Uncertainty
Truncated Diffusion Probabilistic Models and Diffusion-based Adversarial Auto-Encoders
Zheng, Huangjie, He, Pengcheng, Chen, Weizhu, Zhou, Mingyuan
Employing a forward diffusion chain to gradually map the data to a noise distribution, diffusion-based generative models learn how to generate the data by inferring a reverse diffusion chain. However, this approach is slow and costly because it needs many forward and reverse steps. We propose a faster and cheaper approach that adds noise not until the data become pure random noise, but until they reach a hidden noisy-data distribution that we can confidently learn. Then, we use fewer reverse steps to generate data by starting from this hidden distribution that is made similar to the noisy data. We reveal that the proposed model can be cast as an adversarial auto-encoder empowered by both the diffusion process and a learnable implicit prior. Experimental results show even with a significantly smaller number of reverse diffusion steps, the proposed truncated diffusion probabilistic models can provide consistent improvements over the non-truncated ones in terms of performance in both unconditional and text-guided image generations. Generating photo-realistic images with probabilistic models is a challenging and important task in machine learning and computer vision, with many potential applications in data augmentation, image editing, style transfer, etc. This new modeling class, which includes both score-based and diffusion-based generative models, uses noise injection to gradually corrupt the data distribution into a simple noise distribution that can be easily sampled from, and then uses a denoising network to reverse the noise injection to generate photo-realistic images. From the perspective of score matching (Hyvรคrinen & Dayan, 2005; Vincent, 2011) and Langevin dynamics (Neal, 2011; Welling & Teh, 2011), the denoising network is trained by matching the score function, which is the gradient of the log-density of the data, of the corrupted data distribution and that of the generator distribution at different noise levels (Song & Ermon, 2019). This training objective can also be formulated under diffusion-based generative models (Sohl-Dickstein et al., 2015; Ho et al., 2020). These two types of models have been further unified by Song et al. (2021b) under the framework of discretized stochastic differential equations.
Recent Advances and Applications of Machine Learning in Experimental Solid Mechanics: A Review
Jin, Hanxun, Zhang, Enrui, Espinosa, Horacio D.
For many decades, experimental solid mechanics has played a crucial role in characterizing and understanding the mechanical properties of natural and novel materials. Recent advances in machine learning (ML) provide new opportunities for the field, including experimental design, data analysis, uncertainty quantification, and inverse problems. As the number of papers published in recent years in this emerging field is exploding, it is timely to conduct a comprehensive and up-to-date review of recent ML applications in experimental solid mechanics. Here, we first provide an overview of common ML algorithms and terminologies that are pertinent to this review, with emphasis placed on physics-informed and physics-based ML methods. Then, we provide thorough coverage of recent ML applications in traditional and emerging areas of experimental mechanics, including fracture mechanics, biomechanics, nano- and micro-mechanics, architected materials, and 2D material. Finally, we highlight some current challenges of applying ML to multi-modality and multi-fidelity experimental datasets and propose several future research directions. This review aims to provide valuable insights into the use of ML methods as well as a variety of examples for researchers in solid mechanics to integrate into their experiments.
Open problems in causal structure learning: A case study of COVID-19 in the UK
Constantinou, Anthony, Kitson, Neville K., Liu, Yang, Chobtham, Kiattikun, Hashemzadeh, Arian, Nanavati, Praharsh A., Mbuvha, Rendani, Petrungaro, Bruno
Causal machine learning (ML) algorithms recover graphical structures that tell us something about cause-and-effect relationships. The causal representation praovided by these algorithms enables transparency and explainability, which is necessary for decision making in critical real-world problems. Yet, causal ML has had limited impact in practice compared to associational ML. This paper investigates the challenges of causal ML with application to COVID-19 UK pandemic data. We collate data from various public sources and investigate what the various structure learning algorithms learn from these data. We explore the impact of different data formats on algorithms spanning different classes of learning, and assess the results produced by each algorithm, and groups of algorithms, in terms of graphical structure, model dimensionality, sensitivity analysis, confounding variables, predictive and interventional inference. We use these results to highlight open problems in causal structure learning and directions for future research. To facilitate future work, we make all graphs, models, data sets, and source code publicly available online.
