Uncertainty
Gen-Z: Generative Zero-Shot Text Classification with Contextualized Label Descriptions
Kumar, Sachin, Park, Chan Young, Tsvetkov, Yulia
Language model (LM) prompting--a popular paradigm for solving NLP tasks-- has been shown to be susceptible to miscalibration and brittleness to slight prompt variations, caused by its discriminative prompting approach, i.e., predicting the label given the input. The framework is multivariate, as label descriptions allow us to seamlessly integrate additional contextual information about the labels to improve task performance. On various standard classification benchmarks, with six open-source LM families, we show that zero-shot classification with simple contextualization of the data source of the evaluation set consistently outperforms both zero-shot and few-shot baselines while improving robustness to prompt variations. Further, our approach enables personalizing classification in a zero-shot manner by incorporating author, subject, or reader information in the label descriptions. Language models, trained only on raw text, have been shown to perform new tasks simply by conditioning on a handful of demonstrations (Brown et al., 2020). Furthermore, ICL has been shown to be very sensitive to the choice of training examples, their order and format in the prompt (Lu et al., 2022; Sorensen et al., 2022) requiring major human effort to achieve optimal performance. In this work, we ask, "If the right demonstrations are challenging to find and only serve to implicitly prime the model, can we achieve the same performance zero-shot if we prime the language model explicitly in a robust way?" Our approach consists of two key ideas. First, most text classification methods follow a discriminative setup, which involves estimating the probability of the labels given the input, which can be sensitive to prompt or verbalizer variations. Instead, we use a generative setup, which involves estimating the probability of generating the input given different labels, which has been shown to have better worst-case performance (Min et al., 2022a).
A Survey on Passing-through Control of Multi-Robot Systems in Cluttered Environments
Gao, Yan, Bai, Chenggang, Quan, Quan
This survey presents a comprehensive review of various methods and algorithms related to passing-through control of multi-robot systems in cluttered environments. Numerous studies have investigated this area, and we identify several avenues for enhancing existing methods. This survey describes some models of robots and commonly considered control objectives, followed by an in-depth analysis of four types of algorithms that can be employed for passing-through control: leader-follower formation control, multi-robot trajectory planning, control-based methods, and virtual tube planning and control. Furthermore, we conduct a comparative analysis of these techniques and provide some subjective and general evaluations.
Gibbs-Based Information Criteria and the Over-Parameterized Regime
Chen, Haobo, Bu, Yuheng, Wornell, Gregory W.
Double-descent refers to the unexpected drop in test loss of a learning algorithm beyond an interpolating threshold with over-parameterization, which is not predicted by information criteria in their classical forms due to the limitations in the standard asymptotic approach. We update these analyses using the information risk minimization framework and provide Akaike Information Criterion (AIC) and Bayesian Information Criterion (BIC) for models learned by the Gibbs algorithm. Notably, the penalty terms for the Gibbs-based AIC and BIC correspond to specific information measures, i.e., symmetrized KL information and KL divergence. We extend this information-theoretic analysis to over-parameterized models by providing two different Gibbs-based BICs to compute the marginal likelihood of random feature models in the regime where the number of parameters $p$ and the number of samples $n$ tend to infinity, with $p/n$ fixed. Our experiments demonstrate that the Gibbs-based BIC can select the high-dimensional model and reveal the mismatch between marginal likelihood and population risk in the over-parameterized regime, providing new insights to understand double-descent.
GBG++: A Fast and Stable Granular Ball Generation Method for Classification
Xie, Qin, Zhang, Qinghua, Xia, Shuyin, Zhao, Fan, Wu, Chengying, Wang, Guoyin, Ding, Weiping
Granular ball computing (GBC), as an efficient, robust, and scalable learning method, has become a popular research topic of granular computing. GBC includes two stages: granular ball generation (GBG) and multi-granularity learning based on the granular ball (GB). However, the stability and efficiency of existing GBG methods need to be further improved due to their strong dependence on $k$-means or $k$-division. In addition, GB-based classifiers only unilaterally consider the GB's geometric characteristics to construct classification rules, but the GB's quality is ignored. Therefore, in this paper, based on the attention mechanism, a fast and stable GBG (GBG++) method is proposed first. Specifically, the proposed GBG++ method only needs to calculate the distances from the data-driven center to the undivided samples when splitting each GB instead of randomly selecting the center and calculating the distances between it and all samples. Moreover, an outlier detection method is introduced to identify local outliers. Consequently, the GBG++ method can significantly improve effectiveness, robustness, and efficiency while being absolutely stable. Second, considering the influence of the sample size within the GB on the GB's quality, based on the GBG++ method, an improved GB-based $k$-nearest neighbors algorithm (GB$k$NN++) is presented, which can reduce misclassification at the class boundary. Finally, the experimental results indicate that the proposed method outperforms several existing GB-based classifiers and classical machine learning classifiers on $24$ public benchmark datasets.
Exploration via linearly perturbed loss minimisation
Janz, David, Liu, Shuai, Ayoub, Alex, Szepesvรกri, Csaba
We introduce exploration via linear loss perturbations (EVILL), a randomised exploration method for structured stochastic bandit problems that works by solving for the minimiser of a linearly perturbed regularised negative log-likelihood function. We show that, for the case of generalised linear bandits, EVILL reduces to perturbed history exploration (PHE), a method where exploration is done by training on randomly perturbed rewards. In doing so, we provide a simple and clean explanation of when and why random reward perturbations give rise to good bandit algorithms. With the data-dependent perturbations we propose, not present in previous PHE-type methods, EVILL is shown to match the performance of Thompson-sampling-style parameter-perturbation methods, both in theory and in practice. Moreover, we show an example outside of generalised linear bandits where PHE leads to inconsistent estimates, and thus linear regret, while EVILL remains performant. Like PHE, EVILL can be implemented in just a few lines of code.
