Uncertainty
Ranking with multiple types of pairwise comparisons
The task of ranking individuals or teams, based on a set of comparisons between pairs, arises in various contexts, including sporting competitions and the analysis of dominance hierarchies among animals and humans. Given data on which competitors beat which others, the challenge is to rank the competitors from best to worst. Here we study the problem of computing rankings when there are multiple, potentially conflicting modes of comparison, such as multiple types of dominance behaviors among animals. We assume that we do not know a priori what information each behavior conveys about the ranking, or even whether they convey any information at all. Nonetheless we show that it is possible to compute a ranking in this situation and present a fast method for doing so, based on a combination of an expectation-maximization algorithm and a modified Bradley-Terry model. We give a selection of example applications to both animal and human competition.
Rethinking Sharpness-Aware Minimization as Variational Inference
Ujvรกry, Szilvia, Telek, Zsigmond, Kerekes, Anna, Mรฉszรกros, Anna, Huszรกr, Ferenc
Sharpness-aware minimization (SAM) aims to improve the generalisation of gradient-based learning by seeking out flat minima. In this work, we establish connections between SAM and Mean-Field Variational Inference (MFVI) of neural network parameters. We show that both these methods have interpretations as optimizing notions of flatness, and when using the reparametrisation trick, they both boil down to calculating the gradient at a perturbed version of the current mean parameter. This thinking motivates our study of algorithms that combine or interpolate between SAM and MFVI. We evaluate the proposed variational algorithms on several benchmark datasets, and compare their performance to variants of SAM. Taking a broader perspective, our work suggests that SAM-like updates can be used as a drop-in replacement for the reparametrisation trick.
A.I. Robustness: a Human-Centered Perspective on Technological Challenges and Opportunities
Tocchetti, Andrea, Corti, Lorenzo, Balayn, Agathe, Yurrita, Mireia, Lippmann, Philip, Brambilla, Marco, Yang, Jie
Despite the impressive performance of Artificial Intelligence (AI) systems, their robustness remains elusive and constitutes a key issue that impedes large-scale adoption. Robustness has been studied in many domains of AI, yet with different interpretations across domains and contexts. In this work, we systematically survey the recent progress to provide a reconciled terminology of concepts around AI robustness. We introduce three taxonomies to organize and describe the literature both from a fundamental and applied point of view: 1) robustness by methods and approaches in different phases of the machine learning pipeline; 2) robustness for specific model architectures, tasks, and systems; and in addition, 3) robustness assessment methodologies and insights, particularly the trade-offs with other trustworthiness properties. Finally, we identify and discuss research gaps and opportunities and give an outlook on the field. We highlight the central role of humans in evaluating and enhancing AI robustness, considering the necessary knowledge humans can provide, and discuss the need for better understanding practices and developing supportive tools in the future.
Autoregressive Generative Modeling with Noise Conditional Maximum Likelihood Estimation
We introduce a simple modification to the standard maximum likelihood estimation (MLE) framework. Rather than maximizing a single unconditional likelihood of the data under the model, we maximize a family of noise conditional likelihoods consisting of the data perturbed by a continuum of noise levels. We find that models trained this way are more robust to noise, obtain higher test likelihoods, and generate higher quality images. They can also be sampled from via a novel score-based sampling scheme which combats the classical covariate shift problem that occurs during sample generation in autoregressive models. Applying this augmentation to autoregressive image models, we obtain 3.32 bits per dimension on the ImageNet 64x64 dataset, and substantially improve the quality of generated samples in terms of the Frechet Inception distance (FID) -- from 37.50 to 12.09 on the CIFAR-10 dataset. Likelihood maximization models, i.e., models trained by maximizing log-likelihood, are a leading class of modern generative models. Of these, autoregressive models boast state-of-the-art performance in many domains, including images Child et al. (2019), text Vaswani et al. (2017), and audio Oord et al. (2016). However, while log-likelihood is broadly agreed upon as one of the most rigorous metrics for goodness-of-fit in statistical and generative modeling, models with high likelihoods do not necessarily produce samples of high visual quality.
