Uncertainty
Isoperimetry is All We Need: Langevin Posterior Sampling for RL with Sublinear Regret
Jorge, Emilio, Dimitrakakis, Christos, Basu, Debabrota
In Reinforcement Learning (RL) theory, we impose restrictive assumptions to design an algorithm with provably sublinear regret. Common assumptions, like linear or RKHS models, and Gaussian or log-concave posteriors over the models, do not explain practical success of RL across a wider range of distributions and models. Thus, we study how to design RL algorithms with sublinear regret for isoperimetric distributions, specifically the ones satisfying the Log-Sobolev Inequality (LSI). LSI distributions include the standard setups of RL and others, such as many non-log-concave and perturbed distributions. First, we show that the Posterior Sampling-based RL (PSRL) yields sublinear regret if the data distributions satisfy LSI under some mild additional assumptions. Also, when we cannot compute or sample from an exact posterior, we propose a Langevin sampling-based algorithm design: LaPSRL. We show that LaPSRL achieves order optimal regret and subquadratic complexity per episode. Finally, we deploy LaPSRL with a Langevin sampler -- SARAH-LD, and test it for different bandit and MDP environments. Experimental results validate the generality of LaPSRL across environments and its competitive performance with respect to the baselines.
A Novel Framework for Learning Stochastic Representations for Sequence Generation and Recognition
Hwang, Jungsik, Ahmadi, Ahmadreza
The ability to generate and recognize sequential data is fundamental for autonomous systems operating in dynamic environments. Inspired by the key principles of the brain-predictive coding and the Bayesian brain-we propose a novel stochastic Recurrent Neural Network with Parametric Biases (RNNPB). The proposed model incorporates stochasticity into the latent space using the reparameterization trick used in variational autoencoders. This approach enables the model to learn probabilistic representations of multidimensional sequences, capturing uncertainty and enhancing robustness against overfitting. We tested the proposed model on a robotic motion dataset to assess its performance in generating and recognizing temporal patterns. The experimental results showed that the stochastic RNNPB model outperformed its deterministic counterpart in generating and recognizing motion sequences. The results highlighted the proposed model's capability to quantify and adjust uncertainty during both learning and inference. The stochasticity resulted in a continuous latent space representation, facilitating stable motion generation and enhanced generalization when recognizing novel sequences. Our approach provides a biologically inspired framework for modeling temporal patterns and advances the development of robust and adaptable systems in artificial intelligence and robotics.
Functional Risk Minimization
Alet, Ferran, Gehring, Clement, Lozano-Pรฉrez, Tomรกs, Kawaguchi, Kenji, Tenenbaum, Joshua B., Kaelbling, Leslie Pack
The field of Machine Learning has changed significantly since the 1970s. However, its most basic principle, Empirical Risk Minimization (ERM), remains unchanged. We propose Functional Risk Minimization~(FRM), a general framework where losses compare functions rather than outputs. This results in better performance in supervised, unsupervised, and RL experiments. In the FRM paradigm, for each data point $(x_i,y_i)$ there is function $f_{\theta_i}$ that fits it: $y_i = f_{\theta_i}(x_i)$. This allows FRM to subsume ERM for many common loss functions and to capture more realistic noise processes. We also show that FRM provides an avenue towards understanding generalization in the modern over-parameterized regime, as its objective can be framed as finding the simplest model that fits the training data.
