Uncertainty
Exponential Hardness of Reinforcement Learning with Linear Function Approximation
Kane, Daniel, Liu, Sihan, Lovett, Shachar, Mahajan, Gaurav, Szepesvรกri, Csaba, Weisz, Gellรฉrt
A fundamental question in reinforcement learning theory is: suppose the optimal value functions are linear in given features, can we learn them efficiently? This problem's counterpart in supervised learning, linear regression, can be solved both statistically and computationally efficiently. Therefore, it was quite surprising when a recent work \cite{kane2022computational} showed a computational-statistical gap for linear reinforcement learning: even though there are polynomial sample-complexity algorithms, unless NP = RP, there are no polynomial time algorithms for this setting. In this work, we build on their result to show a computational lower bound, which is exponential in feature dimension and horizon, for linear reinforcement learning under the Randomized Exponential Time Hypothesis. To prove this we build a round-based game where in each round the learner is searching for an unknown vector in a unit hypercube. The rewards in this game are chosen such that if the learner achieves large reward, then the learner's actions can be used to simulate solving a variant of 3-SAT, where (a) each variable shows up in a bounded number of clauses (b) if an instance has no solutions then it also has no solutions that satisfy more than (1-$\epsilon$)-fraction of clauses. We use standard reductions to show this 3-SAT variant is approximately as hard as 3-SAT. Finally, we also show a lower bound optimized for horizon dependence that almost matches the best known upper bound of $\exp(\sqrt{H})$.
DS-K3DOM: 3-D Dynamic Occupancy Mapping with Kernel Inference and Dempster-Shafer Evidential Theory
Han, Juyeop, Min, Youngjae, Chae, Hyeok-Joo, Jeong, Byeong-Min, Choi, Han-Lim
Occupancy mapping has been widely utilized to represent the surroundings for autonomous robots to perform tasks such as navigation and manipulation. While occupancy mapping in 2-D environments has been well-studied, there have been few approaches suitable for 3-D dynamic occupancy mapping which is essential for aerial robots. This paper presents a novel 3-D dynamic occupancy mapping algorithm called DS-K3DOM. We first establish a Bayesian method to sequentially update occupancy maps for a stream of measurements based on the random finite set theory. Then, we approximate it with particles in the Dempster-Shafer domain to enable real-time computation. Moreover, the algorithm applies kernel-based inference with Dirichlet basic belief assignment to enable dense mapping from sparse measurements. The efficacy of the proposed algorithm is demonstrated through simulations and real experiments.
Robustness to corruption in pre-trained Bayesian neural networks
ShiftMatch is inspired by the training-data-dependent "EmpCov" priors from Izmailov et al. (2021a), and efficiently matches test-time spatial correlations to those at training time. Critically, ShiftMatch is designed to leave the neural network's training time likelihood unchanged, allowing it to use publicly available samples from pre-trained BNNs. Using pre-trained HMC samples, ShiftMatch gives strong performance improvements on CIFAR-10-C, outperforms EmpCov priors (though ShiftMatch uses extra information from a minibatch of corrupted test points), and is perhaps the first Bayesian method capable of convincingly outperforming plain deep ensembles. Neural networks are increasingly being deployed in real-world, safety-critical settings such as selfdriving cars (Bojarski et al., 2016) and medical imaging (Esteva et al., 2017). BNNs are indeed highly effective at improving uncertainty estimation in the in-distribution setting, where the train and test distributions are equal (Zhang et al., 2019; Izmailov et al., 2021b). Critically, we also need to continue to perform effectively (or at least degrade gracefully) when presented with corrupted inputs. Superficially, BNNs seem like a good choice for this setting: we would hope they would give more uncertainty in regions far from the training data, and thus degrade gracefully as inputs become gradually more corrupted, and thus diverge from the training data. However, recent work has highlighted that BNNs including with gold-standard Hamiltonian Monte Carlo (HMC) inference can fail to generalise to corrupted images, potentially performing worse than ensembles (Lakshminarayanan et al., 2017; Ovadia et al., 2019; Izmailov et al., 2021a;b). Izmailov et al. (2021a) gave a key intuition as to why this failure might occur. In particular, consider directions in input space with zero variance under the training data.
On the curse of dimensionality for Normalizing Flows
Coccaro, Andrea, Letizia, Marco, Reyes-Gonzalez, Humberto, Torre, Riccardo
Normalizing Flows have emerged as a powerful brand of generative models, as they not only allow for efficient sampling of complicated target distributions, but also deliver density estimation by construction. We propose here an in-depth comparison of coupling and autoregressive flows, both of the affine and rational quadratic spline type, considering four different architectures: Real-valued Non-Volume Preserving (RealNVP), Masked Autoregressive Flow (MAF), Coupling Rational Quadratic Spline (C-RQS), and Autoregressive Rational Quadratic Spline (A-RQS). We focus on different target distributions of increasing complexity with dimensionality ranging from 4 to 1000. The performances are discussed in terms of different figures of merit: the one-dimensional Wasserstein distance, the one-dimensional Kolmogorov-Smirnov test, the Frobenius norm of the difference between correlation matrices, and the training time. Our results indicate that the A-RQS algorithm stands out both in terms of accuracy and training speed. Nonetheless, all the algorithms are generally able, without much fine-tuning, to learn complex distributions with limited training data and in a reasonable time, of the order of hours on a Tesla V100 GPU. The only exception is the C-RQS, which takes significantly longer to train, and does not always provide good accuracy. All algorithms have been implemented using TensorFlow2 and TensorFlow Probability and made available on GitHub.
