Uncertainty
Federated Learning with Uncertainty and Personalization via Efficient Second-order Optimization
Pal, Shivam, Gupta, Aishwarya, Sarwar, Saqib, Rai, Piyush
Federated Learning (FL) has emerged as a promising method to collaboratively learn from decentralized and heterogeneous data available at different clients without the requirement of data ever leaving the clients. Recent works on FL have advocated taking a Bayesian approach to FL as it offers a principled way to account for the model and predictive uncertainty by learning a posterior distribution for the client and/or server models. Moreover, Bayesian FL also naturally enables personalization in FL to handle data heterogeneity across the different clients by having each client learn its own distinct personalized model. In particular, the hierarchical Bayesian approach enables all the clients to learn their personalized models while also taking into account the commonalities via a prior distribution provided by the server. However, despite their promise, Bayesian approaches for FL can be computationally expensive and can have high communication costs as well because of the requirement of computing and sending the posterior distributions. We present a novel Bayesian FL method using an efficient second-order optimization approach, with a computational cost that is similar to first-order optimization methods like Adam, but also provides the various benefits of the Bayesian approach for FL (e.g., uncertainty, personalization), while also being significantly more efficient and accurate than SOTA Bayesian FL methods (both for standard as well as personalized FL settings). Our method achieves improved predictive accuracies as well as better uncertainty estimates as compared to the baselines which include both optimization based as well as Bayesian FL methods.
How Does Variance Shape the Regret in Contextual Bandits?
Jia, Zeyu, Qian, Jian, Rakhlin, Alexander, Wei, Chen-Yu
We consider realizable contextual bandits with general function approximation, investigating how small reward variance can lead to better-than-minimax regret bounds. Unlike in minimax bounds, we show that the eluder dimension $d_\text{elu}$$-$a complexity measure of the function class$-$plays a crucial role in variance-dependent bounds. We consider two types of adversary: (1) Weak adversary: The adversary sets the reward variance before observing the learner's action. In this setting, we prove that a regret of $\Omega(\sqrt{\min\{A,d_\text{elu}\}\Lambda}+d_\text{elu})$ is unavoidable when $d_{\text{elu}}\leq\sqrt{AT}$, where $A$ is the number of actions, $T$ is the total number of rounds, and $\Lambda$ is the total variance over $T$ rounds. For the $A\leq d_\text{elu}$ regime, we derive a nearly matching upper bound $\tilde{O}(\sqrt{A\Lambda}+d_\text{elu})$ for the special case where the variance is revealed at the beginning of each round. (2) Strong adversary: The adversary sets the reward variance after observing the learner's action. We show that a regret of $\Omega(\sqrt{d_\text{elu}\Lambda}+d_\text{elu})$ is unavoidable when $\sqrt{d_\text{elu}\Lambda}+d_\text{elu}\leq\sqrt{AT}$. In this setting, we provide an upper bound of order $\tilde{O}(d_\text{elu}\sqrt{\Lambda}+d_\text{elu})$. Furthermore, we examine the setting where the function class additionally provides distributional information of the reward, as studied by Wang et al. (2024). We demonstrate that the regret bound $\tilde{O}(\sqrt{d_\text{elu}\Lambda}+d_\text{elu})$ established in their work is unimprovable when $\sqrt{d_{\text{elu}}\Lambda}+d_\text{elu}\leq\sqrt{AT}$. However, with a slightly different definition of the total variance and with the assumption that the reward follows a Gaussian distribution, one can achieve a regret of $\tilde{O}(\sqrt{A\Lambda}+d_\text{elu})$.
Hotspot-Driven Peptide Design via Multi-Fragment Autoregressive Extension
Li, Jiahan, Chen, Tong, Luo, Shitong, Cheng, Chaoran, Guan, Jiaqi, Guo, Ruihan, Wang, Sheng, Liu, Ge, Peng, Jian, Ma, Jianzhu
Peptides, short chains of amino acids, interact with target proteins, making them a unique class of protein-based therapeutics for treating human diseases. Recently, deep generative models have shown great promise in peptide generation. However, several challenges remain in designing effective peptide binders. First, not all residues contribute equally to peptide-target interactions. Second, the generated peptides must adopt valid geometries due to the constraints of peptide bonds. Third, realistic tasks for peptide drug development are still lacking. To address these challenges, we introduce PepHAR, a hot-spot-driven autoregressive generative model for designing peptides targeting specific proteins. Building on the observation that certain hot spot residues have higher interaction potentials, we first use an energy-based density model to fit and sample these key residues. Next, to ensure proper peptide geometry, we autoregressively extend peptide fragments by estimating dihedral angles between residue frames. Finally, we apply an optimization process to iteratively refine fragment assembly, ensuring correct peptide structures. By combining hot spot sampling with fragment-based extension, our approach enables de novo peptide design tailored to a target protein and allows the incorporation of key hot spot residues into peptide scaffolds. Extensive experiments, including peptide design and peptide scaffold generation, demonstrate the strong potential of PepHAR in computational peptide binder design.