Testing and Improving the Robustness of Amortized Bayesian Inference for Cognitive Models
Wu, Yufei, Radev, Stefan, Tuerlinckx, Francis
Contaminant observations and outliers often cause problems when estimating the parameters of cognitive models, which are statistical models representing cognitive processes. In this study, we test and improve the robustness of parameter estimation using amortized Bayesian inference (ABI) with neural networks. To this end, we conduct systematic analyses on a toy example and analyze both synthetic and real data using a popular cognitive model, the Drift Diffusion Models (DDM). First, we study the sensitivity of ABI to contaminants with tools from robust statistics: the empirical influence function and the breakdown point. Next, we propose a data augmentation or noise injection approach that incorporates a contamination distribution into the data-generating process during training. We examine several candidate distributions and evaluate their performance and cost in terms of accuracy and efficiency loss relative to a standard estimator. Introducing contaminants from a Cauchy distribution during training considerably increases the robustness of the neural density estimator as measured by bounded influence functions and a much higher breakdown point. Overall, the proposed method is straightforward and practical to implement and has a broad applicability in fields where outlier detection or removal is challenging.
Graph Structure Refinement with Energy-based Contrastive Learning
Zeng, Xianlin, Wang, Yufeng, Sun, Yuqi, Guo, Guodong, Zhang, Baochang, Ding, Wenrui
Graph Neural Networks (GNNs) have recently gained widespread attention as a successful tool for analyzing graph-structured data. However, imperfect graph structure with noisy links lacks enough robustness and may damage graph representations, therefore limiting the GNNs' performance in practical tasks. Moreover, existing generative architectures fail to fit discriminative graph-related tasks. To tackle these issues, we introduce an unsupervised method based on a joint of generative training and discriminative training to learn graph structure and representation, aiming to improve the discriminative performance of generative models. We propose an Energy-based Contrastive Learning (ECL) guided Graph Structure Refinement (GSR) framework, denoted as ECL-GSR. To our knowledge, this is the first work to combine energy-based models with contrastive learning for GSR. Specifically, we leverage ECL to approximate the joint distribution of sample pairs, which increases the similarity between representations of positive pairs while reducing the similarity between negative ones. Refined structure is produced by augmenting and removing edges according to the similarity metrics among node representations. Extensive experiments demonstrate that ECL-GSR outperforms the state-of-the-art on eight benchmark datasets in node classification. ECL-GSR achieves faster training with fewer samples and memories against the leading baseline, highlighting its simplicity and efficiency in downstream tasks.
A survey on pioneering metaheuristic algorithms between 2019 and 2024
Dokeroglu, Tansel, Canturk, Deniz, Kucukyilmaz, Tayfun
With innovation accelerating, selecting the most effective algorithms has become increasingly demanding for researchers and practitioners alike. Recognizing this, we conducted an in-depth review of metaheuristics introduced in the past six years, focusing on their influence and effectiveness. We evaluated these algorithms across essential criteria: citation frequency, diversity in tackled problem types, code availability, ease of parameter tuning, introduction of novel mechanisms, and resilience to issues like stagnation and early convergence. Out of 158 algorithms, we identified 23 that set themselves apart, each contributing unique solutions to long-standing optimization challenges. These algorithms stand out for their versatility and innovation, positioning them as valuable assets for advancing research and addressing complex real-world problems. Our review offers a detailed analysis of these algorithms, comparing their strengths, limitations, similarities, and applications, while highlighting promising trends and future pathways in metaheuristic research.
An Anomaly Detection System Based on Generative Classifiers for Controller Area Network
Zhao, Chunheng, Longari, Stefano, Carminati, Michele, Pisu, Pierluigi
As electronic systems become increasingly complex and prevalent in modern vehicles, securing onboard networks is crucial, particularly as many of these systems are safety-critical. Researchers have demonstrated that modern vehicles are susceptible to various types of attacks, enabling attackers to gain control and compromise safety-critical electronic systems. Consequently, several Intrusion Detection Systems (IDSs) have been proposed in the literature to detect such cyber-attacks on vehicles. This paper introduces a novel generative classifier-based Intrusion Detection System (IDS) designed for anomaly detection in automotive networks, specifically focusing on the Controller Area Network (CAN). Leveraging variational Bayes, our proposed IDS utilizes a deep latent variable model to construct a causal graph for conditional probabilities. An auto-encoder architecture is utilized to build the classifier to estimate conditional probabilities, which contribute to the final prediction probabilities through Bayesian inference. Comparative evaluations against state-of-the-art IDSs on a public Car-hacking dataset highlight our proposed classifier's superior performance in improving detection accuracy and F1-score. The proposed IDS demonstrates its efficacy by outperforming existing models with limited training data, providing enhanced security assurance for automotive systems.
