This paper introduces a stochastic plug-and-play (PnP) sampling algorithm that leverages variable splitting to efficiently sample from a posterior distribution. The algorithm based on split Gibbs sampling (SGS) draws inspiration from the alternating direction method of multipliers (ADMM). It divides the challenging task of posterior sampling into two simpler sampling problems. The first problem depends on the likelihood function, while the second is interpreted as a Bayesian denoising problem that can be readily carried out by a deep generative model. Specifically, for an illustrative purpose, the proposed method is implemented in this paper using state-of-the-art diffusion-based generative models. Akin to its deterministic PnP-based counterparts, the proposed method exhibits the great advantage of not requiring an explicit choice of the prior distribution, which is rather encoded into a pre-trained generative model. However, unlike optimization methods (e.g., PnP-ADMM) which generally provide only point estimates, the proposed approach allows conventional Bayesian estimators to be accompanied by confidence intervals at a reasonable additional computational cost. Experiments on commonly studied image processing problems illustrate the efficiency of the proposed sampling strategy. Its performance is compared to recent state-of-the-art optimization and sampling methods.

Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty through the posterior distribution. Practical posterior computation is commonly performed via MCMC, which can be computationally infeasible for high dimensional models with many observations. In this article we discuss the potential to improve posterior computation using ideas from machine learning. Concrete future directions are explored in vignettes on normalizing flows, Bayesian coresets, distributed Bayesian inference, and variational inference.

In this work, we propose the Informed Batch Belief Trees (IBBT) algorithm for motion planning under motion and sensing uncertainties. The original stochastic motion planning problem is divided into a deterministic motion planning problem and a graph search problem. We solve the deterministic planning problem using sampling-based methods such as PRM or RRG to construct a graph of nominal trajectories. Then, an informed cost-to-go heuristic for the original problem is computed based on the nominal trajectory graph. Finally, we grow a belief tree by searching over the graph using the proposed heuristic. IBBT interleaves between batch state sampling, nominal trajectory graph construction, heuristic computing, and search over the graph to find belief space motion plans. IBBT is an anytime, incremental algorithm. With an increasing number of batches of samples added to the graph, the algorithm finds motion plans that converge to the optimal one. IBBT is efficient by reusing results between sequential iterations. The belief tree searching is an ordered search guided by an informed heuristic. We test IBBT in different planning environments. Our numerical investigation confirms that IBBT finds non-trivial motion plans and is faster compared with previous similar methods.

We propose lookahead diffusion probabilistic models (LA-DPMs) to exploit the correlation in the outputs of the deep neural networks (DNNs) over subsequent timesteps in diffusion probabilistic models (DPMs) to refine the mean estimation of the conditional Gaussian distributions in the backward process. A typical DPM first obtains an estimate of the original data sample $\boldsymbol{x}$ by feeding the most recent state $\boldsymbol{z}_i$ and index $i$ into the DNN model and then computes the mean vector of the conditional Gaussian distribution for $\boldsymbol{z}_{i-1}$. We propose to calculate a more accurate estimate for $\boldsymbol{x}$ by performing extrapolation on the two estimates of $\boldsymbol{x}$ that are obtained by feeding $(\boldsymbol{z}_{i+1},i+1)$ and $(\boldsymbol{z}_{i},i)$ into the DNN model. The extrapolation can be easily integrated into the backward process of existing DPMs by introducing an additional connection over two consecutive timesteps, and fine-tuning is not required. Extensive experiments showed that plugging in the additional connection into DDPM, DDIM, DEIS, S-PNDM, and high-order DPM-Solvers leads to a significant performance gain in terms of FID score.

We study Individual Fairness (IF) for Bayesian neural networks (BNNs). Specifically, we consider the $\epsilon$-$\delta$-individual fairness notion, which requires that, for any pair of input points that are $\epsilon$-similar according to a given similarity metrics, the output of the BNN is within a given tolerance $\delta>0.$ We leverage bounds on statistical sampling over the input space and the relationship between adversarial robustness and individual fairness to derive a framework for the systematic estimation of $\epsilon$-$\delta$-IF, designing Fair-FGSM and Fair-PGD as global,fairness-aware extensions to gradient-based attacks for BNNs. We empirically study IF of a variety of approximately inferred BNNs with different architectures on fairness benchmarks, and compare against deterministic models learnt using frequentist techniques. Interestingly, we find that BNNs trained by means of approximate Bayesian inference consistently tend to be markedly more individually fair than their deterministic counterparts.

