processes, and thus the proposed method can be used for pointing out the regions of maximum dissimilarity with a certain volume, in the contexts of functional data, time series, and point processes. The parameter functions underlying both stochastic processes of interest are modeled via a basis representation, and Bayesian inference is conducted via an integrated nested Laplace approximation. The numerical studies validate the proposed methods, and we showcase their application with case studies on criminology, finance, and medicine.
BayesLDM: A Domain-Specific Language for Probabilistic Modeling of Longitudinal Data
Tung, Karine, De La Torre, Steven, Mistiri, Mohamed El, De Braganca, Rebecca Braga, Hekler, Eric, Pavel, Misha, Rivera, Daniel, Klasnja, Pedja, Spruijt-Metz, Donna, Marlin, Benjamin M.
In this paper we present BayesLDM, a system for Bayesian longitudinal data modeling consisting of a high-level modeling language with specific features for modeling complex multivariate time series data coupled with a compiler that can produce optimized probabilistic program code for performing inference in the specified model. BayesLDM supports modeling of Bayesian network models with a specific focus on the efficient, declarative specification of dynamic Bayesian Networks (DBNs). The BayesLDM compiler combines a model specification with inspection of available data and outputs code for performing Bayesian inference for unknown model parameters while simultaneously handling missing data. These capabilities have the potential to significantly accelerate iterative modeling workflows in domains that involve the analysis of complex longitudinal data by abstracting away the process of producing computationally efficient probabilistic inference code. We describe the BayesLDM system components, evaluate the efficiency of representation and inference optimizations and provide an illustrative example of the application of the system to analyzing heterogeneous and partially observed mobile health data.
How to marry a star: probabilistic constraints for meaning in context
Erk, Katrin, Herbelot, Aurelie
This flexibility is often characterised by distinguishing the'context-independent' meaning of a lexical item (its definition(s) in a dictionary) and its'speech act' or'token' meaning - the one it acquires by virtue of being used in the context of a particular sentence (Grice 1968). The generation of a token meaning goes well beyond word sense disambiguation and typically involves speakers' knowledge of the world as well as their linguistic knowledge. For instance, Searle (1980: pp.222-223) reminds us that to cut grass and to cut a cake evoke different tools in the mind of the comprehender (a lawnmower vs a knife). The question of context dependence is associated with long-standing debates in both linguistics and philosophy, with theoretical positions ranging from semantic minimalism to radical contextualism. Our goal in this paper is not to take a side in those debates, but rather to give an integrated account of the many different ways context interacts with lexical meaning.
Learning Consumer Preferences from Bundle Sales Data
Chen, Ningyuan, Farajollahzadeh, Setareh, Wang, Guan
Product bundling is a common selling mechanism used in online retailing. To set profitable bundle prices, the seller needs to learn consumer preferences from the transaction data. When customers purchase bundles or multiple products, classical methods such as discrete choice models cannot be used to estimate customers' valuations. In this paper, we propose an approach to learn the distribution of consumers' valuations toward the products using bundle sales data. The approach reduces it to an estimation problem where the samples are censored by polyhedral regions. Using the EM algorithm and Monte Carlo simulation, our approach can recover the distribution of consumers' valuations. The framework allows for unobserved no-purchases and clustered market segments. We provide theoretical results on the identifiability of the probability model and the convergence of the EM algorithm. The performance of the approach is also demonstrated numerically.
Social-Implicit: Rethinking Trajectory Prediction Evaluation and The Effectiveness of Implicit Maximum Likelihood Estimation
Mohamed, Abduallah, Zhu, Deyao, Vu, Warren, Elhoseiny, Mohamed, Claudel, Christian
Best-of-N (BoN) Average Displacement Error (ADE)/ Final Displacement Error (FDE) is the most used metric for evaluating trajectory prediction models. Yet, the BoN does not quantify the whole generated samples, resulting in an incomplete view of the model's prediction quality and performance. We propose a new metric, Average Mahalanobis Distance (AMD) to tackle this issue. AMD is a metric that quantifies how close the whole generated samples are to the ground truth. We also introduce the Average Maximum Eigenvalue (AMV) metric that quantifies the overall spread of the predictions. Our metrics are validated empirically by showing that the ADE/FDE is not sensitive to distribution shifts, giving a biased sense of accuracy, unlike the AMD/AMV metrics. We introduce the usage of Implicit Maximum Likelihood Estimation (IMLE) as a replacement for traditional generative models to train our model, Social-Implicit. IMLE training mechanism aligns with AMD/AMV objective of predicting trajectories that are close to the ground truth with a tight spread. Social-Implicit is a memory efficient deep model with only 5.8K parameters that runs in real time of about 580Hz and achieves competitive results.