Multi-defender Stackelberg Security Games (MSSG) have recently gained increasing attention in the literature. However, the solutions offered to date are highly sensitive, wherein even small perturbations in the attacker's utility or slight uncertainties thereof can dramatically change the defenders' resulting payoffs and alter the equilibrium. In this paper, we introduce a robust model for MSSGs, which admits solutions that are resistant to small perturbations or uncertainties in the game's parameters. First, we formally define the notion of robustness, as well as the robust MSSG model. Then, for the non-cooperative setting, we prove the existence of a robust approximate equilibrium in any such game, and provide an efficient construction thereof. For the cooperative setting, we show that any such game admits a robust approximate alpha-core, provide an efficient construction thereof, and prove that stronger types of the core may be empty. Interestingly, the robust solutions can substantially increase the defenders' utilities over those of the non-robust ones.

The Expectation-Maximization (EM) algorithm has been predominantly used to approximate the maximum likelihood estimation of the location-scale Gaussian mixtures. However, when the models are over-specified, namely, the chosen number of components to fit the data is larger than the unknown true number of components, EM needs a polynomial number of iterations in terms of the sample size to reach the final statistical radius; this is computationally expensive in practice. The slow convergence of EM is due to the missing of the locally strong convexity with respect to the location parameter on the negative population log-likelihood function, i.e., the limit of the negative sample log-likelihood function when the sample size goes to infinity. To efficiently explore the curvature of the negative log-likelihood functions, by specifically considering two-component location-scale Gaussian mixtures, we develop the Exponential Location Update (ELU) algorithm. The idea of the ELU algorithm is that we first obtain the exact optimal solution for the scale parameter and then perform an exponential step-size gradient descent for the location parameter. We demonstrate theoretically and empirically that the ELU iterates converge to the final statistical radius of the models after a logarithmic number of iterations. To the best of our knowledge, it resolves the long-standing open question in the literature about developing an optimization algorithm that has optimal statistical and computational complexities for solving parameter estimation even under some specific settings of the over-specified Gaussian mixture models.

Graph Neural Networks (GNN) provide a powerful framework that elegantly integrates Graph theory with Machine learning for modeling and analysis of networked data. We consider the problem of quantifying the uncertainty in predictions of GNN stemming from modeling errors and measurement uncertainty. We consider aleatoric uncertainty in the form of probabilistic links and noise in feature vector of nodes, while epistemic uncertainty is incorporated via a probability distribution over the model parameters. We propose a unified approach to treat both sources of uncertainty in a Bayesian framework, where Assumed Density Filtering is used to quantify aleatoric uncertainty and Monte Carlo dropout captures uncertainty in model parameters. Finally, the two sources of uncertainty are aggregated to estimate the total uncertainty in predictions of a GNN. Results in the real-world datasets demonstrate that the Bayesian model performs at par with a frequentist model and provides additional information about predictions uncertainty that are sensitive to uncertainties in the data and model.

Deep neural networks (DNNs) with noisy weights, which we refer to as noisy neural networks (NoisyNNs), arise from the training and inference of DNNs in the presence of noise. NoisyNNs emerge in many new applications, including the wireless transmission of DNNs, the efficient deployment or storage of DNNs in analog devices, and the truncation or quantization of DNN weights. This paper studies a fundamental problem of NoisyNNs: how to reconstruct the DNN weights from their noisy manifestations. While all prior works relied on the maximum likelihood (ML) estimation, this paper puts forth a denoising approach to reconstruct DNNs with the aim of maximizing the inference accuracy of the reconstructed models. The superiority of our denoiser is rigorously proven in two small-scale problems, wherein we consider a quadratic neural network function and a shallow feedforward neural network, respectively. When applied to advanced learning tasks with modern DNN architectures, our denoiser exhibits significantly better performance than the ML estimator. Consider the average test accuracy of the denoised DNN model versus the weight variance to noise power ratio (WNR) performance. When denoising a noisy ResNet34 model arising from noisy inference, our denoiser outperforms ML estimation by up to 4.1 dB to achieve a test accuracy of 60%.When denoising a noisy ResNet18 model arising from noisy training, our denoiser outperforms ML estimation by 13.4 dB and 8.3 dB to achieve test accuracies of 60% and 80%, respectively.

Principled Bayesian deep learning (BDL) does not live up to its potential when we only focus on marginal predictive distributions (marginal predictives). Recent works have highlighted the importance of joint predictives for (Bayesian) sequential decision making from a theoretical and synthetic perspective. We provide additional practical arguments grounded in real-world applications for focusing on joint predictives: we discuss online Bayesian inference, which would allow us to make predictions while taking into account additional data without retraining, and we propose new challenging evaluation settings using active learning and active sampling. These settings are motivated by an examination of marginal and joint predictives, their respective cross-entropies, and their place in offline and online learning. They are more realistic than previously suggested ones, building on work by Wen et al. (2021) and Osband et al. (2022), and focus on evaluating the performance of approximate BNNs in an online supervised setting. Initial experiments, however, raise questions on the feasibility of these ideas in high-dimensional parameter spaces with current BDL inference techniques, and we suggest experiments that might help shed further light on the practicality of current research for these problems. Importantly, our work highlights previously unidentified gaps in current research and the need for better approximate joint predictives.

