Uncertainty
Variational Gaussian Process Diffusion Processes
Verma, Prakhar, Adam, Vincent, Solin, Arno
Diffusion processes are a class of stochastic differential equations (SDEs) providing a rich family of expressive models that arise naturally in dynamic modelling tasks. Probabilistic inference and learning under generative models with latent processes endowed with a non-linear diffusion process prior are intractable problems. We build upon work within variational inference, approximating the posterior process as a linear diffusion process, and point out pathologies in the approach. We propose an alternative parameterization of the Gaussian variational process using a site-based exponential family description. This allows us to trade a slow inference algorithm with fixed-point iterations for a fast algorithm for convex optimization akin to natural gradient descent, which also provides a better objective for learning model parameters.
Dimension-free mixing times of Gibbs samplers for Bayesian hierarchical models
Ascolani, Filippo, Zanella, Giacomo
Gibbs samplers [12] are a family of Markov Chain Monte Carlo (MCMC) algorithms [10] commonly used in various scientific fields. In the context of Bayesian Statistics, they are routinely employed to draw samples from posterior distributions of unknown parameters conditional to the observed data [28, 37]. Like most MCMC methods, they are guaranteed to converge to the correct posterior distribution as the number of iterations tends to infinity under mild assumptions [54]. However, understanding how quickly this convergence occurs, for example by quantifying the so-called mixing time of the Markov chain generated by the algorithm, is in general a hard task. In this paper we address this question for Gibbs samplers targeting certain classes of high-dimensional Bayesian hierarchical models. Analysing convergence properties, such as mixing times, is the key technical step needed to rigorously quantify the computational cost of MCMC algorithms.
Recipes for calibration and validation of agent-based models in cancer biomedicine
Cogno, Nicolò, Axenie, Cristian, Bauer, Roman, Vavourakis, Vasileios
Computational models and simulations are not just appealing because of their intrinsic characteristics across spatiotemporal scales, scalability, and predictive power, but also because the set of problems in cancer biomedicine that can be addressed computationally exceeds the set of those amenable to analytical solutions. Agent-based models and simulations are especially interesting candidates among computational modelling strategies in cancer research due to their capabilities to replicate realistic local and global interaction dynamics at a convenient and relevant scale. Yet, the absence of methods to validate the consistency of the results across scales can hinder adoption by turning fine-tuned models into black boxes. This review compiles relevant literature to explore strategies to leverage high-fidelity simulations of multi-scale, or multi-level, cancer models with a focus on validation approached as simulation calibration. We argue that simulation calibration goes beyond parameter optimization by embedding informative priors to generate plausible parameter configurations across multiple dimensions.
Topology Recoverability Prediction for Ad-Hoc Robot Networks: A Data-Driven Fault-Tolerant Approach
Macktoobian, Matin, Shu, Zhan, Zhao, Qing
Optimal topology synthesis is generally resource-intensive and time-consuming to be done in real time for large ad-hoc robot networks. One should only perform topology re-computations if the probability of topology recoverability after the occurrence of any fault surpasses that of its irrecoverability. We formulate this problem as a binary classification problem. Then, we develop a two-pathway data-driven model based on Bayesian Gaussian mixture models that predicts the solution to a typical problem by two different pre-fault and post-fault prediction pathways. The results, obtained by the integration of the predictions of those pathways, clearly indicate the success of our model in solving the topology (ir)recoverability prediction problem compared to the best of current strategies found in the literature.
ExPT: Synthetic Pretraining for Few-Shot Experimental Design
Nguyen, Tung, Agrawal, Sudhanshu, Grover, Aditya
Experimental design is a fundamental problem in many science and engineering fields. In this problem, sample efficiency is crucial due to the time, money, and safety costs of real-world design evaluations. Existing approaches either rely on active data collection or access to large, labeled datasets of past experiments, making them impractical in many real-world scenarios. In this work, we address the more challenging yet realistic setting of few-shot experimental design, where only a few labeled data points of input designs and their corresponding values are available. We approach this problem as a conditional generation task, where a model conditions on a few labeled examples and the desired output to generate an optimal input design. To this end, we introduce Experiment Pretrained Transformers (ExPT), a foundation model for few-shot experimental design that employs a novel combination of synthetic pretraining with in-context learning. In ExPT, we only assume knowledge of a finite collection of unlabelled data points from the input domain and pretrain a transformer neural network to optimize diverse synthetic functions defined over this domain. Unsupervised pretraining allows ExPT to adapt to any design task at test time in an in-context fashion by conditioning on a few labeled data points from the target task and generating the candidate optima. We evaluate ExPT on few-shot experimental design in challenging domains and demonstrate its superior generality and performance compared to existing methods. The source code is available at https://github.com/tung-nd/ExPT.git.
