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 Uncertainty


Projected Model Counting: Beyond Independent Support

arXiv.org Artificial Intelligence

The past decade has witnessed a surge of interest in practical techniques for projected model counting. Despite significant advancements, however, performance scaling remains the Achilles' heel of this field. A key idea used in modern counters is to count models projected on an \emph{independent support} that is often a small subset of the projection set, i.e. original set of variables on which we wanted to project. While this idea has been effective in scaling performance, the question of whether it can benefit to count models projected on variables beyond the projection set, has not been explored. In this paper, we study this question and show that contrary to intuition, it can be beneficial to project on variables beyond the projection set. In applications such as verification of binarized neural networks, quantification of information flow, reliability of power grids etc., a good upper bound of the projected model count often suffices. We show that in several such cases, we can identify a set of variables, called upper bound support (UBS), that is not necessarily a subset of the projection set, and yet counting models projected on UBS guarantees an upper bound of the true projected model count. Theoretically, a UBS can be exponentially smaller than the smallest independent support. Our experiments show that even otherwise, UBS-based projected counting can be more efficient than independent support-based projected counting, while yielding bounds of very high quality. Based on extensive experiments, we find that UBS-based projected counting can solve many problem instances that are beyond the reach of a state-of-the-art independent support-based projected model counter.


Relational Neural Markov Random Fields

arXiv.org Artificial Intelligence

Statistical Relational Learning (SRL) models have attracted significant attention due to their ability to model complex data while handling uncertainty. However, most of these models have been limited to discrete domains due to their limited potential functions. We introduce Relational Neural Markov Random Fields (RN-MRFs) which allow for handling of complex relational hybrid domains. The key advantage of our model is that it makes minimal data distributional assumptions and can seamlessly allow for human knowledge through potentials or relational rules. We propose a maximum pseudolikelihood estimation-based learning algorithm with importance sampling for training the neural potential parameters. Our empirical evaluations across diverse domains such as image processing and relational object mapping, clearly demonstrate its effectiveness against non-neural counterparts.


Single Layer Predictive Normalized Maximum Likelihood for Out-of-Distribution Detection

arXiv.org Artificial Intelligence

Detecting out-of-distribution (OOD) samples is vital for developing machine learning based models for critical safety systems. Common approaches for OOD detection assume access to some OOD samples during training which may not be available in a real-life scenario. Instead, we utilize the {\em predictive normalized maximum likelihood} (pNML) learner, in which no assumptions are made on the tested input. We derive an explicit expression of the pNML and its generalization error, denoted as the {\em regret}, for a single layer neural network (NN). We show that this learner generalizes well when (i) the test vector resides in a subspace spanned by the eigenvectors associated with the large eigenvalues of the empirical correlation matrix of the training data, or (ii) the test sample is far from the decision boundary. Furthermore, we describe how to efficiently apply the derived pNML regret to any pretrained deep NN, by employing the explicit pNML for the last layer, followed by the softmax function. Applying the derived regret to deep NN requires neither additional tunable parameters nor extra data. We extensively evaluate our approach on 74 OOD detection benchmarks using DenseNet-100, ResNet-34, and WideResNet-40 models trained with CIFAR-100, CIFAR-10, SVHN, and ImageNet-30 showing a significant improvement of up to 15.6\% over recent leading methods.


Analyzing Wikipedia Membership Dataset and PredictingUnconnected Nodes in the Signed Networks

arXiv.org Artificial Intelligence

In the age of digital interaction, person-to-person relationships existing on social media may be different from the very same interactions that exist offline. Examining potential or spurious relationships between members in a social network is a fertile area of research for computer scientists -- here we examine how relationships can be predicted between two unconnected people in a social network by using area under Precison-Recall curve and ROC. Modeling the social network as a signed graph, we compare Triadic model,Latent Information model and Sentiment model and use them to predict peer to peer interactions, first using a plain signed network, and second using a signed network with comments as context. We see that our models are much better than random model and could complement each other in different cases.


Interpolating between sampling and variational inference with infinite stochastic mixtures

arXiv.org Machine Learning

Sampling and Variational Inference (VI) are two large families of methods for approximate inference with complementary strengths. Sampling methods excel at approximating arbitrary probability distributions, but can be inefficient. VI methods are efficient, but can fail when probability distributions are complex. Here, we develop a framework for constructing intermediate algorithms that balance the strengths of both sampling and VI. Both approximate a probability distribution using a mixture of simple component distributions: in sampling, each component is a delta-function and is chosen stochastically, while in standard VI a single component is chosen to minimize divergence. We show that sampling and VI emerge as special cases of an optimization problem over a mixing distribution, and intermediate approximations arise by varying a single parameter. We then derive closed-form sampling dynamics over variational parameters that stochastically build a mixture. Finally, we discuss how to select the optimal compromise between sampling and VI given a computational budget. This work is a first step towards a highly flexible yet simple family of inference methods that combines the complementary strengths of sampling and VI.