Unified Bayesian Frameworks for Multi-criteria Decision-making Problems
This paper introduces Bayesian frameworks for tackling various aspects of multi-criteria decision-making (MCDM) problems, leveraging a probabilistic interpretation of MCDM methods and challenges. By harnessing the flexibility of Bayesian models, the proposed frameworks offer statistically elegant solutions to key challenges in MCDM, such as group decision-making problems and criteria correlation. Additionally, these models can accommodate diverse forms of uncertainty in decision makers' (DMs) preferences, including normal and triangular distributions, as well as interval preferences. To address large-scale group MCDM scenarios, a probabilistic mixture model is developed, enabling the identification of homogeneous subgroups of DMs. Furthermore, a probabilistic ranking scheme is devised to assess the relative importance of criteria and alternatives based on DM(s) preferences. Through experimentation on various numerical examples, the proposed frameworks are validated, demonstrating their effectiveness and highlighting their distinguishing features in comparison to alternative methods.
Learning Active Subspaces for Effective and Scalable Uncertainty Quantification in Deep Neural Networks
Jantre, Sanket, Urban, Nathan M., Qian, Xiaoning, Yoon, Byung-Jun
Bayesian inference for neural networks, or Bayesian deep learning, has the potential to provide well-calibrated predictions with quantified uncertainty and robustness. However, the main hurdle for Bayesian deep learning is its computational complexity due to the high dimensionality of the parameter space. In this work, we propose a novel scheme that addresses this limitation by constructing a low-dimensional subspace of the neural network parameters-referred to as an active subspace-by identifying the parameter directions that have the most significant influence on the output of the neural network. We demonstrate that the significantly reduced active subspace enables effective and scalable Bayesian inference via either Monte Carlo (MC) sampling methods, otherwise computationally intractable, or variational inference. Empirically, our approach provides reliable predictions with robust uncertainty estimates for various regression tasks.
Amortised Inference in Bayesian Neural Networks
Meta-learning is a framework in which machine learning models train over a set of datasets in order to produce predictions on new datasets at test time. Probabilistic meta-learning has received an abundance of attention from the research community in recent years, but a problem shared by many existing probabilistic meta-models is that they require a very large number of datasets in order to produce high-quality predictions with well-calibrated uncertainty estimates. In many applications, however, such quantities of data are simply not available. In this dissertation we present a significantly more data-efficient approach to probabilistic meta-learning through per-datapoint amortisation of inference in Bayesian neural networks, introducing the Amortised Pseudo-Observation Variational Inference Bayesian Neural Network (APOVI-BNN). First, we show that the approximate posteriors obtained under our amortised scheme are of similar or better quality to those obtained through traditional variational inference, despite the fact that the amortised inference is performed in a single forward pass. We then discuss how the APOVI-BNN may be viewed as a new member of the neural process family, motivating the use of neural process training objectives for potentially better predictive performance on complex problems as a result. Finally, we assess the predictive performance of the APOVI-BNN against other probabilistic meta-models in both a one-dimensional regression problem and in a significantly more complex image completion setting. In both cases, when the amount of training data is limited, our model is the best in its class.
Differentiable Bayesian Structure Learning with Acyclicity Assurance
Tran, Quang-Duy, Nguyen, Phuoc, Duong, Bao, Nguyen, Thin
Score-based approaches in the structure learning task are thriving because of their scalability. Continuous relaxation has been the key reason for this advancement. Despite achieving promising outcomes, most of these methods are still struggling to ensure that the graphs generated from the latent space are acyclic by minimizing a defined score. There has also been another trend of permutation-based approaches, which concern the search for the topological ordering of the variables in the directed acyclic graph in order to limit the search space of the graph. In this study, we propose an alternative approach for strictly constraining the acyclicty of the graphs with an integration of the knowledge from the topological orderings. Our approach can reduce inference complexity while ensuring the structures of the generated graphs to be acyclic. Our empirical experiments with simulated and real-world data show that our approach can outperform related Bayesian score-based approaches.