Self-learning locally-optimal hypertuning using maximum entropy, and comparison of machine learning approaches for estimating fatigue life in composite materials
Ben-Yelun, Ismael, Diaz-Lago, Miguel, Saucedo-Mora, Luis, Sanz, Miguel Angel, Callado, Ricardo, Montans, Francisco Javier
Applications of Structural Health Monitoring (SHM) combined with Machine Learning (ML) techniques enhance real-time performance tracking and increase structural integrity awareness of civil, aerospace and automotive infrastructures. This SHM-ML synergy has gained popularity in the last years thanks to the anticipation of maintenance provided by arising ML algorithms and their ability of handling large quantities of data and considering their influence in the problem. In this paper we develop a novel ML nearest-neighbors-alike algorithm based on the principle of maximum entropy to predict fatigue damage (Palmgren-Miner index) in composite materials by processing the signals of Lamb Waves -- a non-destructive SHM technique -- with other meaningful features such as layup parameters and stiffness matrices calculated from the Classical Laminate Theory (CLT). The full data analysis cycle is applied to a dataset of delamination experiments in composites. The predictions achieve a good level of accuracy, similar to other ML algorithms, e.g. Neural Networks or Gradient-Boosted Trees, and computation times are of the same order of magnitude. The key advantages of our proposal are: (1) The automatic determination of all the parameters involved in the prediction, so no hyperparameters have to be set beforehand, which saves time devoted to hypertuning the model and also represents an advantage for autonomous, self-supervised SHM. (2) No training is required, which, in an \textit{online learning} context where streams of data are fed continuously to the model, avoids repeated training -- essential for reliable real-time, continuous monitoring.
Variational Model Perturbation for Source-Free Domain Adaptation
Jing, Mengmeng, Zhen, Xiantong, Li, Jingjing, Snoek, Cees G. M.
We aim for source-free domain adaptation, where the task is to deploy a model pre-trained on source domains to target domains. The challenges stem from the distribution shift from the source to the target domain, coupled with the unavailability of any source data and labeled target data for optimization. Rather than fine-tuning the model by updating the parameters, we propose to perturb the source model to achieve adaptation to target domains. We introduce perturbations into the model parameters by variational Bayesian inference in a probabilistic framework. By doing so, we can effectively adapt the model to the target domain while largely preserving the discriminative ability. Importantly, we demonstrate the theoretical connection to learning Bayesian neural networks, which proves the generalizability of the perturbed model to target domains. To enable more efficient optimization, we further employ a parameter sharing strategy, which substantially reduces the learnable parameters compared to a fully Bayesian neural network. Our model perturbation provides a new probabilistic way for domain adaptation which enables efficient adaptation to target domains while maximally preserving knowledge in source models. Experiments on several source-free benchmarks under three different evaluation settings verify the effectiveness of the proposed variational model perturbation for source-free domain adaptation.
Scalable Bayesian Transformed Gaussian Processes
Zhu, Xinran, Huang, Leo, Ibrahim, Cameron, Lee, Eric Hans, Bindel, David
The Bayesian transformed Gaussian process (BTG) model, proposed by Kedem and Oliviera, is a fully Bayesian counterpart to the warped Gaussian process (WGP) and marginalizes out a joint prior over input warping and kernel hyperparameters. This fully Bayesian treatment of hyperparameters often provides more accurate regression estimates and superior uncertainty propagation, but is prohibitively expensive. The BTG posterior predictive distribution, itself estimated through high-dimensional integration, must be inverted in order to perform model prediction. To make the Bayesian approach practical and comparable in speed to maximum-likelihood estimation (MLE), we propose principled and fast techniques for computing with BTG. Our framework uses doubly sparse quadrature rules, tight quantile bounds, and rank-one matrix algebra to enable both fast model prediction and model selection. These scalable methods allow us to regress over higher-dimensional datasets and apply BTG with layered transformations that greatly improve its expressibility. We demonstrate that BTG achieves superior empirical performance over MLE-based models.
Variational methods for simulation-based inference
Glรถckler, Manuel, Deistler, Michael, Macke, Jakob H.
