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 Uncertainty


Stability of Weighted Majority Voting under Estimated Weights

arXiv.org Artificial Intelligence

Weighted Majority Voting (WMV) is a well-known optimal decision rule for collective decision making, given the probability of sources to provide accurate information (trustworthiness). However, in reality, the trustworthiness is not a known quantity to the decision maker - they have to rely on an estimate called trust. A (machine learning) algorithm that computes trust is called unbiased when it has the property that it does not systematically overestimate or underestimate the trustworthiness. To formally analyse the uncertainty to the decision process, we introduce and analyse two important properties of such unbiased trust values: stability of correctness and stability of optimality. Stability of correctness means that the decision accuracy that the decision maker believes they achieved is equal to the actual accuracy. We prove stability of correctness holds. Stability of optimality means that the decisions made based on trust, are equally good as they would have been if they were based on trustworthiness. Stability of optimality does not hold. We analyse the difference between the two, and bounds thereon. We also present an overview of how sensitive decision correctness is to changes in trust and trustworthiness.


Causal Conceptions of Fairness and their Consequences

arXiv.org Artificial Intelligence

Recent work highlights the role of causality in designing equitable decision-making algorithms. It is not immediately clear, however, how existing causal conceptions of fairness relate to one another, or what the consequences are of using these definitions as design principles. Here, we first assemble and categorize popular causal definitions of algorithmic fairness into two broad families: (1) those that constrain the effects of decisions on counterfactual disparities; and (2) those that constrain the effects of legally protected characteristics, like race and gender, on decisions. We then show, analytically and empirically, that both families of definitions \emph{almost always} -- in a measure theoretic sense -- result in strongly Pareto dominated decision policies, meaning there is an alternative, unconstrained policy favored by every stakeholder with preferences drawn from a large, natural class. For example, in the case of college admissions decisions, policies constrained to satisfy causal fairness definitions would be disfavored by every stakeholder with neutral or positive preferences for both academic preparedness and diversity. Indeed, under a prominent definition of causal fairness, we prove the resulting policies require admitting all students with the same probability, regardless of academic qualifications or group membership. Our results highlight formal limitations and potential adverse consequences of common mathematical notions of causal fairness.


Neural Posterior Estimation with Differentiable Simulators

arXiv.org Machine Learning

Simulation-Based Inference (SBI) is a promising Bayesian inference framework that alleviates the need for analytic likelihoods to estimate posterior distributions. Recent advances using neural density estimators in SBI algorithms have demonstrated the ability to achieve high-fidelity posteriors, at the expense of a large number of simulations ; which makes their application potentially very time-consuming when using complex physical simulations. In this work we focus on boosting the sample-efficiency of posterior density estimation using the gradients of the simulator. We present a new method to perform Neural Posterior Estimation (NPE) with a differentiable simulator. We demonstrate how gradient information helps constrain the shape of the posterior and improves sample-efficiency.


Scalable Bayesian Inference for Detection and Deblending in Astronomical Images

arXiv.org Machine Learning

We present a new probabilistic method for detecting, deblending, and cataloging astronomical sources called the Bayesian Light Source Separator (BLISS). BLISS is based on deep generative models, which embed neural networks within a Bayesian model. For posterior inference, BLISS uses a new form of variational inference known as Forward Amortized Variational Inference. The BLISS inference routine is fast, requiring a single forward pass of the encoder networks on a GPU once the encoder networks are trained. BLISS can perform fully Bayesian inference on megapixel images in seconds, and produces highly accurate catalogs. BLISS is highly extensible, and has the potential to directly answer downstream scientific questions in addition to producing probabilistic catalogs.


Sliced-Wasserstein normalizing flows: beyond maximum likelihood training

arXiv.org Artificial Intelligence

Despite their advantages, normalizing flows generally suffer from several shortcomings including their tendency to generate unrealistic data (e.g., images) and their failing to detect out-of-distribution data. One reason for these deficiencies lies in the training strategy which traditionally exploits a maximum likelihood principle only. This paper proposes a new training paradigm based on a hybrid objective function combining the maximum likelihood principle (MLE) and a sliced-Wasserstein distance. Results obtained on synthetic toy examples and real image data sets show better generative abilities in terms of both likelihood and visual aspects of the generated samples. Reciprocally, the proposed approach leads to a lower likelihood of out-of-distribution data, demonstrating a greater data fidelity of the resulting flows.


An Introduction to Lifelong Supervised Learning

arXiv.org Artificial Intelligence

This primer is an attempt to provide a detailed summary of the different facets of lifelong learning. We start with Chapter 2 which provides a high-level overview of lifelong learning systems. In this chapter, we discuss prominent scenarios in lifelong learning (Section 2.4), provide 8 Introduction a high-level organization of different lifelong learning approaches (Section 2.5), enumerate the desiderata for an ideal lifelong learning system (Section 2.6), discuss how lifelong learning is related to other learning paradigms (Section 2.7), describe common metrics used to evaluate lifelong learning systems (Section 2.8). This chapter is more useful for readers who are new to lifelong learning and want to get introduced to the field without focusing on specific approaches or benchmarks. The remaining chapters focus on specific aspects (either learning algorithms or benchmarks) and are more useful for readers who are looking for specific approaches or benchmarks. Chapter 3 focuses on regularization-based approaches that do not assume access to any data from previous tasks. Chapter 4 discusses memory-based approaches that typically use a replay buffer or an episodic memory to save subset of data across different tasks. Chapter 5 focuses on different architecture families (and their instantiations) that have been proposed for training lifelong learning systems. Following these different classes of learning algorithms, we discuss the commonly used evaluation benchmarks and metrics for lifelong learning (Chapter 6) and wrap up with a discussion of future challenges and important research directions in Chapter 7.


