Goto

Collaborating Authors

 Uncertainty


Enhanced Bayesian Neural Networks for Macroeconomics and Finance

arXiv.org Machine Learning

In recent decades, statistical agencies, governmental institutions and central banks increasingly collect vast datasets. Practitioners and academics rely on these datasets to form forecasts about the future, efficiently tailor policies or improve decisions at the corporate level. However, this abundance of data also gives rise to the curse of dimensionality and questions related to separating signal (i.e., extracting information from important covariates) from noise (i.e., covariates which do not convey meaningful information) are key for carrying out precise inference. Fortunately, the recent literature on statistical and econometric modeling in high dimensions using regularization-based techniques offers a range of solutions (see, e.g., Carvalho et al., 2010; Bhattacharya and Dunson, 2011; Griffin and Brown, 2013; Belmonte et al., 2014; Huber et al., 2021). One key shortcoming, however, is that these models often assume linearity between a given response variable (or in general a vector of responses) and a possibly huge panel of covariates. The reason for this is simplicity in estimation and interpretation. Apart from these very general reasons, allowing for arbitrary functional relations in the conditional mean introduces substantial conceptual challenges.


A Practitioner's Guide to Bayesian Inference in Pharmacometrics using Pumas

arXiv.org Artificial Intelligence

This paper provides a comprehensive tutorial for Bayesian practitioners in pharmacometrics using Pumas workflows. We start by giving a brief motivation of Bayesian inference for pharmacometrics highlighting limitations in existing software that Pumas addresses. We then follow by a description of all the steps of a standard Bayesian workflow for pharmacometrics using code snippets and examples. This includes: model definition, prior selection, sampling from the posterior, prior and posterior simulations and predictions, counter-factual simulations and predictions, convergence diagnostics, visual predictive checks, and finally model comparison with cross-validation. Finally, the background and intuition behind many advanced concepts in Bayesian statistics are explained in simple language. This includes many important ideas and precautions that users need to keep in mind when performing Bayesian analysis. Many of the algorithms, codes, and ideas presented in this paper are highly applicable to clinical research and statistical learning at large but we chose to focus our discussions on pharmacometrics in this paper to have a narrower scope in mind and given the nature of Pumas as a software primarily for pharmacometricians.


Interval Logic Tensor Networks

arXiv.org Artificial Intelligence

Event detection (ED) from sequences of data is a critical challenge in various fields, including surveillance [Clavel et al., 2005], multimedia processing [Xiang and Wang, 2019, Lai, 2022], and social network analysis [Cordeiro and Gama, 2016]. Neural network-based architectures have been developed for ED, leveraging various data types such as text, images, social media data, and audio. Integrating commonsense and structural knowledge about events and their relationships can significantly enhance machine learning methods for ED. For example, in analyzing a soccer match video, the knowledge that a red card shown to a player is typically followed by the player leaving the field can aid in event detection. Additionally, knowledge about how simple events compose complex events is also useful for complex event detection. Background knowledge has been shown to improve the detection of complex events especially when training data is limited [Yin et al., 2020].


PrefGen: Preference Guided Image Generation with Relative Attributes

arXiv.org Artificial Intelligence

Deep generative models have the capacity to render high fidelity images of content like human faces. Recently, there has been substantial progress in conditionally generating images with specific quantitative attributes, like the emotion conveyed by one's face. These methods typically require a user to explicitly quantify the desired intensity of a visual attribute. A limitation of this method is that many attributes, like how "angry" a human face looks, are difficult for a user to precisely quantify. However, a user would be able to reliably say which of two faces seems "angrier". Following this premise, we develop the $\textit{PrefGen}$ system, which allows users to control the relative attributes of generated images by presenting them with simple paired comparison queries of the form "do you prefer image $a$ or image $b$?" Using information from a sequence of query responses, we can estimate user preferences over a set of image attributes and perform preference-guided image editing and generation. Furthermore, to make preference localization feasible and efficient, we apply an active query selection strategy. We demonstrate the success of this approach using a StyleGAN2 generator on the task of human face editing. Additionally, we demonstrate how our approach can be combined with CLIP, allowing a user to edit the relative intensity of attributes specified by text prompts. Code at https://github.com/helblazer811/PrefGen.


Causal Bandits for Linear Structural Equation Models

arXiv.org Artificial Intelligence

This paper studies the problem of designing an optimal sequence of interventions in a causal graphical model to minimize cumulative regret with respect to the best intervention in hindsight. This is, naturally, posed as a causal bandit problem. The focus is on causal bandits for linear structural equation models (SEMs) and soft interventions. It is assumed that the graph's structure is known and has $N$ nodes. Two linear mechanisms, one soft intervention and one observational, are assumed for each node, giving rise to $2^N$ possible interventions. Majority of the existing causal bandit algorithms assume that at least the interventional distributions of the reward node's parents are fully specified. However, there are $2^N$ such distributions (one corresponding to each intervention), acquiring which becomes prohibitive even in moderate-sized graphs. This paper dispenses with the assumption of knowing these distributions or their marginals. Two algorithms are proposed for the frequentist (UCB-based) and Bayesian (Thompson Sampling-based) settings. The key idea of these algorithms is to avoid directly estimating the $2^N$ reward distributions and instead estimate the parameters that fully specify the SEMs (linear in $N$) and use them to compute the rewards. In both algorithms, under boundedness assumptions on noise and the parameter space, the cumulative regrets scale as $\tilde{\cal O} (d^{L+\frac{1}{2}} \sqrt{NT})$, where $d$ is the graph's maximum degree, and $L$ is the length of its longest causal path. Additionally, a minimax lower of $\Omega(d^{\frac{L}{2}-2}\sqrt{T})$ is presented, which suggests that the achievable and lower bounds conform in their scaling behavior with respect to the horizon $T$ and graph parameters $d$ and $L$.


