Bayesian Inference
Learning Topic Models: Identifiability and Finite-Sample Analysis
Chen, Yinyin, He, Shishuang, Yang, Yun, Liang, Feng
Topic models provide a useful text-mining tool for learning, extracting and discovering latent structures in large text corpora. Although a plethora of methods have been proposed for topic modeling, a formal theoretical investigation on the statistical identifiability and accuracy of latent topic estimation is lacking in the literature. In this paper, we propose a maximum likelihood estimator (MLE) of latent topics based on a specific integrated likelihood, which is naturally connected to the concept of volume minimization in computational geometry. Theoretically, we introduce a new set of geometric conditions for topic model identifiability, which are weaker than conventional separability conditions relying on the existence of anchor words or pure topic documents. We conduct finite-sample error analysis for the proposed estimator and discuss the connection of our results with existing ones. We conclude with empirical studies on both simulated and real datasets.
SMProbLog: Stable Model Semantics in ProbLog and its Applications in Argumentation
Totis, Pietro, Kimmig, Angelika, De Raedt, Luc
We introduce SMProbLog, a generalization of the probabilistic logic programming language ProbLog. A ProbLog program defines a distribution over logic programs by specifying for each clause the probability that it belongs to a randomly sampled program, and these probabilities are mutually independent. The semantics of ProbLog is given by the success probability of a query, which corresponds to the probability that the query succeeds in a randomly sampled program. It is well-defined when each random sample uniquely determines the truth values of all logical atoms. Argumentation problems, however, represent an interesting practical application where this is not always the case. SMProbLog generalizes the semantics of ProbLog to the setting where multiple truth assignments are possible for a randomly sampled program, and implements the corresponding algorithms for both inference and learning tasks. We then show how this novel framework can be used to reason about probabilistic argumentation problems. Therefore, the key contribution of this paper are: a more general semantics for ProbLog programs, its implementation into a probabilistic programming framework for both inference and parameter learning, and a novel approach to probabilistic argumentation problems based on such framework.
Multifile Partitioning for Record Linkage and Duplicate Detection
Aleshin-Guendel, Serge, Sadinle, Mauricio
Merging datafiles containing information on overlapping sets of entities is a challenging task in the absence of unique identifiers, and is further complicated when some entities are duplicated in the datafiles. Most approaches to this problem have focused on linking two files assumed to be free of duplicates, or on detecting which records in a single file are duplicates. However, it is common in practice to encounter scenarios that fit somewhere in between or beyond these two settings. We propose a Bayesian approach for the general setting of multifile record linkage and duplicate detection. We use a novel partition representation to propose a structured prior for partitions that can incorporate prior information about the data collection processes of the datafiles in a flexible manner, and extend previous models for comparison data to accommodate the multifile setting. We also introduce a family of loss functions to derive Bayes estimates of partitions that allow uncertain portions of the partitions to be left unresolved. The performance of our proposed methodology is explored through extensive simulations. Code implementing the methodology is available at https://github.com/aleshing/multilink .
De-randomizing MCMC dynamics with the diffusion Stein operator
Shen, Zheyang, Heinonen, Markus, Kaski, Samuel
Approximate Bayesian inference estimates descriptors of an intractable target distribution - in essence, an optimization problem within a family of distributions. For example, Langevin dynamics (LD) extracts asymptotically exact samples from a diffusion process because the time evolution of its marginal distributions constitutes a curve that minimizes the KL-divergence via steepest descent in the Wasserstein space. Parallel to LD, Stein variational gradient descent (SVGD) similarly minimizes the KL, albeit endowed with a novel Stein-Wasserstein distance, by deterministically transporting a set of particle samples, thus de-randomizes the stochastic diffusion process. We propose de-randomized kernel-based particle samplers to all diffusion-based samplers known as MCMC dynamics. Following previous work in interpreting MCMC dynamics, we equip the Stein-Wasserstein space with a fiber-Riemannian Poisson structure, with the capacity of characterizing a fiber-gradient Hamiltonian flow that simulates MCMC dynamics. Such dynamics discretizes into generalized SVGD (GSVGD), a Stein-type deterministic particle sampler, with particle updates coinciding with applying the diffusion Stein operator to a kernel function. We demonstrate empirically that GSVGD can de-randomize complex MCMC dynamics, which combine the advantages of auxiliary momentum variables and Riemannian structure, while maintaining the high sample quality from an interacting particle system.
Global sensitivity analysis in probabilistic graphical models
Ballester-Ripoll, Rafael, Leonelli, Manuele
We show how to apply Sobol's method of global sensitivity analysis to measure the influence exerted by a set of nodes' evidence on a quantity of interest expressed by a Bayesian network. Our method exploits the network structure so as to transform the problem of Sobol index estimation into that of marginalization inference. This way, we can efficiently compute indices for networks where brute-force or Monte Carlo based estimators for variance-based sensitivity analysis would require millions of costly samples. Moreover, our method gives exact results when exact inference is used, and also supports the case of correlated inputs. The proposed algorithm is inspired by the field of tensor networks, and generalizes earlier tensor sensitivity techniques from the acyclic to the cyclic case. We demonstrate the method on three medium to large Bayesian networks that cover the areas of project risk management and reliability engineering.
