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 Uncertainty


Operator Learning with Gaussian Processes

arXiv.org Machine Learning

Operator learning focuses on approximating mappings $\mathcal{G}^\dagger:\mathcal{U} \rightarrow\mathcal{V}$ between infinite-dimensional spaces of functions, such as $u: \Omega_u\rightarrow\mathbb{R}$ and $v: \Omega_v\rightarrow\mathbb{R}$. This makes it particularly suitable for solving parametric nonlinear partial differential equations (PDEs). While most machine learning methods for operator learning rely on variants of deep neural networks (NNs), recent studies have shown that Gaussian Processes (GPs) are also competitive while offering interpretability and theoretical guarantees. In this paper, we introduce a hybrid GP/NN-based framework for operator learning that leverages the strengths of both methods. Instead of approximating the function-valued operator $\mathcal{G}^\dagger$, we use a GP to approximate its associated real-valued bilinear form $\widetilde{\mathcal{G}}^\dagger: \mathcal{U}\times\mathcal{V}^*\rightarrow\mathbb{R}.$ This bilinear form is defined by $\widetilde{\mathcal{G}}^\dagger(u,\varphi) := [\varphi,\mathcal{G}^\dagger(u)],$ which allows us to recover the operator $\mathcal{G}^\dagger$ through $\mathcal{G}^\dagger(u)(y)=\widetilde{\mathcal{G}}^\dagger(u,\delta_y).$ The GP mean function can be zero or parameterized by a neural operator and for each setting we develop a robust training mechanism based on maximum likelihood estimation (MLE) that can optionally leverage the physics involved. Numerical benchmarks show that (1) it improves the performance of a base neural operator by using it as the mean function of a GP, and (2) it enables zero-shot data-driven models for accurate predictions without prior training. Our framework also handles multi-output operators where $\mathcal{G}^\dagger:\mathcal{U} \rightarrow\prod_{s=1}^S\mathcal{V}^s$, and benefits from computational speed-ups via product kernel structures and Kronecker product matrix representations.


A Deep Generative Learning Approach for Two-stage Adaptive Robust Optimization

arXiv.org Artificial Intelligence

Two-stage adaptive robust optimization is a powerful approach for planning under uncertainty that aims to balance costs of "here-and-now" first-stage decisions with those of "wait-and-see" recourse decisions made after uncertainty is realized. To embed robustness against uncertainty, modelers typically assume a simple polyhedral or ellipsoidal set over which contingencies may be realized. However, these simple uncertainty sets tend to yield highly conservative decision-making when uncertainties are high-dimensional. In this work, we introduce AGRO, a column-and-constraint generation algorithm that performs adversarial generation for two-stage adaptive robust optimization using a variational autoencoder. AGRO identifies realistic and cost-maximizing contingencies by optimizing over spherical uncertainty sets in a latent space using a projected gradient ascent approach that differentiates the optimal recourse cost with respect to the latent variable. To demonstrate the cost- and time-efficiency of our approach experimentally, we apply AGRO to an adaptive robust capacity expansion problem for a regional power system and show that AGRO is able to reduce costs by up to 7.8% and runtimes by up to 77% in comparison to the conventional column-and-constraint generation algorithm.


Goal-Reaching Policy Learning from Non-Expert Observations via Effective Subgoal Guidance

arXiv.org Artificial Intelligence

In this work, we address the challenging problem of long-horizon goal-reaching policy learning from non-expert, action-free observation data. Unlike fully labeled expert data, our data is more accessible and avoids the costly process of action labeling. Additionally, compared to online learning, which often involves aimless exploration, our data provides useful guidance for more efficient exploration. To achieve our goal, we propose a novel subgoal guidance learning strategy. The motivation behind this strategy is that long-horizon goals offer limited guidance for efficient exploration and accurate state transition. We develop a diffusion strategy-based high-level policy to generate reasonable subgoals as waypoints, preferring states that more easily lead to the final goal. Additionally, we learn state-goal value functions to encourage efficient subgoal reaching. These two components naturally integrate into the off-policy actor-critic framework, enabling efficient goal attainment through informative exploration. We evaluate our method on complex robotic navigation and manipulation tasks, demonstrating a significant performance advantage over existing methods. Our ablation study further shows that our method is robust to observation data with various corruptions.


