Uncertainty
Streaming Belief Propagation for Community Detection
Wu, Yuchen, Bateni, MohammadHossein, Linhares, Andre, de Almeida, Filipe Miguel Goncalves, Montanari, Andrea, Norouzi-Fard, Ashkan, Tardos, Jakab
The community detection problem requires to cluster the nodes of a network into a small number of well-connected "communities". There has been substantial recent progress in characterizing the fundamental statistical limits of community detection under simple stochastic block models. However, in real-world applications, the network structure is typically dynamic, with nodes that join over time. In this setting, we would like a detection algorithm to perform only a limited number of updates at each node arrival. While standard voting approaches satisfy this constraint, it is unclear whether they exploit the network information optimally. We introduce a simple model for networks growing over time which we refer to as streaming stochastic block model (StSBM). Within this model, we prove that voting algorithms have fundamental limitations. We also develop a streaming belief-propagation (StreamBP) approach, for which we prove optimality in certain regimes. We validate our theoretical findings on synthetic and real data.
Sparse Bayesian Learning via Stepwise Regression
Ament, Sebastian, Gomes, Carla
Sparse Bayesian Learning (SBL) is a powerful framework for attaining sparsity in probabilistic models. Herein, we propose a coordinate ascent algorithm for SBL termed Relevance Matching Pursuit (RMP) and show that, as its noise variance parameter goes to zero, RMP exhibits a surprising connection to Stepwise Regression. Further, we derive novel guarantees for Stepwise Regression algorithms, which also shed light on RMP. Our guarantees for Forward Regression improve on deterministic and probabilistic results for Orthogonal Matching Pursuit with noise. Our analysis of Backward Regression on determined systems culminates in a bound on the residual of the optimal solution to the subset selection problem that, if satisfied, guarantees the optimality of the result. To our knowledge, this bound is the first that can be computed in polynomial time and depends chiefly on the smallest singular value of the matrix. We report numerical experiments using a variety of feature selection algorithms. Notably, RMP and its limiting variant are both efficient and maintain strong performance with correlated features.
Local non-Bayesian social learning with stubborn agents
Vial, Daniel, Subramanian, Vijay
We study a social learning model in which agents iteratively update their beliefs about the true state of the world using private signals and the beliefs of other agents in a non-Bayesian manner. Some agents are stubborn, meaning they attempt to convince others of an erroneous true state (modeling fake news). We show that while agents learn the true state on short timescales, they "forget" it and believe the erroneous state to be true on longer timescales. Using these results, we devise strategies for seeding stubborn agents so as to disrupt learning, which outperform intuitive heuristics and give novel insights regarding vulnerabilities in social learning.
Compositional Modeling of Nonlinear Dynamical Systems with ODE-based Random Features
McDonald, Thomas M., Álvarez, Mauricio A.
Effectively modeling phenomena present in highly nonlinear dynamical systems whilst also accurately quantifying uncertainty is a challenging task, which often requires problem-specific techniques. We present a novel, domain-agnostic approach to tackling this problem, using compositions of physics-informed random features, derived from ordinary differential equations. The architecture of our model leverages recent advances in approximate inference for deep Gaussian processes, such as layer-wise weight-space approximations which allow us to incorporate random Fourier features, and stochastic variational inference for approximate Bayesian inference. We provide evidence that our model is capable of capturing highly nonlinear behaviour in real-world multivariate time series data. In addition, we find that our approach achieves comparable performance to a number of other probabilistic models on benchmark regression tasks.
GBHT: Gradient Boosting Histogram Transform for Density Estimation
Cui, Jingyi, Hang, Hanyuan, Wang, Yisen, Lin, Zhouchen
In this paper, we propose a density estimation algorithm called \textit{Gradient Boosting Histogram Transform} (GBHT), where we adopt the \textit{Negative Log Likelihood} as the loss function to make the boosting procedure available for the unsupervised tasks. From a learning theory viewpoint, we first prove fast convergence rates for GBHT with the smoothness assumption that the underlying density function lies in the space $C^{0,\alpha}$. Then when the target density function lies in spaces $C^{1,\alpha}$, we present an upper bound for GBHT which is smaller than the lower bound of its corresponding base learner, in the sense of convergence rates. To the best of our knowledge, we make the first attempt to theoretically explain why boosting can enhance the performance of its base learners for density estimation problems. In experiments, we not only conduct performance comparisons with the widely used KDE, but also apply GBHT to anomaly detection to showcase a further application of GBHT.
Data augmentation in Bayesian neural networks and the cold posterior effect
Nabarro, Seth, Ganev, Stoil, Garriga-Alonso, Adrià, Fortuin, Vincent, van der Wilk, Mark, Aitchison, Laurence
Data augmentation is a highly effective approach for improving performance in deep neural networks. The standard view is that it creates an enlarged dataset by adding synthetic data, which raises a problem when combining it with Bayesian inference: how much data are we really conditioning on? This question is particularly relevant to recent observations linking data augmentation to the cold posterior effect. We investigate various principled ways of finding a log-likelihood for augmented datasets. Our approach prescribes augmenting the same underlying image multiple times, both at test and train-time, and averaging either the logits or the predictive probabilities. Empirically, we observe the best performance with averaging probabilities. While there are interactions with the cold posterior effect, neither averaging logits or averaging probabilities eliminates it.
