Uncertainty
Developing safe controllers for autonomous systems under uncertainty
We then define abstract actions that correspond to control inputs that cause transitions between these regions. Due to the noise, every action has multiple possible outcomes that all occur with a certain probability. We compute lower and upper bounds (intervals) on these probabilities based on a finite number of observations of the noise. Our abstraction procedure ensures that we obtain a faithful, yet abstract representation of the autonomous system. In fact, this abstraction constitutes a type of Markov decision process, which is the standard type of model in sequential decision making under uncertainty. To analyze our abstract models in a rigorous manner, we use state-of-art tools from an area called formal verification.
Discretely Indexed Flows
Argouarc'h, Elouan, Desbouvries, François, Barat, Eric, Kawasaki, Eiji, Dautremer, Thomas
In this paper we propose Discretely Indexed flows (DIF) as a new tool for solving variational estimation problems. Roughly speaking, DIF are built as an extension of Normalizing Flows (NF), in which the deterministic transport becomes stochastic, and more precisely discretely indexed. Due to the discrete nature of the underlying additional latent variable, DIF inherit the good computational behavior of NF: they benefit from both a tractable density as well as a straightforward sampling scheme, and can thus be used for the dual problems of Variational Inference (VI) and of Variational density estimation (VDE). On the other hand, DIF can also be understood as an extension of mixture density models, in which the constant mixture weights are replaced by flexible functions. As a consequence, DIF are better suited for capturing distributions with discontinuities, sharp edges and fine details, which is a main advantage of this construction. Finally we propose a methodology for constructiong DIF in practice, and see that DIF can be sequentially cascaded, and cascaded with NF.
Neuro-symbolic AI could provide machines with common sense
We are excited to bring Transform 2022 back in-person July 19 and virtually July 20 - August 3. Join AI and data leaders for insightful talks and exciting networking opportunities. Artificial intelligence research has made great achievements in solving specific applications, but we're still far from the kind of general-purpose AI systems that scientists have been dreaming of for decades. Among the solutions being explored to overcome the barriers of AI is the idea of neuro-symbolic systems that bring together the best of different branches of computer science. In a talk at the IBM Neuro-Symbolic AI Workshop, Joshua Tenenbaum, professor of computational cognitive science at the Massachusetts Institute of Technology, explained how neuro-symbolic systems can help to address some of the key problems of current AI systems. Among the many gaps in AI, Tenenbaum is focused on one in particular: "How do we go beyond the idea of intelligence as recognizing patterns in data and approximating functions and more toward the idea of all the things the human mind does when you're modeling the world, explaining and understanding the things you're seeing, imagining things that you can't see but could happen, and making them into goals that you can achieve by planning actions and solving problems?"
Variational message passing for online polynomial NARMAX identification
Kouw, Wouter, Podusenko, Albert, Koudahl, Magnus, Schoukens, Maarten
We propose a variational Bayesian inference procedure for online nonlinear system identification. For each output observation, a set of parameter posterior distributions is updated, which is then used to form a posterior predictive distribution for future outputs. We focus on the class of polynomial NARMAX models, which we cast into probabilistic form and represent in terms of a Forney-style factor graph. Inference in this graph is efficiently performed by a variational message passing algorithm. We show empirically that our variational Bayesian estimator outperforms an online recursive least-squares estimator, most notably in small sample size settings and low noise regimes, and performs on par with an iterative least-squares estimator trained offline.
Beyond Smoothness: Incorporating Low-Rank Analysis into Nonparametric Density Estimation
Vandermeulen, Robert A., Ledent, Antoine
The construction and theoretical analysis of the most popular universally consistent nonparametric density estimators hinge on one functional property: smoothness. In this paper we investigate the theoretical implications of incorporating a multi-view latent variable model, a type of low-rank model, into nonparametric density estimation. To do this we perform extensive analysis on histogram-style estimators that integrate a multi-view model. Our analysis culminates in showing that there exists a universally consistent histogram-style estimator that converges to any multi-view model with a finite number of Lipschitz continuous components at a rate of $\widetilde{O}(1/\sqrt[3]{n})$ in $L^1$ error. In contrast, the standard histogram estimator can converge at a rate slower than $1/\sqrt[d]{n}$ on the same class of densities. We also introduce a new nonparametric latent variable model based on the Tucker decomposition. A rudimentary implementation of our estimators experimentally demonstrates a considerable performance improvement over the standard histogram estimator. We also provide a thorough analysis of the sample complexity of our Tucker decomposition-based model and a variety of other results. Thus, our paper provides solid theoretical foundations for extending low-rank techniques to the nonparametric setting
Distributional Gradient Boosting Machines
März, Alexander, Kneib, Thomas
We present a unified probabilistic gradient boosting framework for regression tasks that models and predicts the entire conditional distribution of a univariate response variable as a function of covariates. Our likelihood-based approach allows us to either model all conditional moments of a parametric distribution, or to approximate the conditional cumulative distribution function via Normalizing Flows. As underlying computational backbones, our framework is based on XGBoost and LightGBM. Modelling and predicting the entire conditional distribution greatly enhances existing tree-based gradient boosting implementations, as it allows to create probabilistic forecasts from which prediction intervals and quantiles of interest can be derived. Empirical results show that our framework achieves state-of-the-art forecast accuracy.