Adaptive Cholesky Gaussian Processes
Bartels, Simon, Stensbo-Smidt, Kristoffer, Moreno-Muรฑoz, Pablo, Boomsma, Wouter, Frellsen, Jes, Hauberg, Sรธren
We present a method to approximate Gaussian process regression models for large datasets by considering only a subset of the data. Our approach is novel in that the size of the subset is selected on the fly during exact inference with little computational overhead. From an empirical observation that the log-marginal likelihood often exhibits a linear trend once a sufficient subset of a dataset has been observed, we conclude that many large datasets contain redundant information that only slightly affects the posterior. Based on this, we provide probabilistic bounds on the full model evidence that can identify such subsets. Remarkably, these bounds are largely composed of terms that appear in intermediate steps of the standard Cholesky decomposition, allowing us to modify the algorithm to adaptively stop the decomposition once enough data have been observed.
BaCaDI: Bayesian Causal Discovery with Unknown Interventions
Hรคgele, Alexander, Rothfuss, Jonas, Lorch, Lars, Somnath, Vignesh Ram, Schรถlkopf, Bernhard, Krause, Andreas
Inferring causal structures from experimentation is a central task in many domains. For example, in biology, recent advances allow us to obtain single-cell expression data under multiple interventions such as drugs or gene knockouts. However, the targets of the interventions are often uncertain or unknown and the number of observations limited. As a result, standard causal discovery methods can no longer be reliably used. To fill this gap, we propose a Bayesian framework (BaCaDI) for discovering and reasoning about the causal structure that underlies data generated under various unknown experimental or interventional conditions. BaCaDI is fully differentiable, which allows us to infer the complex joint posterior over the intervention targets and the causal structure via efficient gradient-based variational inference. In experiments on synthetic causal discovery tasks and simulated gene-expression data, BaCaDI outperforms related methods in identifying causal structures and intervention targets.
Keyword Decisions in Sponsored Search Advertising: A Literature Review and Research Agenda
In sponsored search advertising (SSA), keywords serve as the basic unit of business model, linking three stakeholders: consumers, advertisers and search engines. This paper presents an overarching framework for keyword decisions that highlights the touchpoints in search advertising management, including four levels of keyword decisions, i.e., domain-specific keyword pool generation, keyword targeting, keyword assignment and grouping, and keyword adjustment. Using this framework, we review the state-of-the-art research literature on keyword decisions with respect to techniques, input features and evaluation metrics. Finally, we discuss evolving issues and identify potential gaps that exist in the literature and outline novel research perspectives for future exploration.
EEGNN: Edge Enhanced Graph Neural Network with a Bayesian Nonparametric Graph Model
Liu, Yirui, Qiao, Xinghao, Wang, Liying, Lam, Jessica
Training deep graph neural networks (GNNs) poses a challenging task, as the performance of GNNs may suffer from the number of hidden message-passing layers. The literature has focused on the proposals of {over-smoothing} and {under-reaching} to explain the performance deterioration of deep GNNs. In this paper, we propose a new explanation for such deteriorated performance phenomenon, {mis-simplification}, that is, mistakenly simplifying graphs by preventing self-loops and forcing edges to be unweighted. We show that such simplifying can reduce the potential of message-passing layers to capture the structural information of graphs. In view of this, we propose a new framework, edge enhanced graph neural network (EEGNN). EEGNN uses the structural information extracted from the proposed Dirichlet mixture Poisson graph model (DMPGM), a Bayesian nonparametric model for graphs, to improve the performance of various deep message-passing GNNs. We propose a Markov chain Monte Carlo inference framework for DMPGM. Experiments over different datasets show that our method achieves considerable performance increase compared to baselines.
Overcoming Prior Misspecification in Online Learning to Rank
Azizi, Javad, Meshi, Ofer, Zoghi, Masrour, Karimzadehgan, Maryam
The recent literature on online learning to rank (LTR) has established the utility of prior knowledge to Bayesian ranking bandit algorithms. However, a major limitation of existing work is the requirement for the prior used by the algorithm to match the true prior. In this paper, we propose and analyze adaptive algorithms that address this issue and additionally extend these results to the linear and generalized linear models. We also consider scalar relevance feedback on top of click feedback. Moreover, we demonstrate the efficacy of our algorithms using both synthetic and real-world experiments.
Bayesian Structure Scores for Probabilistic Circuits
Yang, Yang, Gala, Gennaro, Peharz, Robert
Probabilistic circuits (PCs) are a prominent representation of probability distributions with tractable inference. While parameter learning in PCs is rigorously studied, structure learning is often more based on heuristics than on principled objectives. In this paper, we develop Bayesian structure scores for deterministic PCs, i.e., the structure likelihood with parameters marginalized out, which are well known as rigorous objectives for structure learning in probabilistic graphical models. When used within a greedy cutset algorithm, our scores effectively protect against overfitting and yield a fast and almost hyper-parameter-free structure learner, distinguishing it from previous approaches. In experiments, we achieve good trade-offs between training time and model fit in terms of log-likelihood. Moreover, the principled nature of Bayesian scores unlocks PCs for accommodating frameworks such as structural expectation-maximization.