Uncertainty
Bayesian Spike Train Inference via Non-Local Priors
Advances in neuroscience have enabled researchers to measure the activities of large numbers of neurons simultaneously in behaving animals. We have access to the fluorescence of each of the neurons which provides a first-order approximation of the neural activity over time. Determining the exact spike of a neuron from this fluorescence trace constitutes an active area of research within the field of computational neuroscience. We propose a novel Bayesian approach based on a mixture of half-non-local prior densities and point masses for this task. Instead of a computationally expensive MCMC algorithm, we adopt a stochastic search-based approach that is capable of taking advantage of modern computing environments often equipped with multiple processors, to explore all possible arrangements of spikes and lack thereof in an observed spike train. It then reports the highest posterior probability arrangement of spikes and posterior probability for a spike at each location of the spike train. Our proposals lead to substantial improvements over existing proposals based on L1 regularization, and enjoy comparable estimation accuracy to the state-of-the-art L0 proposal, in simulations, and on recent calcium imaging data sets. Notably, contrary to optimization-based frequentist approaches, our methodology yields automatic uncertainty quantification associated with the spike-train inference.
Fair Clustering via Hierarchical Fair-Dirichlet Process
Chakraborty, Abhisek, Bhattacharya, Anirban, Pati, Debdeep
The advent of ML-driven decision-making and policy formation has led to an increasing focus on algorithmic fairness. As clustering is one of the most commonly used unsupervised machine learning approaches, there has naturally been a proliferation of literature on {\em fair clustering}. A popular notion of fairness in clustering mandates the clusters to be {\em balanced}, i.e., each level of a protected attribute must be approximately equally represented in each cluster. Building upon the original framework, this literature has rapidly expanded in various aspects. In this article, we offer a novel model-based formulation of fair clustering, complementing the existing literature which is almost exclusively based on optimizing appropriate objective functions.
Milestones in Autonomous Driving and Intelligent Vehicles Part I: Control, Computing System Design, Communication, HD Map, Testing, and Human Behaviors
Chen, Long, Li, Yuchen, Huang, Chao, Xing, Yang, Tian, Daxin, Li, Li, Hu, Zhongxu, Teng, Siyu, Lv, Chen, Wang, Jinjun, Cao, Dongpu, Zheng, Nanning, Wang, Fei-Yue
Interest in autonomous driving (AD) and intelligent vehicles (IVs) is growing at a rapid pace due to the convenience, safety, and economic benefits. Although a number of surveys have reviewed research achievements in this field, they are still limited in specific tasks and lack systematic summaries and research directions in the future. Our work is divided into 3 independent articles and the first part is a Survey of Surveys (SoS) for total technologies of AD and IVs that involves the history, summarizes the milestones, and provides the perspectives, ethics, and future research directions. This is the second part (Part I for this technical survey) to review the development of control, computing system design, communication, High Definition map (HD map), testing, and human behaviors in IVs. In addition, the third part (Part II for this technical survey) is to review the perception and planning sections. The objective of this paper is to involve all the sections of AD, summarize the latest technical milestones, and guide abecedarians to quickly understand the development of AD and IVs. Combining the SoS and Part II, we anticipate that this work will bring novel and diverse insights to researchers and abecedarians, and serve as a bridge between past and future.
A Robust Probabilistic Approach to Stochastic Subspace Identification
O'Connell, Brandon J., Rogers, Timothy J.
Modal parameter estimation of operational structures is often a challenging task when confronted with unwanted distortions (outliers) in field measurements. Atypical observations present a problem to operational modal analysis (OMA) algorithms, such as stochastic subspace identification (SSI), severely biasing parameter estimates and resulting in misidentification of the system. Despite this predicament, no simple mechanism currently exists capable of dealing with such anomalies in SSI. Addressing this problem, this paper first introduces a novel probabilistic formulation of stochastic subspace identification (Prob-SSI), realised using probabilistic projections. Mathematically, the equivalence between this model and the classic algorithm is demonstrated. This fresh perspective, viewing SSI as a problem in probabilistic inference, lays the necessary mathematical foundation to enable a plethora of new, more sophisticated OMA approaches. To this end, a statistically robust SSI algorithm (robust Prob-SSI) is developed, capable of providing a principled and automatic way of handling outlying or anomalous data in the measured timeseries, such as may occur in field recordings, e.g. intermittent sensor dropout. Robust Prob-SSI is shown to outperform conventional SSI when confronted with 'corrupted' data, exhibiting improved identification performance and higher levels of confidence in the found poles when viewing consistency (stabilisation) diagrams. Similar benefits are also demonstrated on the Z24 Bridge benchmark dataset, highlighting enhanced performance on measured systems.
Hallucinated Adversarial Control for Conservative Offline Policy Evaluation
Rothfuss, Jonas, Sukhija, Bhavya, Birchler, Tobias, Kassraie, Parnian, Krause, Andreas
We study the problem of conservative off-policy evaluation (COPE) where given an offline dataset of environment interactions, collected by other agents, we seek to obtain a (tight) lower bound on a policy's performance. This is crucial when deciding whether a given policy satisfies certain minimal performance/safety criteria before it can be deployed in the real world. To this end, we introduce HAMBO, which builds on an uncertainty-aware learned model of the transition dynamics. To form a conservative estimate of the policy's performance, HAMBO hallucinates worst-case trajectories that the policy may take, within the margin of the models' epistemic confidence regions. We prove that the resulting COPE estimates are valid lower bounds, and, under regularity conditions, show their convergence to the true expected return. Finally, we discuss scalable variants of our approach based on Bayesian Neural Networks and empirically demonstrate that they yield reliable and tight lower bounds in various continuous control environments.
