Uncertainty
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.
Recursive Metropolis-Hastings Naming Game: Symbol Emergence in a Multi-agent System based on Probabilistic Generative Models
Inukai, Jun, Taniguchi, Tadahiro, Taniguchi, Akira, Hagiwara, Yoshinobu
In the studies on symbol emergence and emergent communication in a population of agents, a computational model was employed in which agents participate in various language games. Among these, the Metropolis-Hastings naming game (MHNG) possesses a notable mathematical property: symbol emergence through MHNG is proven to be a decentralized Bayesian inference of representations shared by the agents. However, the previously proposed MHNG is limited to a two-agent scenario. This paper extends MHNG to an N-agent scenario. The main contributions of this paper are twofold: (1) we propose the recursive Metropolis-Hastings naming game (RMHNG) as an N-agent version of MHNG and demonstrate that RMHNG is an approximate Bayesian inference method for the posterior distribution over a latent variable shared by agents, similar to MHNG; and (2) we empirically evaluate the performance of RMHNG on synthetic and real image data, enabling multiple agents to develop and share a symbol system. Furthermore, we introduce two types of approximations -- one-sample and limited-length -- to reduce computational complexity while maintaining the ability to explain communication in a population of agents. The experimental findings showcased the efficacy of RMHNG as a decentralized Bayesian inference for approximating the posterior distribution concerning latent variables, which are jointly shared among agents, akin to MHNG. Moreover, the utilization of RMHNG elucidated the agents' capacity to exchange symbols. Furthermore, the study discovered that even the computationally simplified version of RMHNG could enable symbols to emerge among the agents.
Neural Markov Jump Processes
Seifner, Patrick, Sanchez, Ramses J.
Markov jump processes are continuous-time stochastic processes with a wide range of applications in both natural and social sciences. Despite their widespread use, inference in these models is highly non-trivial and typically proceeds via either Monte Carlo or expectation-maximization methods. In this work we introduce an alternative, variational inference algorithm for Markov jump processes which relies on neural ordinary differential equations, and is trainable via back-propagation. Our methodology learns neural, continuous-time representations of the observed data, that are used to approximate the initial distribution and time-dependent transition probability rates of the posterior Markov jump process. The time-independent rates of the prior process are in contrast trained akin to generative adversarial networks. We test our approach on synthetic data sampled from ground-truth Markov jump processes, experimental switching ion channel data and molecular dynamics simulations. Source code to reproduce our experiments is available online.
Causal discovery for time series with constraint-based model and PMIME measure
Arsac, Antonin, Lomet, Aurore, Poli, Jean-Philippe
We develop a method that addresses the problem of causality for multivariate time series with few assumptions. It consists of Causality defines the relationship between cause and effect. In multivariate merging a causal discovery algorithm, the PC algorithm [6], with an time series field, this notion allows to characterize the information theoretic-based causal inference measure, the Partial links between several time series considering temporal lags. These Mutual Information from Mixed Embedding [7] (PMIME). Based on phenomena are particularly important in medicine to analyze the information theory, the PMIME allows to limit assumptions on the effect of a drug for example, in manufacturing to detect the causes data but also on the links between time series. With this measure, of an anomaly in a complex system or in social sciences... Most of the PC algorithm gives causal relationships among multivariate the time, studying these complex systems is made through correlation time series, by representing the causality with a Directed Acyclic only. But correlation can lead to spurious relationships.
Active causal structure learning with advice
Choo, Davin, Gouleakis, Themis, Bhattacharyya, Arnab
We introduce the problem of active causal structure learning with advice. In the typical well-studied setting, the learning algorithm is given the essential graph for the observational distribution and is asked to recover the underlying causal directed acyclic graph (DAG) $G^*$ while minimizing the number of interventions made. In our setting, we are additionally given side information about $G^*$ as advice, e.g. a DAG $G$ purported to be $G^*$. We ask whether the learning algorithm can benefit from the advice when it is close to being correct, while still having worst-case guarantees even when the advice is arbitrarily bad. Our work is in the same space as the growing body of research on algorithms with predictions. When the advice is a DAG $G$, we design an adaptive search algorithm to recover $G^*$ whose intervention cost is at most $O(\max\{1, \log \psi\})$ times the cost for verifying $G^*$; here, $\psi$ is a distance measure between $G$ and $G^*$ that is upper bounded by the number of variables $n$, and is exactly 0 when $G=G^*$. Our approximation factor matches the state-of-the-art for the advice-less setting.
Causal Discovery with Latent Confounders Based on Higher-Order Cumulants
Cai, Ruichu, Huang, Zhiyi, Chen, Wei, Hao, Zhifeng, Zhang, Kun
Causal discovery with latent confounders is an important but challenging task in many scientific areas. Despite the success of some overcomplete independent component analysis (OICA) based methods in certain domains, they are computationally expensive and can easily get stuck into local optima. We notice that interestingly, by making use of higher-order cumulants, there exists a closed-form solution to OICA in specific cases, e.g., when the mixing procedure follows the One-Latent-Component structure. In light of the power of the closed-form solution to OICA corresponding to the One-Latent-Component structure, we formulate a way to estimate the mixing matrix using the higher-order cumulants, and further propose the testable One-Latent-Component condition to identify the latent variables and determine causal orders. By iteratively removing the share identified latent components, we successfully extend the results on the One-Latent-Component structure to the Multi-Latent-Component structure and finally provide a practical and asymptotically correct algorithm to learn the causal structure with latent variables. Experimental results illustrate the asymptotic correctness and effectiveness of the proposed method.