Uncertainty
Efficient SAGE Estimation via Causal Structure Learning
Luther, Christoph, König, Gunnar, Grosse-Wentrup, Moritz
The Shapley Additive Global Importance (SAGE) value is a theoretically appealing interpretability method that fairly attributes global importance to a model's features. However, its exact calculation requires the computation of the feature's surplus performance contributions over an exponential number of feature sets. This is computationally expensive, particularly because estimating the surplus contributions requires sampling from conditional distributions. Thus, SAGE approximation algorithms only take a fraction of the feature sets into account. We propose $d$-SAGE, a method that accelerates SAGE approximation. $d$-SAGE is motivated by the observation that conditional independencies (CIs) between a feature and the model target imply zero surplus contributions, such that their computation can be skipped. To identify CIs, we leverage causal structure learning (CSL) to infer a graph that encodes (conditional) independencies in the data as $d$-separations. This is computationally more efficient because the expense of the one-time graph inference and the $d$-separation queries is negligible compared to the expense of surplus contribution evaluations. Empirically we demonstrate that $d$-SAGE enables the efficient and accurate estimation of SAGE values.
A Bayesian Framework for Causal Analysis of Recurrent Events in Presence of Immortal Risk
Oganisian, Arman, Girard, Anthony, Steingrimsson, Jon A., Moyo, Patience
Observational studies of recurrent event rates are common in biomedical statistics. Broadly, the goal is to estimate differences in event rates under two treatments within a defined target population over a specified followup window. Estimation with observational claims data is challenging because while membership in the target population is defined in terms of eligibility criteria, treatment is rarely assigned exactly at the time of eligibility. Ad-hoc solutions to this timing misalignment, such as assigning treatment at eligibility based on subsequent assignment, incorrectly attribute prior event rates to treatment - resulting in immortal risk bias. Even if eligibility and treatment are aligned, a terminal event process (e.g. death) often stops the recurrent event process of interest. Both processes are also censored so that events are not observed over the entire followup window. Our approach addresses misalignment by casting it as a treatment switching problem: some patients are on treatment at eligibility while others are off treatment but may switch to treatment at a specified time - if they survive long enough. We define and identify an average causal effect of switching under specified causal assumptions. Estimation is done using a g-computation framework with a joint semiparametric Bayesian model for the death and recurrent event processes. Computing the estimand for various switching times allows us to assess the impact of treatment timing. We apply the method to contrast hospitalization rates under different opioid treatment strategies among patients with chronic back pain using Medicare claims data.
Towards Coherent Image Inpainting Using Denoising Diffusion Implicit Models
Zhang, Guanhua, Ji, Jiabao, Zhang, Yang, Yu, Mo, Jaakkola, Tommi, Chang, Shiyu
Image inpainting refers to the task of generating a complete, natural image based on a partially revealed reference image. Recently, many research interests have been focused on addressing this problem using fixed diffusion models. These approaches typically directly replace the revealed region of the intermediate or final generated images with that of the reference image or its variants. However, since the unrevealed regions are not directly modified to match the context, it results in incoherence between revealed and unrevealed regions. To address the incoherence problem, a small number of methods introduce a rigorous Bayesian framework, but they tend to introduce mismatches between the generated and the reference images due to the approximation errors in computing the posterior distributions. In this paper, we propose COPAINT, which can coherently inpaint the whole image without introducing mismatches. COPAINT also uses the Bayesian framework to jointly modify both revealed and unrevealed regions, but approximates the posterior distribution in a way that allows the errors to gradually drop to zero throughout the denoising steps, thus strongly penalizing any mismatches with the reference image. Our experiments verify that COPAINT can outperform the existing diffusion-based methods under both objective and subjective metrics. The codes are available at https://github.com/UCSB-NLP-Chang/CoPaint/.
Sharp Deviations Bounds for Dirichlet Weighted Sums with Application to analysis of Bayesian algorithms
Belomestny, Denis, Menard, Pierre, Naumov, Alexey, Tiapkin, Daniil, Valko, Michal
In this work, we derive sharp non-asymptotic deviation bounds for weighted sums of Dirichlet random variables. These bounds are based on a novel integral representation of the density of a weighted Dirichlet sum. This representation allows us to obtain a Gaussian-like approximation for the sum distribution using geometry and complex analysis methods. Our results generalize similar bounds for the Beta distribution obtained in the seminal paper Alfers and Dinges [1984]. Additionally, our results can be considered a sharp non-asymptotic version of the inverse of Sanov's theorem studied by Ganesh and O'Connell [1999] in the Bayesian setting. Based on these results, we derive new deviation bounds for the Dirichlet process posterior means with application to Bayesian bootstrap. Finally, we apply our estimates to the analysis of the Multinomial Thompson Sampling (TS) algorithm in multi-armed bandits and significantly sharpen the existing regret bounds by making them independent of the size of the arms distribution support.
Bayesian community detection for networks with covariates
Shen, Luyi, Amini, Arash, Josephs, Nathaniel, Lin, Lizhen
The increasing prevalence of network data in a vast variety of fields and the need to extract useful information out of them have spurred fast developments in related models and algorithms. Among the various learning tasks with network data, community detection, the discovery of node clusters or "communities," has arguably received the most attention in the scientific community. In many real-world applications, the network data often come with additional information in the form of node or edge covariates that should ideally be leveraged for inference. In this paper, we add to a limited literature on community detection for networks with covariates by proposing a Bayesian stochastic block model with a covariate-dependent random partition prior. Under our prior, the covariates are explicitly expressed in specifying the prior distribution on the cluster membership. Our model has the flexibility of modeling uncertainties of all the parameter estimates including the community membership. Importantly, and unlike the majority of existing methods, our model has the ability to learn the number of the communities via posterior inference without having to assume it to be known. Our model can be applied to community detection in both dense and sparse networks, with both categorical and continuous covariates, and our MCMC algorithm is very efficient with good mixing properties. We demonstrate the superior performance of our model over existing models in a comprehensive simulation study and an application to two real datasets.
