Bayesian Inference
Latent Variable Models for Bayesian Causal Discovery
Subramanian, Jithendaraa, Annadani, Yashas, Sheth, Ivaxi, Bauer, Stefan, Nowrouzezahrai, Derek, Kahou, Samira Ebrahimi
Learning predictors that do not rely on spurious correlations involves building causal representations. However, learning such a representation is very challenging. We, therefore, formulate the problem of learning a causal representation from high dimensional data and study causal recovery with synthetic data. This work introduces a latent variable decoder model, Decoder BCD, for Bayesian causal discovery and performs experiments in mildly supervised and unsupervised settings. We present a series of synthetic experiments to characterize important factors for causal discovery and show that using known intervention targets as labels helps in unsupervised Bayesian inference over structure and parameters of linear Gaussian additive noise latent structural causal models.
Mappings for Marginal Probabilities with Applications to Models in Statistical Physics
We present local mappings that relate the marginal probabilities of a global probability mass function represented by its primal normal factor graph to the corresponding marginal probabilities in its dual normal factor graph. The mapping is based on the Fourier transform of the local factors of the models. Details of the mapping are provided for the Ising model, where it is proved that the local extrema of the fixed points are attained at the phase transition of the two-dimensional nearest-neighbor Ising model. The results are further extended to the Potts model, to the clock model, and to Gaussian Markov random fields. By employing the mapping, we can transform simultaneously all the estimated marginal probabilities from the dual domain to the primal domain (and vice versa), which is advantageous if estimating the marginals can be carried out more efficiently in the dual domain. An example of particular significance is the ferromagnetic Ising model in a positive external magnetic field. For this model, there exists a rapidly mixing Markov chain (called the subgraphs--world process) to generate configurations in the dual normal factor graph of the model. Our numerical experiments illustrate that the proposed procedure can provide more accurate estimates of marginal probabilities of a global probability mass function in various settings.
Inaccuracy rates for distributed inference over random networks with applications to social learning
This paper studies probabilistic rates of convergence for consensus+innovations type of algorithms in random, generic networks. For each node, we find a lower and also a family of upper bounds on the large deviations rate function, thus enabling the computation of the exponential convergence rates for the events of interest on the iterates. Relevant applications include error exponents in distributed hypothesis testing, rates of convergence of beliefs in social learning, and inaccuracy rates in distributed estimation. The bounds on the rate function have a very particular form at each node: they are constructed as the convex envelope between the rate function of the hypothetical fusion center and the rate function corresponding to a certain topological mode of the node's presence. We further show tightness of the discovered bounds for several cases, such as pendant nodes and regular networks, thus establishing the first proof of the large deviations principle for consensus+innovations and social learning in random networks.
A Transformational Characterization of Unconditionally Equivalent Bayesian Networks
Markham, Alex, Deligeorgaki, Danai, Misra, Pratik, Solus, Liam
We consider the problem of characterizing Bayesian networks up to unconditional equivalence, i.e., when directed acyclic graphs (DAGs) have the same set of unconditional d-separation statements. Each unconditional equivalence class (UEC) is uniquely represented with an undirected graph whose clique structure encodes the members of the class. Via this structure, we provide a transformational characterization of unconditional equivalence; i.e., we show that two DAGs are in the same UEC if and only if one can be transformed into the other via a finite sequence of specified moves. We also extend this characterization to the essential graphs representing the Markov equivalence classes (MECs) in the UEC. UECs partition the space of MECs and are easily estimable from marginal independence tests. Thus, a characterization of unconditional equivalence has applications in methods that involve searching the space of MECs of Bayesian networks. Keywords: unconditional equivalence; marginal independence structure; undirected graphs; directed acyclic graphs; chain graphs; Markov equivalence.
Wavelet Score-Based Generative Modeling
Guth, Florentin, Coste, Simon, De Bortoli, Valentin, Mallat, Stephane
Score-based generative models (SGMs) synthesize new data samples from Gaussian white noise by running a time-reversed Stochastic Differential Equation (SDE) whose drift coefficient depends on some probabilistic score. The discretization of such SDEs typically requires a large number of time steps and hence a high computational cost. This is because of ill-conditioning properties of the score that we analyze mathematically. We show that SGMs can be considerably accelerated, by factorizing the data distribution into a product of conditional probabilities of wavelet coefficients across scales. The resulting Wavelet Score-based Generative Model (WSGM) synthesizes wavelet coefficients with the same number of time steps at all scales, and its time complexity therefore grows linearly with the image size. This is proved mathematically over Gaussian distributions, and shown numerically over physical processes at phase transition and natural image datasets.