Costs Estimation in Unit Commitment Problems using Simulation-Based Inference

arXiv.org Artificial Intelligence

The Unit Commitment (UC) problem is a key optimization task in power systems to forecast the generation schedules of power units over a finite time period by minimizing costs while meeting demand and technical constraints. However, many parameters required by the UC problem are unknown, such as the costs. In this work, we estimate these unknown costs using simulation-based inference on an illustrative UC problem, which provides an approximated posterior distribution of the parameters given observed generation schedules and demands. Our results highlight that the learned posterior distribution effectively captures the underlying distribution of the data, providing a range of possible values for the unknown parameters given a past observation. This posterior allows for the estimation of past costs using observed past generation schedules, enabling operators to better forecast future costs and make more robust generation scheduling forecasts. We present avenues for future research to address overconfidence in posterior estimation, enhance the scalability of the methodology and apply it to more complex UC problems modeling the network constraints and renewable energy sources.


Distributionally Robust Optimisation with Bayesian Ambiguity Sets

arXiv.org Artificial Intelligence

Decision making under uncertainty is challenging since the data-generating process (DGP) is often unknown. Bayesian inference proceeds by estimating the DGP through posterior beliefs about the model's parameters. However, minimising the expected risk under these posterior beliefs can lead to sub-optimal 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 uncertainty in the model by optimising the worst-case risk over a posterior-informed ambiguity set. We show that our method admits a closed-form dual representation for many exponential family members and showcase its improved out-of-sample robustness against existing Bayesian DRO methodology in the Newsvendor problem.


Risk-based Calibration for Probabilistic Classifiers

arXiv.org Artificial Intelligence

We introduce a general iterative procedure called risk-based calibration (RC) designed to minimize the empirical risk under the 0-1 loss (empirical error) for probabilistic classifiers. These classifiers are based on modeling probability distributions, including those constructed from the joint distribution (generative) and those based on the class conditional distribution (conditional). RC can be particularized to any probabilistic classifier provided a specific learning algorithm that computes the classifier's parameters in closed form using data statistics. RC reinforces the statistics aligned with the true class while penalizing those associated with other classes, guided by the 0-1 loss. The proposed method has been empirically tested on 30 datasets using na\"ive Bayes, quadratic discriminant analysis, and logistic regression classifiers. RC improves the empirical error of the original closed-form learning algorithms and, more notably, consistently outperforms the gradient descent approach with the three classifiers.


Improving Uncertainty-Error Correspondence in Deep Bayesian Medical Image Segmentation

arXiv.org Artificial Intelligence

Increased usage of automated tools like deep learning in medical image segmentation has alleviated the bottleneck of manual contouring. This has shifted manual labour to quality assessment (QA) of automated contours which involves detecting errors and correcting them. A potential solution to semi-automated QA is to use deep Bayesian uncertainty to recommend potentially erroneous regions, thus reducing time spent on error detection. Previous work has investigated the correspondence between uncertainty and error, however, no work has been done on improving the "utility" of Bayesian uncertainty maps such that it is only present in inaccurate regions and not in the accurate ones. Our work trains the FlipOut model with the Accuracy-vs-Uncertainty (AvU) loss which promotes uncertainty to be present only in inaccurate regions. We apply this method on datasets of two radiotherapy body sites, c.f. head-and-neck CT and prostate MR scans. Uncertainty heatmaps (i.e. predictive entropy) are evaluated against voxel inaccuracies using Receiver Operating Characteristic (ROC) and Precision-Recall (PR) curves. Numerical results show that when compared to the Bayesian baseline the proposed method successfully suppresses uncertainty for accurate voxels, with similar presence of uncertainty for inaccurate voxels. Code to reproduce experiments is available at https://github.com/prerakmody/bayesuncertainty-error-correspondence