High Accuracy Uncertainty-Aware Interatomic Force Modeling with Equivariant Bayesian Neural Networks
Rensmeyer, Tim, Craig, Benjamin, Kramer, Denis, Niggemann, Oliver
Even though Bayesian neural networks offer a promising framework for modeling uncertainty, active learning and incorporating prior physical knowledge, few applications of them can be found in the context of interatomic force modeling. One of the main challenges in their application to learning interatomic forces is the lack of suitable Monte Carlo Markov chain sampling algorithms for the posterior density, as the commonly used algorithms do not converge in a practical amount of time for many of the state-of-the-art architectures. As a response to this challenge, we introduce a new Monte Carlo Markov chain sampling algorithm in this paper which can circumvent the problems of the existing sampling methods. In addition, we introduce a new stochastic neural network model based on the NequIP architecture and demonstrate that, when combined with our novel sampling algorithm, we obtain predictions with state-of-the-art accuracy as well as a good measure of uncertainty.
Graph-informed simulation-based inference for models of active matter
Stillman, Namid R., Henkes, Silke, Mayor, Roberto, Louppe, Gilles
As we use more timesteps as summarising features, our posterior estimation becomes increasingly tighter around the true parameter values, as shown as blue curves in Figure 3. Here, we use only three timesteps, the initial structure of the system, the final structure of the system (as in orange), and halfway between these two timesteps. The overall increase in accuracy is relatively small compared to a single timestep but considerably tighter than using average velocity and MSD. In order to assess how well-calibrated our posteriors are, we compute the expected coverage, which quantifies the probability that a set of parameters will be included in the highest density region of probability of a posterior (for further details see Hermans et al. (2021)). This is shown in Figure 3.b. We observe that, while the estimated posterior calculated using summary statistics (average velocity and MSD) has larger spread of uncertainty, the expected coverage is above the diagonal implying that the posterior distributions are over-dispersed. On the other hand, the expected coverage for posteriors calculated using the interaction graph are lower, indicating they are under-dispersed. We see relatively little difference in the impact of the number of snapshots used. Future work will investigate how to improve the expected coverage of these graph-informed posteriors.
Bayesian Model Selection of Lithium-Ion Battery Models via Bayesian Quadrature
Adachi, Masaki, Kuhn, Yannick, Horstmann, Birger, Latz, Arnulf, Osborne, Michael A., Howey, David A.
A wide variety of battery models are available, and it is not always obvious which model `best' describes a dataset. This paper presents a Bayesian model selection approach using Bayesian quadrature. The model evidence is adopted as the selection metric, choosing the simplest model that describes the data, in the spirit of Occam's razor. However, estimating this requires integral computations over parameter space, which is usually prohibitively expensive. Bayesian quadrature offers sample-efficient integration via model-based inference that minimises the number of battery model evaluations. The posterior distribution of model parameters can also be inferred as a byproduct without further computation. Here, the simplest lithium-ion battery models, equivalent circuit models, were used to analyse the sensitivity of the selection criterion to given different datasets and model configurations. We show that popular model selection criteria, such as root-mean-square error and Bayesian information criterion, can fail to select a parsimonious model in the case of a multimodal posterior. The model evidence can spot the optimal model in such cases, simultaneously providing the variance of the evidence inference itself as an indication of confidence. We also show that Bayesian quadrature can compute the evidence faster than popular Monte Carlo based solvers.
Function Approximation with Randomly Initialized Neural Networks for Approximate Model Reference Adaptive Control
Lekang, Tyler, Lamperski, Andrew
Classical results in neural network approximation theory show how arbitrary continuous functions can be approximated by networks with a single hidden layer, under mild assumptions on the activation function. However, the classical theory does not give a constructive means to generate the network parameters that achieve a desired accuracy. Recent results have demonstrated that for specialized activation functions, such as ReLUs and some classes of analytic functions, high accuracy can be achieved via linear combinations of randomly initialized activations. These recent works utilize specialized integral representations of target functions that depend on the specific activation functions used. This paper defines mollified integral representations, which provide a means to form integral representations of target functions using activations for which no direct integral representation is currently known. The new construction enables approximation guarantees for randomly initialized networks for a variety of widely used activation functions.
A Survey on Graph Diffusion Models: Generative AI in Science for Molecule, Protein and Material
Zhang, Mengchun, Qamar, Maryam, Kang, Taegoo, Jung, Yuna, Zhang, Chenshuang, Bae, Sung-Ho, Zhang, Chaoning
Diffusion models have become a new SOTA generative modeling method in various fields, for which there are multiple survey works that provide an overall survey. With the number of articles on diffusion models increasing exponentially in the past few years, there is an increasing need for surveys of diffusion models on specific fields. In this work, we are committed to conducting a survey on the graph diffusion models. Even though our focus is to cover the progress of diffusion models in graphs, we first briefly summarize how other generative modeling methods are used for graphs. After that, we introduce the mechanism of diffusion models in various forms, which facilitates the discussion on the graph diffusion models. The applications of graph diffusion models mainly fall into the category of AI-generated content (AIGC) in science, for which we mainly focus on how graph diffusion models are utilized for generating molecules and proteins but also cover other cases, including materials design. Moreover, we discuss the issue of evaluating diffusion models in the graph domain and the existing challenges.