Uncertainty
Master's Thesis: Out-of-distribution Detection with Energy-based Models
Today, deep learning is increasingly applied in security-critical situations such as autonomous driving and medical diagnosis. Despite its success, the behavior and robustness of deep networks are not fully understood yet, posing a significant risk. In particular, researchers recently found that neural networks are overly confident in their predictions, even on data they have never seen before. To tackle this issue, one can differentiate two approaches in the literature. One accounts for uncertainty in the predictions, while the second estimates the underlying density of the training data to decide whether a given input is close to the training data, and thus the network is able to perform as expected.In this thesis, we investigate the capabilities of EBMs at the task of fitting the training data distribution to perform detection of out-of-distribution (OOD) inputs. We find that on most datasets, EBMs do not inherently outperform other density estimators at detecting OOD data despite their flexibility. Thus, we additionally investigate the effects of supervision, dimensionality reduction, and architectural modifications on the performance of EBMs. Further, we propose Energy-Prior Network (EPN) which enables estimation of various uncertainties within an EBM for classification, bridging the gap between two approaches for tackling the OOD detection problem. We identify a connection between the concentration parameters of the Dirichlet distribution and the joint energy in an EBM. Additionally, this allows optimization without a held-out OOD dataset, which might not be available or costly to collect in some applications. Finally, we empirically demonstrate that Energy-Prior Network (EPN) is able to detect OOD inputs, datasets shifts, and adversarial examples. Theoretically, EPN offers favorable properties for the asymptotic case when inputs are far from the training data.
Applications of Gaussian Processes at Extreme Lengthscales: From Molecules to Black Holes
In many areas of the observational and experimental sciences data is scarce. Data observation in high-energy astrophysics is disrupted by celestial occlusions and limited telescope time while data derived from laboratory experiments in synthetic chemistry and materials science is time and cost-intensive to collect. On the other hand, knowledge about the data-generation mechanism is often available in the sciences, such as the measurement error of a piece of laboratory apparatus. Both characteristics, small data and knowledge of the underlying physics, make Gaussian processes (GPs) ideal candidates for fitting such datasets. GPs can make predictions with consideration of uncertainty, for example in the virtual screening of molecules and materials, and can also make inferences about incomplete data such as the latent emission signature from a black hole accretion disc. Furthermore, GPs are currently the workhorse model for Bayesian optimisation, a methodology foreseen to be a guide for laboratory experiments in scientific discovery campaigns. The first contribution of this thesis is to use GP modelling to reason about the latent emission signature from the Seyfert galaxy Markarian 335, and by extension, to reason about the applicability of various theoretical models of black hole accretion discs. The second contribution is to extend the GP framework to molecular and chemical reaction representations and to provide an open-source software library to enable the framework to be used by scientists. The third contribution is to leverage GPs to discover novel and performant photoswitch molecules. The fourth contribution is to introduce a Bayesian optimisation scheme capable of modelling aleatoric uncertainty to facilitate the identification of material compositions that possess intrinsic robustness to large scale fabrication processes.
Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning
Neghab, Davood Pirayesh, Cevik, Mucahit, Wahab, M. I. M.
The complexity and ambiguity of financial and economic systems, along with frequent changes in the economic environment, have made it difficult to make precise predictions that are supported by theory-consistent explanations. Interpreting the prediction models used for forecasting important macroeconomic indicators is highly valuable for understanding relations among different factors, increasing trust towards the prediction models, and making predictions more actionable. In this study, we develop a fundamental-based model for the Canadian-U.S. dollar exchange rate within an interpretative framework. We propose a comprehensive approach using machine learning to predict the exchange rate and employ interpretability methods to accurately analyze the relationships among macroeconomic variables. Moreover, we implement an ablation study based on the output of the interpretations to improve the predictive accuracy of the models. Our empirical results show that crude oil, as Canada's main commodity export, is the leading factor that determines the exchange rate dynamics with time-varying effects. The changes in the sign and magnitude of the contributions of crude oil to the exchange rate are consistent with significant events in the commodity and energy markets and the evolution of the crude oil trend in Canada. Gold and the TSX stock index are found to be the second and third most important variables that influence the exchange rate. Accordingly, this analysis provides trustworthy and practical insights for policymakers and economists and accurate knowledge about the predictive model's decisions, which are supported by theoretical considerations.