Painful intelligence: What AI can tell us about human suffering

arXiv.org Artificial Intelligence

This book uses the modern theory of artificial intelligence (AI) to understand human suffering or mental pain. Both humans and sophisticated AI agents process information about the world in order to achieve goals and obtain rewards, which is why AI can be used as a model of the human brain and mind. This book intends to make the theory accessible to a relatively general audience, requiring only some relevant scientific background. The book starts with the assumption that suffering is mainly caused by frustration. Frustration means the failure of an agent (whether AI or human) to achieve a goal or a reward it wanted or expected. Frustration is inevitable because of the overwhelming complexity of the world, limited computational resources, and scarcity of good data. In particular, such limitations imply that an agent acting in the real world must cope with uncontrollability, unpredictability, and uncertainty, which all lead to frustration. Fundamental in such modelling is the idea of learning, or adaptation to the environment. While AI uses machine learning, humans and animals adapt by a combination of evolutionary mechanisms and ordinary learning. Even frustration is fundamentally an error signal that the system uses for learning. This book explores various aspects and limitations of learning algorithms and their implications regarding suffering. At the end of the book, the computational theory is used to derive various interventions or training methods that will reduce suffering in humans. The amount of frustration is expressed by a simple equation which indicates how it can be reduced. The ensuing interventions are very similar to those proposed by Buddhist and Stoic philosophy, and include mindfulness meditation. Therefore, this book can be interpreted as an exposition of a computational theory justifying why such philosophies and meditation reduce human suffering.


Average Causal Effect Estimation in DAGs with Hidden Variables: Extensions of Back-Door and Front-Door Criteria

arXiv.org Machine Learning

The identification theory for causal effects in directed acyclic graphs (DAGs) with hidden variables is well-developed, but methods for estimating and inferring functionals beyond the g-formula remain limited. Previous studies have proposed semiparametric estimators for identifiable functionals in a broad class of DAGs with hidden variables. While demonstrating double robustness in some models, existing estimators face challenges, particularly with density estimation and numerical integration for continuous variables, and their estimates may fall outside the parameter space of the target estimand. Their asymptotic properties are also underexplored, especially when using flexible statistical and machine learning models for nuisance estimation. This study addresses these challenges by introducing novel one-step corrected plug-in and targeted minimum loss-based estimators of causal effects for a class of DAGs that extend classical back-door and front-door criteria (known as the treatment primal fixability criterion in prior literature). These estimators leverage machine learning to minimize modeling assumptions while ensuring key statistical properties such as asymptotic linearity, double robustness, efficiency, and staying within the bounds of the target parameter space. We establish conditions for nuisance functional estimates in terms of L2(P)-norms to achieve root-n consistent causal effect estimates. To facilitate practical application, we have developed the flexCausal package in R.


Maximum likelihood inference for high-dimensional problems with multiaffine variable relations

arXiv.org Artificial Intelligence

Maximum Likelihood Estimation of continuous variable models can be very challenging in high dimensions, due to potentially complex probability distributions. The existence of multiple interdependencies among variables can make it very difficult to establish convergence guarantees. This leads to a wide use of brute-force methods, such as grid searching and Monte-Carlo sampling and, when applicable, complex and problem-specific algorithms. In this paper, we consider inference problems where the variables are related by multiaffine expressions. We propose a novel Alternating and Iteratively-Reweighted Least Squares (AIRLS) algorithm, and prove its convergence for problems with Generalized Normal Distributions. We also provide an efficient method to compute the variance of the estimates obtained using AIRLS. Finally, we show how the method can be applied to graphical statistical models. We perform numerical experiments on several inference problems, showing significantly better performance than state-of-the-art approaches in terms of scalability, robustness to noise, and convergence speed due to an empirically observed super-linear convergence rate.