Uncertainty
Sequential Function-Space Variational Inference via Gaussian Mixture Approximation
Zhu, Menghao Waiyan William, Hao, Pengcheng, Kuruoฤlu, Ercan Engin
Continual learning is learning from a sequence of tasks with the aim of learning new tasks without forgetting old tasks. Sequential function-space variational inference (SFSVI) is a continual learning method based on variational inference which uses a Gaussian variational distribution to approximate the distribution of the outputs of a finite number of selected inducing points. Since the posterior distribution of a neural network is multi-modal, a Gaussian distribution could only match one mode of the posterior distribution, and a Gaussian mixture distribution could be used to better approximate the posterior distribution. We propose an SFSVI method which uses a Gaussian mixture variational distribution. We also compare different types of variational inference methods with and without a fixed pre-trained feature extractor. We find that in terms of final average accuracy, Gaussian mixture methods perform better than Gaussian methods and likelihood-focused methods perform better than prior-focused methods.
Learning Energy-Based Models by Self-normalising the Likelihood
Senetaire, Hugo, Jeha, Paul, Mattei, Pierre-Alexandre, Frellsen, Jes
Training an energy-based model (EBM) with maximum likelihood is challenging due to the intractable normalisation constant. Traditional methods rely on expensive Markov chain Monte Carlo (MCMC) sampling to estimate the gradient of logartihm of the normalisation constant. We propose a novel objective called self-normalised log-likelihood (SNL) that introduces a single additional learnable parameter representing the normalisation constant compared to the regular log-likelihood. SNL is a lower bound of the log-likelihood, and its optimum corresponds to both the maximum likelihood estimate of the model parameters and the normalisation constant. We show that the SNL objective is concave in the model parameters for exponential family distributions. Unlike the regular log-likelihood, the SNL can be directly optimised using stochastic gradient techniques by sampling from a crude proposal distribution. We validate the effectiveness of our proposed method on various density estimation tasks as well as EBMs for regression. Our results show that the proposed method, while simpler to implement and tune, outperforms existing techniques.
Your Assumed DAG is Wrong and Here's How To Deal With It
Padh, Kirtan, Li, Zhufeng, Casolo, Cecilia, Kilbertus, Niki
Assuming a directed acyclic graph (DAG) that represents prior knowledge of causal relationships between variables is a common starting point for cause-effect estimation. Existing literature typically invokes hypothetical domain expert knowledge or causal discovery algorithms to justify this assumption. In practice, neither may propose a single DAG with high confidence. Domain experts are hesitant to rule out dependencies with certainty or have ongoing disputes about relationships; causal discovery often relies on untestable assumptions itself or only provides an equivalence class of DAGs and is commonly sensitive to hyperparameter and threshold choices. We propose an efficient, gradient-based optimization method that provides bounds for causal queries over a collection of causal graphs -- compatible with imperfect prior knowledge -- that may still be too large for exhaustive enumeration. Our bounds achieve good coverage and sharpness for causal queries such as average treatment effects in linear and non-linear synthetic settings as well as on real-world data. Our approach aims at providing an easy-to-use and widely applicable rebuttal to the valid critique of `What if your assumed DAG is wrong?'.
Chance-constrained Linear Quadratic Gaussian Games for Multi-robot Interaction under Uncertainty
Ren, Kai, Salizzoni, Giulio, Gรผrsoy, Mustafa Emre, Kamgarpour, Maryam
We address safe multi-robot interaction under uncertainty. In particular, we formulate a chance-constrained linear quadratic Gaussian game with coupling constraints and system uncertainties. We find a tractable reformulation of the game and propose a dual ascent algorithm. We prove that the algorithm converges to a generalized Nash equilibrium of the reformulated game, ensuring the satisfaction of the chance constraints. We test our method in driving simulations and real-world robot experiments. Our method ensures safety under uncertainty and generates less conservative trajectories than single-agent model predictive control.