In this work, we develop the Batch Belief Trees (BBT) algorithm for motion planning under motion and sensing uncertainties. The algorithm interleaves between batch sampling, building a graph of nominal trajectories in the state space, and searching over the graph to find belief space motion plans. By searching over the graph, BBT finds sophisticated plans that will visit (and revisit) information-rich regions to reduce uncertainty. One of the key benefits of this algorithm is the modified interplay between exploration and exploitation. Instead of an exhaustive search (exploitation) after one exploration step, the proposed algorithm uses batch samples to explore the state space and, in addition, does not require exhaustive search before the next iteration of batch sampling, which adds flexibility.The algorithm finds motion plans that converge to the optimal one as more samples are added to the graph. We test BBT in different planning environments. Our numerical investigation confirms that BBT finds non-trivial motion plans and is faster compared with previous similar methods.

Trust is a crucial factor affecting the adoption of machine learning (ML) models. Qualitative studies have revealed that end-users, particularly in the medical domain, need models that can express their uncertainty in decision-making allowing users to know when to ignore the model's recommendations. However, existing approaches for quantifying decision-making uncertainty are not model-agnostic, or they rely on complex statistical derivations that are not easily understood by laypersons or end-users, making them less useful for explaining the model's decision-making process. This work proposes a set of class-independent meta-heuristics that can characterize the complexity of an instance in terms of factors are mutually relevant to both human and ML decision-making. The measures are integrated into a meta-learning framework that estimates the risk of misclassification. The proposed framework outperformed predicted probabilities in identifying instances at risk of being misclassified. The proposed measures and framework hold promise for improving model development for more complex instances, as well as providing a new means of model abstention and explanation.

We introduce a new approach to probabilistic unsupervised learning based on the recognition-parametrised model (RPM): a normalised semi-parametric hypothesis class for joint distributions over observed and latent variables. Under the key assumption that observations are conditionally independent given latents, the RPM combines parametric prior and observation-conditioned latent distributions with non-parametric observation marginals. This approach leads to a flexible learnt recognition model capturing latent dependence between observations, without the need for an explicit, parametric generative model. The RPM admits exact maximum-likelihood learning for discrete latents, even for powerful neural-network-based recognition. We develop effective approximations applicable in the continuous-latent case. Experiments demonstrate the effectiveness of the RPM on high-dimensional data, learning image classification from weak indirect supervision; direct image-level latent Dirichlet allocation; and recognition-parametrised Gaussian process factor analysis (RP-GPFA) applied to multi-factorial spatiotemporal datasets. The RPM provides a powerful framework to discover meaningful latent structure underlying observational data, a function critical to both animal and artificial intelligence.

In many research fields in artificial intelligence, it has been shown that deep neural networks are useful to estimate unknown functions on high dimensional input spaces. However, their generalization performance is not yet completely clarified from the theoretical point of view because they are nonidentifiable and singular learning machines. Moreover, a ReLU function is not differentiable, to which algebraic or analytic methods in singular learning theory cannot be applied. In this paper, we study a deep ReLU neural network in overparametrized cases and prove that the Bayesian free energy, which is equal to the minus log marginal likelihoodor the Bayesian stochastic complexity, is bounded even if the number of layers are larger than necessary to estimate an unknown data-generating function. Since the Bayesian generalization error is equal to the increase of the free energy as a function of a sample size, our result also shows that the Bayesian generalization error does not increase even if a deep ReLU neural network is designed to be sufficiently large or in an opeverparametrized state.

Data-driven approaches coupled with physical knowledge are powerful techniques to model systems. The goal of such models is to efficiently solve for the underlying field by combining measurements with known physical laws. As many systems contain unknown elements, such as missing parameters, noisy data, or incomplete physical laws, this is widely approached as an uncertainty quantification problem. The common techniques to handle all the variables typically depend on the numerical scheme used to approximate the posterior, and it is desirable to have a method which is independent of any such discretization. Information field theory (IFT) provides the tools necessary to perform statistics over fields that are not necessarily Gaussian. We extend IFT to physics-informed IFT (PIFT) by encoding the functional priors with information about the physical laws which describe the field. The posteriors derived from this PIFT remain independent of any numerical scheme and can capture multiple modes, allowing for the solution of problems which are ill-posed. We demonstrate our approach through an analytical example involving the Klein-Gordon equation. We then develop a variant of stochastic gradient Langevin dynamics to draw samples from the joint posterior over the field and model parameters. We apply our method to numerical examples with various degrees of model-form error and to inverse problems involving nonlinear differential equations. As an addendum, the method is equipped with a metric which allows the posterior to automatically quantify model-form uncertainty. Because of this, our numerical experiments show that the method remains robust to even an incorrect representation of the physics given sufficient data. We numerically demonstrate that the method correctly identifies when the physics cannot be trusted, in which case it automatically treats learning the field as a regression problem.