Uncertainty
Adapting Neural Models with Sequential Monte Carlo Dropout
Carreno-Medrano, Pamela, Kuliฤ, Dana, Burke, Michael
Neural models and policies are now ubiquitous in modern robotics. The prevailing approach to training these follows a two stage process - a large, comprehensive collection of data (often state and action pairs) is used to train a suitable model or policy, which is then frozen and deployed. Unfortunately, this results in models that are unable to adapt to changes in the environment, which is a particular concern in robotics. For example, it would be preferable for a robot dynamics model to handle context dependent kinematic or dynamic properties, or a collaborative robot relying on predictions of human behaviour to adapt to different human abilities or preferences. Many existing adaptive control techniques [1] attempting to tackle this problem rely on carefully considered parametric models, but these may lack the requisite capacity for prediction that is typically associated with neural models. In contrast, meta-learning and adaptive neural control approaches addressing this problem are often quite cumbersome to train and implement. This paper introduces a simple and effective approach to achieve adaptation for neural network models.
Self-supervised language learning from raw audio: Lessons from the Zero Resource Speech Challenge
Dunbar, Ewan, Hamilakis, Nicolas, Dupoux, Emmanuel
Recent progress in self-supervised or unsupervised machine learning has opened the possibility of building a full speech processing system from raw audio without using any textual representations or expert labels such as phonemes, dictionaries or parse trees. The contribution of the Zero Resource Speech Challenge series since 2015 has been to break down this long-term objective into four well-defined tasks -- Acoustic Unit Discovery, Spoken Term Discovery, Discrete Resynthesis, and Spoken Language Modeling -- and introduce associated metrics and benchmarks enabling model comparison and cumulative progress. We present an overview of the six editions of this challenge series since 2015, discuss the lessons learned, and outline the areas which need more work or give puzzling results.
Categorical SDEs with Simplex Diffusion
Richemond, Pierre H., Dieleman, Sander, Doucet, Arnaud
Diffusion models typically operate in the standard framework of generative modelling by producing continuously-valued datapoints. To this end, they rely on a progressive Gaussian smoothing of the original data distribution, which admits an SDE interpretation involving increments of a standard Brownian motion. However, some applications such as text generation or reinforcement learning might naturally be better served by diffusing categorical-valued data, i.e., lifting the diffusion to a space of probability distributions. To this end, this short theoretical note proposes Simplex Diffusion, a means to directly diffuse datapoints located on an n-dimensional probability simplex. We show how this relates to the Dirichlet distribution on the simplex and how the analogous SDE is realized thanks to a multi-dimensional Cox-Ingersoll-Ross process (abbreviated as CIR), previously used in economics and mathematical finance. Finally, we make remarks as to the numerical implementation of trajectories of the CIR process, and discuss some limitations of our approach.
SPQR: An R Package for Semi-Parametric Density and Quantile Regression
Xu, Steven G., Majumder, Reetam, Reich, Brian J.
We develop an R package SPQR that implements the semi-parametric quantile regression (SPQR) method in Xu and Reich (2021). The method begins by fitting a flexible density regression model using monotonic splines whose weights are modeled as data-dependent functions using artificial neural networks. Subsequently, estimates of conditional density and quantile process can all be obtained. Unlike many approaches to quantile regression that assume a linear model, SPQR allows for virtually any relationship between the covariates and the response distribution including non-linear effects and different effects on different quantile levels. To increase the interpretability and transparency of SPQR, model-agnostic statistics developed by Apley and Zhu (2020) are used to estimate and visualize the covariate effects and their relative importance on the quantile function. In this article, we detail how this framework is implemented in SPQR and illustrate how this package should be used in practice through simulated and real data examples.
History-Based, Bayesian, Closure for Stochastic Parameterization: Application to Lorenz '96
Bhouri, Mohamed Aziz, Gentine, Pierre
Physical parameterizations are used as representations of unresolved subgrid processes within weather and global climate models or coarse-scale turbulent models, whose resolutions are too coarse to resolve small-scale processes. These parameterizations are typically grounded on physically-based, yet empirical, representations of the underlying small-scale processes. Machine learning-based parameterizations have recently been proposed as an alternative and have shown great promises to reduce uncertainties associated with small-scale processes. Yet, those approaches still show some important mismatches that are often attributed to stochasticity in the considered process. This stochasticity can be due to noisy data, unresolved variables or simply to the inherent chaotic nature of the process. To address these issues, we develop a new type of parameterization (closure) which is based on a Bayesian formalism for neural networks, to account for uncertainty quantification, and includes memory, to account for the non-instantaneous response of the closure. To overcome the curse of dimensionality of Bayesian techniques in high-dimensional spaces, the Bayesian strategy is based on a Hamiltonian Monte Carlo Markov Chain sampling strategy that takes advantage of the likelihood function and kinetic energy's gradients with respect to the parameters to accelerate the sampling process. We apply the proposed Bayesian history-based parameterization to the Lorenz '96 model in the presence of noisy and sparse data, similar to satellite observations, and show its capacity to predict skillful forecasts of the resolved variables while returning trustworthy uncertainty quantifications for different sources of error. This approach paves the way for the use of Bayesian approaches for closure problems.
