Goto

Collaborating Authors

 Uncertainty


Transport Quasi-Monte Carlo

arXiv.org Machine Learning

Quasi-Monte Carlo (QMC) is a powerful method for evaluating high-dimensional integrals. However, its use is typically limited to distributions where direct sampling is straightforward, such as the uniform distribution on the unit hypercube or the Gaussian distribution. For general target distributions with potentially unnormalized densities, leveraging the low-discrepancy property of QMC to improve accuracy remains challenging. We propose training a transport map to push forward the uniform distribution on the unit hypercube to approximate the target distribution. Inspired by normalizing flows, the transport map is constructed as a composition of simple, invertible transformations. To ensure that RQMC achieves its superior error rate, the transport map must satisfy specific regularity conditions. We introduce a flexible parametrization for the transport map that not only meets these conditions but is also expressive enough to model complex distributions. Our theoretical analysis establishes that the proposed transport QMC estimator achieves faster convergence rates than standard Monte Carlo, under mild and easily verifiable growth conditions on the integrand. Numerical experiments confirm the theoretical results, demonstrating the effectiveness of the proposed method in Bayesian inference tasks.


Using matrix-product states for time-series machine learning

arXiv.org Machine Learning

Matrix-product states (MPS) have proven to be a versatile ansatz for modeling quantum many-body physics. For many applications, and particularly in one-dimension, they capture relevant quantum correlations in many-body wavefunctions while remaining tractable to store and manipulate on a classical computer. This has motivated researchers to also apply the MPS ansatz to machine learning (ML) problems where capturing complex correlations in datasets is also a key requirement. Here, we develop and apply an MPS-based algorithm, MPSTime, for learning a joint probability distribution underlying an observed time-series dataset, and show how it can be used to tackle important time-series ML problems, including classification and imputation. MPSTime can efficiently learn complicated time-series probability distributions directly from data, requires only moderate maximum MPS bond dimension $\chi_{\rm max}$, with values for our applications ranging between $\chi_{\rm max} = 20-150$, and can be trained for both classification and imputation tasks under a single logarithmic loss function. Using synthetic and publicly available real-world datasets, spanning applications in medicine, energy, and astronomy, we demonstrate performance competitive with state-of-the-art ML approaches, but with the key advantage of encoding the full joint probability distribution learned from the data. By sampling from the joint probability distribution and calculating its conditional entanglement entropy, we show how its underlying structure can be uncovered and interpreted. This manuscript is supplemented with the release of a publicly available code package MPSTime that implements our approach. The efficiency of the MPS-based ansatz for learning complex correlation structures from time-series data is likely to underpin interpretable advances to challenging time-series ML problems across science, industry, and medicine.


Function Space Diversity for Uncertainty Prediction via Repulsive Last-Layer Ensembles

arXiv.org Artificial Intelligence

Bayesian inference in function space has gained attention due to its robustness against overparameterization in neural networks. However, approximating the infinite-dimensional function space introduces several challenges. In this work, we discuss function space inference via particle optimization and present practical modifications that improve uncertainty estimation and, most importantly, make it applicable for large and pretrained networks. First, we demonstrate that the input samples, where particle predictions are enforced to be diverse, are detrimental to the model performance. While diversity on training data itself can lead to underfitting, the use of label-destroying data augmentation, or unlabeled out-of-distribution data can improve prediction diversity and uncertainty estimates. Furthermore, we take advantage of the function space formulation, which imposes no restrictions on network parameterization other than sufficient flexibility. Instead of using full deep ensembles to represent particles, we propose a single multi-headed network that introduces a minimal increase in parameters and computation. This allows seamless integration to pretrained networks, where this repulsive last-layer ensemble can be used for uncertainty aware fine-tuning at minimal additional cost. We achieve competitive results in disentangling aleatoric and epistemic uncertainty for active learning, detecting out-of-domain data, and providing calibrated uncertainty estimates under distribution shifts with minimal compute and memory.