On the Importance of Firth Bias Reduction in Few-Shot Classification
Ghaffari, Saba, Saleh, Ehsan, Forsyth, David, Wang, Yu-xiong
Learning accurate classifiers for novel categories from very few examples, known as few-shot image classification, is a challenging task in statistical machine learning and computer vision. The performance in few-shot classification suffers from the bias in the estimation of classifier parameters; however, an effective underlying bias reduction technique that could alleviate this issue in training few-shot classifiers has been overlooked. In this work, we demonstrate the effectiveness of Firth bias reduction in few-shot classification. Theoretically, Firth bias reduction removes the first order term $O(N^{-1})$ from the small-sample bias of the Maximum Likelihood Estimator. Here we show that the general Firth bias reduction technique simplifies to encouraging uniform class assignment probabilities for multinomial logistic classification, and almost has the same effect in cosine classifiers. We derive the optimization objective for Firth penalized multinomial logistic and cosine classifiers, and empirically evaluate that it is consistently effective across the board for few-shot image classification, regardless of (1) the feature representations from different backbones, (2) the number of samples per class, and (3) the number of classes. Finally, we show the robustness of Firth bias reduction, in the case of imbalanced data distribution. Our implementation is available at https://github.com/ehsansaleh/firth_bias_reduction
The Tensor Brain: A Unified Theory of Perception, Memory and Semantic Decoding
Tresp, Volker, Sharifzadeh, Sahand, Li, Hang, Konopatzki, Dario, Ma, Yunpu
We present a unified computational theory of perception and memory. In our model, perception, episodic memory, and semantic memory are realized by different functional and operational modes of the oscillating interactions between an index layer and a representation layer in a bilayer tensor network (BTN). The memoryless semantic {representation layer} broadcasts information. In cognitive neuroscience, it would be the "mental canvas", or the "global workspace" and reflects the cognitive brain state. The symbolic {index layer} represents concepts and past episodes, whose semantic embeddings are implemented in the connection weights between both layers. In addition, we propose a {working memory layer} as a processing center and information buffer. Episodic and semantic memory realize memory-based reasoning, i.e., the recall of relevant past information to enrich perception, and are personalized to an agent's current state, as well as to an agent's unique memories. Episodic memory stores and retrieves past observations and provides provenance and context. Recent episodic memory enriches perception by the retrieval of perceptual experiences, which provide the agent with a sense about the here and now: to understand its own state, and the world's semantic state in general, the agent needs to know what happened recently, in recent scenes, and on recently perceived entities. Remote episodic memory retrieves relevant past experiences, contributes to our conscious self, and, together with semantic memory, to a large degree defines who we are as individuals.
Residual Overfit Method of Exploration
McInerney, James, Kallus, Nathan
Exploration is a crucial aspect of bandit and reinforcement learning algorithms. The uncertainty quantification necessary for exploration often comes from either closed-form expressions based on simple models or resampling and posterior approximations that are computationally intensive. We propose instead an approximate exploration methodology based on fitting only two point estimates, one tuned and one overfit. The approach, which we term the residual overfit method of exploration (Rome), drives exploration towards actions where the overfit model exhibits the most overfitting compared to the tuned model. The intuition is that overfitting occurs the most at actions and contexts with insufficient data to form accurate predictions of the reward. We justify this intuition formally from both a frequentist and a Bayesian information theoretic perspective. The result is a method that generalizes to a wide variety of models and avoids the computational overhead of resampling or posterior approximations. We compare Rome against a set of established contextual bandit methods on three datasets and find it to be one of the best performing.
Bayesian neural network unit priors and generalized Weibull-tail property
Vladimirova, Mariia, Arbel, Julyan, Girard, Stéphane
The connection between Bayesian neural networks and Gaussian processes gained a lot of attention in the last few years. Hidden units are proven to follow a Gaussian process limit when the layer width tends to infinity. Recent work has suggested that finite Bayesian neural networks may outperform their infinite counterparts because they adapt their internal representations flexibly. To establish solid ground for future research on finite-width neural networks, our goal is to study the prior induced on hidden units. Our main result is an accurate description of hidden units tails which shows that unit priors become heavier-tailed going deeper, thanks to the introduced notion of generalized Weibull-tail. This finding sheds light on the behavior of hidden units of finite Bayesian neural networks.
HYPER: Learned Hybrid Trajectory Prediction via Factored Inference and Adaptive Sampling
Huang, Xin, Rosman, Guy, Gilitschenski, Igor, Jasour, Ashkan, McGill, Stephen G., Leonard, John J., Williams, Brian C.
Modeling multi-modal high-level intent is important for ensuring diversity in trajectory prediction. Existing approaches explore the discrete nature of human intent before predicting continuous trajectories, to improve accuracy and support explainability. However, these approaches often assume the intent to remain fixed over the prediction horizon, which is problematic in practice, especially over longer horizons. To overcome this limitation, we introduce HYPER, a general and expressive hybrid prediction framework that models evolving human intent. By modeling traffic agents as a hybrid discrete-continuous system, our approach is capable of predicting discrete intent changes over time. We learn the probabilistic hybrid model via a maximum likelihood estimation problem and leverage neural proposal distributions to sample adaptively from the exponentially growing discrete space. The overall approach affords a better trade-off between accuracy and coverage. We train and validate our model on the Argoverse dataset, and demonstrate its effectiveness through comprehensive ablation studies and comparisons with state-of-the-art models.