Wavelet Conditional Renormalization Group

arXiv.org Artificial Intelligence

We develop a multiscale approach to estimate high-dimensional probability distributions from a dataset of physical fields or configurations observed in experiments or simulations. In this way we can estimate energy functions (or Hamiltonians) and efficiently generate new samples of many-body systems in various domains, from statistical physics to cosmology. Our method -- the Wavelet Conditional Renormalization Group (WC-RG) -- proceeds scale by scale, estimating models for the conditional probabilities of "fast degrees of freedom" conditioned by coarse-grained fields. These probability distributions are modeled by energy functions associated with scale interactions, and are represented in an orthogonal wavelet basis. WC-RG decomposes the microscopic energy function as a sum of interaction energies at all scales and can efficiently generate new samples by going from coarse to fine scales. Near phase transitions, it avoids the "critical slowing down" of direct estimation and sampling algorithms. This is explained theoretically by combining results from RG and wavelet theories, and verified numerically for the Gaussian and $\varphi^4$ field theories. We show that multiscale WC-RG energy-based models are more general than local potential models and can capture the physics of complex many-body interacting systems at all length scales. This is demonstrated for weak-gravitational-lensing fields reflecting dark matter distributions in cosmology, which include long-range interactions with long-tail probability distributions. WC-RG has a large number of potential applications in non-equilibrium systems, where the underlying distribution is not known {\it a priori}. Finally, we discuss the connection between WC-RG and deep network architectures.


On Computing Relevant Features for Explaining NBCs

arXiv.org Artificial Intelligence

Despite the progress observed with model-agnostic explainable AI (XAI), it is the case that model-agnostic XAI can produce incorrect explanations. One alternative are the so-called formal approaches to XAI, that include PI-explanations. Unfortunately, PI-explanations also exhibit important drawbacks, the most visible of which is arguably their size. The computation of relevant features serves to trade off probabilistic precision for the number of features in an explanation. However, even for very simple classifiers, the complexity of computing sets of relevant features is prohibitive. This paper investigates the computation of relevant sets for Naive Bayes Classifiers (NBCs), and shows that, in practice, these are easy to compute. Furthermore, the experiments confirm that succinct sets of relevant features can be obtained with NBCs.


Efficient Real-world Testing of Causal Decision Making via Bayesian Experimental Design for Contextual Optimisation

arXiv.org Artificial Intelligence

The real-world testing of decisions made using causal machine learning models is an essential prerequisite for their successful application. We focus on evaluating and improving contextual treatment assignment decisions: these are personalised treatments applied to e.g. customers, each with their own contextual information, with the aim of maximising a reward. In this paper we introduce a model-agnostic framework for gathering data to evaluate and improve contextual decision making through Bayesian Experimental Design. Specifically, our method is used for the data-efficient evaluation of the regret of past treatment assignments. Unlike approaches such as A/B testing, our method avoids assigning treatments that are known to be highly sub-optimal, whilst engaging in some exploration to gather pertinent information. We achieve this by introducing an information-based design objective, which we optimise end-to-end. Our method applies to discrete and continuous treatments. Comparing our information-theoretic approach to baselines in several simulation studies demonstrates the superior performance of our proposed approach.


On the Representation of Causal Background Knowledge and its Applications in Causal Inference

arXiv.org Artificial Intelligence

Causal background knowledge about the existence or the absence of causal edges and paths is frequently encountered in observational studies. The shared directed edges and links of a subclass of Markov equivalent DAGs refined due to background knowledge can be represented by a causal maximally partially directed acyclic graph (MPDAG). In this paper, we first provide a sound and complete graphical characterization of causal MPDAGs and give a minimal representation of a causal MPDAG. Then, we introduce a novel representation called direct causal clause (DCC) to represent all types of causal background knowledge in a unified form. Using DCCs, we study the consistency and equivalency of causal background knowledge and show that any causal background knowledge set can be equivalently decomposed into a causal MPDAG plus a minimal residual set of DCCs. Polynomial-time algorithms are also provided for checking the consistency, equivalency, and finding the decomposed MPDAG and residual DCCs. Finally, with causal background knowledge, we prove a sufficient and necessary condition to identify causal effects and surprisingly find that the identifiability of causal effects only depends on the decomposed MPDAG. We also develop a local IDA-type algorithm to estimate the possible values of an unidentifiable effect. Simulations suggest that causal background knowledge can significantly improve the identifiability of causal effects.