Implicit Visual Bias Mitigation by Posterior Estimate Sharpening of a Bayesian Neural Network

arXiv.org Artificial Intelligence

The fairness of a deep neural network is strongly affected by dataset bias and spurious correlations, both of which are usually present in modern feature-rich and complex visual datasets. Due to the difficulty and variability of the task, no single de-biasing method has been universally successful. In particular, implicit methods not requiring explicit knowledge of bias variables are especially relevant for real-world applications. We propose a novel implicit mitigation method using a Bayesian neural network, allowing us to leverage the relationship between epistemic uncertainties and the presence of bias or spurious correlations in a sample. Our proposed posterior estimate sharpening procedure encourages the network to focus on core features that do not contribute to high uncertainties. Experimental results on three benchmark datasets demonstrate that Bayesian networks with sharpened posterior estimates perform comparably to prior existing methods and show potential worthy of further exploration.


Provably Efficient Causal Model-Based Reinforcement Learning for Systematic Generalization

arXiv.org Artificial Intelligence

In the sequential decision making setting, an agent aims to achieve systematic generalization over a large, possibly infinite, set of environments. Such environments are modeled as discrete Markov decision processes with both states and actions represented through a feature vector. The underlying structure of the environments allows the transition dynamics to be factored into two components: one that is environment-specific and another that is shared. Consider a set of environments that share the laws of motion as an example. In this setting, the agent can take a finite amount of reward-free interactions from a subset of these environments. The agent then must be able to approximately solve any planning task defined over any environment in the original set, relying on the above interactions only. Can we design a provably efficient algorithm that achieves this ambitious goal of systematic generalization? In this paper, we give a partially positive answer to this question. First, we provide a tractable formulation of systematic generalization by employing a causal viewpoint. Then, under specific structural assumptions, we provide a simple learning algorithm that guarantees any desired planning error up to an unavoidable sub-optimality term, while showcasing a polynomial sample complexity.


A Machine Learning Approach to Forecasting Honey Production with Tree-Based Methods

arXiv.org Artificial Intelligence

The beekeeping sector has undergone considerable production variations over the past years due to adverse weather conditions, occurring more frequently as climate change progresses. These phenomena can be high-impact and cause the environment to be unfavorable to the bees' activity. We disentangle the honey production drivers with tree-based methods and predict honey production variations for hives in Italy, one of the largest honey producers in Europe. The database covers hundreds of beehive data from 2019-2022 gathered with advanced precision beekeeping techniques. We train and interpret the machine learning models making them prescriptive other than just predictive. Superior predictive performances of tree-based methods compared to standard linear techniques allow for better protection of bees' activity and assess potential losses for beekeepers for risk management.


Scalable Bayesian Meta-Learning through Generalized Implicit Gradients

arXiv.org Artificial Intelligence

Meta-learning owns unique effectiveness and swiftness in tackling emerging tasks with limited data. Its broad applicability is revealed by viewing it as a bi-level optimization problem. The resultant algorithmic viewpoint however, faces scalability issues when the inner-level optimization relies on gradient-based iterations. Implicit differentiation has been considered to alleviate this challenge, but it is restricted to an isotropic Gaussian prior, and only favors deterministic meta-learning approaches. This work markedly mitigates the scalability bottleneck by cross-fertilizing the benefits of implicit differentiation to probabilistic Bayesian meta-learning. The novel implicit Bayesian meta-learning (iBaML) method not only broadens the scope of learnable priors, but also quantifies the associated uncertainty. Furthermore, the ultimate complexity is well controlled regardless of the inner-level optimization trajectory. Analytical error bounds are established to demonstrate the precision and efficiency of the generalized implicit gradient over the explicit one. Extensive numerical tests are also carried out to empirically validate the performance of the proposed method.


Far from Asymptopia

arXiv.org Machine Learning

Inference from limited data requires a notion of measure on parameter space, most explicit in the Bayesian framework as a prior. Here we demonstrate that Jeffreys prior, the best-known uninformative choice, introduces enormous bias when applied to typical scientific models. Such models have a relevant effective dimensionality much smaller than the number of microscopic parameters. Because Jeffreys prior treats all microscopic parameters equally, it is from uniform when projected onto the sub-space of relevant parameters, due to variations in the local co-volume of irrelevant directions. We present results on a principled choice of measure which avoids this issue, leading to unbiased inference in complex models. This optimal prior depends on the quantity of data to be gathered, and approaches Jeffreys prior in the asymptotic limit. However, this limit cannot be justified without an impossibly large amount of data, exponential in the number of microscopic parameters.