We begin by reiterating that common neural network activation functions have simple Bayesian origins. In this spirit, we go on to show that Bayes's theorem also implies a simple recurrence relation; this leads to a Bayesian recurrent unit with a prescribed feedback formulation. We show that introduction of a context indicator leads to a variable feedback that is similar to the forget mechanism in conventional recurrent units. A similar approach leads to a probabilistic input gate. The Bayesian formulation leads naturally to the two pass algorithm of the Kalman smoother or forward-backward algorithm, meaning that inference naturally depends upon future inputs as well as past ones. Experiments on speech recognition confirm that the resulting architecture can perform as well as a bidirectional recurrent network with the same number of parameters as a unidirectional one. Further, when configured explicitly bidirectionally, the architecture can exceed the performance of a conventional bidirectional recurrence.

This article introduces a Bayesian nonparametric method for quantifying the relative evidence in a dataset in favour of the dependence or independence of two variables conditional on a third. The approach uses P olya tree priors on spaces of conditional probability densities, accounting for uncertainty in the form of the underlying distributions in a nonparametric way. The Bayesian perspective provides an inherently symmetric probability measure of conditional dependence or independence, a feature particularly advantageous in causal discovery and not employed by any previous procedure of this type.

The likelihood function is a fundamental component in Bayesian statistics. However, evaluating the likelihood of an observation is computationally intractable in many applications. In this paper, we propose a non-parametric approximation of the likelihood that identifies a probability measure which lies in the neighborhood of the nominal measure and that maximizes the probability of observing the given sample point. We show that when the neighborhood is constructed by the Kullback-Leibler divergence, by moment conditions or by the Wasserstein distance, then our \textit{optimistic likelihood} can be determined through the solution of a convex optimization problem, and it admits an analytical expression in particular cases. We also show that the posterior inference problem with our optimistic likelihood approximation enjoys strong theoretical performance guarantees, and it performs competitively in a probabilistic classification task.

In this paper, we propose a new estimation procedure for discovering the structure of Gaussian Markov random fields (MRFs) with false discovery rate (FDR) control, making use of the sorted l1-norm (SL1) regularization. A Gaussian MRF is an acyclic graph representing a multivariate Gaussian distribution, where nodes are random variables and edges represent the conditional dependence between the connected nodes. Since it is possible to learn the edge structure of Gaussian MRFs directly from data, Gaussian MRFs provide an excellent way to understand complex data by revealing the dependence structure among many inputs features, such as genes, sensors, users, documents, etc. In learning the graphical structure of Gaussian MRFs, it is desired to discover the actual edges of the underlying but unknown probabilistic graphical model-it becomes more complicated when the number of random variables (features) p increases, compared to the number of data points n. In particular, when p >> n, it is statistically unavoidable for any estimation procedure to include false edges. Therefore, there have been many trials to reduce the false detection of edges, in particular, using different types of regularization on the learning parameters. Our method makes use of the SL1 regularization, introduced recently for model selection in linear regression. We focus on the benefit of SL1 regularization that it can be used to control the FDR of detecting important random variables. Adapting SL1 for probabilistic graphical models, we show that SL1 can be used for the structure learning of Gaussian MRFs using our suggested procedure nsSLOPE (neighborhood selection Sorted L-One Penalized Estimation), controlling the FDR of detecting edges.

In classic papers, Zellner demonstrated that Bayesian inference could be derived as the solution to an information theoretic functional. Below we derive a generalized form of this functional as a variational lower bound of a predictive information bottleneck objective. This generalized functional encompasses most modern inference procedures and suggests novel ones.

It is a significant challenge to design probabilistic programming systems that can accommodate a wide variety of inference strategies within a unified framework. Noting that the versatility of modern automatic differentiation frameworks is based in large part on the unifying concept of tensors, we describe a software abstraction --functional tensors-- that captures many of the benefits of tensors, while also being able to describe continuous probability distributions. Moreover, functional tensors are a natural candidate for generalized variable elimination and parallel-scan filtering algorithms that enable parallel exact inference for a large family of tractable modeling motifs. We demonstrate the versatility of functional tensors by integrating them into the modeling frontend and inference backend of the Pyro programming language. In experiments we show that the resulting framework enables a large variety of inference strategies, including those that mix exact and approximate inference.

Neural Network based controllers hold enormous potential to learn complex, high-dimensional functions. However, they are prone to overfitting and unwarranted extrapolations. PAC Bayes is a generalized framework which is more resistant to overfitting and that yields performance bounds that hold with arbitrarily high probability even on the unjustified extrapolations. However, optimizing to learn such a function and a bound is intractable for complex tasks. In this work, we propose a method to simultaneously learn such a function and estimate performance bounds that scale organically to high-dimensions, non-linear environments without making any explicit assumptions about the environment. We build our approach on a parallel that we draw between the formulations called ELBO and PAC Bayes when the risk metric is negative log likelihood. Through our experiments on multiple high dimensional MuJoCo locomotion tasks, we validate the correctness of our theory, show its ability to generalize better, and investigate the factors that are important for its learning. The code for all the experiments is available at https://bit.ly/2qv0JjA.

Marta Kwiatkowska is a co-proposer of the Validate AI Conference. She is Professor of Computing Systems and Fellow of Trinity College, University of Oxford. Prior to this she was Professor in the School of Computer Science at the University of Birmingham, Lecturer at the University of Leicester and Assistant Professor at the Jagiellonian University in Cracow, Poland. Kwiatkowska has made fundamental contributions to the theory and practice of model checking for probabilistic systems, focusing on automated techniques for verification and synthesis from quantitative specifications. More recently, she has been working on safety and robustness verification for neural networks with provable guarantees.

Marta Kwiatkowska is a co-proposer of the Validate AI Conference. She is Professor of Computing Systems and Fellow of Trinity College, University of Oxford. Prior to this she was Professor in the School of Computer Science at the University of Birmingham, Lecturer at the University of Leicester and Assistant Professor at the Jagiellonian University in Cracow, Poland. Kwiatkowska has made fundamental contributions to the theory and practice of model checking for probabilistic systems, focusing on automated techniques for verification and synthesis from quantitative specifications. More recently, she has been working on safety and robustness verification for neural networks with provable guarantees.

We develop a generative model-based approach to Bayesian inverse problems, such as image reconstruction from noisy and incomplete images. Our framework addresses two common challenges of Bayesian reconstructions: 1) It makes use of complex, data-driven priors that comprise all available information about the uncorrupted data distribution. 2) It enables computationally tractable uncertainty quantification in the form of posterior analysis in latent and data space. The method is very efficient in that the generative model only has to be trained once on an uncorrupted data set, after that, the procedure can be used for arbitrary corruption types.