Inverse medium scattering solvers generally reconstruct a single solution without an associated measure of uncertainty. This is true both for the classical iterative solvers and for the emerging deep learning methods. But ill-posedness and noise can make this single estimate inaccurate or misleading. While deep networks such as conditional normalizing flows can be used to sample posteriors in inverse problems, they often yield low-quality samples and uncertainty estimates. In this paper, we propose U-Flow, a Bayesian U-Net based on conditional normalizing flows, which generates high-quality posterior samples and estimates physically-meaningful uncertainty. We show that the proposed model significantly outperforms the recent normalizing flows in terms of posterior sample quality while having comparable performance with the U-Net in point estimation.

Sampling-based model predictive control (MPC) can be applied to versatile robotic systems. However, the real-time control with it is a big challenge due to its unstable updates and poor convergence. This paper tackles this challenge with a novel derivation from reverse Kullback-Leibler divergence, which has a mode-seeking behavior and is likely to find one of the sub-optimal solutions early. With this derivation, a weighted maximum likelihood estimation with positive/negative weights is obtained, solving by mirror descent (MD) algorithm. While the negative weights eliminate unnecessary actions, that requires to develop a practical implementation that avoids the interference with positive/negative updates based on rejection sampling. In addition, although the convergence of MD can be accelerated with Nesterov's acceleration method, it is modified for the proposed MPC with a heuristic of a step size adaptive to the noise estimated in update amounts. In the real-time simulations, the proposed method can solve more tasks statistically than the conventional method and accomplish more complex tasks only with a CPU due to the improved acceleration. In addition, its applicability is also demonstrated in a variable impedance control of a force-driven mobile robot. https://youtu.be/D8bFMzct1XM

Regression is often associated with the task of curve fitting -- given data samples for pairs of random variables (X, Y), find a function y = F (x) that captures the relationship between X and Y as well as possible. As the underlying population for the (X, Y) pairs becomes increasingly complex, much efforts have been devoted to learning more complex models for the (regression) function F; see [20, 49, 15] for some recent examples. In many data domains, however, due to the heterogeneity of the behavior of the response variable Y with respect to covariate X, no single function F can fit the data pairs well, no matter how complex F is. Many authors noticed this challenge and adopted a mixture modeling framework into the regression problem, starting with some earlier work of [51, 6, 14]. To capture the uncertain and highly heterogeneous behavior of response variable Y given covariate X, one needs more than one single regression model. Suppose that there are k different regression behaviors, one can represent the conditional distribution of Y given X by a mixture of k conditional density functions associated with k underlying (latent) subpopulations. One can draw from the existing modeling tools of conditional densities such as generalized linear models [39], or more complex components [28, 63, 22] to increase the model fitness for the regression task. Recently, mixture of regression models (alternatively, regression mixture models) have found their applications in a vast range of domains, including risk estimation [2], education [7], medicine [34, 43, 56] and transportation analysis [46, 47, 64]. Making inferences in mixture of regression models can be done in a classical frequentist framework (e.g., maximum conditional likelihood estimation [6]), or a Bayesian framework [27].

Bayesian networks (BNs) are attractive, because they are graphical and interpretable machine learning models. However, exact inference on BNs is time-consuming, especially for complex problems. To improve the efficiency, we propose a fast BN exact inference solution named Fast-BNI on multi-core CPUs. Fast-BNI enhances the efficiency of exact inference through hybrid parallelism that tightly integrates coarse- and fine-grained parallelism. We also propose techniques to further simplify the bottleneck operations of BN exact inference. Fast-BNI source code is freely available at https://github.com/jjiantong/FastBN.

DeeProb-kit is a unified library written in Python consisting of a collection of deep probabilistic models (DPMs) that are tractable and exact representations for the modelled probability distributions. The availability of a representative selection of DPMs in a single library makes it possible to combine them in a straightforward manner, a common practice in deep learning research nowadays. In addition, it includes efficiently implemented learning techniques, inference routines, statistical algorithms, and provides high-quality fully-documented APIs. The development of DeeProb-kit will help the community to accelerate research on DPMs as well as to standardise their evaluation and better understand how they are related based on their expressivity.

This paper proposes a novel multivariate definition of statistical dependence using a functional methodology inspired by Alfred R\'enyi. We define a new symmetric and self-adjoint cross density kernel through a recursive bidirectional statistical mapping between conditional densities of continuous random processes, which estimates their statistical dependence. Therefore, the kernel eigenspectrum is proposed as a new multivariate statistical dependence measure, and the formulation requires fewer assumptions about the data generation model than current methods. The measure can also be estimated from realizations. The proposed functional maximum correlation algorithm (FMCA) is applied to a learning architecture with two multivariate neural networks. The FMCA optimal solution is an equilibrium point that estimates the eigenspectrum of the cross density kernel. Preliminary results with synthetic data and medium size image datasets corroborate the theory. Four different strategies of applying the cross density kernel are thoroughly discussed and implemented to show the versatility and stability of the methodology, and it transcends supervised learning. When two random processes are high-dimensional real-world images and white uniform noise, respectively, the algorithm learns a factorial code i.e., the occurrence of a code guarantees that a certain input in the training set was present, which is quite important for feature learning.

