Uncertainty
Conditionally Strongly Log-Concave Generative Models
Guth, Florentin, Lempereur, Etienne, Bruna, Joan, Mallat, Stรฉphane
There is a growing gap between the impressive results of deep image generative models and classical algorithms that offer theoretical guarantees. The former suffer from mode collapse or memorization issues, limiting their application to scientific data. The latter require restrictive assumptions such as log-concavity to escape the curse of dimensionality. We partially bridge this gap by introducing conditionally strongly log-concave (CSLC) models, which factorize the data distribution into a product of conditional probability distributions that are strongly log-concave. This factorization is obtained with orthogonal projectors adapted to the data distribution. It leads to efficient parameter estimation and sampling algorithms, with theoretical guarantees, although the data distribution is not globally log-concave. We show that several challenging multiscale processes are conditionally log-concave using wavelet packet orthogonal projectors. Numerical results are shown for physical fields such as the $\varphi^4$ model and weak lensing convergence maps with higher resolution than in previous works.
On Sampling with Approximate Transport Maps
Grenioux, Louis, Durmus, Alain, Moulines, รric, Gabriรฉ, Marylou
Transport maps can ease the sampling of distributions with non-trivial geometries by transforming them into distributions that are easier to handle. The potential of this approach has risen with the development of Normalizing Flows (NF) which are maps parameterized with deep neural networks trained to push a reference distribution towards a target. NF-enhanced samplers recently proposed blend (Markov chain) Monte Carlo methods with either (i) proposal draws from the flow or (ii) a flow-based reparametrization. In both cases, the quality of the learned transport conditions performance. The present work clarifies for the first time the relative strengths and weaknesses of these two approaches. Our study concludes that multimodal targets can be reliably handled with flow-based proposals up to moderately high dimensions. In contrast, methods relying on reparametrization struggle with multimodality but are more robust otherwise in high-dimensional settings and under poor training. To further illustrate the influence of target-proposal adequacy, we also derive a new quantitative bound for the mixing time of the Independent Metropolis-Hastings sampler.
A Data-Driven State Aggregation Approach for Dynamic Discrete Choice Models
Geng, Sinong, Nassif, Houssam, Manzanares, Carlos A.
We study dynamic discrete choice models, where a commonly studied problem involves estimating parameters of agent reward functions (also known as "structural" parameters), using agent behavioral data. Maximum likelihood estimation for such models requires dynamic programming, which is limited by the curse of dimensionality. In this work, we present a novel algorithm that provides a data-driven method for selecting and aggregating states, which lowers the computational and sample complexity of estimation. Our method works in two stages. In the first stage, we use a flexible inverse reinforcement learning approach to estimate agent Q-functions. We use these estimated Q-functions, along with a clustering algorithm, to select a subset of states that are the most pivotal for driving changes in Q-functions. In the second stage, with these selected "aggregated" states, we conduct maximum likelihood estimation using a commonly used nested fixed-point algorithm. The proposed two-stage approach mitigates the curse of dimensionality by reducing the problem dimension. Theoretically, we derive finite-sample bounds on the associated estimation error, which also characterize the trade-off of computational complexity, estimation error, and sample complexity. We demonstrate the empirical performance of the algorithm in two classic dynamic discrete choice estimation applications.
Credit Card Fraud Detection Using Asexual Reproduction Optimization
Ghahfarokhi, Anahita Farhang, Mansouri, Taha, Moghadam, Mohammad Reza Sadeghi, Bahrambeik, Nila, Yavari, Ramin, Sani, Mohammadreza Fani
As the number of credit card users has increased, detecting fraud in this domain has become a vital issue. Previous literature has applied various supervised and unsupervised machine learning methods to find an effective fraud detection system. However, some of these methods require an enormous amount of time to achieve reasonable accuracy. In this paper, an Asexual Reproduction Optimization (ARO) approach was employed, which is a supervised method to detect credit card fraud. ARO refers to a kind of production in which one parent produces some offspring. By applying this method and sampling just from the majority class, the effectiveness of the classification is increased. A comparison to Artificial Immune Systems (AIS), which is one of the best methods implemented on current datasets, has shown that the proposed method is able to remarkably reduce the required training time and at the same time increase the recall that is important in fraud detection problems. The obtained results show that ARO achieves the best cost in a short time, and consequently, it can be considered a real-time fraud detection system.
Representation Reliability and Its Impact on Downstream Tasks
Park, Young-Jin, Wang, Hao, Ardeshir, Shervin, Azizan, Navid
Self-supervised pre-trained models extract general-purpose representations from data, and quantifying how reliable they are is crucial because many downstream models use these representations as input for their own tasks. To this end, we first introduce a formal definition of representation reliability: the representation for a given test input is considered to be reliable if the downstream models built on top of that representation can consistently generate accurate predictions for that test point. It is desired to estimate the representation reliability without knowing the downstream tasks a priori. We provide a negative result showing that existing frameworks for uncertainty quantification in supervised learning are not suitable for this purpose. As an alternative, we propose an ensemble-based method for quantifying representation reliability, based on the concept of neighborhood consistency in the representation spaces across various pre-trained models. More specifically, the key insight is to use shared neighboring points as anchors to align different representation spaces. We demonstrate through comprehensive numerical experiments that our method is capable of predicting representation reliability with high accuracy.
