Uncertainty
Riemannian optimization for non-centered mixture of scaled Gaussian distributions
Collas, Antoine, Breloy, Arnaud, Ren, Chengfang, Ginolhac, Guillaume, Ovarlez, Jean-Philippe
This paper studies the statistical model of the non-centered mixture of scaled Gaussian distributions (NC-MSG). Using the Fisher-Rao information geometry associated to this distribution, we derive a Riemannian gradient descent algorithm. This algorithm is leveraged for two minimization problems. The first one is the minimization of a regularized negative log-likelihood (NLL). The latter makes the trade-off between a white Gaussian distribution and the NC-MSG. Conditions on the regularization are given so that the existence of a minimum to this problem is guaranteed without assumptions on the samples. Then, the Kullback-Leibler (KL) divergence between two NC-MSG is derived. This divergence enables us to define a minimization problem to compute centers of mass of several NC-MSGs. The proposed Riemannian gradient descent algorithm is leveraged to solve this second minimization problem. Numerical experiments show the good performance and the speed of the Riemannian gradient descent on the two problems. Finally, a Nearest centroid classifier is implemented leveraging the KL divergence and its associated center of mass. Applied on the large scale dataset Breizhcrops, this classifier shows good accuracies as well as robustness to rigid transformations of the test set.
TCE: A Test-Based Approach to Measuring Calibration Error
Matsubara, Takuo, Tax, Niek, Mudd, Richard, Guy, Ido
While a number of metrics--such as log-likelihood, userspecified This paper proposes a new metric to measure the scoring functions, and the area under the receiver calibration error of probabilistic binary classifiers, operating characteristic (ROC) curve--are used to assess the called test-based calibration error (TCE). TCE incorporates quality of probabilistic classifiers, it is usually hard or even a novel loss function based on a statistical impossible to gauge whether predictions are well-calibrated test to examine the extent to which model predictions from the values of these metrics. For assessment of calibration, differ from probabilities estimated from it is typically necessary to use a metric that measures data. It offers (i) a clear interpretation, (ii) a consistent calibration error, that is, a deviation between model predictions scale that is unaffected by class imbalance, and and probabilities of target occurrences estimated from (iii) an enhanced visual representation with repect data. The importance of assessing calibration error has been to the standard reliability diagram. In addition, we long emphasised in machine learning [Nixon et al., 2019, introduce an optimality criterion for the binning Minderer et al., 2021] and in probabilistic forecasting more procedure of calibration error metrics based on a broadly [Dawid, 1982, Degroot and Fienberg, 1983].
Communication-Efficient Federated Learning through Importance Sampling
Isik, Berivan, Pase, Francesco, Gunduz, Deniz, Koyejo, Sanmi, Weissman, Tsachy, Zorzi, Michele
The high communication cost of sending model updates from the clients to the server is a significant bottleneck for scalable federated learning (FL). Among existing approaches, state-of-the-art bitrate-accuracy tradeoffs have been achieved using stochastic compression methods -- in which the client $n$ sends a sample from a client-only probability distribution $q_{\phi^{(n)}}$, and the server estimates the mean of the clients' distributions using these samples. However, such methods do not take full advantage of the FL setup where the server, throughout the training process, has side information in the form of a pre-data distribution $p_{\theta}$ that is close to the client's distribution $q_{\phi^{(n)}}$ in Kullback-Leibler (KL) divergence. In this work, we exploit this closeness between the clients' distributions $q_{\phi^{(n)}}$'s and the side information $p_{\theta}$ at the server, and propose a framework that requires approximately $D_{KL}(q_{\phi^{(n)}}|| p_{\theta})$ bits of communication. We show that our method can be integrated into many existing stochastic compression frameworks such as FedPM, Federated SGLD, and QSGD to attain the same (and often higher) test accuracy with up to $50$ times reduction in the bitrate.
Quantifying Aleatoric and Epistemic Uncertainty in Machine Learning: Are Conditional Entropy and Mutual Information Appropriate Measures?
Wimmer, Lisa, Sale, Yusuf, Hofman, Paul, Bischl, Bern, Hüllermeier, Eyke
The quantification of aleatoric and epistemic uncertainty in terms of conditional entropy and mutual information, respectively, has recently become quite common in machine learning. While the properties of these measures, which are rooted in information theory, seem appealing at first glance, we identify various incoherencies that call their appropriateness into question. In addition to the measures themselves, we critically discuss the idea of an additive decomposition of total uncertainty into its aleatoric and epistemic constituents. Experiments across different computer vision tasks support our theoretical findings and raise concerns about current practice in uncertainty quantification.
Spatio-temporal Diffusion Point Processes
Yuan, Yuan, Ding, Jingtao, Shao, Chenyang, Jin, Depeng, Li, Yong
Spatio-temporal point process (STPP) is a stochastic collection of events accompanied with time and space. Due to computational complexities, existing solutions for STPPs compromise with conditional independence between time and space, which consider the temporal and spatial distributions separately. The failure to model the joint distribution leads to limited capacities in characterizing the spatio-temporal entangled interactions given past events. In this work, we propose a novel parameterization framework for STPPs, which leverages diffusion models to learn complex spatio-temporal joint distributions. We decompose the learning of the target joint distribution into multiple steps, where each step can be faithfully described by a Gaussian distribution. To enhance the learning of each step, an elaborated spatio-temporal co-attention module is proposed to capture the interdependence between the event time and space adaptively. For the first time, we break the restrictions on spatio-temporal dependencies in existing solutions, and enable a flexible and accurate modeling paradigm for STPPs. Extensive experiments from a wide range of fields, such as epidemiology, seismology, crime, and urban mobility, demonstrate that our framework outperforms the state-of-the-art baselines remarkably, with an average improvement of over 50%. Further in-depth analyses validate its ability to capture spatio-temporal interactions, which can learn adaptively for different scenarios. The datasets and source code are available online: https://github.com/tsinghua-fib-lab/Spatio-temporal-Diffusion-Point-Processes.