Synthesising Reinforcement Learning Policies through Set-Valued Inductive Rule Learning
Coppens, Youri, Steckelmacher, Denis, Jonker, Catholijn M., Nowé, Ann
Today's advanced Reinforcement Learning algorithms produce black-box policies, that are often difficult to interpret and trust for a person. We introduce a policy distilling algorithm, building on the CN2 rule mining algorithm, that distills the policy into a rule-based decision system. At the core of our approach is the fact that an RL process does not just learn a policy, a mapping from states to actions, but also produces extra meta-information, such as action values indicating the quality of alternative actions. This meta-information can indicate whether more than one action is near-optimal for a certain state. We extend CN2 to make it able to leverage knowledge about equally-good actions to distill the policy into fewer rules, increasing its interpretability by a person. Then, to ensure that the rules explain a valid, non-degenerate policy, we introduce a refinement algorithm that fine-tunes the rules to obtain good performance when executed in the environment. We demonstrate the applicability of our algorithm on the Mario AI benchmark, a complex task that requires modern reinforcement learning algorithms including neural networks. The explanations we produce capture the learned policy in only a few rules, that allow a person to understand what the black-box agent learned.
Quantum Natural Gradient for Variational Bayes
Lopatnikova, Anna, Tran, Minh-Ngoc
Variational Bayes (VB) is a critical method in machine learning and statistics, underpinning the recent success of Bayesian deep learning. The natural gradient is an essential component of efficient VB estimation, but it is prohibitively computationally expensive in high dimensions. We propose a hybrid quantum-classical algorithm to improve the scaling properties of natural gradient computation and make VB a truly computationally efficient method for Bayesian inference in highdimensional settings. The algorithm leverages matrix inversion from the linear systems algorithm by Harrow, Hassidim, and Lloyd [Phys. Rev. Lett. 103, 15 (2009)] (HHL). We demonstrate that the matrix to be inverted is sparse and the classical-quantum-classical handoffs are sufficiently economical to preserve computational efficiency, making the problem of natural gradient for VB an ideal application of HHL. We prove that, under standard conditions, the VB algorithm with quantum natural gradient is guaranteed to converge.
A Deep Variational Approach to Clustering Survival Data
Manduchi, Laura, Marcinkevičs, Ričards, Massi, Michela C., Gotta, Verena, Müller, Timothy, Vasella, Flavio, Neidert, Marian C., Pfister, Marc, Vogt, Julia E.
Survival analysis has gained significant attention in the medical domain and has many far-reaching applications. Although a variety of machine learning methods have been introduced for tackling time-to-event prediction in unstructured data with complex dependencies, clustering of survival data remains an under-explored problem. The latter is particularly helpful in discovering patient subpopulations whose survival is regulated by different generative mechanisms, a critical problem in precision medicine. To this end, we introduce a novel probabilistic approach to cluster survival data in a variational deep clustering setting. Our proposed method employs a deep generative model to uncover the underlying distribution of both the explanatory variables and the potentially censored survival times. We compare our model to the related work on survival clustering in comprehensive experiments on a range of synthetic, semi-synthetic, and real-world datasets. Our proposed method performs better at identifying clusters and is competitive at predicting survival times in terms of the concordance index and relative absolute error. To further demonstrate the usefulness of our approach, we show that our method identifies meaningful clusters from an observational cohort of hemodialysis patients that are consistent with previous clinical findings.
Theoretical Modeling of Communication Dynamics
Enßlin, Torsten, Kainz, Viktoria, Bœhm, Céline
Communication is a cornerstone of social interactions, be it with human or artificial intelligence (AI). Yet it can be harmful, depending on the honesty of the exchanged information. To study this, an agent based sociological simulation framework is presented, the reputation game. This illustrates the impact of different communication strategies on the agents' reputation. The game focuses on the trustworthiness of the participating agents, their honesty as perceived by others. In the game, each agent exchanges statements with the others about their own and each other's honesty, which lets their judgments evolve. Various sender and receiver strategies are studied, like sycophant, egocentricity, pathological lying, and aggressiveness for senders as well as awareness and lack thereof for receivers. Minimalist malicious strategies are identified, like being manipulative, dominant, or destructive, which significantly increase reputation at others' costs. Phenomena such as echo chambers, self-deception, deception symbiosis, clique formation, freezing of group opinions emerge from the dynamics. This indicates that the reputation game can be studied for complex group phenomena, to test behavioral hypothesis, and to analyze AI influenced social media. With refined rules it may help to understand social interactions, and to safeguard the design of non-abusive AI systems.