Uncertainty
Modeling Inter-Dependence Between Time and Mark in Multivariate Temporal Point Processes
Waghmare, Govind, Debnath, Ankur, Asthana, Siddhartha, Malhotra, Aakarsh
Temporal Point Processes (TPP) are probabilistic generative frameworks. They model discrete event sequences localized in continuous time. Generally, real-life events reveal descriptive information, known as marks. Marked TPPs model time and marks of the event together for practical relevance. Conditioned on past events, marked TPPs aim to learn the joint distribution of the time and the mark of the next event. For simplicity, conditionally independent TPP models assume time and marks are independent given event history. They factorize the conditional joint distribution of time and mark into the product of individual conditional distributions. This structural limitation in the design of TPP models hurt the predictive performance on entangled time and mark interactions. In this work, we model the conditional inter-dependence of time and mark to overcome the limitations of conditionally independent models. We construct a multivariate TPP conditioning the time distribution on the current event mark in addition to past events. Besides the conventional intensity-based models for conditional joint distribution, we also draw on flexible intensity-free TPP models from the literature. The proposed TPP models outperform conditionally independent and dependent models in standard prediction tasks. Our experimentation on various datasets with multiple evaluation metrics highlights the merit of the proposed approach.
Unified Algorithms for RL with Decision-Estimation Coefficients: No-Regret, PAC, and Reward-Free Learning
Finding unified complexity measures and algorithms for sample-efficient learning is a central topic of research in reinforcement learning (RL). The Decision-Estimation Coefficient (DEC) is recently proposed by Foster et al. (2021) as a necessary and sufficient complexity measure for sample-efficient no-regret RL. This paper makes progress towards a unified theory for RL with the DEC framework. First, we propose two new DEC-type complexity measures: Explorative DEC (EDEC), and Reward-Free DEC (RFDEC). We show that they are necessary and sufficient for sample-efficient PAC learning and reward-free learning, thereby extending the original DEC which only captures no-regret learning. Next, we design new unified sample-efficient algorithms for all three learning goals. Our algorithms instantiate variants of the Estimation-To-Decisions (E2D) meta-algorithm with a strong and general model estimation subroutine. Even in the no-regret setting, our algorithm E2D-TA improves upon the algorithms of Foster et al. (2021) which require either bounding a variant of the DEC which may be prohibitively large, or designing problem-specific estimation subroutines. As applications, we recover existing and obtain new sample-efficient learning results for a wide range of tractable RL problems using essentially a single algorithm. We also generalize the DEC to give sample-efficient algorithms for all-policy model estimation, with applications for learning equilibria in Markov Games. Finally, as a connection, we re-analyze two existing optimistic model-based algorithms based on Posterior Sampling or Maximum Likelihood Estimation, showing that they enjoy similar regret bounds as E2D-TA under similar structural conditions as the DEC.
Circular Pythagorean fuzzy sets and applications to multi-criteria decision making
Bozyiฤit, Mahmut Can, Olgun, Murat, รnver, Mehmet
In this paper, we introduce the concept of circular Pythagorean fuzzy set (value) (C-PFS(V)) as a new generalization of both circular intuitionistic fuzzy sets (C-IFSs) proposed by Atannassov and Pythagorean fuzzy sets (PFSs) proposed by Yager. A circular Pythagorean fuzzy set is represented by a circle that represents the membership degree and the non-membership degree and whose center consists of non-negative real numbers $\mu$ and $\nu$ with the condition $\mu^2+\nu^2\leq 1$. A C-PFS models the fuzziness of the uncertain information more properly thanks to its structure that allows modelling the information with points of a circle of a certain center and a radius. Therefore, a C-PFS lets decision makers to evaluate objects in a larger and more flexible region and thus more sensitive decisions can be made. After defining the concept of C-PFS we define some fundamental set operations between C-PFSs and propose some algebraic operations between C-PFVs via general $t$-norms and $t$-conorms. By utilizing these algebraic operations, we introduce some weighted aggregation operators to transform input values represented by C-PFVs to a single output value. Then to determine the degree of similarity between C-PFVs we define a cosine similarity measure based on radius. Furthermore, we develop a method to transform a collection of Pythagorean fuzzy values to a PFS. Finally, a method is given to solve multi-criteria decision making problems in circular Pythagorean fuzzy environment and the proposed method is practiced to a problem about selecting the best photovoltaic cell from the literature. We also study the comparison analysis and time complexity of the proposed method.
UnfoldML: Cost-Aware and Uncertainty-Based Dynamic 2D Prediction for Multi-Stage Classification
Xu, Yanbo, Khare, Alind, Matlin, Glenn, Ramadoss, Monish, Kamaleswaran, Rishikesan, Zhang, Chao, Tumanov, Alexey
Machine Learning (ML) research has focused on maximizing the accuracy of predictive tasks. ML models, however, are increasingly more complex, resource intensive, and costlier to deploy in resource-constrained environments. These issues are exacerbated for prediction tasks with sequential classification on progressively transitioned stages with ''happens-before'' relation between them.We argue that it is possible to ''unfold'' a monolithic single multi-class classifier, typically trained for all stages using all data, into a series of single-stage classifiers. Each single-stage classifier can be cascaded gradually from cheaper to more expensive binary classifiers that are trained using only the necessary data modalities or features required for that stage. UnfoldML is a cost-aware and uncertainty-based dynamic 2D prediction pipeline for multi-stage classification that enables (1) navigation of the accuracy/cost tradeoff space, (2) reducing the spatio-temporal cost of inference by orders of magnitude, and (3) early prediction on proceeding stages. UnfoldML achieves orders of magnitude better cost in clinical settings, while detecting multi-stage disease development in real time. It achieves within 0.1% accuracy from the highest-performing multi-class baseline, while saving close to 20X on spatio-temporal cost of inference and earlier (3.5hrs) disease onset prediction. We also show that UnfoldML generalizes to image classification, where it can predict different level of labels (from coarse to fine) given different level of abstractions of a image, saving close to 5X cost with as little as 0.4% accuracy reduction.
Improvement-Focused Causal Recourse (ICR)
Kรถnig, Gunnar, Freiesleben, Timo, Grosse-Wentrup, Moritz
Algorithmic recourse recommendations, such as Karimi et al.'s (2021) causal recourse (CR), inform stakeholders of how to act to revert unfavourable decisions. However, some actions lead to acceptance (i.e., revert the model's decision) but do not lead to improvement (i.e., may not revert the underlying real-world state). To recommend such actions is to recommend fooling the predictor. We introduce a novel method, Improvement-Focused Causal Recourse (ICR), which involves a conceptual shift: Firstly, we require ICR recommendations to guide towards improvement. Secondly, we do not tailor the recommendations to be accepted by a specific predictor. Instead, we leverage causal knowledge to design decision systems that predict accurately pre- and post-recourse. As a result, improvement guarantees translate into acceptance guarantees. We demonstrate that given correct causal knowledge, ICR, in contrast to existing approaches, guides towards both acceptance and improvement.
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.