Mixed-State Quantum Denoising Diffusion Probabilistic Model
Kwun, Gino, Zhang, Bingzhi, Zhuang, Quntao
Generative quantum machine learning has gained significant attention for its ability to produce quantum states with desired distributions. Among various quantum generative models, quantum denoising diffusion probabilistic models (QuDDPMs) [Phys. Rev. Lett. 132, 100602 (2024)] provide a promising approach with stepwise learning that resolves the training issues. However, the requirement of high-fidelity scrambling unitaries in QuDDPM poses a challenge in near-term implementation. We propose the \textit{mixed-state quantum denoising diffusion probabilistic model} (MSQuDDPM) to eliminate the need for scrambling unitaries. Our approach focuses on adapting the quantum noise channels to the model architecture, which integrates depolarizing noise channels in the forward diffusion process and parameterized quantum circuits with projective measurements in the backward denoising steps. We also introduce several techniques to improve MSQuDDPM, including a cosine-exponent schedule of noise interpolation, the use of single-qubit random ancilla, and superfidelity-based cost functions to enhance the convergence. We evaluate MSQuDDPM on quantum ensemble generation tasks, demonstrating its successful performance.
Towards Maximum Likelihood Training for Transducer-based Streaming Speech Recognition
Lee, Hyeonseung, Yoon, Ji Won, Kim, Sungsoo, Kim, Nam Soo
Transducer neural networks have emerged as the mainstream approach for streaming automatic speech recognition (ASR), offering state-of-the-art performance in balancing accuracy and latency. In the conventional framework, streaming transducer models are trained to maximize the likelihood function based on non-streaming recursion rules. However, this approach leads to a mismatch between training and inference, resulting in the issue of deformed likelihood and consequently suboptimal ASR accuracy. We introduce a mathematical quantification of the gap between the actual likelihood and the deformed likelihood, namely forward variable causal compensation (FoCC). We also present its estimator, FoCCE, as a solution to estimate the exact likelihood. Through experiments on the LibriSpeech dataset, we show that FoCCE training improves the accuracy of the streaming transducers.
sbi reloaded: a toolkit for simulation-based inference workflows
Boelts, Jan, Deistler, Michael, Gloeckler, Manuel, Tejero-Cantero, รlvaro, Lueckmann, Jan-Matthis, Moss, Guy, Steinbach, Peter, Moreau, Thomas, Muratore, Fabio, Linhart, Julia, Durkan, Conor, Vetter, Julius, Miller, Benjamin Kurt, Herold, Maternus, Ziaeemehr, Abolfazl, Pals, Matthijs, Gruner, Theo, Bischoff, Sebastian, Krouglova, Nastya, Gao, Richard, Lappalainen, Janne K., Mucsรกnyi, Bรกlint, Pei, Felix, Schulz, Auguste, Stefanidi, Zinovia, Rodrigues, Pedro, Schrรถder, Cornelius, Zaid, Faried Abu, Beck, Jonas, Kapoor, Jaivardhan, Greenberg, David S., Gonรงalves, Pedro J., Macke, Jakob H.
Scientists and engineers use simulators to model empirically observed phenomena. However, tuning the parameters of a simulator to ensure its outputs match observed data presents a significant challenge. Simulation-based inference (SBI) addresses this by enabling Bayesian inference for simulators, identifying parameters that match observed data and align with prior knowledge. Unlike traditional Bayesian inference, SBI only needs access to simulations from the model and does not require evaluations of the likelihood-function. In addition, SBI algorithms do not require gradients through the simulator, allow for massive parallelization of simulations, and can perform inference for different observations without further simulations or training, thereby amortizing inference. Over the past years, we have developed, maintained, and extended $\texttt{sbi}$, a PyTorch-based package that implements Bayesian SBI algorithms based on neural networks. The $\texttt{sbi}$ toolkit implements a wide range of inference methods, neural network architectures, sampling methods, and diagnostic tools. In addition, it provides well-tested default settings but also offers flexibility to fully customize every step of the simulation-based inference workflow. Taken together, the $\texttt{sbi}$ toolkit enables scientists and engineers to apply state-of-the-art SBI methods to black-box simulators, opening up new possibilities for aligning simulations with empirically observed data.