FEMDA: a unified framework for discriminant analysis
Houdouin, Pierre, Jonckheere, Matthieu, Pascal, Frederic
Although linear and quadratic discriminant analysis are widely recognized classical methods, they can encounter significant challenges when dealing with non-Gaussian distributions or contaminated datasets. This is primarily due to their reliance on the Gaussian assumption, which lacks robustness. We first explain and review the classical methods to address this limitation and then present a novel approach that overcomes these issues. In this new approach, the model considered is an arbitrary Elliptically Symmetrical (ES) distribution per cluster with its own arbitrary scale parameter. This flexible model allows for potentially diverse and independent samples that may not follow identical distributions. By deriving a new decision rule, we demonstrate that maximum-likelihood parameter estimation and classification are simple, efficient, and robust compared to state-of-the-art methods.
On the Consistency of Maximum Likelihood Estimation of Probabilistic Principal Component Analysis
Datta, Arghya, Chakrabarty, Sayak
Probabilistic principal component analysis (PPCA) is currently one of the most used statistical tools to reduce the ambient dimension of the data. From multidimensional scaling to the imputation of missing data, PPCA has a broad spectrum of applications ranging from science and engineering to quantitative finance. Despite this wide applicability in various fields, hardly any theoretical guarantees exist to justify the soundness of the maximum likelihood (ML) solution for this model. In fact, it is well known that the maximum likelihood estimation (MLE) can only recover the true model parameters up to a rotation. The main obstruction is posed by the inherent identifiability nature of the PPCA model resulting from the rotational symmetry of the parameterization. To resolve this ambiguity, we propose a novel approach using quotient topological spaces and in particular, we show that the maximum likelihood solution is consistent in an appropriate quotient Euclidean space. Furthermore, our consistency results encompass a more general class of estimators beyond the MLE. Strong consistency of the ML estimate and consequently strong covariance estimation of the PPCA model have also been established under a compactness assumption.
Axiomatization of Interventional Probability Distributions
Causal intervention is an essential tool in causal inference. It is axiomatized under the rules of do-calculus in the case of structure causal models. We provide simple axiomatizations for families of probability distributions to be different types of interventional distributions. Our axiomatizations neatly lead to a simple and clear theory of causality that has several advantages: it does not need to make use of any modeling assumptions such as those imposed by structural causal models; it only relies on interventions on single variables; it includes most cases with latent variables and causal cycles; and more importantly, it does not assume the existence of an underlying true causal graph as we do not take it as the primitive object--in fact, a causal graph is derived as a by-product of our theory. We show that, under our axiomatizations, the intervened distributions are Markovian to the defined intervened causal graphs, and an observed joint probability distribution is Markovian to the obtained causal graph; these results are consistent with the case of structural causal models, and as a result, the existing theory of causal inference applies. We also show that a large class of natural structural causal models satisfy the theory presented here. We note that the aim of this paper is axiomatization of interventional families, which is subtly different from "causal modeling."
PAC-Bayesian Generalization Bounds for Adversarial Generative Models
Mbacke, Sokhna Diarra, Clerc, Florence, Germain, Pascal
Moreover, models and develop generalization bounds for having generalization bounds not only contributes to the theoretical models based on the Wasserstein distance and understanding of GANs themselves, but also to the the total variation distance. Our first result on understanding of the structure of real-life datasets, if those the Wasserstein distance assumes the instance can be provably approximated by GAN-generated data. In space is bounded, while our second result takes addition, given that GANs are used for data-augmentation advantage of dimensionality reduction. Our results in fields such as medical image classification (see e.g. Frid-naturally apply to Wasserstein GANs and Adar et al., 2018), theoretical guarantees can substantiate Energy-Based GANs, and our bounds provide the soundness of such applications.
RankSEG: A Consistent Ranking-based Framework for Segmentation
Segmentation has emerged as a fundamental field of computer vision and natural language processing, which assigns a label to every pixel/feature to extract regions of interest from an image/text. To evaluate the performance of segmentation, the Dice and IoU metrics are used to measure the degree of overlap between the ground truth and the predicted segmentation. In this paper, we establish a theoretical foundation of segmentation with respect to the Dice/IoU metrics, including the Bayes rule and Dice-/IoU-calibration, analogous to classification-calibration or Fisher consistency in classification. We prove that the existing thresholding-based framework with most operating losses are not consistent with respect to the Dice/IoU metrics, and thus may lead to a suboptimal solution. To address this pitfall, we propose a novel consistent ranking-based framework, namely RankDice/RankIoU, inspired by plug-in rules of the Bayes segmentation rule. Three numerical algorithms with GPU parallel execution are developed to implement the proposed framework in large-scale and high-dimensional segmentation. We study statistical properties of the proposed framework. We show it is Dice-/IoU-calibrated, and its excess risk bounds and the rate of convergence are also provided. The numerical effectiveness of RankDice/mRankDice is demonstrated in various simulated examples and Fine-annotated CityScapes, Pascal VOC and Kvasir-SEG datasets with state-of-the-art deep learning architectures.