Bayesian Simulation-based Inference for Cosmological Initial Conditions
List, Florian, Montel, Noemi Anau, Weniger, Christoph
Reconstructing astrophysical and cosmological fields from observations is challenging. It requires accounting for non-linear transformations, mixing of spatial structure, and noise. In contrast, forward simulators that map fields to observations are readily available for many applications. We present a versatile Bayesian field reconstruction algorithm rooted in simulation-based inference and enhanced by autoregressive modeling. The proposed technique is applicable to generic (non-differentiable) forward simulators and allows sampling from the posterior for the underlying field. We show first promising results on a proof-of-concept application: the recovery of cosmological initial conditions from late-time density fields.
Sentiment Analysis in Digital Spaces: An Overview of Reviews
Ayravainen, Laura E. M., Hinds, Joanne, Davidson, Brittany I.
Sentiment analysis (SA) is commonly applied to digital textual data, revealing insight into opinions and feelings. Many systematic reviews have summarized existing work, but often overlook discussions of validity and scientific practices. Here, we present an overview of reviews, synthesizing 38 systematic reviews, containing 2,275 primary studies. We devise a bespoke quality assessment framework designed to assess the rigor and quality of systematic review methodologies and reporting standards. Our findings show diverse applications and methods, limited reporting rigor, and challenges over time. We discuss how future research and practitioners can address these issues and highlight their importance across numerous applications.
Beyond Confidence: Reliable Models Should Also Consider Atypicality
Yuksekgonul, Mert, Zhang, Linjun, Zou, James, Guestrin, Carlos
While most machine learning models can provide confidence in their predictions, confidence is insufficient to understand a prediction's reliability. For instance, the model may have a low confidence prediction if the input is not well-represented in the training dataset or if the input is inherently ambiguous. In this work, we investigate the relationship between how atypical (rare) a sample or a class is and the reliability of a model's predictions. We first demonstrate that atypicality is strongly related to miscalibration and accuracy. In particular, we empirically show that predictions for atypical inputs or atypical classes are more overconfident and have lower accuracy. Using these insights, we show incorporating atypicality improves uncertainty quantification and model performance for discriminative neural networks and large language models. In a case study, we show that using atypicality improves the performance of a skin lesion classifier across different skin tone groups without having access to the group attributes. Overall, we propose that models should use not only confidence but also atypicality to improve uncertainty quantification and performance. Our results demonstrate that simple post-hoc atypicality estimators can provide significant value.
Inferring the Future by Imagining the Past
Chandra, Kartik, Chen, Tony, Li, Tzu-Mao, Ragan-Kelley, Jonathan, Tenenbaum, Josh
A single panel of a comic book can say a lot: it can depict not only where the characters currently are, but also their motions, their motivations, their emotions, and what they might do next. More generally, humans routinely infer complex sequences of past and future events from a *static snapshot* of a *dynamic scene*, even in situations they have never seen before. In this paper, we model how humans make such rapid and flexible inferences. Building on a long line of work in cognitive science, we offer a Monte Carlo algorithm whose inferences correlate well with human intuitions in a wide variety of domains, while only using a small, cognitively-plausible number of samples. Our key technical insight is a surprising connection between our inference problem and Monte Carlo path tracing, which allows us to apply decades of ideas from the computer graphics community to this seemingly-unrelated theory of mind task.
Debias Coarsely, Sample Conditionally: Statistical Downscaling through Optimal Transport and Probabilistic Diffusion Models
Wan, Zhong Yi, Baptista, Ricardo, Chen, Yi-fan, Anderson, John, Boral, Anudhyan, Sha, Fei, Zepeda-Núñez, Leonardo
We introduce a two-stage probabilistic framework for statistical downscaling using unpaired data. Statistical downscaling seeks a probabilistic map to transform low-resolution data from a biased coarse-grained numerical scheme to high-resolution data that is consistent with a high-fidelity scheme. Our framework tackles the problem by composing two transformations: (i) a debiasing step via an optimal transport map, and (ii) an upsampling step achieved by a probabilistic diffusion model with a posteriori conditional sampling. This approach characterizes a conditional distribution without needing paired data, and faithfully recovers relevant physical statistics from biased samples. We demonstrate the utility of the proposed approach on one- and two-dimensional fluid flow problems, which are representative of the core difficulties present in numerical simulations of weather and climate. Our method produces realistic high-resolution outputs from low-resolution inputs, by upsampling resolutions of 8x and 16x. Moreover, our procedure correctly matches the statistics of physical quantities, even when the low-frequency content of the inputs and outputs do not match, a crucial but difficult-to-satisfy assumption needed by current state-of-the-art alternatives. Code for this work is available at: https://github.com/google-research/swirl-dynamics/tree/main/swirl_dynamics/projects/probabilistic_diffusion.