Permutation recovery of spikes in noisy high-dimensional tensor estimation

arXiv.org Machine Learning

We study the dynamics of gradient flow in high dimensions for the multi-spiked tensor problem, where the goal is to estimate $r$ unknown signal vectors (spikes) from noisy Gaussian tensor observations. Specifically, we analyze the maximum likelihood estimation procedure, which involves optimizing a highly nonconvex random function. We determine the sample complexity required for gradient flow to efficiently recover all spikes, without imposing any assumptions on the separation of the signal-to-noise ratios (SNRs). More precisely, our results provide the sample complexity required to guarantee recovery of the spikes up to a permutation. Our work builds on our companion paper [Ben Arous, Gerbelot, Piccolo 2024], which studies Langevin dynamics and determines the sample complexity and separation conditions for the SNRs necessary for ensuring exact recovery of the spikes (where the recovered permutation matches the identity). During the recovery process, the correlations between the estimators and the hidden vectors increase in a sequential manner. The order in which these correlations become significant depends on their initial values and the corresponding SNRs, which ultimately determines the permutation of the recovered spikes.


Probabilistic Latent Variable Modeling for Dynamic Friction Identification and Estimation

arXiv.org Artificial Intelligence

Precise identification of dynamic models in robotics is essential to support control design, friction compensation, output torque estimation, etc. A longstanding challenge remains in the identification of friction models for robotic joints, given the numerous physical phenomena affecting the underlying friction dynamics which result into nonlinear characteristics and hysteresis behaviour in particular. These phenomena proof difficult to be modelled and captured accurately using physical analogies alone. This has motivated researchers to shift from physics-based to data-driven models. Currently, these methods are still limited in their ability to generalize effectively to typical industrial robot deployement, characterized by high- and low-velocity operations and frequent direction reversals. Empirical observations motivate the use of dynamic friction models but these remain particulary challenging to establish. To address the current limitations, we propose to account for unidentified dynamics in the robot joints using latent dynamic states. The friction model may then utilize both the dynamic robot state and additional information encoded in the latent state to evaluate the friction torque. We cast this stochastic and partially unsupervised identification problem as a standard probabilistic representation learning problem. In this work both the friction model and latent state dynamics are parametrized as neural networks and integrated in the conventional lumped parameter dynamic robot model. The complete dynamics model is directly learned from the noisy encoder measurements in the robot joints. We use the Expectation-Maximisation (EM) algorithm to find a Maximum Likelihood Estimate (MLE) of the model parameters. The effectiveness of the proposed method is validated in terms of open-loop prediction accuracy in comparison with baseline methods, using the Kuka KR6 R700 as a test platform.


A survey on FPGA-based accelerator for ML models

arXiv.org Artificial Intelligence

This paper thoroughly surveys machine learning (ML) algorithms acceleration in hardware accelerators, focusing on Field-Programmable Gate Arrays (FPGAs). It reviews 287 out of 1138 papers from the past six years, sourced from four top FPGA conferences. Such selection underscores the increasing integration of ML and FPGA technologies and their mutual importance in technological advancement. Research clearly emphasises inference acceleration (81\%) compared to training acceleration (13\%). Additionally, the findings reveals that CNN dominates current FPGA acceleration research while emerging models like GNN show obvious growth trends. The categorization of the FPGA research papers reveals a wide range of topics, demonstrating the growing relevance of ML in FPGA research. This comprehensive analysis provides valuable insights into the current trends and future directions of FPGA research in the context of ML applications.


