Uncertainty
Graphical estimation of multivariate count time series
Vurukonda, Sathish, Chakraborty, Debraj, Mukhopadhyay, Siuli
The problems of selecting partial correlation and causality graphs for count data are considered. A parameter driven generalized linear model is used to describe the observed multivariate time series of counts. Partial correlation and causality graphs corresponding to this model explain the dependencies between each time series of the multivariate count data. In order to estimate these graphs with tunable sparsity, an appropriate likelihood function maximization is regularized with an l1-type constraint. A novel MCEM algorithm is proposed to iteratively solve this regularized MLE. Asymptotic convergence results are proved for the sequence generated by the proposed MCEM algorithm with l1-type regularization. The algorithm is first successfully tested on simulated data. Thereafter, it is applied to observed weekly dengue disease counts from each ward of Greater Mumbai city. The interdependence of various wards in the proliferation of the disease is characterized by the edges of the inferred partial correlation graph. On the other hand, the relative roles of various wards as sources and sinks of dengue spread is quantified by the number and weights of the directed edges originating from and incident upon each ward. From these estimated graphs, it is observed that some special wards act as epicentres of dengue spread even though their disease counts are relatively low.
Copula-based synthetic population generation
Jutras-Dubé, Pascal, Al-Khasawneh, Mohammad B., Yang, Zhichao, Bas, Javier, Bastin, Fabian, Cirillo, Cinzia
Population synthesis consists of generating synthetic but realistic representations of a target population of micro-agents for the purpose of behavioral modeling and simulation. We introduce a new framework based on copulas to generate synthetic data for a target population of which only the empirical marginal distributions are known by using a sample from another population sharing similar marginal dependencies. This makes it possible to include a spatial component in the generation of population synthesis and to combine various sources of information to obtain more realistic population generators. Specifically, we normalize the data and treat them as realizations of a given copula, and train a generative model on the normalized data before injecting the information on the marginals. We compare the copulas framework to IPF and to modern probabilistic approaches such as Bayesian networks, variational auto-encoders, and generative adversarial networks. We also illustrate on American Community Survey data that the method proposed allows to study the structure of the data at different geographical levels in a way that is robust to the peculiarities of the marginal distributions.
Bayesian Quantification with Black-Box Estimators
Understanding how different classes are distributed in an unlabeled data set is an important challenge for the calibration of probabilistic classifiers and uncertainty quantification. Approaches like adjusted classify and count, black-box shift estimators, and invariant ratio estimators use an auxiliary (and potentially biased) black-box classifier trained on a different (shifted) data set to estimate the class distribution and yield asymptotic guarantees under weak assumptions. We demonstrate that all these algorithms are closely related to the inference in a particular Bayesian model, approximating the assumed ground-truth generative process. Then, we discuss an efficient Markov Chain Monte Carlo sampling scheme for the introduced model and show an asymptotic consistency guarantee in the large-data limit. We compare the introduced model against the established point estimators in a variety of scenarios, and show it is competitive, and in some cases superior, with the state of the art.
Approximate Thompson Sampling via Epistemic Neural Networks
Osband, Ian, Wen, Zheng, Asghari, Seyed Mohammad, Dwaracherla, Vikranth, Ibrahimi, Morteza, Lu, Xiuyuan, Van Roy, Benjamin
Thompson sampling (TS) is a popular heuristic for action selection, but it requires sampling from a posterior distribution. Unfortunately, this can become computationally intractable in complex environments, such as those modeled using neural networks. Approximate posterior samples can produce effective actions, but only if they reasonably approximate joint predictive distributions of outputs across inputs. Notably, accuracy of marginal predictive distributions does not suffice. Epistemic neural networks (ENNs) are designed to produce accurate joint predictive distributions. We compare a range of ENNs through computational experiments that assess their performance in approximating TS across bandit and reinforcement learning environments. The results indicate that ENNs serve this purpose well and illustrate how the quality of joint predictive distributions drives performance. Further, we demonstrate that the \textit{epinet} -- a small additive network that estimates uncertainty -- matches the performance of large ensembles at orders of magnitude lower computational cost. This enables effective application of TS with computation that scales gracefully to complex environments.
Learnable Topological Features for Phylogenetic Inference via Graph Neural Networks
Structural information of phylogenetic tree topologies plays an important role in phylogenetic inference. However, finding appropriate topological structures for specific phylogenetic inference tasks often requires significant design effort and domain expertise. In this paper, we propose a novel structural representation method for phylogenetic inference based on learnable topological features. By combining the raw node features that minimize the Dirichlet energy with modern graph representation learning techniques, our learnable topological features can provide efficient structural information of phylogenetic trees that automatically adapts to different downstream tasks without requiring domain expertise. We demonstrate the effectiveness and efficiency of our method on a simulated data tree probability estimation task and a benchmark of challenging real data variational Bayesian phylogenetic inference problems. Phylogenetics is an important discipline of computational biology where the goal is to identify the evolutionary history and relationships among individuals or groups of biological entities. In statistical approaches to phylogenetics, this has been formulated as an inference problem on hypotheses of shared history, i.e., phylogenetic trees, based on observed sequence data (e.g., DNA, RNA, or protein sequences) under a model of evolution.
