Uncertainty
A generalized framework for active learning reliability: survey and benchmark
Moustapha, M., Marelli, S., Sudret, B.
Active learning methods have recently surged in the literature due to their ability to solve complex structural reliability problems within an affordable computational cost. These methods are designed by adaptively building an inexpensive surrogate of the original limit-state function. Examples of such surrogates include Gaussian process models which have been adopted in many contributions, the most popular ones being the efficient global reliability analysis (EGRA) and the active Kriging Monte Carlo simulation (AK-MCS), two milestone contributions in the field. In this paper, we first conduct a survey of the recent literature, showing that most of the proposed methods actually span from modifying one or more aspects of the two aforementioned methods. We then propose a generalized modular framework to build on-the-fly efficient active learning strategies by combining the following four ingredients or modules: surrogate model, reliability estimation algorithm, learning function and stopping criterion. Using this framework, we devise 39 strategies for the solution of 20 reliability benchmark problems. The results of this extensive benchmark are analyzed under various criteria leading to a synthesized set of recommendations for practitioners. These may be refined with a priori knowledge about the feature of the problem to solve, i.e., dimensionality and magnitude of the failure probability. This benchmark has eventually highlighted the importance of using surrogates in conjunction with sophisticated reliability estimation algorithms as a way to enhance the efficiency of the latter.
114 Milestones In The History Of Artificial Intelligence (AI)
It was the event that "initiated AI as a research discipline," which grew to encompass multiple approaches, from the symbolic AI of the 1950s and 1960s to the statistical analysis and machine learning of the 1970s and 1980s to today's deep learning, the statistical analysis of "big data." But the preoccupation with developing practical methods for making machines behave as if they were humans emerged already 7 centuries ago. By using this "Contrivance," "the most ignorant Person at a reasonable Charge, and with a little bodily Labour, may write Books in Philosophy, Poetry, Politicks, Law, Mathematicks, and Theology, with the least Assistance from Genius or study." Bayesian inference will become a leading approach in machine learning. The boat was equipped with, as Tesla described it, "a borrowed mind."
Optimization of Heterogeneous Systems with AI Planning Heuristics and Machine Learning: A Performance and Energy Aware Approach
Heterogeneous computing systems provide high performance and energy efficiency. However, to optimally utilize such systems, solutions that distribute the work across host CPUs and accelerating devices are needed. In this paper, we present a performance and energy aware approach that combines AI planning heuristics for parameter space exploration with a machine learning model for performance and energy evaluation to determine a near-optimal system configuration. For data-parallel applications our approach determines a near-optimal host-device distribution of work, number of processing units required and the corresponding scheduling strategy. We evaluate our approach for various heterogeneous systems accelerated with GPU or the Intel Xeon Phi. The experimental results demonstrate that our approach finds a near-optimal system configuration by evaluating only about 7% of reasonable configurations. Furthermore, the performance per Joule estimation of system configurations using our machine learning model is more than 1000x faster compared to the system evaluation by program execution.
Causal Discovery in Knowledge Graphs by Exploiting Asymmetric Properties of Non-Gaussian Distributions
Giriraj, Rohan, Thomas, Sinnu Susan
In recent years, causal modelling has been used widely to improve generalization and to provide interpretability in machine learning models. To determine cause-effect relationships in the absence of a randomized trial, we can model causal systems with counterfactuals and interventions given enough domain knowledge. However, there are several cases where domain knowledge is almost absent and the only recourse is using a statistical method to estimate causal relationships. While there have been several works done in estimating causal relationships in unstructured data, we are yet to find a well-defined framework for estimating causal relationships in Knowledge Graphs (KG). It is commonly used to provide a semantic framework for data with complex inter-domain relationships. In this work, we define a hybrid approach that allows us to discover cause-effect relationships in KG. The proposed approach is based around the finding of the instantaneous causal structure of a non-experimental matrix using a non-Gaussian model, i.e; finding the causal ordering of the variables in a non-Gaussian setting. The non-experimental matrix is a low-dimensional tensor projection obtained by decomposing the adjacency tensor of a KG. We use two different pre-existing algorithms, one for the causal discovery and the other for decomposing the KG and combining them to get the causal structure in a KG.
Density estimation on low-dimensional manifolds: an inflation-deflation approach
Horvat, Christian, Pfister, Jean-Pascal
Normalizing Flows (NFs) are universal density estimators based on Neuronal Networks. However, this universality is limited: the density's support needs to be diffeomorphic to a Euclidean space. In this paper, we propose a novel method to overcome this limitation without sacrificing universality. The proposed method inflates the data manifold by adding noise in the normal space, trains an NF on this inflated manifold, and, finally, deflates the learned density. Our main result provides sufficient conditions on the manifold and the specific choice of noise under which the corresponding estimator is exact. Our method has the same computational complexity as NFs and does not require computing an inverse flow. We also show that, if the embedding dimension is much larger than the manifold dimension, noise in the normal space can be well approximated by Gaussian noise. This allows to use our method for approximating arbitrary densities on non-flat manifolds provided that the manifold dimension is known.