Vecchia Gaussian Process Ensembles on Internal Representations of Deep Neural Networks
Jimenez, Felix, Katzfuss, Matthias
In recent years, deep neural networks (DNNs) have achieved remarkable success in various tasks such as image recognition, natural language processing, and speech recognition. However, despite their excellent performance, these models have certain limitations, such as their lack of uncertainty quantification (UQ). Much of UQ for DNNs is based on a Bayesian approach that models network weights as random variables [22] or has involved ensembles of networks [18]. Gaussian processes (GPs) provide natural UQ, but they lack the representation learning that makes DNNs successful. Standard GPs are known to scale poorly with large datasets, but GP approximations are plentiful and one such method is the Vecchia approximation [31, 16], which uses nearest-neighbor conditioning sets to exploit conditional independence among the data.
MULTIGAIN 2.0: MDP controller synthesis for multiple mean-payoff, LTL and steady-state constraints
Bals, Severin, Evangelidis, Alexandros, Grover, Kush, Kretinsky, Jan, Waibel, Jakob
We present MULTIGAIN 2.0, a major extension to the controller synthesis tool MultiGain, built on top of the probabilistic model checker PRISM. This new version extends MultiGain's multi-objective capabilities, by allowing for the formal verification and synthesis of controllers for probabilistic systems with multi-dimensional long-run average reward structures, steady-state constraints, and linear temporal logic properties. Additionally, MULTIGAIN 2.0 provides an approach for finding finite memory solutions and the capability for two- and three-dimensional visualization of Pareto curves to facilitate trade-off analysis in multi-objective scenarios
Sharpened Lazy Incremental Quasi-Newton Method
Lahoti, Aakash, Senapati, Spandan, Rajawat, Ketan, Koppel, Alec
We consider the finite sum minimization of $n$ strongly convex and smooth functions with Lipschitz continuous Hessians in $d$ dimensions. In many applications where such problems arise, including maximum likelihood estimation, empirical risk minimization, and unsupervised learning, the number of observations $n$ is large, and it becomes necessary to use incremental or stochastic algorithms whose per-iteration complexity is independent of $n$. Of these, the incremental/stochastic variants of the Newton method exhibit superlinear convergence, but incur a per-iteration complexity of $O(d^3)$, which may be prohibitive in large-scale settings. On the other hand, the incremental Quasi-Newton method incurs a per-iteration complexity of $O(d^2)$ but its superlinear convergence rate has only been characterized asymptotically. This work puts forth the Sharpened Lazy Incremental Quasi-Newton (SLIQN) method that achieves the best of both worlds: an explicit superlinear convergence rate with a per-iteration complexity of $O(d^2)$. Building upon the recently proposed Sharpened Quasi-Newton method, the proposed incremental variant incorporates a hybrid update strategy incorporating both classic and greedy BFGS updates. The proposed lazy update rule distributes the computational complexity between the iterations, so as to enable a per-iteration complexity of $O(d^2)$. Numerical tests demonstrate the superiority of SLIQN over all other incremental and stochastic Quasi-Newton variants.
Sources of Uncertainty in Machine Learning -- A Statisticians' View
Gruber, Cornelia, Schenk, Patrick Oliver, Schierholz, Malte, Kreuter, Frauke, Kauermann, Göran
Machine Learning and Deep Learning have achieved an impressive standard today, enabling us to answer questions that were inconceivable a few years ago. Besides these successes, it becomes clear, that beyond pure prediction, which is the primary strength of most supervised machine learning algorithms, the quantification of uncertainty is relevant and necessary as well. While first concepts and ideas in this direction have emerged in recent years, this paper adopts a conceptual perspective and examines possible sources of uncertainty. By adopting the viewpoint of a statistician, we discuss the concepts of aleatoric and epistemic uncertainty, which are more commonly associated with machine learning. The paper aims to formalize the two types of uncertainty and demonstrates that sources of uncertainty are miscellaneous and can not always be decomposed into aleatoric and epistemic. Drawing parallels between statistical concepts and uncertainty in machine learning, we also demonstrate the role of data and their influence on uncertainty.
Learning Capacity: A Measure of the Effective Dimensionality of a Model
Chen, Daiwei, Chang, Weikai, Chaudhari, Pratik
We exploit a formal correspondence between thermodynamics and inference, where the number of samples can be thought of as the inverse temperature, to define a "learning capacity'' which is a measure of the effective dimensionality of a model. We show that the learning capacity is a tiny fraction of the number of parameters for many deep networks trained on typical datasets, depends upon the number of samples used for training, and is numerically consistent with notions of capacity obtained from the PAC-Bayesian framework. The test error as a function of the learning capacity does not exhibit double descent. We show that the learning capacity of a model saturates at very small and very large sample sizes; this provides guidelines, as to whether one should procure more data or whether one should search for new architectures, to improve performance. We show how the learning capacity can be used to understand the effective dimensionality, even for non-parametric models such as random forests and $k$-nearest neighbor classifiers.