Efficient Exploration in Binary and Preferential Bayesian Optimization

arXiv.org Machine Learning

Bayesian optimization (BO) is an effective approach to optimize expensive black-box functions, that seeks to trade-off between exploitation (selecting parameters where the maximum is likely) and exploration (selecting parameters where we are uncertain about the objective function). In many real-world situations, direct measurements of the objective function are not possible, and only binary measurements such as success/failure or pairwise comparisons are available. To perform efficient exploration in this setting, we show that it is important for BO algorithms to distinguish between different types of uncertainty: epistemic uncertainty, about the unknown objective function, and aleatoric uncertainty, which comes from noisy observations and cannot be reduced. In effect, only the former is important for efficient exploration. Based on this, we propose several new acquisition functions that outperform state-of-the-art heuristics in binary and preferential BO, while being fast to compute and easy to implement. We then generalize these acquisition rules to batch learning, where multiple queries are performed simultaneously.


Towards Federated Bayesian Network Structure Learning with Continuous Optimization

arXiv.org Machine Learning

Traditionally, Bayesian network structure learning is often carried out at a central site, in which all data is gathered. However, in practice, data may be distributed across different parties (e.g., companies, devices) who intend to collectively learn a Bayesian network, but are not willing to disclose information related to their data owing to privacy or security concerns. In this work, we present a cross-silo federated learning approach to estimate the structure of Bayesian network from data that is horizontally partitioned across different parties. We develop a distributed structure learning method based on continuous optimization, using the alternating direction method of multipliers (ADMM), such that only the model parameters have to be exchanged during the optimization process. We demonstrate the flexibility of our approach by adopting it for both linear and nonlinear cases. Experimental results on synthetic and real datasets show that it achieves an improved performance over the other methods, especially when there is a relatively large number of clients and each has a limited sample size.


A Bayesian approach to multi-task learning with network lasso

arXiv.org Machine Learning

Network lasso is a method for solving a multi-task learning problem through the regularized maximum likelihood method. A characteristic of network lasso is setting a different model for each sample. The relationships among the models are represented by relational coefficients. A crucial issue in network lasso is to provide appropriate values for these relational coefficients. In this paper, we propose a Bayesian approach to solve multi-task learning problems by network lasso. This approach allows us to objectively determine the relational coefficients by Bayesian estimation. The effectiveness of the proposed method is shown in a simulation study and a real data analysis.


Green Simulation Assisted Policy Gradient to Accelerate Stochastic Process Control

arXiv.org Artificial Intelligence

This study is motivated by the critical challenges in the biopharmaceutical manufacturing, including high complexity, high uncertainty, and very limited process data. Each experiment run is often very expensive. To support the optimal and robust process control, we propose a general green simulation assisted policy gradient (GS-PG) framework for both online and offline learning settings. Basically, to address the key limitations of state-of-art reinforcement learning (RL), such as sample inefficiency and low reliability, we create a mixture likelihood ratio based policy gradient estimation that can leverage on the information from historical experiments conducted under different inputs, including process model coefficients and decision policy parameters. Then, to accelerate the learning of optimal and robust policy, we further propose a variance reduction based sample selection method that allows GS-PG to intelligently select and reuse most relevant historical trajectories. The selection rule automatically updates the samples to be reused during the learning of process mechanisms and the search for optimal policy. Our theoretical and empirical studies demonstrate that the proposed framework can perform better than the state-of-art policy gradient approach and accelerate the optimal robust process control for complex stochastic systems under high uncertainty.


Centroid Approximation for Bootstrap

arXiv.org Machine Learning

Bootstrap is a principled and powerful frequentist statistical tool for uncertainty quantification. Unfortunately, standard bootstrap methods are computationally intensive due to the need of drawing a large i.i.d. bootstrap sample to approximate the ideal bootstrap distribution; this largely hinders their application in large-scale machine learning, especially deep learning problems. In this work, we propose an efficient method to explicitly \emph{optimize} a small set of high quality "centroid" points to better approximate the ideal bootstrap distribution. We achieve this by minimizing a simple objective function that is asymptotically equivalent to the Wasserstein distance to the ideal bootstrap distribution. This allows us to provide an accurate estimation of uncertainty with a small number of bootstrap centroids, outperforming the naive i.i.d. sampling approach. Empirically, we show that our method can boost the performance of bootstrap in a variety of applications.