Uncertainty
Recursive Bayesian Networks: Generalising and Unifying Probabilistic Context-Free Grammars and Dynamic Bayesian Networks
Probabilistic context-free grammars (PCFGs) and dynamic Bayesian networks (DBNs) are widely used sequence models with complementary strengths and limitations. While PCFGs allow for nested hierarchical dependencies (tree structures), their latent variables (non-terminal symbols) have to be discrete. In contrast, DBNs allow for continuous latent variables, but the dependencies are strictly sequential (chain structure). Therefore, neither can be applied if the latent variables are assumed to be continuous and also to have a nested hierarchical dependency structure. In this paper, we present Recursive Bayesian Networks (RBNs), which generalise and unify PCFGs and DBNs, combining their strengths and containing both as special cases. RBNs define a joint distribution over tree-structured Bayesian networks with discrete or continuous latent variables. The main challenge lies in performing joint inference over the exponential number of possible structures and the continuous variables. We provide two solutions: 1) For arbitrary RBNs, we generalise inside and outside probabilities from PCFGs to the mixed discrete-continuous case, which allows for maximum posterior estimates of the continuous latent variables via gradient descent, while marginalising over network structures.
Non-identifiability and the Blessings of Misspecification in Models of Molecular Fitness
Understanding the consequences of mutation for molecular fitness and function is a fundamental problem in biology. Recently, generative probabilistic models have emerged as a powerful tool for estimating fitness from evolutionary sequence data, with accuracy sufficient to predict both laboratory measurements of function and disease risk in humans, and to design novel functional proteins. Existing techniques rest on an assumed relationship between density estimation and fitness estimation, a relationship that we interrogate in this article. We prove that fitness is not identifiable from observational sequence data alone, placing fundamental limits on our ability to disentangle fitness landscapes from phylogenetic history. We show on real datasets that perfect density estimation in the limit of infinite data would, with high confidence, result in poor fitness estimation; current models perform accurate fitness estimation because of, not despite, misspecification. Our results challenge the conventional wisdom that bigger models trained on bigger datasets will inevitably lead to better fitness estimation, and suggest novel estimation strategies going forward.
Resilient Multiple Choice Learning: A learned scoring scheme with application to audio scene analysis
We introduce Resilient Multiple Choice Learning (rMCL), an extension of the MCL approach for conditional distribution estimation in regression settings where multiple targets may be sampled for each training input. Multiple Choice Learning is a simple framework to tackle multimodal density estimation, using the WinnerTakes-All (WTA) loss for a set of hypotheses. In regression settings, the existing MCL variants focus on merging the hypotheses, thereby eventually sacrificing the diversity of the predictions. In contrast, our method relies on a novel learned scoring scheme underpinned by a mathematical framework based on Voronoi tessellations of the output space, from which we can derive a probabilistic interpretation. After empirically validating rMCL with experiments on synthetic data, we further assess its merits on the sound source localization task, demonstrating its practical usefulness and the relevance of its interpretation.
214cfbe603b7f9f9bc005d5f53f7a1d3-Paper.pdf
In this paper, we investigate the question: Given a small number of datapoints, for example N = 30, how tight can PAC-Bayes and test set bounds be made? For such small datasets, test set bounds adversely affect generalisation performance by withholding data from the training procedure. In this setting, PAC-Bayes bounds are especially attractive, due to their ability to use all the data to simultaneouslylearn a posterior and bound its generalisation risk. We focus on the case of i.i.d.
Speedy Performance Estimation for Neural Architecture Search
Reliable yet efficient evaluation of generalisation performance of a proposed architecture is crucial to the success of neural architecture search (NAS). Traditional approaches face a variety of limitations: training each architecture to completion is prohibitively expensive, early stopped validation accuracy may correlate poorly with fully trained performance, and model-based estimators require large training sets. We instead propose to estimate the final test performance based on a simple measure of training speed. Our estimator is theoretically motivated by the connection between generalisation and training speed, and is also inspired by the reformulation of a PAC-Bayes bound under the Bayesian setting. Our modelfree estimator is simple, efficient, and cheap to implement, and does not require hyperparameter-tuning or surrogate training before deployment. We demonstrate on various NAS search spaces that our estimator consistently outperforms other alternatives in achieving better correlation with the true test performance rankings. We further show that our estimator can be easily incorporated into both query-based and one-shot NAS methods to improve the speed or quality of the search.
Appendix Algorithm 2 Vanilla Pessimistic Value Iteration
Absolute Constant C, failure probability δ. 2: Initialization: Set bVH+1() 0. 3: for time h= H,H 1,...,1 do 4: Set bQh(,) brh(,) + ( bPh bVh+1)(,) 5: sh,ah, set Γh(sh,ah) = The upper bound of OPE comes from Yin and Wang [2020], Duan et al. [2020] and the Cramer-Rao lower bound comes from Jiang and Li [2016]. Table A shows the statistical optimality for offline policy learning and offline policy evaluation (OPE) in the non-stationary tabular MDPs. By Cauchy-Schwartz inequality, it can be checked that the rate between the two bounds (roughly) deviate by a factor of H (in terms of sample complexity), and this reveals that offline learning is inherently harder than OPE from the statistical aspect. Our analysis of the intrinsic learning bound in Section 4 leverage the key design feature of APVI that bVh+1 only depends on the transition data from time h+ 1 to H while bPh only uses transition pairs at time h. This enables concentration inequalities due the conditional independence.7 Especially, to recover the q VarP(V?h+1) structure to we Next, we use (3) as the intermediate step to crude bounding ||bVh+1 V?h+1|| . Lastly, we can combine this with the extended value difference lemma in Cai et al. [2020] to bound V?1 bV1 and leverage the pessimistic design for bounding bV1 Vbπ1 .