Enhancing Diffusion Models for Inverse Problems with Covariance-Aware Posterior Sampling
Hamidi, Shayan Mohajer, Yang, En-Hui
Inverse problems exist in many disciplines of science and engineering. In computer vision, for example, tasks such as inpainting, deblurring, and super resolution can be effectively modeled as inverse problems. Recently, denoising diffusion probabilistic models (DDPMs) are shown to provide a promising solution to noisy linear inverse problems without the need for additional task specific training. Specifically, with the prior provided by DDPMs, one can sample from the posterior by approximating the likelihood. In the literature, approximations of the likelihood are often based on the mean of conditional densities of the reverse process, which can be obtained using Tweedie formula. To obtain a better approximation to the likelihood, in this paper we first derive a closed form formula for the covariance of the reverse process. Then, we propose a method based on finite difference method to approximate this covariance such that it can be readily obtained from the existing pretrained DDPMs, thereby not increasing the complexity compared to existing approaches. Finally, based on the mean and approximated covariance of the reverse process, we present a new approximation to the likelihood. We refer to this method as covariance-aware diffusion posterior sampling (CA-DPS). Experimental results show that CA-DPS significantly improves reconstruction performance without requiring hyperparameter tuning. The code for the paper is put in the supplementary materials.
Causal Discovery on Dependent Binary Data
The assumption of independence between observations (units) in a dataset is prevalent across various methodologies for learning causal graphical models. However, this assumption often finds itself in conflict with real-world data, posing challenges to accurate structure learning. We propose a decorrelation-based approach for causal graph learning on dependent binary data, where the local conditional distribution is defined by a latent utility model with dependent errors across units. We develop a pairwise maximum likelihood method to estimate the covariance matrix for the dependence among the units. Then, leveraging the estimated covariance matrix, we develop an EM-like iterative algorithm to generate and decorrelate samples of the latent utility variables, which serve as decorrelated data. Any standard causal discovery method can be applied on the decorrelated data to learn the underlying causal graph. We demonstrate that the proposed decorrelation approach significantly improves the accuracy in causal graph learning, through numerical experiments on both synthetic and real-world datasets.
Graph-attention-based Casual Discovery with Trust Region-navigated Clipping Policy Optimization
Liu, Shixuan, Feng, Yanghe, Wu, Keyu, Cheng, Guangquan, Huang, Jincai, Liu, Zhong
In many domains of empirical sciences, discovering the causal structure within variables remains an indispensable task. Recently, to tackle with unoriented edges or latent assumptions violation suffered by conventional methods, researchers formulated a reinforcement learning (RL) procedure for causal discovery, and equipped REINFORCE algorithm to search for the best-rewarded directed acyclic graph. The two keys to the overall performance of the procedure are the robustness of RL methods and the efficient encoding of variables. However, on the one hand, REINFORCE is prone to local convergence and unstable performance during training. Neither trust region policy optimization, being computationally-expensive, nor proximal policy optimization (PPO), suffering from aggregate constraint deviation, is decent alternative for combinatory optimization problems with considerable individual subactions. We propose a trust region-navigated clipping policy optimization method for causal discovery that guarantees both better search efficiency and steadiness in policy optimization, in comparison with REINFORCE, PPO and our prioritized sampling-guided REINFORCE implementation. On the other hand, to boost the efficient encoding of variables, we propose a refined graph attention encoder called SDGAT that can grasp more feature information without priori neighbourhood information. With these improvements, the proposed method outperforms former RL method in both synthetic and benchmark datasets in terms of output results and optimization robustness.