HIF: Height Interval Filtering for Efficient Dynamic Points Removal
Zhang, Shufang, Jiang, Tao, Wu, Jiazheng, Meng, Ziyu, Zhang, Ziyang, An, Shan
3D point cloud mapping plays a essential role in localization and autonomous navigation. However, dynamic objects often leave residual traces during the map construction process, which undermine the performance of subsequent tasks. Therefore, dynamic object removal has become a critical challenge in point cloud based map construction within dynamic scenarios. Existing approaches, however, often incur significant computational overhead, making it difficult to meet the real-time processing requirements. To address this issue, we introduce the Height Interval Filtering (HIF) method. This approach constructs pillar-based height interval representations to probabilistically model the vertical dimension, with interval probabilities updated through Bayesian inference. It ensures real-time performance while achieving high accuracy and improving robustness in complex environments. Additionally, we propose a low-height preservation strategy that enhances the detection of unknown spaces, reducing misclassification in areas blocked by obstacles (occluded regions). Experiments on public datasets demonstrate that HIF delivers a 7.7 times improvement in time efficiency with comparable accuracy to existing SOTA methods. The code will be publicly available.
Precise Insulin Delivery for Artificial Pancreas: A Reinforcement Learning Optimized Adaptive Fuzzy Control Approach
Mameche, Omar, Abedou, Abdelhadi, Mezaache, Taqwa, Tadjine, Mohamed
This paper explores the application of reinforcement learning to optimize the parameters of a Type-1 Takagi-Sugeno fuzzy controller, designed to operate as an artificial pancreas for Type 1 diabetes. The primary challenge in diabetes management is the dynamic nature of blood glucose levels, which are influenced by several factors such as meal intake and timing. Traditional controllers often struggle to adapt to these changes, leading to suboptimal insulin administration. To address this issue, we employ a reinforcement learning agent tasked with adjusting 27 parameters of the Takagi-Sugeno fuzzy controller at each time step, ensuring real-time adaptability. The study's findings demonstrate that this approach significantly enhances the robustness of the controller against variations in meal size and timing, while also stabilizing glucose levels with minimal exogenous insulin. This adaptive method holds promise for improving the quality of life and health outcomes for individuals with Type 1 diabetes by providing a more responsive and precise management tool. Simulation results are given to highlight the effectiveness of the proposed approach.
Personalized Class Incremental Context-Aware Food Classification for Food Intake Monitoring Systems
Tehrani, Hassan Kazemi, Cai, Jun, Yekanlou, Abbas, Santosa, Sylvia
Accurate food intake monitoring is crucial for maintaining a healthy diet and preventing nutrition-related diseases. With the diverse range of foods consumed across various cultures, classic food classification models have limitations due to their reliance on fixed-sized food datasets. Studies show that people consume only a small range of foods across the existing ones, each consuming a unique set of foods. Existing class-incremental models have low accuracy for the new classes and lack personalization. This paper introduces a personalized, class-incremental food classification model designed to overcome these challenges and improve the performance of food intake monitoring systems. Our approach adapts itself to the new array of food classes, maintaining applicability and accuracy, both for new and existing classes by using personalization. Our model's primary focus is personalization, which improves classification accuracy by prioritizing a subset of foods based on an individual's eating habits, including meal frequency, times, and locations. A modified version of DSN is utilized to expand on the appearance of new food classes. Additionally, we propose a comprehensive framework that integrates this model into a food intake monitoring system. This system analyzes meal images provided by users, makes use of a smart scale to estimate food weight, utilizes a nutrient content database to calculate the amount of each macro-nutrient, and creates a dietary user profile through a mobile application. Finally, experimental evaluations on two new benchmark datasets FOOD101-Personal and VFN-Personal, personalized versions of well-known datasets for food classification, are conducted to demonstrate the effectiveness of our model in improving the classification accuracy of both new and existing classes, addressing the limitations of both conventional and class-incremental food classification models.