Hierarchical multi-label classification (HMC) has drawn increasing attention in the past few decades. It is applicable when hierarchical relationships among classes are available and need to be incorporated along with the multi-label classification whereby each object is assigned to one or more classes. There are two key challenges in HMC: i) optimizing the classification accuracy, and meanwhile ii) ensuring the given class hierarchy. To address these challenges, in this article, we introduce a new statistic called the multidimensional local precision rate (mLPR) for each object in each class. We show that classification decisions made by simply sorting objects across classes in descending order of their true mLPRs can, in theory, ensure the class hierarchy and lead to the maximization of CATCH, an objective function we introduce that is related to the area under a hit curve. This approach is the first of its kind that handles both challenges in one objective function without additional constraints, thanks to the desirable statistical properties of CATCH and mLPR. In practice, however, true mLPRs are not available. In response, we introduce HierRank, a new algorithm that maximizes an empirical version of CATCH using estimated mLPRs while respecting the hierarchy. The performance of this approach was evaluated on a synthetic data set and two real data sets; ours was found to be superior to several comparison methods on evaluation criteria based on metrics such as precision, recall, and $F_1$ score.

Quantitative extensions of logic programming often require the solution of so called second level inference tasks, i.e., problems that involve a third operation, such as maximization or normalization, on top of addition and multiplication, and thus go beyond the well-known weighted or algebraic model counting setting of probabilistic logic programming under the distribution semantics. We introduce Second Level Algebraic Model Counting (2AMC) as a generic framework for these kinds of problems. As 2AMC is to (algebraic) model counting what forall-exists-SAT is to propositional satisfiability, it is notoriously hard to solve. First level techniques based on Knowledge Compilation (KC) have been adapted for specific 2AMC instances by imposing variable order constraints on the resulting circuit. However, those constraints can severely increase the circuit size and thus decrease the efficiency of such approaches. We show that we can exploit the logical structure of a 2AMC problem to omit parts of these constraints, thus limiting the negative effect. Furthermore, we introduce and implement a strategy to generate a sufficient set of constraints statically, with a priori guarantees for the performance of KC. Our empirical evaluation on several benchmarks and tasks confirms that our theoretical results can translate into more efficient solving in practice. Under consideration for acceptance in TPLP.

While fat-tailed densities commonly arise as posterior and marginal distributions in robust models and scale mixtures, they present challenges when Gaussian-based variational inference fails to capture tail decay accurately. We first improve previous theory on tails of Lipschitz flows by quantifying how the tails affect the rate of tail decay and by expanding the theory to non-Lipschitz polynomial flows. Then, we develop an alternative theory for multivariate tail parameters which is sensitive to tail-anisotropy. In doing so, we unveil a fundamental problem which plagues many existing flow-based methods: they can only model tail-isotropic distributions (i.e., distributions having the same tail parameter in every direction). To mitigate this and enable modeling of tail-anisotropic targets, we propose anisotropic tail-adaptive flows (ATAF). Experimental results on both synthetic and real-world targets confirm that ATAF is competitive with prior work while also exhibiting appropriate tail-anisotropy.

This paper uses Gaussian mixture model instead of linear Gaussian model to fit the distribution of every node in Bayesian network. We will explain why and how we use Gaussian mixture models in Bayesian network. Meanwhile we propose a new method, called double iteration algorithm, to optimize the mixture model, the double iteration algorithm combines the expectation maximization algorithm and gradient descent algorithm, and it performs perfectly on the Bayesian network with mixture models. In experiments we test the Gaussian mixture model and the optimization algorithm on different graphs which is generated by different structure learning algorithm on real data sets, and give the details of every experiment.

Causal inference can estimate causal effects, but unless data are collected experimentally, statistical analyses must rely on pre-specified causal models. Causal discovery algorithms are empirical methods for constructing such causal models from data. Several asymptotically correct methods already exist, but they generally struggle on smaller samples. Moreover, most methods focus on very sparse causal models, which may not always be a realistic representation of real-life data generating mechanisms. Finally, while causal relationships suggested by the methods often hold true, their claims about causal non-relatedness have high error rates. This non-conservative error tradeoff is not ideal for observational sciences, where the resulting model is directly used to inform causal inference: A causal model with many missing causal relations entails too strong assumptions and may lead to biased effect estimates. We propose a new causal discovery method that addresses these three shortcomings: Supervised learning discovery (SLdisco). SLdisco uses supervised machine learning to obtain a mapping from observational data to equivalence classes of causal models. We evaluate SLdisco in a large simulation study based on Gaussian data and we consider several choices of model size and sample size. We find that SLdisco is more conservative, only moderately less informative and less sensitive towards sample size than existing procedures. We furthermore provide a real epidemiological data application. We use random subsampling to investigate real data performance on small samples and again find that SLdisco is less sensitive towards sample size and hence seems to better utilize the information available in small datasets.