Containing a spread through sequential learning: to exploit or to explore?
Chen, Xingran, Nikpey, Hesam, Kim, Jungyeol, Sarkar, Saswati, Saeedi-Bidokhti, Shirin
The spread of an undesirable contact process, such as an infectious disease (e.g. COVID-19), is contained through testing and isolation of infected nodes. The temporal and spatial evolution of the process (along with containment through isolation) render such detection as fundamentally different from active search detection strategies. In this work, through an active learning approach, we design testing and isolation strategies to contain the spread and minimize the cumulative infections under a given test budget. We prove that the objective can be optimized, with performance guarantees, by greedily selecting the nodes to test. We further design reward-based methodologies that effectively minimize an upper bound on the cumulative infections and are computationally more tractable in large networks. These policies, however, need knowledge about the nodes' infection probabilities which are dynamically changing and have to be learned by sequential testing. We develop a message-passing framework for this purpose and, building on that, show novel tradeoffs between exploitation of knowledge through reward-based heuristics and exploration of the unknown through a carefully designed probabilistic testing. The tradeoffs are fundamentally distinct from the classical counterparts under active search or multi-armed bandit problems (MABs). We provably show the necessity of exploration in a stylized network and show through simulations that exploration can outperform exploitation in various synthetic and real-data networks depending on the parameters of the network and the spread.
An elementary belief function logic
Dubois, Didier, Godo, Lluis, Prade, Henri
Non-additive uncertainty theories, typically possibility theory, belief functions and imprecise probabilities share a common feature with modal logic: the duality properties between possibility and necessity measures, belief and plausibility functions as well as between upper and lower probabilities extend the duality between possibility and necessity modalities to the graded environment. It has been shown that the all-or-nothing version of possibility theory can be exactly captured by a minimal epistemic logic (MEL) that uses a very small fragment of the KD modal logic, without resorting to relational semantics. Besides, the case of belief functions has been studied independently, and a belief function logic has been obtained by extending the modal logic S5 to graded modalities using {\L}ukasiewicz logic, albeit using relational semantics. This paper shows that a simpler belief function logic can be devised by adding {\L}ukasiewicz logic on top of MEL. It allows for a more natural semantics in terms of Shafer basic probability assignments.
Applications of statistical causal inference in software engineering
This paper focuses on the application of one type of empirical methods, namely statistical causal inference (SCI, see section 2). Such methods have their roots in a number of applied fields (from AI to econometrics) and aim to provide a framework for making valid inferences about causal effects based on interventional or observational data. More specifically, we focus on SCI methods that use graphical models as developed by Pearl and colleagues [1, 2]. This framework has been shown to be equivalent of the potential-outcomes framework (also called the Neyman-Rubin Causal Model [3]) but enriches it by making use of an explicit causal structure called a graphical causal model. Making assumptions about causal effects explicit through a graphical structure has several advantages. First, it helps determine whether causal effects can be estimated and how they might be estimated (see section 2).
Quantum Circuit Components for Cognitive Decision-Making
Widdows, Dominic, Rani, Jyoti, Pothos, Emmanuel
This paper demonstrates that some non-classical models of human decision-making can be run successfully as circuits on quantum computers. Since the 1960s, many observed cognitive behaviors have been shown to violate rules based on classical probability and set theory. For example, the order in which questions are posed in a survey affects whether participants answer 'yes' or 'no', so the population that answers 'yes' to both questions cannot be modeled as the intersection of two fixed sets. It can, however, be modeled as a sequence of projections carried out in different orders. This and other examples have been described successfully using quantum probability, which relies on comparing angles between subspaces rather than volumes between subsets. Now in the early 2020s, quantum computers have reached the point where some of these quantum cognitive models can be implemented and investigated on quantum hardware, by representing the mental states in qubit registers, and the cognitive operations and decisions using different gates and measurements. This paper develops such quantum circuit representations for quantum cognitive models, focusing particularly on modeling order effects and decision-making under uncertainty. The claim is not that the human brain uses qubits and quantum circuits explicitly (just like the use of Boolean set theory does not require the brain to be using classical bits), but that the mathematics shared between quantum cognition and quantum computing motivates the exploration of quantum computers for cognition modeling. Key quantum properties include superposition, entanglement, and collapse, as these mathematical elements provide a common language between cognitive models, quantum hardware, and circuit implementations.
