Uncertainty
Bridging the Gap Between Explainable AI and Uncertainty Quantification to Enhance Trustability
After the tremendous advances of deep learning and other AI methods, more attention is flowing into other properties of modern approaches, such as interpretability, fairness, etc. combined in frameworks like Responsible AI. Two research directions, namely Explainable AI and Uncertainty Quantification are becoming more and more important, but have been so far never combined and jointly explored. In this paper, I show how both research areas provide potential for combination, why more research should be done in this direction and how this would lead to an increase in trustability in AI systems.
Partition Function Estimation: A Quantitative Study
Agrawal, Durgesh, Pote, Yash, Meel, Kuldeep S
Probabilistic graphical models have emerged as a powerful modeling tool for several real-world scenarios where one needs to reason under uncertainty. A graphical model's partition function is a central quantity of interest, and its computation is key to several probabilistic reasoning tasks. Given the #P-hardness of computing the partition function, several techniques have been proposed over the years with varying guarantees on the quality of estimates and their runtime behavior. This paper seeks to present a survey of 18 techniques and a rigorous empirical study of their behavior across an extensive set of benchmarks. Our empirical study draws up a surprising observation: exact techniques are as efficient as the approximate ones, and therefore, we conclude with an optimistic view of opportunities for the design of approximate techniques with enhanced scalability. Motivated by the observation of an order of magnitude difference between the Virtual Best Solver and the best performing tool, we envision an exciting line of research focused on the development of portfolio solvers.
Informative Bayesian model selection for RR Lyrae star classifiers
Pérez-Galarce, F., Pichara, K., Huijse, P., Catelan, M., Mery, D.
Machine learning has achieved an important role in the automatic classification of variable stars, and several classifiers have been proposed over the last decade. These classifiers have achieved impressive performance in several astronomical catalogues. However, some scientific articles have also shown that the training data therein contain multiple sources of bias. Hence, the performance of those classifiers on objects not belonging to the training data is uncertain, potentially resulting in the selection of incorrect models. Besides, it gives rise to the deployment of misleading classifiers. An example of the latter is the creation of open-source labelled catalogues with biased predictions. In this paper, we develop a method based on an informative marginal likelihood to evaluate variable star classifiers. We collect deterministic rules that are based on physical descriptors of RR Lyrae stars, and then, to mitigate the biases, we introduce those rules into the marginal likelihood estimation. We perform experiments with a set of Bayesian Logistic Regressions, which are trained to classify RR Lyraes, and we found that our method outperforms traditional non-informative cross-validation strategies, even when penalized models are assessed. Our methodology provides a more rigorous alternative to assess machine learning models using astronomical knowledge. From this approach, applications to other classes of variable stars and algorithmic improvements can be developed.
Scalable Cross Validation Losses for Gaussian Process Models
Jankowiak, Martin, Pleiss, Geoff
We introduce a simple and scalable method for training Gaussian process (GP) models that exploits cross-validation and nearest neighbor truncation. To accommodate binary and multi-class classification we leverage P\`olya-Gamma auxiliary variables and variational inference. In an extensive empirical comparison with a number of alternative methods for scalable GP regression and classification, we find that our method offers fast training and excellent predictive performance. We argue that the good predictive performance can be traced to the non-parametric nature of the resulting predictive distributions as well as to the cross-validation loss, which provides robustness against model mis-specification.
A Short Machine Learning Explanation -- in terms of Linear Algebra, Probability and Calculus
In some cases we will need an array with more than two axes. In the general case, an array of numbers arranged on a regular grid with a variable number of axes is known as a tensor. Tensors and Multidimensional arrays are different types of object, the first is a type of function, the second is a data structure suitable for representing a tensor in a coordinate system. A scalar is just a single number, in contrast to most of the other objects studied in linear algebra, which are usually arrays of multiple numbers. In terms of tensor -- A tensor that contains only one number is called a Scalar(or scalar tensor, or 0-dimensional tensor, or 0D tensor).
Compressing Heavy-Tailed Weight Matrices for Non-Vacuous Generalization Bounds
Heavy-tailed distributions have been studied in statistics, random matrix theory, physics, and econometrics as models of correlated systems, among other domains. Further, heavy-tail distributed eigenvalues of the covariance matrix of the weight matrices in neural networks have been shown to empirically correlate with test set accuracy in several works (e.g. arXiv:1901.08276), but a formal relationship between heavy-tail distributed parameters and generalization bounds was yet to be demonstrated. In this work, the compression framework of arXiv:1802.05296 is utilized to show that matrices with heavy-tail distributed matrix elements can be compressed, resulting in networks with sparse weight matrices. Since the parameter count has been reduced to a sum of the non-zero elements of sparse matrices, the compression framework allows us to bound the generalization gap of the resulting compressed network with a non-vacuous generalization bound. Further, the action of these matrices on a vector is discussed, and how they may relate to compression and resilient classification is analyzed.