Posterior Mean Matching: Generative Modeling through Online Bayesian Inference

arXiv.org Machine Learning

This paper introduces posterior mean matching (PMM), a new method for generative modeling that is grounded in Bayesian inference. PMM uses conjugate pairs of distributions to model complex data of various modalities like images and text, offering a flexible alternative to existing methods like diffusion models. PMM models iteratively refine noisy approximations of the target distribution using updates from online Bayesian inference. PMM is flexible because its mechanics are based on general Bayesian models. We demonstrate this flexibility by developing specialized examples: a generative PMM model of real-valued data using the Normal-Normal model, a generative PMM model of count data using a Gamma-Poisson model, and a generative PMM model of discrete data using a Dirichlet-Categorical model. For the Normal-Normal PMM model, we establish a direct connection to diffusion models by showing that its continuous-time formulation converges to a stochastic differential equation (SDE). Additionally, for the Gamma-Poisson PMM, we derive a novel SDE driven by a Cox process, which is a significant departure from traditional Brownian motion-based generative models. PMMs achieve performance that is competitive with generative models for language modeling and image generation.


Diffusion priors for Bayesian 3D reconstruction from incomplete measurements

arXiv.org Artificial Intelligence

Many inverse problems are ill-posed and need to be complemented by prior information that restricts the class of admissible models. Bayesian approaches encode this information as prior distributions that impose generic properties on the model such as sparsity, non-negativity or smoothness. However, in case of complex structured models such as images, graphs or three-dimensional (3D) objects,generic prior distributions tend to favor models that differ largely from those observed in the real world. Here we explore the use of diffusion models as priors that are combined with experimental data within a Bayesian framework. We use 3D point clouds to represent 3D objects such as household items or biomolecular complexes formed from proteins and nucleic acids. We train diffusion models that generate coarse-grained 3D structures at a medium resolution and integrate these with incomplete and noisy experimental data. To demonstrate the power of our approach, we focus on the reconstruction of biomolecular assemblies from cryo-electron microscopy (cryo-EM) images, which is an important inverse problem in structural biology. We find that posterior sampling with diffusion model priors allows for 3D reconstruction from very sparse, low-resolution and partial observations.


Optimization of Collective Bayesian Decision-Making in a Swarm of Miniaturized Vibration-Sensing Robots

arXiv.org Artificial Intelligence

Inspection of infrastructure using static sensor nodes has become a well established approach in recent decades. In this work, we present an experimental setup to address a binary inspection task using mobile sensor nodes. The objective is to identify the predominant tile type in a 1mx1m tiled surface composed of vibrating and non-vibrating tiles. A swarm of miniaturized robots, equipped with onboard IMUs for sensing and IR sensors for collision avoidance, performs the inspection. The decision-making approach leverages a Bayesian algorithm, updating robots' belief using inference. The original algorithm uses one of two information sharing strategies. We introduce a novel information sharing strategy, aiming to accelerate the decision-making. To optimize the algorithm parameters, we develop a simulation framework calibrated to our real-world setup in the high-fidelity Webots robotic simulator. We evaluate the three information sharing strategies through simulations and real-world experiments. Moreover, we test the effectiveness of our optimization by placing swarms with optimized and non-optimized parameters in increasingly complex environments with varied spatial correlation and fill ratios. Results show that our proposed information sharing strategy consistently outperforms previously established information-sharing strategies in decision time. Additionally, optimized parameters yield robust performance across different environments. Conversely, non-optimized parameters perform well in simpler scenarios but show reduced accuracy in complex settings.


Active Inference and Human--Computer Interaction

arXiv.org Artificial Intelligence

Active Inference is a closed-loop computational theoretical basis for understanding behaviour, based on agents with internal probabilistic generative models that encode their beliefs about how hidden states in their environment cause their sensations. We review Active Inference and how it could be applied to model the human-computer interaction loop. Active Inference provides a coherent framework for managing generative models of humans, their environments, sensors and interface components. It informs off-line design and supports real-time, online adaptation. It provides model-based explanations for behaviours observed in HCI, and new tools to measure important concepts such as agency and engagement. We discuss how Active Inference offers a new basis for a theory of interaction in HCI, tools for design of modern, complex sensor-based systems, and integration of artificial intelligence technologies, enabling it to cope with diversity in human users and contexts. We discuss the practical challenges in implementing such Active Inference-based systems.