We present Sequential Neural Variational Inference (SNVI), an approach to perform Bayesian inference in models with intractable likelihoods. SNVI combines likelihood-estimation (or likelihood-ratio-estimation) with variational inference to achieve a scalable simulation-based inference approach. SNVI maintains the flexibility of likelihood(-ratio) estimation to allow arbitrary proposals for simulations, while simultaneously providing a functional estimate of the posterior distribution without requiring MCMC sampling. We present several variants of SNVI and demonstrate that they are substantially more computationally efficient than previous algorithms, without loss of accuracy on benchmark tasks. We apply SNVI to a neuroscience model of the pyloric network in the crab and demonstrate that it can infer the posterior distribution with one order of magnitude fewer simulations than previously reported. SNVI vastly reduces the computational cost of simulation-based inference while maintaining accuracy and flexibility, making it possible to tackle problems that were previously inaccessible.
Bayesian Optimization over Discrete and Mixed Spaces via Probabilistic Reparameterization
Daulton, Samuel, Wan, Xingchen, Eriksson, David, Balandat, Maximilian, Osborne, Michael A., Bakshy, Eytan
Optimizing expensive-to-evaluate black-box functions of discrete (and potentially continuous) design parameters is a ubiquitous problem in scientific and engineering applications. Bayesian optimization (BO) is a popular, sample-efficient method that leverages a probabilistic surrogate model and an acquisition function (AF) to select promising designs to evaluate. However, maximizing the AF over mixed or high-cardinality discrete search spaces is challenging standard gradient-based methods cannot be used directly or evaluating the AF at every point in the search space would be computationally prohibitive. To address this issue, we propose using probabilistic reparameterization (PR). Instead of directly optimizing the AF over the search space containing discrete parameters, we instead maximize the expectation of the AF over a probability distribution defined by continuous parameters. We prove that under suitable reparameterizations, the BO policy that maximizes the probabilistic objective is the same as that which maximizes the AF, and therefore, PR enjoys the same regret bounds as the original BO policy using the underlying AF. Moreover, our approach provably converges to a stationary point of the probabilistic objective under gradient ascent using scalable, unbiased estimators of both the probabilistic objective and its gradient. Therefore, as the number of starting points and gradient steps increase, our approach will recover of a maximizer of the AF (an often-neglected requisite for commonly used BO regret bounds). We validate our approach empirically and demonstrate state-of-the-art optimization performance on a wide range of real-world applications. PR is complementary to (and benefits) recent work and naturally generalizes to settings with multiple objectives and black-box constraints.
Residual-based error correction for neural operator accelerated infinite-dimensional Bayesian inverse problems
Cao, Lianghao, O'Leary-Roseberry, Thomas, Jha, Prashant K., Oden, J. Tinsley, Ghattas, Omar
We explore using neural operators, or neural network representations of nonlinear maps between function spaces, to accelerate infinite-dimensional Bayesian inverse problems (BIPs) with models governed by nonlinear parametric partial differential equations (PDEs). Neural operators have gained significant attention in recent years for their ability to approximate the parameter-to-solution maps defined by PDEs using as training data solutions of PDEs at a limited number of parameter samples. The computational cost of BIPs can be drastically reduced if the large number of PDE solves required for posterior characterization are replaced with evaluations of trained neural operators. However, reducing error in the resulting BIP solutions via reducing the approximation error of the neural operators in training can be challenging and unreliable. We provide an a priori error bound result that implies certain BIPs can be ill-conditioned to the approximation error of neural operators, thus leading to inaccessible accuracy requirements in training. To reliably deploy neural operators in BIPs, we consider a strategy for enhancing the performance of neural operators, which is to correct the prediction of a trained neural operator by solving a linear variational problem based on the PDE residual. We show that a trained neural operator with error correction can achieve a quadratic reduction of its approximation error, all while retaining substantial computational speedups of posterior sampling when models are governed by highly nonlinear PDEs. The strategy is applied to two numerical examples of BIPs based on a nonlinear reaction--diffusion problem and deformation of hyperelastic materials. We demonstrate that posterior representations of the two BIPs produced using trained neural operators are greatly and consistently enhanced by error correction.