BTFL: A Bayesian-based Test-Time Generalization Method for Internal and External Data Distributions in Federated learning
Federated Learning (FL) enables multiple clients to collaboratively develop a global model while maintaining data privacy. However, online FL deployment faces challenges due to distribution shifts and evolving test samples. Personalized Federated Learning (PFL) tailors the global model to individual client distributions, but struggles with Out-Of-Distribution (OOD) samples during testing, leading to performance degradation. In real-world scenarios, balancing personalization and generalization during online testing is crucial and existing methods primarily focus on training-phase generalization. To address the test-time trade-off, we introduce a new scenario: Test-time Generalization for Internal and External Distributions in Federated Learning (TGFL), which evaluates adaptability under Internal Distribution (IND) and External Distribution (EXD). We propose BTFL, a Bayesian-based test-time generalization method for TGFL, which balances generalization and personalization at the sample level during testing. BTFL employs a two-head architecture to store local and global knowledge, interpolating predictions via a dual-Bayesian framework that considers both historical test data and current sample characteristics with theoretical guarantee and faster speed. Our experiments demonstrate that BTFL achieves improved performance across various datasets and models with less time cost. The source codes are made publicly available at https://github.com/ZhouYuCS/BTFL .
Bayesian Optimization for Robust Identification of Ornstein-Uhlenbeck Model
Xu, Jinwen, Lu, Qin, Bar-Shalom, Yaakov
This paper deals with the identification of the stochastic Ornstein-Uhlenbeck (OU) process error model, which is characterized by an inverse time constant, and the unknown variances of the process and observation noises. Although the availability of the explicit expression of the log-likelihood function allows one to obtain the maximum likelihood estimator (MLE), this entails evaluating the nontrivial gradient and also often struggles with local optima. To address these limitations, we put forth a sample-efficient global optimization approach based on the Bayesian optimization (BO) framework, which relies on a Gaussian process (GP) surrogate model for the objective function that effectively balances exploration and exploitation to select the query points. Specifically, each evaluation of the objective is implemented efficiently through the Kalman filter (KF) recursion. Comprehensive experiments on various parameter settings and sampling intervals corroborate that BO-based estimator consistently outperforms MLE implemented by the steady-state KF approximation and the expectation-maximization algorithm (whose derivation is a side contribution) in terms of root mean-square error (RMSE) and statistical consistency, confirming the effectiveness and robustness of the BO for identification of the stochastic OU process. Notably, the RMSE values produced by the BO-based estimator are smaller than the classical Cram\'{e}r-Rao lower bound, especially for the inverse time constant, estimating which has been a long-standing challenge. This seemingly counterintuitive result can be explained by the data-driven prior for the learning parameters indirectly injected by BO through the GP prior over the objective function.
Causality Enhanced Origin-Destination Flow Prediction in Data-Scarce Cities
Feng, Tao, Zhang, Yunke, Wang, Huandong, Li, Yong
Accurate origin-destination (OD) flow prediction is of great importance to developing cities, as it can contribute to optimize urban structures and layouts. However, with the common issues of missing regional features and lacking OD flow data, it is quite daunting to predict OD flow in developing cities. To address this challenge, we propose a novel Causality-Enhanced OD Flow Prediction (CE-OFP), a unified framework that aims to transfer urban knowledge between cities and achieve accuracy improvements in OD flow predictions across data-scarce cities. In specific, we propose a novel reinforcement learning model to discover universal causalities among urban features in data-rich cities and build corresponding causal graphs. Then, we further build Causality-Enhanced Variational Auto-Encoder (CE-VAE) to incorporate causal graphs for effective feature reconstruction in data-scarce cities. Finally, with the reconstructed features, we devise a knowledge distillation method with a graph attention network to migrate the OD prediction model from data-rich cities to data-scare cities. Extensive experiments on two pairs of real-world datasets validate that the proposed CE-OFP remarkably outperforms state-of-the-art baselines, which can reduce the RMSE of OD flow prediction for data-scarce cities by up to 11%.