Monitoring electrical systems data-network equipment by means of Fuzzy and Paraconsistent Annotated Logic
Cortes, Hyghor Miranda, Santos, Paulo Eduardo, Filho, Joao Inacio da Silva
The constant increase in the amount and complexity of information obtained from IT data networkelements, for its correct monitoring and management, is a reality. The same happens to data net-works in electrical systems that provide effective supervision and control of substations and hydro-electric plants. Contributing to this fact is the growing number of installations and new environmentsmonitored by such data networks and the constant evolution of the technologies involved. This sit-uation potentially leads to incomplete and/or contradictory data, issues that must be addressed inorder to maintain a good level of monitoring and, consequently, management of these systems. Inthis paper, a prototype of an expert system is developed to monitor the status of equipment of datanetworks in electrical systems, which deals with inconsistencies without trivialising the inferences.This is accomplished in the context of the remote control of hydroelectric plants and substationsby a Regional Operation Centre (ROC). The expert system is developed with algorithms definedupon a combination of Fuzzy logic and Paraconsistent Annotated Logic with Annotation of TwoValues (PAL2v) in order to analyse uncertain signals and generate the operating conditions (faulty,normal, unstable or inconsistent / indeterminate) of the equipment that are identified as importantfor the remote control of hydroelectric plants and substations. A prototype of this expert systemwas installed on a virtualised server with CLP500 software (from the EFACEC manufacturer) thatwas applied to investigate scenarios consisting of a Regional (Brazilian) Operation Centre, with aGeneric Substation and a Generic Hydroelectric Plant, representing a remote control environment.
Parallelizing Contextual Linear Bandits
Chan, Jeffrey, Pacchiano, Aldo, Tripuraneni, Nilesh, Song, Yun S., Bartlett, Peter, Jordan, Michael I.
Standard approaches to decision-making under uncertainty focus on sequential exploration of the space of decisions. However, \textit{simultaneously} proposing a batch of decisions, which leverages available resources for parallel experimentation, has the potential to rapidly accelerate exploration. We present a family of (parallel) contextual linear bandit algorithms, whose regret is nearly identical to their perfectly sequential counterparts -- given access to the same total number of oracle queries -- up to a lower-order "burn-in" term that is dependent on the context-set geometry. We provide matching information-theoretic lower bounds on parallel regret performance to establish our algorithms are asymptotically optimal in the time horizon. Finally, we also present an empirical evaluation of these parallel algorithms in several domains, including materials discovery and biological sequence design problems, to demonstrate the utility of parallelized bandits in practical settings.
Latent Gaussian Model Boosting
Latent Gaussian models and boosting are widely used techniques in statistics and machine learning. Tree-boosting shows excellent predictive accuracy on many data sets, but potential drawbacks are that it assumes conditional independence of samples, produces discontinuous predictions for, e.g., spatial data, and it can have difficulty with high-cardinality categorical variables. Latent Gaussian models, such as Gaussian process and grouped random effects models, are flexible prior models that allow for making probabilistic predictions. However, existing latent Gaussian models usually assume either a zero or a linear prior mean function which can be an unrealistic assumption. This article introduces a novel approach that combines boosting and latent Gaussian models in order to remedy the above-mentioned drawbacks and to leverage the advantages of both techniques. We obtain increased predictive accuracy compared to existing approaches in both simulated and real-world data experiments.
Yes We Care! -- Certification for Machine Learning Methods through the Care Label Framework
Morik, Katharina, Kotthaus, Helena, Heppe, Lukas, Heinrich, Danny, Fischer, Raphael, Mücke, Sascha, Pauly, Andreas, Jakobs, Matthias, Piatkowski, Nico
Machine learning applications have become ubiquitous. Their applications from machine embedded control in production over process optimization in diverse areas (e.g., traffic, finance, sciences) to direct user interactions like advertising and recommendations. This has led to an increased effort of making machine learning trustworthy. Explainable and fair AI have already matured. They address knowledgeable users and application engineers. However, there are users that want to deploy a learned model in a similar way as their washing machine. These stakeholders do not want to spend time understanding the model. Instead, they want to rely on guaranteed properties. What are the relevant properties? How can they be expressed to stakeholders without presupposing machine learning knowledge? How can they be guaranteed for a certain implementation of a model? These questions move far beyond the current state-of-the-art and we want to address them here. We propose a unified framework that certifies learning methods via care labels. They are easy to understand and draw inspiration from well-known certificates like textile labels or property cards of electronic devices. Our framework considers both, the machine learning theory and a given implementation. We test the implementation's compliance with theoretical properties and bounds. In this paper, we illustrate care labels by a prototype implementation of a certification suite for a selection of probabilistic graphical models.