Bayesian networks (BNs) are a widely used graphical model in machine learning for representing knowledge with uncertainty. The mainstream BN structure learning methods require performing a large number of conditional independence (CI) tests. The learning process is very time-consuming, especially for high-dimensional problems, which hinders the adoption of BNs to more applications. Existing works attempt to accelerate the learning process with parallelism, but face issues including load unbalancing, costly atomic operations and dominant parallel overhead. In this paper, we propose a fast solution named Fast-BNS on multi-core CPUs to enhance the efficiency of the BN structure learning. Fast-BNS is powered by a series of efficiency optimizations including (i) designing a dynamic work pool to monitor the processing of edges and to better schedule the workloads among threads, (ii) grouping the CI tests of the edges with the same endpoints to reduce the number of unnecessary CI tests, (iii) using a cache-friendly data storage to improve the memory efficiency, and (iv) generating the conditioning sets on-the-fly to avoid extra memory consumption. A comprehensive experimental study shows that the sequential version of Fast-BNS is up to 50 times faster than its counterpart, and the parallel version of Fast-BNS achieves 4.8 to 24.5 times speedup over the state-of-the-art multi-threaded solution. Moreover, Fast-BNS has a good scalability to the network size as well as sample size. Fast-BNS source code is freely available at https://github.com/jjiantong/FastBN.

Non-additive measures, also known as fuzzy measures, capacities, and monotonic games, are increasingly used in different fields. Applications have been built within computer science and artificial intelligence related to e.g. decision making, image processing, machine learning for both classification, and regression. Tools for measure identification have been built. In short, as non-additive measures are more general than additive ones (i.e., than probabilities), they have better modeling capabilities allowing to model situations and problems that cannot be modeled by the latter. See e.g. the application of non-additive measures and the Choquet integral to model both Ellsberg paradox and Allais paradox. Because of that, there is an increasing need to analyze non-additive measures. The need for distances and similarities to compare them is no exception. Some work has been done for defining $f$-divergence for them. In this work we tackle the problem of defining the optimal transport problem for non-additive measures. Distances for pairs of probability distributions based on the optimal transport are extremely used in practical applications, and they are being studied extensively for their mathematical properties. We consider that it is necessary to provide appropriate definitions with a similar flavour, and that generalize the standard ones, for non-additive measures. We provide definitions based on the M\"obius transform, but also based on the $(\max, +)$-transform that we consider that has some advantages. We will discuss in this paper the problems that arise to define the transport problem for non-additive measures, and discuss ways to solve them. In this paper we provide the definitions of the optimal transport problem, and prove some properties.

This article develops a convex description of a classical or quantum learner's or agent's state of knowledge about its environment, presented as a convex subset of a commutative R-algebra. With caveats, this leads to a generalization of certain semidefinite programs in quantum information (such as those describing the universal query algorithm dual to the quantum adversary bound, related to optimal learning or control of the environment) to the classical and faulty-quantum setting, which would not be possible with a naive description via joint probability distributions over environment and internal memory. More philosophically, it also makes an interpretation of the set of reduced density matrices as "states of knowledge" of an observer of its environment, related to these techniques, more explicit. As another example, I describe and solve a formal differential equation of states of knowledge in that algebra, where an agent obtains experimental data in a Poissonian process, and its state of knowledge evolves as an exponential power series. However, this framework currently lacks impressive applications, and I post it in part to solicit feedback and collaboration on those. In particular, it may be possible to develop it into a new framework for the design of experiments, e.g. the problem of finding maximally informative questions to ask human labelers or the environment in machine-learning problems. The parts of the article not related to quantum information don't assume knowledge of it.

Machine Learning (ML) is changing DBs as many DB components are being replaced by ML models. One open problem in this setting is how to update such ML models in the presence of data updates. We start this investigation focusing on data insertions (dominating updates in analytical DBs). We study how to update neural network (NN) models when new data follows a different distribution (a.k.a. it is "out-of-distribution" -- OOD), rendering previously-trained NNs inaccurate. A requirement in our problem setting is that learned DB components should ensure high accuracy for tasks on old and new data (e.g., for approximate query processing (AQP), cardinality estimation (CE), synthetic data generation (DG), etc.). This paper proposes a novel updatability framework (DDUp). DDUp can provide updatability for different learned DB system components, even based on different NNs, without the high costs to retrain the NNs from scratch. DDUp entails two components: First, a novel, efficient, and principled statistical-testing approach to detect OOD data. Second, a novel model updating approach, grounded on the principles of transfer learning with knowledge distillation, to update learned models efficiently, while still ensuring high accuracy. We develop and showcase DDUp's applicability for three different learned DB components, AQP, CE, and DG, each employing a different type of NN. Detailed experimental evaluation using real and benchmark datasets for AQP, CE, and DG detail DDUp's performance advantages.