Clustering based on Mixtures of Sparse Gaussian Processes
Moslehi, Zahra, Mirzaei, Abdolreza, Safayani, Mehran
Creating low dimensional representations of a high dimensional data set is an important component in many machine learning applications. How to cluster data using their low dimensional embedded space is still a challenging problem in machine learning. In this article, we focus on proposing a joint formulation for both clustering and dimensionality reduction. When a probabilistic model is desired, one possible solution is to use the mixture models in which both cluster indicator and low dimensional space are learned. Our algorithm is based on a mixture of sparse Gaussian processes, which is called Sparse Gaussian Process Mixture Clustering (SGP-MIC). The main advantages to our approach over existing methods are that the probabilistic nature of this model provides more advantages over existing deterministic methods, it is straightforward to construct non-linear generalizations of the model, and applying a sparse model and an efficient variational EM approximation help to speed up the algorithm.
Applied Exoskeleton Technology: A Comprehensive Review of Physical and Cognitive Human-Robot Interaction
Nazari, Farhad, Mohajer, Navid, Nahavandi, Darius, Khosravi, Abbas, Nahavandi, Saeid
Exoskeletons and orthoses are wearable mobile systems providing mechanical benefits to the users. Despite significant improvements in the last decades, the technology is not fully mature to be adopted for strenuous and non-programmed tasks. To accommodate this insufficiency, different aspects of this technology need to be analysed and improved. Numerous studies have tried to address some aspects of exoskeletons, e.g. mechanism design, intent prediction, and control scheme. However, most works have focused on a specific element of design or application without providing a comprehensive review framework. This study aims to analyse and survey the contributing aspects to this technology's improvement and broad adoption. To address this, after introducing assistive devices and exoskeletons, the main design criteria will be investigated from both physical Human-Robot Interaction (HRI) perspectives. In order to establish an intelligent HRI strategy and enable intuitive control for users, cognitive HRI will be investigated after a brief introduction to various approaches to their control strategies. The study will be further developed by outlining several examples of known assistive devices in different categories. And some guidelines for exoskeleton selection and possible mitigation of current limitations will be discussed.
Learning to Play Trajectory Games Against Opponents with Unknown Objectives
Liu, Xinjie, Peters, Lasse, Alonso-Mora, Javier
Many autonomous agents, such as intelligent vehicles, are inherently required to interact with one another. Game theory provides a natural mathematical tool for robot motion planning in such interactive settings. However, tractable algorithms for such problems usually rely on a strong assumption, namely that the objectives of all players in the scene are known. To make such tools applicable for ego-centric planning with only local information, we propose an adaptive model-predictive game solver, which jointly infers other players' objectives online and computes a corresponding generalized Nash equilibrium (GNE) strategy. The adaptivity of our approach is enabled by a differentiable trajectory game solver whose gradient signal is used for maximum likelihood estimation (MLE) of opponents' objectives. This differentiability of our pipeline facilitates direct integration with other differentiable elements, such as neural networks (NNs). Furthermore, in contrast to existing solvers for cost inference in games, our method handles not only partial state observations but also general inequality constraints. In two simulated traffic scenarios, we find superior performance of our approach over both existing game-theoretic methods and non-game-theoretic model-predictive control (MPC) approaches. We also demonstrate our approach's real-time planning capabilities and robustness in two hardware experiments.