Wind Farm Layout Optimisation using Set Based Multi-objective Bayesian Optimisation
Wind energy is one of the cleanest renewable electricity sources and can help in addressing the challenge of climate change. One of the drawbacks of wind-generated energy is the large space necessary to install a wind farm; this arises from the fact that placing wind turbines in a limited area would hinder their productivity and therefore not be economically convenient. This naturally leads to an optimisation problem, which has three specific challenges: (1) multiple conflicting objectives (2) computationally expensive simulation models and (3) optimisation over design sets instead of design vectors. The first and second challenges can be addressed by using surrogate-assisted e.g.\ Bayesian multi-objective optimisation. However, the traditional Bayesian optimisation cannot be applied as the optimisation function in the problem relies on design sets instead of design vectors. This paper extends the applicability of Bayesian multi-objective optimisation to set based optimisation for solving the wind farm layout problem. We use a set-based kernel in Gaussian process to quantify the correlation between wind farms (with a different number of turbines). The results on the given data set of wind energy and direction clearly show the potential of using set-based Bayesian multi-objective optimisation.
DAG-WGAN: Causal Structure Learning With Wasserstein Generative Adversarial Networks
Petkov, Hristo, Hanley, Colin, Dong, Feng
The combinatorial search space presents a significant challenge to learning causality from data. Recently, the problem has been formulated into a continuous optimization framework with an acyclicity constraint, allowing for the exploration of deep generative models to better capture data sample distributions and support the discovery of Directed Acyclic Graphs (DAGs) that faithfully represent the underlying data distribution. However, so far no study has investigated the use of Wasserstein distance for causal structure learning via generative models. This paper proposes a new model named DAG-WGAN, which combines the Wasserstein-based adversarial loss, an auto-encoder architecture together with an acyclicity constraint. DAG-WGAN simultaneously learns causal structures and improves its data generation capability by leveraging the strength from the Wasserstein distance metric. Compared with other models, it scales well and handles both continuous and discrete data. Our experiments have evaluated DAG-WGAN against the state-of-the-art and demonstrated its good performance. Causal discovery involves the process of learning structures of Bayesian Networks (BN) from data.
Scalable Semi-Modular Inference with Variational Meta-Posteriors
Carmona, Chris U., Nicholls, Geoff K.
The Cut posterior and related Semi-Modular Inference are Generalised Bayes methods for Modular Bayesian evidence combination. Analysis is broken up over modular sub-models of the joint posterior distribution. Model-misspecification in multi-modular models can be hard to fix by model elaboration alone and the Cut posterior and SMI offer a way round this. Information entering the analysis from misspecified modules is controlled by an influence parameter $\eta$ related to the learning rate. This paper contains two substantial new methods. First, we give variational methods for approximating the Cut and SMI posteriors which are adapted to the inferential goals of evidence combination. We parameterise a family of variational posteriors using a Normalising Flow for accurate approximation and end-to-end training. Secondly, we show that analysis of models with multiple cuts is feasible using a new Variational Meta-Posterior. This approximates a family of SMI posteriors indexed by $\eta$ using a single set of variational parameters.
From Statistical to Causal Learning
Schölkopf, Bernhard, von Kügelgen, Julius
In 1958, the New York Times reported on a new machine called the perceptron. Frank Rosenblatt, its inventor, demonstrated that the perceptron was able to learn from experience. He predicted that later perceptrons would be able to recognize people, or instantly translate spoken language. Now a reality, this must have sounded like distant science fiction at the time. In hindsight, we may consider it the birth of machine learning, the field fueling most of the current advances in artificial intelligence (AI). Around the same time, another equally revolutionary development took place: scientists understood that computers could do more than compute numbers: they can process symbols. Although this insight was also motivated by artificial intelligence, in hindsight it was the birth of the field of computer science. There was great optimism that the manipulation of symbols, in programs written by humans, implementing rules designed by humans, should be enough to generate intelligence. Below, we shall refer to this as the symbol-rule hypothesis.