Strong posterior contraction rates via Wasserstein dynamics
Dolera, Emanuele, Favaro, Stefano, Mainini, Edoardo
In Bayesian statistics, posterior contraction rates (PCRs) quantify the speed at which the posterior distribution concentrates on arbitrarily small neighborhoods of a true model, in a suitable way, as the sample size goes to infinity. In this paper, we develop a new approach to PCRs, with respect to strong norm distances on parameter spaces of functions. Critical to our approach is the combination of a local Lipschitz-continuity for the posterior distribution with a dynamic formulation of the Wasserstein distance, which allows to set forth an interesting connection between PCRs and some classical problems arising in mathematical analysis, probability and statistics, e.g., Laplace methods for approximating integrals, Sanov's large deviation principles in the Wasserstein distance, rates of convergence of mean Glivenko-Cantelli theorems, and estimates of weighted Poincar\'e-Wirtinger constants. We first present a theorem on PCRs for a model in the regular infinite-dimensional exponential family, which exploits sufficient statistics of the model, and then extend such a theorem to a general dominated model. These results rely on the development of novel techniques to evaluate Laplace integrals and weighted Poincar\'e-Wirtinger constants in infinite-dimension, which are of independent interest. The proposed approach is applied to the regular parametric model, the multinomial model, the finite-dimensional and the infinite-dimensional logistic-Gaussian model and the infinite-dimensional linear regression. In general, our approach leads to optimal PCRs in finite-dimensional models, whereas for infinite-dimensional models it is shown explicitly how the prior distribution affect PCRs.
Stochastic PDE representation of random fields for large-scale Gaussian process regression and statistical finite element analysis
The efficient representation of random fields on geometrically complex domains is crucial for Bayesian modelling in engineering and machine learning. Today's prevalent random field representations are either intended for unbounded domains or are too restrictive in terms of possible field properties. Because of these limitations, techniques leveraging the historically established link between stochastic PDEs (SPDEs) and random fields have been gaining interest. The SPDE representation is especially appealing for engineering applications which already have a finite element discretisation for solving the physical conservation equations. In contrast to the dense covariance matrix of a random field, its inverse, the precision matrix, is usually sparse and equal to the stiffness matrix of an elliptic SPDE. We use the SPDE representation to develop a scalable framework for large-scale statistical finite element analysis and Gaussian process (GP) regression on complex geometries. The statistical finite element method (statFEM) introduced by Girolami et al. (2022) is a novel approach for synthesising measurement data and finite element models. In both statFEM and GP regression, we use the SPDE formulation to obtain the relevant prior probability densities with a sparse precision matrix. The properties of the priors are governed by the parameters and possibly fractional order of the SPDE so that we can model on bounded domains and manifolds anisotropic, non-stationary random fields with arbitrary smoothness. The observation models for statFEM and GP regression are such that the posterior probability densities are Gaussians with a closed-form mean and precision. The respective mean vector and precision matrix and can be evaluated using only sparse matrix operations. We demonstrate the versatility of the proposed framework and its convergence properties with Poisson and thin-shell examples.
Subsethood Measures of Spatial Granules
Subsethood, which is to measure the degree of set inclusion relation, is predominant in fuzzy set theory. This paper introduces some basic concepts of spatial granules, coarse-fine relation, and operations like meet, join, quotient meet and quotient join. All the atomic granules can be hierarchized by set-inclusion relation and all the granules can be hierarchized by coarse-fine relation. Viewing an information system from the micro and the macro perspectives, we can get a micro knowledge space and a micro knowledge space, from which a rough set model and a spatial rough granule model are respectively obtained. The classical rough set model is the special case of the rough set model induced from the micro knowledge space, while the spatial rough granule model will be play a pivotal role in the problem-solving of structures. We discuss twelve axioms of monotone increasing subsethood and twelve corresponding axioms of monotone decreasing supsethood, and generalize subsethood and supsethood to conditional granularity and conditional fineness respectively. We develop five conditional granularity measures and five conditional fineness measures and prove that each conditional granularity or fineness measure satisfies its corresponding twelve axioms although its subsethood or supsethood measure only hold one of the two boundary conditions. We further define five conditional granularity entropies and five conditional fineness entropies respectively, and each entropy only satisfies part of the boundary conditions but all the ten monotone conditions.