Rectangular Flows for Manifold Learning
Caterini, Anthony L., Loaiza-Ganem, Gabriel, Pleiss, Geoff, Cunningham, John P.
Normalizing flows are invertible neural networks with tractable change-of-volume terms, which allows optimization of their parameters to be efficiently performed via maximum likelihood. However, data of interest is typically assumed to live in some (often unknown) low-dimensional manifold embedded in high-dimensional ambient space. The result is a modelling mismatch since -- by construction -- the invertibility requirement implies high-dimensional support of the learned distribution. Injective flows, mapping from low- to high-dimensional space, aim to fix this discrepancy by learning distributions on manifolds, but the resulting volume-change term becomes more challenging to evaluate. Current approaches either avoid computing this term entirely using various heuristics, or assume the manifold is known beforehand and therefore are not widely applicable. Instead, we propose two methods to tractably calculate the gradient of this term with respect to the parameters of the model, relying on careful use of automatic differentiation and techniques from numerical linear algebra. Both approaches perform end-to-end nonlinear manifold learning and density estimation for data projected onto this manifold. We study the trade-offs between our proposed methods, empirically verify that we outperform approaches ignoring the volume-change term by more accurately learning manifolds and the corresponding distributions on them, and show promising results on out-of-distribution detection.
Connections and Equivalences between the Nystr\"om Method and Sparse Variational Gaussian Processes
Wild, Veit, Kanagawa, Motonobu, Sejdinovic, Dino
We investigate the connections between sparse approximation methods for making kernel methods and Gaussian processes (GPs) scalable to massive data, focusing on the Nystr\"om method and the Sparse Variational Gaussian Processes (SVGP). While sparse approximation methods for GPs and kernel methods share some algebraic similarities, the literature lacks a deep understanding of how and why they are related. This is a possible obstacle for the communications between the GP and kernel communities, making it difficult to transfer results from one side to the other. Our motivation is to remove this possible obstacle, by clarifying the connections between the sparse approximations for GPs and kernel methods. In this work, we study the two popular approaches, the Nystr\"om and SVGP approximations, in the context of a regression problem, and establish various connections and equivalences between them. In particular, we provide an RKHS interpretation of the SVGP approximation, and show that the Evidence Lower Bound of the SVGP contains the objective function of the Nystr\"om approximation, revealing the origin of the algebraic equivalence between the two approaches. We also study recently established convergence results for the SVGP and how they are related to the approximation quality of the Nystr\"om method.
On the KLM properties of a fuzzy DL with Typicality
The paper investigates the properties of a fuzzy logic of typicality. The extension of fuzzy logic with a typicality operator was proposed in recent work to define a fuzzy multipreference semantics for Multilayer Perceptrons, by regarding the deep neural network as a conditional knowledge base. In this paper, we study its properties. First, a monotonic extension of a fuzzy ALC with typicality is considered (called ALCFT) and a reformulation the KLM properties of a preferential consequence relation for this logic is devised. Most of the properties are satisfied, depending on the reformulation and on the fuzzy combination functions considered. We then strengthen ALCFT with a closure construction by introducing a notion of faithful model of a weighted knowledge base, which generalizes the notion of coherent model of a conditional knowledge base previously introduced, and we study its properties.
Transformation Models for Flexible Posteriors in Variational Bayes
Hörtling, Sefan, Dold, Daniel, Dürr, Oliver, Sick, Beate
The main challenge in Bayesian models is to determine the posterior for the model parameters. Already, in models with only one or few parameters, the analytical posterior can only be determined in special settings. In Bayesian neural networks, variational inference is widely used to approximate difficult-to-compute posteriors by variational distributions. Usually, Gaussians are used as variational distributions (Gaussian-VI) which limits the quality of the approximation due to their limited flexibility. Transformation models on the other hand are flexible enough to fit any distribution. Here we present transformation model-based variational inference (TM-VI) and demonstrate that it allows to accurately approximate complex posteriors in models with one parameter and also works in a mean-field fashion for multi-parameter models like neural networks.
Gaussian Processes with Differential Privacy
Gaussian processes (GPs) are non-parametric Bayesian models that are widely used for diverse prediction tasks. Previous work in adding strong privacy protection to GPs via differential privacy (DP) has been limited to protecting only the privacy of the prediction targets (model outputs) but not inputs. We break this limitation by introducing GPs with DP protection for both model inputs and outputs. We achieve this by using sparse GP methodology and publishing a private variational approximation on known inducing points. The approximation covariance is adjusted to approximately account for the added uncertainty from DP noise. The approximation can be used to compute arbitrary predictions using standard sparse GP techniques. We propose a method for hyperparameter learning using a private selection protocol applied to validation set log-likelihood. Our experiments demonstrate that given sufficient amount of data, the method can produce accurate models under strong privacy protection.