Tuning structure learning algorithms with out-of-sample and resampling strategies
Chobtham, Kiattikun, Constantinou, Anthony C.
One of the challenges practitioners face when applying structure learning algorithms to their data involves determining a set of hyperparameters; otherwise, a set of hyperparameter defaults is assumed. The optimal hyperparameter configuration often depends on multiple factors, including the size and density of the usually unknown underlying true graph, the sample size of the input data, and the structure learning algorithm. We propose a novel hyperparameter tuning method, called the Out-of-sample Tuning for Structure Learning (OTSL), that employs out-of-sample and resampling strategies to estimate the optimal hyperparameter configuration for structure learning, given the input data set and structure learning algorithm. Synthetic experiments show that employing OTSL as a means to tune the hyperparameters of hybrid and score-based structure learning algorithms leads to improvements in graphical accuracy compared to the state-of-the-art. We also illustrate the applicability of this approach to real datasets from different disciplines.
A Circuit Complexity Formulation of Algorithmic Information Theory
Inspired by Solomonoffs theory of inductive inference, we propose a prior based on circuit complexity. There are several advantages to this approach. First, it relies on a complexity measure that does not depend on the choice of UTM. There is one universal definition for Boolean circuits involving an universal operation such as nand with simple conversions to alternative definitions such as and, or, and not. Second, there is no analogue of the halting problem. The output value of a circuit can be calculated recursively by computer in time proportional to the number of gates, while a short program may run for a very long time. Our prior assumes that a Boolean function, or equivalently, Boolean string of fixed length, is generated by some Bayesian mixture of circuits. This model is appropriate for learning Boolean functions from partial information, a problem often encountered within machine learning as "binary classification." We argue that an inductive bias towards simple explanations as measured by circuit complexity is appropriate for this problem.
Cooperative Multi-Agent Reinforcement Learning: Asynchronous Communication and Linear Function Approximation
Min, Yifei, He, Jiafan, Wang, Tianhao, Gu, Quanquan
We study multi-agent reinforcement learning in the setting of episodic Markov decision processes, where multiple agents cooperate via communication through a central server. We propose a provably efficient algorithm based on value iteration that enable asynchronous communication while ensuring the advantage of cooperation with low communication overhead. With linear function approximation, we prove that our algorithm enjoys an $\tilde{\mathcal{O}}(d^{3/2}H^2\sqrt{K})$ regret with $\tilde{\mathcal{O}}(dHM^2)$ communication complexity, where $d$ is the feature dimension, $H$ is the horizon length, $M$ is the total number of agents, and $K$ is the total number of episodes. We also provide a lower bound showing that a minimal $\Omega(dM)$ communication complexity is required to improve the performance through collaboration.
Stochastic Generative Flow Networks
Pan, Ling, Zhang, Dinghuai, Jain, Moksh, Huang, Longbo, Bengio, Yoshua
Contrary to the typical reward-maximizing policy Generative Flow Networks (or GFlowNets for in RL [Mnih et al., 2015, Lillicrap et al., 2015, Haarnoja short) are a family of probabilistic agents that et al., 2017, Fujimoto et al., 2018, Haarnoja et al., 2018], learn to sample complex combinatorial structures GFlowNets aim to learn a stochastic policy for sampling through the lens of "inference as control". They composite objects x with probability proportional to the have shown great potential in generating highquality reward function R(x). This is desirable in many real-world and diverse candidates from a given energy tasks where the diversity of solutions is important, and we landscape. However, existing GFlowNets can be aim to sample a diverse set of high-reward candidates, including applied only to deterministic environments, and recommender systems [Kunaver and Požrl, 2017], fail in more general tasks with stochastic dynamics, drug discovery [Bengio et al., 2021a, Jain et al., 2022a], and which can limit their applicability. To overcome sampling causal models from a Bayesian posterior [Deleu this challenge, this paper introduces Stochastic et al., 2022], among others. GFlowNets, a new algorithm that extends GFlowNets to stochastic environments. By decomposing state transitions into two steps, Stochastic GFlowNets isolate environmental stochasticity and learn a dynamics model to capture it. Extensive experimental results demonstrate that Stochastic GFlowNets offer significant advantages over standard GFlowNets as well as MCMC-and RL-based approaches, on a variety of standard benchmarks Figure 1: An example illustrating the failure of existing with stochastic dynamics.
A Survey on Neural-symbolic Learning Systems
Yu, Dongran, Yang, Bo, Liu, Dayou, Wang, Hui, Pan, Shirui
In recent years, neural systems have demonstrated highly effective learning ability and superior perception intelligence. However, they have been found to lack effective reasoning and cognitive ability. On the other hand, symbolic systems exhibit exceptional cognitive intelligence but suffer from poor learning capabilities when compared to neural systems. Recognizing the advantages and disadvantages of both methodologies, an ideal solution emerges: combining neural systems and symbolic systems to create neural-symbolic learning systems that possess powerful perception and cognition. The purpose of this paper is to survey the advancements in neural-symbolic learning systems from four distinct perspectives: challenges, methods, applications, and future directions. By doing so, this research aims to propel this emerging field forward, offering researchers a comprehensive and holistic overview. This overview will not only highlight the current state-of-the-art but also identify promising avenues for future research.