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 Uncertainty


Fantastic Generalization Measures and Where to Find Them

arXiv.org Machine Learning

Generalization of deep networks has been of great interest in recent years, resulting in a number of theoretically and empirically motivated complexity measures. However, most papers proposing such measures study only a small set of models, leaving open the question of whether the conclusion drawn from those experiments would remain valid in other settings. We present the first large scale study of generalization in deep networks. We investigate more then 40 complexity measures taken from both theoretical bounds and empirical studies. We train over 10,000 convolutional networks by systematically varying commonly used hyperparameters. Hoping to uncover potentially causal relationships between each measure and generalization, we analyze carefully controlled experiments and show surprising failures of some measures as well as promising measures for further research.


Copula-based anomaly scoring and localization for large-scale, high-dimensional continuous data

arXiv.org Machine Learning

The anomaly detection method presented by this paper has a special feature: it does not only indicate whether an observation is anomalous or not but also tells what exactly makes an anomalous observation unusual. Hence, it provides support to localize the reason of the anomaly. The proposed approach is model-based; it relies on the multivariate probability distribution associated with the observations. Since the rare events are present in the tails of the probability distributions, we use copula functions, that are able to model the fat-tailed distributions well. The presented procedure scales well; it can cope with a large number of high-dimensional samples. Furthermore, our procedure can cope with missing values, too, which occur frequently in high-dimensional data sets. In the second part of the paper, we demonstrate the usability of the method through a case study, where we analyze a large data set consisting of the performance counters of a real mobile telecommunication network. Since such networks are complex systems, the signs of sub-optimal operation can remain hidden for a potentially long time. With the proposed procedure, many such hidden issues can be isolated and indicated to the network operator.


Quantum-Inspired Hamiltonian Monte Carlo for Bayesian Sampling

arXiv.org Machine Learning

Hamiltonian Monte Carlo (HMC) is an efficient Bayesian sampling method that can make distant proposals in the parameter space by simulating a Hamiltonian dynamical system. Despite its popularity in machine learning and data science, HMC is inefficient to sample from spiky and multimodal distributions. Motivated by the energy-time uncertainty relation from quantum mechanics, we propose a Quantum-Inspired Hamiltonian Monte Carlo algorithm (QHMC). This algorithm allows a particle to have a random mass with a probability distribution rather than a fixed mass. We prove the convergence property of QHMC in the spatial domain and in the time sequence. We further show why such a random mass can improve the performance when we sample a broad class of distributions. In order to handle the big training data sets in large-scale machine learning, we develop a stochastic gradient version of QHMC using Nos\'e-Hoover thermostat called QSGNHT, and we also provide theoretical justifications about its steady-state distributions. Finally in the experiments, we demonstrate the effectiveness of QHMC and QSGNHT on synthetic examples, bridge regression, image denoising and neural network pruning. The proposed QHMC and QSGNHT can indeed achieve much more stable and accurate sampling results on the test cases.


A Variational Perturbative Approach to Planning in Graph-based Markov Decision Processes

arXiv.org Machine Learning

Coordinating multiple interacting agents to achieve a common goal is a difficult task with huge applicability. This problem remains hard to solve, even when limiting interactions to be mediated via a static interaction-graph. We present a novel approximate solution method for multi-agent Markov decision problems on graphs, based on variational perturbation theory. We adopt the strategy of planning via inference, which has been explored in various prior works. We employ a non-trivial extension of a novel high-order variational method that allows for approximate inference in large networks and has been shown to surpass the accuracy of existing variational methods. To compare our method to two state-of-the-art methods for multi-agent planning on graphs, we apply the method different standard GMDP problems. We show that in cases, where the goal is encoded as a non-local cost function, our method performs well, while state-of-the-art methods approach the performance of random guess. In a final experiment, we demonstrate that our method brings significant improvement for synchronization tasks.


A Gentle Introduction to the Bayes Optimal Classifier

#artificialintelligence

Because the Bayes classifier is optimal, the Bayes error is the minimum possible error that can be made. Further, the model is often described in terms of classification, e.g. the Bayes Classifier. Nevertheless, the principle applies just as well to regression: that is, predictive modeling problems where a numerical value is predicted instead of a class label. It is a theoretical model, but it is held up as an ideal that we may wish to pursue. In theory we would always like to predict qualitative responses using the Bayes classifier. But for real data, we do not know the conditional distribution of Y given X, and so computing the Bayes classifier is impossible. Therefore, the Bayes classifier serves as an unattainable gold standard against which to compare other methods.