Learning from Noisy Labels via Conditional Distributionally Robust Optimization
Guo, Hui, Yi, Grace Y., Wang, Boyu
While crowdsourcing has emerged as a practical solution for labeling large datasets, it presents a significant challenge in learning accurate models due to noisy labels from annotators with varying levels of expertise. Existing methods typically estimate the true label posterior, conditioned on the instance and noisy annotations, to infer true labels or adjust loss functions. These estimates, however, often overlook potential misspecification in the true label posterior, which can degrade model performances, especially in high-noise scenarios. To address this issue, we investigate learning from noisy annotations with an estimated true label posterior through the framework of conditional distributionally robust optimization (CDRO). We propose formulating the problem as minimizing the worst-case risk within a distance-based ambiguity set centered around a reference distribution. By examining the strong duality of the formulation, we derive upper bounds for the worst-case risk and develop an analytical solution for the dual robust risk for each data point. This leads to a novel robust pseudo-labeling algorithm that leverages the likelihood ratio test to construct a pseudo-empirical distribution, providing a robust reference probability distribution in CDRO. Moreover, to devise an efficient algorithm for CDRO, we derive a closed-form expression for the empirical robust risk and the optimal Lagrange multiplier of the dual problem, facilitating a principled balance between robustness and model fitting. Our experimental results on both synthetic and real-world datasets demonstrate the superiority of our method.
Learning via Surrogate PAC-Bayes
Picard-Weibel, Antoine, Moscoviz, Roman, Guedj, Benjamin
PAC-Bayes learning is a comprehensive setting for (i) studying the generalisation ability of learning algorithms and (ii) deriving new learning algorithms by optimising a generalisation bound. However, optimising generalisation bounds might not always be viable for tractable or computational reasons, or both. For example, iteratively querying the empirical risk might prove computationally expensive. In response, we introduce a novel principled strategy for building an iterative learning algorithm via the optimisation of a sequence of surrogate training objectives, inherited from PAC-Bayes generalisation bounds. The key argument is to replace the empirical risk (seen as a function of hypotheses) in the generalisation bound by its projection onto a constructible low dimensional functional space: these projections can be queried much more efficiently than the initial risk. On top of providing that generic recipe for learning via surrogate PAC-Bayes bounds, we (i) contribute theoretical results establishing that iteratively optimising our surrogates implies the optimisation of the original generalisation bounds, (ii) instantiate this strategy to the framework of meta-learning, introducing a meta-objective offering a closed form expression for meta-gradient, (iii) illustrate our approach with numerical experiments inspired by an industrial biochemical problem.
Unlocking the Potential of Text-to-Image Diffusion with PAC-Bayesian Theory
Jiang, Eric Hanchen, Zhang, Yasi, Zhang, Zhi, Wan, Yixin, Lizarraga, Andrew, Li, Shufan, Wu, Ying Nian
Text-to-image (T2I) diffusion models have revolutionized generative modeling by producing high-fidelity, diverse, and visually realistic images from textual prompts. Despite these advances, existing models struggle with complex prompts involving multiple objects and attributes, often misaligning modifiers with their corresponding nouns or neglecting certain elements. Recent attention-based methods have improved object inclusion and linguistic binding, but still face challenges such as attribute misbinding and a lack of robust generalization guarantees. Leveraging the PAC-Bayes framework, we propose a Bayesian approach that designs custom priors over attention distributions to enforce desirable properties, including divergence between objects, alignment between modifiers and their corresponding nouns, minimal attention to irrelevant tokens, and regularization for better generalization. Our approach treats the attention mechanism as an interpretable component, enabling fine-grained control and improved attribute-object alignment. We demonstrate the effectiveness of our method on standard benchmarks, achieving state-of-the-art results across multiple metrics. By integrating custom priors into the denoising process, our method enhances image quality and addresses long-standing challenges in T2I diffusion models, paving the way for more reliable and interpretable generative models.
Decision Making under the Exponential Family: Distributionally Robust Optimisation with Bayesian Ambiguity Sets
Dellaporta, Charita, O'Hara, Patrick, Damoulas, Theodoros
Decision making under uncertainty is challenging as the data-generating process (DGP) is often unknown. Bayesian inference proceeds by estimating the DGP through posterior beliefs on the model's parameters. However, minimising the expected risk under these beliefs can lead to suboptimal decisions due to model uncertainty or limited, noisy observations. To address this, we introduce Distributionally Robust Optimisation with Bayesian Ambiguity Sets (DRO-BAS) which hedges against model uncertainty by optimising the worst-case risk over a posterior-informed ambiguity set. We provide two such sets, based on posterior expectations (DRO-BAS(PE)) or posterior predictives (DRO-BAS(PP)) and prove that both admit, under conditions, strong dual formulations leading to efficient single-stage stochastic programs which are solved with a sample average approximation. For DRO-BAS(PE) this covers all conjugate exponential family members while for DRO-BAS(PP) this is shown under conditions on the predictive's moment generating function. Our DRO-BAS formulations Pareto dominate existing Bayesian DRO on the Newsvendor problem and achieve faster solve times with comparable robustness on the Portfolio problem.