Natural Language Syntax Complies with the Free-Energy Principle
Murphy, Elliot, Holmes, Emma, Friston, Karl
Natural language syntax yields an unbounded array of hierarchically structured expressions. We claim that these are used in the service of active inference in accord with the free-energy principle (FEP). While conceptual advances alongside modelling and simulation work have attempted to connect speech segmentation and linguistic communication with the FEP, we extend this program to the underlying computations responsible for generating syntactic objects. We argue that recently proposed principles of economy in language design - such as "minimal search" criteria from theoretical syntax - adhere to the FEP. This affords a greater degree of explanatory power to the FEP - with respect to higher language functions - and offers linguistics a grounding in first principles with respect to computability. We show how both tree-geometric depth and a Kolmogorov complexity estimate (recruiting a Lempel-Ziv compression algorithm) can be used to accurately predict legal operations on syntactic workspaces, directly in line with formulations of variational free energy minimization. This is used to motivate a general principle of language design that we term Turing-Chomsky Compression (TCC). We use TCC to align concerns of linguists with the normative account of self-organization furnished by the FEP, by marshalling evidence from theoretical linguistics and psycholinguistics to ground core principles of efficient syntactic computation within active inference.
Learning Causal Graphs in Manufacturing Domains using Structural Equation Models
Kertel, Maximilian, Harmeling, Stefan, Pauly, Markus
Many production processes are characterized by numerous and complex cause-and-effect relationships. Since they are only partially known they pose a challenge to effective process control. In this work we present how Structural Equation Models can be used for deriving cause-and-effect relationships from the combination of prior knowledge and process data in the manufacturing domain. Compared to existing applications, we do not assume linear relationships leading to more informative results.
Which is the best model for my data?
Nรกpoles, Gonzalo, Grau, Isel, Gรผven, รiรงek, รzdemir, Orรงun, Salgueiro, Yamisleydi
In this paper, we tackle the problem of selecting the optimal model for a given structured pattern classification dataset. In this context, a model can be understood as a classifier and a hyperparameter configuration. The proposed meta-learning approach purely relies on machine learning and involves four major steps. Firstly, we present a concise collection of 62 meta-features that address the problem of information cancellation when aggregation measure values involving positive and negative measurements. Secondly, we describe two different approaches for synthetic data generation intending to enlarge the training data. Thirdly, we fit a set of pre-defined classification models for each classification problem while optimizing their hyperparameters using grid search. The goal is to create a meta-dataset such that each row denotes a multilabel instance describing a specific problem. The features of these meta-instances denote the statistical properties of the generated datasets, while the labels encode the grid search results as binary vectors such that best-performing models are positively labeled. Finally, we tackle the model selection problem with several multilabel classifiers, including a Convolutional Neural Network designed to handle tabular data. The simulation results show that our meta-learning approach can correctly predict an optimal model for 91% of the synthetic datasets and for 87% of the real-world datasets. Furthermore, we noticed that most meta-classifiers produced better results when using our meta-features. Overall, our proposal differs from other meta-learning approaches since it tackles the algorithm selection and hyperparameter tuning problems in a single step. Toward the end, we perform a feature importance analysis to determine which statistical features drive the model selection mechanism.
Streaming PAC-Bayes Gaussian process regression with a performance guarantee for online decision making
Liu, Tianyu, Lu, Jie, Yan, Zheng, Zhang, Guangquan
As a powerful Bayesian non-parameterized algorithm, the Gaussian process (GP) has performed a significant role in Bayesian optimization and signal processing. GPs have also advanced online decision-making systems because their posterior distribution has a closed-form solution. However, its training and inference process requires all historic data to be stored and the GP model to be trained from scratch. For those reasons, several online GP algorithms, such as O-SGPR and O-SVGP, have been specifically designed for streaming settings. In this paper, we present a new theoretical framework for online GPs based on the online probably approximately correct (PAC) Bayes theory. The framework offers both a guarantee of generalized performance and good accuracy. Instead of minimizing the marginal likelihood, our algorithm optimizes both the empirical risk function and a regularization item, which is in proportion to the divergence between the prior distribution and posterior distribution of parameters. In addition to its theoretical appeal, the algorithm performs well empirically on several regression datasets. Compared to other online GP algorithms, ours yields a generalization guarantee and very competitive accuracy.
Rhino: Deep Causal Temporal Relationship Learning With History-dependent Noise
Gong, Wenbo, Jennings, Joel, Zhang, Cheng, Pawlowski, Nick
Discovering causal relationships between different variables from time series data has been a long-standing challenge for many domains such as climate science, finance, and healthcare. Given the complexity of real-world relationships and the nature of observations in discrete time, causal discovery methods need to consider non-linear relations between variables, instantaneous effects and history-dependent noise (the change of noise distribution due to past actions). However, previous works do not offer a solution addressing all these problems together. In this paper, we propose a novel causal relationship learning framework for time-series data, called Rhino, which combines vector auto-regression, deep learning and variational inference to model non-linear relationships with instantaneous effects while allowing the noise distribution to be modulated by historical observations. Theoretically, we prove the structural identifiability of Rhino. Our empirical results from extensive synthetic experiments and two real-world benchmarks demonstrate better discovery performance compared to relevant baselines, with ablation studies revealing its robustness under model misspecification.