Deep Probabilistic Models to Detect Data Poisoning Attacks

arXiv.org Machine Learning

Data poisoning attacks compromise the integrity of machine-learning models by introducing malicious training samples to influence the results during test time. In this work, we investigate backdoor data poisoning attack on deep neural networks (DNNs) by inserting a backdoor pattern in the training images. The resulting attack will misclassify poisoned test samples while maintaining high accuracies for the clean test-set. We present two approaches for detection of such poisoned samples by quantifying the uncertainty estimates associated with the trained models. In the first approach, we model the outputs of the various layers (deep features) with parametric probability distributions learnt from the clean held-out dataset. At inference, the likelihoods of deep features w.r.t these distributions are calculated to derive uncertainty estimates. In the second approach, we use Bayesian deep neural networks trained with mean-field variational inference to estimate model uncertainty associated with the predictions. The uncertainty estimates from these methods are used to discriminate clean from the poisoned samples.


Bayesian Model Selection for Change Point Detection and Clustering

arXiv.org Machine Learning

We address the new problem of estimating a piece-wise constant signal with the purpose of detecting its change points and the levels of clusters. Our approach is to model it as a nonparametric penalized least square model selection on a family of models indexed over the collection of partitions of the design points and propose a computationally efficient algorithm to approximately solve it. Statistically, minimizing such a penalized criterion yields an approximation to the maximum a posteriori probability (MAP) estimator. The criterion is then analyzed and an oracle inequality is derived using a Gaussian concentration inequality. The oracle inequality is used to derive on one hand conditions for consistency and on the other hand an adaptive upper bound on the expected square risk of the estimator, which statistically motivates our approximation. Finally, we apply our algorithm to simulated data to experimentally validate the statistical guarantees and illustrate its behavior.


Overcoming Catastrophic Forgetting by Generative Regularization

arXiv.org Machine Learning

In this paper, we propose a new method to overcome catastrophic forgetting by adding generative regularization to Bayesian inference framework. We could construct generative regularization term for all given models by leveraging Energy-based models and Langevin-Dynamic sampling. By combining discriminative and generative loss together, we show that this intuitively provides a better posterior formulation in Bayesian inference. Experimental results show that the proposed method outperforms state of-the-art methods on a variety of tasks, avoiding catastrophic forgetting in continual learning. In particular, the proposed method outperforms previous methos over 10$\%$ in Fashion-MNIST dataset.


Rank Aggregation via Heterogeneous Thurstone Preference Models

arXiv.org Machine Learning

We propose the Heterogeneous Thurstone Model (HTM) for aggregating ranked data, which can take the accuracy levels of different users into account. By allowing different noise distributions, the proposed HTM model maintains the generality of Thurstone's original framework, and as such, also extends the Bradley-Terry-Luce (BTL) model for pairwise comparisons to heterogeneous populations of users. Under this framework, we also propose a rank aggregation algorithm based on alternating gradient descent to estimate the underlying item scores and accuracy levels of different users simultaneously from noisy pairwise comparisons. We theoretically prove that the proposed algorithm converges linearly up to a statistical error which matches that of the state-of-the-art method for the single-user BTL model. We evaluate the proposed HTM model and algorithm on both synthetic and real data, demonstrating that it outperforms existing methods.


A Dataset Schema for Cooperative Learning from Demonstration in Multi-robots Systems

arXiv.org Artificial Intelligence

To achieve these common goals, agents in a MAS should be capable of interacting with other agents, not simply by exchanging data, but by engaging as in social activities, such as those people participate in their daily lives: cooperation, coordination, negotiation, and the like. In MASs, agents are assumed to be autonomous - capable of making independent decisions about to do in order to satisfy their design objectives, and thus they need mechanisms that allow them to synchronize and to coordinate their activities at run time [31]. Although one of the main issues in MASs is the agents' coordination structure, this is not hard-wired at design time, as MASs are typically in standard concurrent/distributed systems. One well-known strategy for coordination in MAS is the design of multi-agent coordinated plans [7][35][36][33][14] that include, not only usual agents' actions defined by their effectors, but also communication actions to achieve the necessary synchronization and coordination. To represent communication actions, some specific languages were created, e.g.