Uncertainty
Fast Private Kernel Density Estimation via Locality Sensitive Quantization
Wagner, Tal, Naamad, Yonatan, Mishra, Nina
We study efficient mechanisms for differentially private kernel density estimation (DP-KDE). Prior work for the Gaussian kernel described algorithms that run in time exponential in the number of dimensions $d$. This paper breaks the exponential barrier, and shows how the KDE can privately be approximated in time linear in $d$, making it feasible for high-dimensional data. We also present improved bounds for low-dimensional data. Our results are obtained through a general framework, which we term Locality Sensitive Quantization (LSQ), for constructing private KDE mechanisms where existing KDE approximation techniques can be applied. It lets us leverage several efficient non-private KDE methods -- like Random Fourier Features, the Fast Gauss Transform, and Locality Sensitive Hashing -- and ``privatize'' them in a black-box manner. Our experiments demonstrate that our resulting DP-KDE mechanisms are fast and accurate on large datasets in both high and low dimensions.
Last layer state space model for representation learning and uncertainty quantification
Cohen, Max, Charbit, Maurice, Corff, Sylvain Le
As sequential neural architectures become deeper and more complex, uncertainty estimation is more and more challenging. Efforts in quantifying uncertainty often rely on specific training procedures, and bear additional computational costs due to the dimensionality of such models. In this paper, we propose to decompose a classification or regression task in two steps: a representation learning stage to learn low-dimensional states, and a state space model for uncertainty estimation. This approach allows to separate representation learning and design of generative models. We demonstrate how predictive distributions can be estimated on top of an existing and trained neural network, by adding a state space-based last layer whose parameters are estimated with Sequential Monte Carlo methods. We apply our proposed methodology to the hourly estimation of Electricity Transformer Oil temperature, a publicly benchmarked dataset. Our model accounts for the noisy data structure, due to unknown or unavailable variables, and is able to provide confidence intervals on predictions.
FREEDOM: Target Label & Source Data & Domain Information-Free Multi-Source Domain Adaptation for Unsupervised Personalization
Yang, Eunju, Cho, Gyusang, Youn, Chan-Hyun
From a service perspective, Multi-Source Domain Adaptation (MSDA) is a promising scenario to adapt a deployed model to a client's dataset. It can provide adaptation without a target label and support the case where a source dataset is constructed from multiple domains. However, it is impractical, wherein its training heavily relies on prior domain information of the multi-source dataset -- how many domains exist and the domain label of each data sample. Moreover, MSDA requires both source and target datasets simultaneously (physically), causing storage limitations on the client device or data privacy issues by transferring client data to a server. For a more practical scenario of model adaptation from a service provider's point of view, we relax these constraints and present a novel problem scenario of Three-Free Domain Adaptation, namely TFDA, where 1) target labels, 2) source dataset, and mostly 3) source domain information (domain labels + the number of domains) are unavailable. Under the problem scenario, we propose a practical adaptation framework called FREEDOM. It leverages the power of the generative model, disentangling data into class and style aspects, where the style is defined as the class-independent information from the source data and designed with a nonparametric Bayesian approach. In the adaptation stage, FREEDOM aims to match the source class distribution with the target's under the philosophy that class distribution is consistent even if the style is different; after then, only part of the classification model is deployed as a personalized network. As a result, FREEDOM achieves state-of-the-art or comparable performance even without domain information, with reduced final model size on the target side, independent of the number of source domains.
Instantaneous Wireless Robotic Node Localization Using Collaborative Direction of Arrival
Latif, Ehsan, Parasuraman, Ramviyas
Localizing mobile robotic nodes in indoor and GPS-denied environments is a complex problem, particularly in dynamic, unstructured scenarios where traditional cameras and LIDAR-based sensing and localization modalities may fail. Alternatively, wireless signal-based localization has been extensively studied in the literature yet primarily focuses on fingerprinting and feature-matching paradigms, requiring dedicated environment-specific offline data collection. We propose an online robot localization algorithm enabled by collaborative wireless sensor nodes to remedy these limitations. Our approach's core novelty lies in obtaining the Collaborative Direction of Arrival (CDOA) of wireless signals by exploiting the geometric features and collaboration between wireless nodes. The CDOA is combined with the Expectation Maximization (EM) and Particle Filter (PF) algorithms to calculate the Gaussian probability of the node's location with high efficiency and accuracy. The algorithm relies on RSSI-only data, making it ubiquitous to resource-constrained devices. We theoretically analyze the approach and extensively validate the proposed method's consistency, accuracy, and computational efficiency in simulations, real-world public datasets, as well as real robot demonstrations. The results validate the method's real-time computational capability and demonstrate considerably-high centimeter-level localization accuracy, outperforming relevant state-of-the-art localization approaches.