Classical Planning in Deep Latent Space
Asai, Masataro | Kajino, Hiroshi (IBM Research - Tokyo, Tokyo Japan) | Fukunaga, Alex (Graduate School of Arts and Sciences, University of Tokyo, Tokyo Japan) | Muise, Christian (School of Computing, Queenโs University, Kingston Canada)
Current domain-independent, classical planners require symbolic models of the problem domain and instance as input, resulting in a knowledge acquisition bottleneck. Meanwhile, although deep learning has achieved significant success in many fields, the knowledge is encoded in a subsymbolic representation which is incompatible with symbolic systems such as planners. We propose Latplan, an unsupervised architecture combining deep learning and classical planning. Given only an unlabeled set of image pairs showing a subset of transitions allowed in the environment (training inputs), Latplan learns a complete propositional PDDL action model of the environment. Later, when a pair of images representing the initial and the goal states (planning inputs) is given, Latplan finds a plan to the goal state in a symbolic latent space and returns a visualized plan execution. We evaluate Latplan using image-based versions of 6 planning domains: 8-puzzle, 15-Puzzle, Blocksworld, Sokoban and Two variations of LightsOut.
Sparse Representation Learning with Modified q-VAE towards Minimal Realization of World Model
Kobayashi, Taisuke, Watanuki, Ryoma
Extraction of low-dimensional latent space from high-dimensional observation data is essential to construct a real-time robot controller with a world model on the extracted latent space. However, there is no established method for tuning the dimension size of the latent space automatically, suffering from finding the necessary and sufficient dimension size, i.e. the minimal realization of the world model. In this study, we analyze and improve Tsallis-based variational autoencoder (q-VAE), and reveal that, under an appropriate configuration, it always facilitates making the latent space sparse. Even if the dimension size of the pre-specified latent space is redundant compared to the minimal realization, this sparsification collapses unnecessary dimensions, allowing for easy removal of them. We experimentally verified the benefits of the sparsification by the proposed method that it can easily find the necessary and sufficient six dimensions for a reaching task with a mobile manipulator that requires a six-dimensional state space. Moreover, by planning with such a minimal-realization world model learned in the extracted dimensions, the proposed method was able to exert a more optimal action sequence in real-time, reducing the reaching accomplishment time by around 20 %. The attached video is uploaded on youtube: https://youtu.be/-QjITrnxaRs
Correcting Model Bias with Sparse Implicit Processes
Santana, Simรณn Rodrรญguez, Ortega, Luis A., Hernรกndez-Lobato, Daniel, Zaldรญvar, Bryan
Model selection in machine learning (ML) is a crucial part of the Bayesian learning procedure. Model choice may impose strong biases on the resulting predictions, which can hinder the performance of methods such as Bayesian neural networks and neural samplers. On the other hand, newly proposed approaches for Bayesian ML exploit features of approximate inference in function space with implicit stochastic processes (a generalization of Gaussian processes). The approach of Sparse Implicit Processes (SIP) is particularly successful in this regard, since it is fully trainable and achieves flexible predictions. Here, we expand on the original experiments to show that SIP is capable of correcting model bias when the data generating mechanism differs strongly from the one implied by the model. We use synthetic datasets to show that SIP is capable of providing predictive distributions that reflect the data better than the exact predictions of the initial, but wrongly assumed model.
Uncertain Bayesian Networks: Learning from Incomplete Data
Hougen, Conrad D., Kaplan, Lance M., Cerutti, Federico, Hero, Alfred O. III
When the historical data are limited, the conditional probabilities associated with the nodes of Bayesian networks are uncertain and can be empirically estimated. Second order estimation methods provide a framework for both estimating the probabilities and quantifying the uncertainty in these estimates. We refer to these cases as uncer tain or second-order Bayesian networks. When such data are complete, i.e., all variable values are observed for each instantiation, the conditional probabilities are known to be Dirichlet-distributed. This paper improves the current state-of-the-art approaches for handling uncertain Bayesian networks by enabling them to learn distributions for their parameters, i.e., conditional probabilities, with incomplete data. We extensively evaluate various methods to learn the posterior of the parameters through the desired and empirically derived strength of confidence bounds for various queries.
A Parallel Technique for Multi-objective Bayesian Global Optimization: Using a Batch Selection of Probability of Improvement
Yang, Kaifeng, Dong, Guozhi, Affenzeller, Michael
Bayesian global optimization (BGO) is an efficient surrogate-assisted technique for problems involving expensive evaluations. A parallel technique can be used to parallelly evaluate the true-expensive objective functions in one iteration to boost the execution time. An effective and straightforward approach is to design an acquisition function that can evaluate the performance of a bath of multiple solutions, instead of a single point/solution, in one iteration. This paper proposes five alternatives of \emph{Probability of Improvement} (PoI) with multiple points in a batch (q-PoI) for multi-objective Bayesian global optimization (MOBGO), taking the covariance among multiple points into account. Both exact computational formulas and the Monte Carlo approximation algorithms for all proposed q-PoIs are provided. Based on the distribution of the multiple points relevant to the Pareto-front, the position-dependent behavior of the five q-PoIs is investigated. Moreover, the five q-PoIs are compared with the other nine state-of-the-art and recently proposed batch MOBGO algorithms on twenty bio-objective benchmarks. The empirical experiments on different variety of benchmarks are conducted to demonstrate the effectiveness of two greedy q-PoIs ($\kpoi_{\mbox{best}}$ and $\kpoi_{\mbox{all}}$) on low-dimensional problems and the effectiveness of two explorative q-PoIs ($\kpoi_{\mbox{one}}$ and $\kpoi_{\mbox{worst}}$) on high-dimensional problems with difficult-to-approximate Pareto front boundaries.