Probabilistic Qualitative Localization and Mapping
Simultaneous localization and mapping (SLAM) are essential in numerous robotics applications, such as autonomous navigation. Traditional SLAM approaches infer the metric state of the robot along with a metric map of the environment. While existing algorithms exhibit good results, they are still sensitive to measurement noise, sensor quality, and data association and are still computationally expensive. Alternatively, some navigation and mapping missions can be achieved using only qualitative geometric information, an approach known as qualitative spatial reasoning (QSR). We contribute a novel probabilistic qualitative localization and mapping approach in this work. We infer both the qualitative map and the qualitative state of the camera poses (localization). For the first time, we also incorporate qualitative probabilistic constraints between camera poses (motion model), improving computation time and performance. Furthermore, we take advantage of qualitative inference properties to achieve very fast approximated algorithms with good performance. In addition, we show how to propagate probabilistic information between nodes in the qualitative map, which improves estimation performance and enables inference of unseen map nodes - an important building block for qualitative active planning. We also conduct a study that shows how well we can estimate unseen nodes. Our method particularly appeals to scenarios with few salient landmarks and low-quality sensors. We evaluate our approach in simulation and on a real-world dataset and show its superior performance and low complexity compared to the state-of-the-art. Our analysis also indicates good prospects for using qualitative navigation and planning in real-world scenarios.
Imitating Past Successes can be Very Suboptimal
Eysenbach, Benjamin, Udatha, Soumith, Levine, Sergey, Salakhutdinov, Ruslan
Prior work has proposed a simple strategy for reinforcement learning (RL): label experience with the outcomes achieved in that experience, and then imitate the relabeled experience. These outcome-conditioned imitation learning methods are appealing because of their simplicity, strong performance, and close ties with supervised learning. However, it remains unclear how these methods relate to the standard RL objective, reward maximization. In this paper, we formally relate outcome-conditioned imitation learning to reward maximization, drawing a precise relationship between the learned policy and Q-values and explaining the close connections between these methods and prior EM-based policy search methods. This analysis shows that existing outcome-conditioned imitation learning methods do not necessarily improve the policy, but a simple modification results in a method that does guarantee policy improvement, under some assumptions.
Towards Automated Homomorphic Encryption Parameter Selection with Fuzzy Logic and Linear Programming
Cabrero-Holgueras, José, Pastrana, Sergio
Homomorphic Encryption (HE) is a set of powerful properties of certain cryptosystems that allow for privacy-preserving operation over the encrypted text. Still, HE is not widespread due to limitations in terms of efficiency and usability. Among the challenges of HE, scheme parametrization (i.e., the selection of appropriate parameters within the algorithms) is a relevant multi-faced problem. First, the parametrization needs to comply with a set of properties to guarantee the security of the underlying scheme. Second, parametrization requires a deep understanding of the low-level primitives since the parameters have a confronting impact on the precision, performance, and security of the scheme. Finally, the circuit to be executed influences, and it is influenced by, the parametrization. Thus, there is no general optimal selection of parameters, and this selection depends on the circuit and the scenario of the application. Currently, most of the existing HE frameworks require cryptographers to address these considerations manually. It requires a minimum of expertise acquired through a steep learning curve. In this paper, we propose a unified solution for the aforementioned challenges. Concretely, we present an expert system combining Fuzzy Logic and Linear Programming. The Fuzzy Logic Modules receive a user selection of high-level priorities for the security, efficiency, and performance of the cryptosystem. Based on these preferences, the expert system generates a Linear Programming Model that obtains optimal combinations of parameters by considering those priorities while preserving a minimum level of security for the cryptosystem. We conduct an extended evaluation where we show that an expert system generates optimal parameter selections that maintain user preferences without undergoing the inherent complexity of analyzing the circuit.
A Bayesian Perspective for Determinant Minimization Based Robust Structured Matrix Factorizatio
Tatli, Gokcan, Erdogan, Alper T.
We introduce a Bayesian perspective for the structured matrix factorization problem. The proposed framework provides a probabilistic interpretation for existing geometric methods based on determinant minimization. We model input data vectors as linear transformations of latent vectors drawn from a distribution uniform over a particular domain reflecting structural assumptions, such as the probability simplex in Nonnegative Matrix Factorization and polytopes in Polytopic Matrix Factorization. We represent the rows of the linear transformation matrix as vectors generated independently from a normal distribution whose covariance matrix is inverse Wishart distributed. We show that the corresponding maximum a posteriori estimation problem boils down to the robust determinant minimization approach for structured matrix factorization, providing insights about parameter selections and potential algorithmic extensions.
Foundation Models for Natural Language Processing -- Pre-trained Language Models Integrating Media
Paaß, Gerhard, Giesselbach, Sven
This open access book provides a comprehensive overview of the state of the art in research and applications of Foundation Models and is intended for readers familiar with basic Natural Language Processing (NLP) concepts. Over the recent years, a revolutionary new paradigm has been developed for training models for NLP. These models are first pre-trained on large collections of text documents to acquire general syntactic knowledge and semantic information. Then, they are fine-tuned for specific tasks, which they can often solve with superhuman accuracy. When the models are large enough, they can be instructed by prompts to solve new tasks without any fine-tuning. Moreover, they can be applied to a wide range of different media and problem domains, ranging from image and video processing to robot control learning. Because they provide a blueprint for solving many tasks in artificial intelligence, they have been called Foundation Models. After a brief introduction to basic NLP models the main pre-trained language models BERT, GPT and sequence-to-sequence transformer are described, as well as the concepts of self-attention and context-sensitive embedding. Then, different approaches to improving these models are discussed, such as expanding the pre-training criteria, increasing the length of input texts, or including extra knowledge. An overview of the best-performing models for about twenty application areas is then presented, e.g., question answering, translation, story generation, dialog systems, generating images from text, etc. For each application area, the strengths and weaknesses of current models are discussed, and an outlook on further developments is given. In addition, links are provided to freely available program code. A concluding chapter summarizes the economic opportunities, mitigation of risks, and potential developments of AI.