Analyzing Intentional Behavior in Autonomous Agents under Uncertainty
Córdoba, Filip Cano, Judson, Samuel, Antonopoulos, Timos, Bjørner, Katrine, Shoemaker, Nicholas, Shapiro, Scott J., Piskac, Ruzica, Könighofer, Bettina
Principled accountability for autonomous decision-making in uncertain environments requires distinguishing intentional outcomes from negligent designs from actual accidents. We propose analyzing the behavior of autonomous agents through a quantitative measure of the evidence of intentional behavior. We model an uncertain environment as a Markov Decision Process (MDP). For a given scenario, we rely on probabilistic model checking to compute the ability of the agent to influence reaching a certain event. We call this the scope of agency. We say that there is evidence of intentional behavior if the scope of agency is high and the decisions of the agent are close to being optimal for reaching the event. Our method applies counterfactual reasoning to automatically generate relevant scenarios that can be analyzed to increase the confidence of our assessment. In a case study, we show how our method can distinguish between 'intentional' and 'accidental' traffic collisions.
Meta-Learning for Simple Regret Minimization
Azizi, Mohammadjavad, Kveton, Branislav, Ghavamzadeh, Mohammad, Katariya, Sumeet
We develop a meta-learning framework for simple regret minimization in bandits. In this framework, a learning agent interacts with a sequence of bandit tasks, which are sampled i.i.d.\ from an unknown prior distribution, and learns its meta-parameters to perform better on future tasks. We propose the first Bayesian and frequentist meta-learning algorithms for this setting. The Bayesian algorithm has access to a prior distribution over the meta-parameters and its meta simple regret over $m$ bandit tasks with horizon $n$ is mere $\tilde{O}(m / \sqrt{n})$. On the other hand, the meta simple regret of the frequentist algorithm is $\tilde{O}(\sqrt{m} n + m/ \sqrt{n})$. While its regret is worse, the frequentist algorithm is more general because it does not need a prior distribution over the meta-parameters. It can also be analyzed in more settings. We instantiate our algorithms for several classes of bandit problems. Our algorithms are general and we complement our theory by evaluating them empirically in several environments.
Improved sampling via learned diffusions
Richter, Lorenz, Berner, Julius, Liu, Guan-Horng
Recently, a series of papers proposed deep learning-based approaches to sample from unnormalized target densities using controlled diffusion processes. In this work, we identify these approaches as special cases of the Schr\"odinger bridge problem, seeking the most likely stochastic evolution between a given prior distribution and the specified target. We further generalize this framework by introducing a variational formulation based on divergences between path space measures of time-reversed diffusion processes. This abstract perspective leads to practical losses that can be optimized by gradient-based algorithms and includes previous objectives as special cases. At the same time, it allows us to consider divergences other than the reverse Kullback-Leibler divergence that is known to suffer from mode collapse. In particular, we propose the so-called log-variance loss, which exhibits favorable numerical properties and leads to significantly improved performance across all considered approaches.
Robust Uncertainty Estimation for Classification of Maritime Objects
Becktor, Jonathan, Scholler, Frederik, Boukas, Evangelos, Nalpantidis, Lazaros
We explore the use of uncertainty estimation in the maritime domain, showing the efficacy on toy datasets (CIFAR10) and proving it on an in-house dataset, SHIPS. We present a method joining the intra-class uncertainty achieved using Monte Carlo Dropout, with recent discoveries in the field of outlier detection, to gain more holistic uncertainty measures. We explore the relationship between the introduced uncertainty measures and examine how well they work on CIFAR10 and in a real-life setting. Our work improves the FPR95 by 8% compared to the current highest-performing work when the models are trained without out-of-distribution data. We increase the performance by 77% compared to a vanilla implementation of the Wide ResNet. We release the SHIPS dataset and show the effectiveness of our method by improving the FPR95 by 44.2% with respect to the baseline. Our approach is model agnostic, easy to implement, and often does not require model retraining.
Free energy of Bayesian Convolutional Neural Network with Skip Connection
Nagayasu, Shuya, Watanabe, Sumio
Since the success of Residual Network(ResNet), many of architectures of Convolutional Neural Networks(CNNs) have adopted skip connection. While the generalization performance of CNN with skip connection has been explained within the framework of Ensemble Learning, the dependency on the number of parameters have not been revealed. In this paper, we show that Bayesian free energy of Convolutional Neural Network both with and without skip connection in Bayesian learning. The upper bound of free energy of Bayesian CNN with skip connection does not depend on the oveparametrization and, the generalization error of Bayesian CNN has similar property.
Multi-Predictor Fusion: Combining Learning-based and Rule-based Trajectory Predictors
Veer, Sushant, Sharma, Apoorva, Pavone, Marco
Trajectory prediction modules are key enablers for safe and efficient planning of autonomous vehicles (AVs), particularly in highly interactive traffic scenarios. Recently, learning-based trajectory predictors have experienced considerable success in providing state-of-the-art performance due to their ability to learn multimodal behaviors of other agents from data. In this paper, we present an algorithm called multi-predictor fusion (MPF) that augments the performance of learning-based predictors by imbuing them with motion planners that are tasked with satisfying logic-based rules. MPF probabilistically combines learning- and rule-based predictors by mixing trajectories from both standalone predictors in accordance with a belief distribution that reflects the online performance of each predictor. In our results, we show that MPF outperforms the two standalone predictors on various metrics and delivers the most consistent performance.