A Comparison of Decision Algorithms on Newcomblike Problems
When formulated using Bayesian networks, two standard decision algorithms (Evidential Decision Theory and Causal Decision Theory) can be shown to fail systematically when faced with aspects of the prisoner's dilemma and so-called "Newcomblike" problems. We describe a new form of decision algorithm, called Timeless Decision Theory, which consistently wins on these problems.
SafeDiffuser: Safe Planning with Diffusion Probabilistic Models
Xiao, Wei, Wang, Tsun-Hsuan, Gan, Chuang, Rus, Daniela
Diffusion model-based approaches have shown promise in data-driven planning, but there are no safety guarantees, thus making it hard to be applied for safety-critical applications. To address these challenges, we propose a new method, called SafeDiffuser, to ensure diffusion probabilistic models satisfy specifications by using a class of control barrier functions. The key idea of our approach is to embed the proposed finite-time diffusion invariance into the denoising diffusion procedure, which enables trustworthy diffusion data generation. Moreover, we demonstrate that our finite-time diffusion invariance method through generative models not only maintains generalization performance but also creates robustness in safe data generation. We test our method on a series of safe planning tasks, including maze path generation, legged robot locomotion, and 3D space manipulation, with results showing the advantages of robustness and guarantees over vanilla diffusion models.
Deception by Omission: Using Adversarial Missingness to Poison Causal Structure Learning
Koyuncu, Deniz, Gittens, Alex, Yener, Bรผlent, Yung, Moti
Inference of causal structures from observational data is a key component of causal machine learning; in practice, this data may be incompletely observed. Prior work has demonstrated that adversarial perturbations of completely observed training data may be used to force the learning of inaccurate causal structural models (SCMs). However, when the data can be audited for correctness (e.g., it is crytographically signed by its source), this adversarial mechanism is invalidated. This work introduces a novel attack methodology wherein the adversary deceptively omits a portion of the true training data to bias the learned causal structures in a desired manner. Theoretically sound attack mechanisms are derived for the case of arbitrary SCMs, and a sample-efficient learning-based heuristic is given for Gaussian SCMs. Experimental validation of these approaches on real and synthetic data sets demonstrates the effectiveness of adversarial missingness attacks at deceiving popular causal structure learning algorithms.
A Study of Bayesian Neural Network Surrogates for Bayesian Optimization
Li, Yucen Lily, Rudner, Tim G. J., Wilson, Andrew Gordon
Bayesian optimization is a highly efficient approach to optimizing objective functions which are expensive to query. These objectives are typically represented by Gaussian process (GP) surrogate models which are easy to optimize and support exact inference. While standard GP surrogates have been well-established in Bayesian optimization, Bayesian neural networks (BNNs) have recently become practical function approximators, with many benefits over standard GPs such as the ability to naturally handle non-stationarity and learn representations for high-dimensional data. In this paper, we study BNNs as alternatives to standard GP surrogates for optimization. We consider a variety of approximate inference procedures for finite-width BNNs, including high-quality Hamiltonian Monte Carlo, low-cost stochastic MCMC, and heuristics such as deep ensembles. We also consider infinite-width BNNs and partially stochastic models such as deep kernel learning. We evaluate this collection of surrogate models on diverse problems with varying dimensionality, number of objectives, non-stationarity, and discrete and continuous inputs. We find: (i) the ranking of methods is highly problem dependent, suggesting the need for tailored inductive biases; (ii) HMC is the most successful approximate inference procedure for fully stochastic BNNs; (iii) full stochasticity may be unnecessary as deep kernel learning is relatively competitive; (iv) infinite-width BNNs are particularly promising, especially in high dimensions.
Metropolis-Hastings algorithm in joint-attention naming game: Experimental semiotics study
Okumura, Ryota, Taniguchi, Tadahiro, Hagiwara, Yosinobu, Taniguchi, Akira
In this study, we explore the emergence of symbols during interactions between individuals through an experimental semiotic study. Previous studies investigate how humans organize symbol systems through communication using artificially designed subjective experiments. In this study, we have focused on a joint attention-naming game (JA-NG) in which participants independently categorize objects and assign names while assuming their joint attention. In the theory of the Metropolis-Hastings naming game (MHNG), listeners accept provided names according to the acceptance probability computed using the Metropolis-Hastings (MH) algorithm. The theory of MHNG suggests that symbols emerge as an approximate decentralized Bayesian inference of signs, which is represented as a shared prior variable if the conditions of MHNG are satisfied. This study examines whether human participants exhibit behavior consistent with MHNG theory when playing JA-NG. By comparing human acceptance decisions of a partner's naming with acceptance probabilities computed in the MHNG, we tested whether human behavior is consistent with the MHNG theory. The main contributions of this study are twofold. First, we reject the null hypothesis that humans make acceptance judgments with a constant probability, regardless of the acceptance probability calculated by the MH algorithm. This result suggests that people followed the acceptance probability computed by the MH algorithm to some extent. Second, the MH-based model predicted human acceptance/rejection behavior more accurately than the other four models: Constant, Numerator, Subtraction, and Binary. This result indicates that symbol emergence in JA-NG can be explained using MHNG and is considered an approximate decentralized Bayesian inference.