Uncertainty
A Family of Distributions of Random Subsets for Controlling Positive and Negative Dependence
Kawashima, Takahiro, Hino, Hideitsu
Positive and negative dependence are fundamental concepts that characterize the attractive and repulsive behavior of random subsets. Although some probabilistic models are known to exhibit positive or negative dependence, it is challenging to seamlessly bridge them with a practicable probabilistic model. In this study, we introduce a new family of distributions, named the discrete kernel point process (DKPP), which includes determinantal point processes and parts of Boltzmann machines. We also develop some computational methods for probabilistic operations and inference with DKPPs, such as calculating marginal and conditional probabilities and learning the parameters. Our numerical experiments demonstrate the controllability of positive and negative dependence and the effectiveness of the computational methods for DKPPs.
Conformal Diffusion Models for Individual Treatment Effect Estimation and Inference
Cai, Hengrui, Jin, Huaqing, Li, Lexin
Estimating treatment effects from observational data is of central interest across numerous application domains. Individual treatment effect offers the most granular measure of treatment effect on an individual level, and is the most useful to facilitate personalized care. However, its estimation and inference remain underdeveloped due to several challenges. In this article, we propose a novel conformal diffusion model-based approach that addresses those intricate challenges. We integrate the highly flexible diffusion modeling, the model-free statistical inference paradigm of conformal inference, along with propensity score and covariate local approximation that tackle distributional shifts. We unbiasedly estimate the distributions of potential outcomes for individual treatment effect, construct an informative confidence interval, and establish rigorous theoretical guarantees. We demonstrate the competitive performance of the proposed method over existing solutions through extensive numerical studies.
Point Prediction for Streaming Data
Chanda, Aleena, Vinodchandran, N. V., Clarke, Bertrand
We present two new approaches for point prediction with streaming data. One is based on the Count-Min sketch (CMS) and the other is based on Gaussian process priors with a random bias. These methods are intended for the most general predictive problems where no true model can be usefully formulated for the data stream. In statistical contexts, this is often called the $\mathcal{M}$-open problem class. Under the assumption that the data consists of i.i.d samples from a fixed distribution function $F$, we show that the CMS-based estimates of the distribution function are consistent. We compare our new methods with two established predictors in terms of cumulative $L^1$ error. One is based on the Shtarkov solution (often called the normalized maximum likelihood) in the normal experts setting and the other is based on Dirichlet process priors. These comparisons are for two cases. The first is one-pass meaning that the updating of the predictors is done using the fact that the CMS is a sketch. For predictors that are not one-pass, we use streaming $K$-means to give a representative subset of fixed size that can be updated as data accumulate. Preliminary computational work suggests that the one-pass median version of the CMS method is rarely outperformed by the other methods for sufficiently complex data. We also find that predictors based on Gaussian process priors with random biases perform well. The Shtarkov predictors we use here did not perform as well probably because we were only using the simplest example. The other predictors seemed to perform well mainly when the data did not look like they came from an M-open data generator.
"A Good Bot Always Knows Its Limitations": Assessing Autonomous System Decision-making Competencies through Factorized Machine Self-confidence
Israelsen, Brett, Ahmed, Nisar R., Aitken, Matthew, Frew, Eric W., Lawrence, Dale A., Argrow, Brian M.
How can intelligent machines assess their competencies in completing tasks? This question has come into focus for autonomous systems that algorithmically reason and make decisions under uncertainty. It is argued here that machine self-confidence - a form of meta-reasoning based on self-assessments of an agent's knowledge about the state of the world and itself, as well as its ability to reason about and execute tasks - leads to many eminently computable and useful competency indicators for such agents. This paper presents a culmination of work on this concept in the form of a computational framework called Factorized Machine Self-confidence (FaMSeC), which provides a holistic engineering-focused description of factors driving an algorithmic decision-making process, including: outcome assessment, solver quality, model quality, alignment quality, and past experience. In FaMSeC, self confidence indicators are derived from hierarchical `problem-solving statistics' embedded within broad classes of probabilistic decision-making algorithms such as Markov decision processes. The problem-solving statistics are obtained by evaluating and grading probabilistic exceedance margins with respect to given competency standards, which are specified for each of the various decision-making competency factors by the informee (e.g. a non-expert user or an expert system designer). This approach allows `algorithmic goodness of fit' evaluations to be easily incorporated into the design of many kinds of autonomous agents in the form of human-interpretable competency self-assessment reports. Detailed descriptions and application examples for a Markov decision process agent show how two of the FaMSeC factors (outcome assessment and solver quality) can be computed and reported for a range of possible tasking contexts through novel use of meta-utility functions, behavior simulations, and surrogate prediction models.
Calibrating Bayesian Generative Machine Learning for Bayesiamplification
Bieringer, Sebastian, Diefenbacher, Sascha, Kasieczka, Gregor, Trabs, Mathias
The upcoming high-luminosity runs of the LHC will push the quantitative frontier of data taking to over 25-times its current rates. To ensure precision gains from such high statistics, this increase in experimental data needs to be met by an equal amount of simulation. The required computational power is predicted to outgrow the increase in budget in the coming years [1, 2]. One solution to this predicament is the augmentation of the expensive, Monte Carlo-based, simulation chain with generative machine learning. A special focus is often put on the costly detector simulation [3, 4]. This approach is only viable under the assumption that the generated data is not statistically limited to the size of the simulated training data. Previous studies have shown, for both toy data [5] and calorimeter images [6], that samples generated with generative neural networks can surpass the training statistics due to powerful interpolation abilities of the network in data space. These studies rely on comparing a distance measure between histograms of generated data and true hold-out data to the distance between smaller, statistically limited sets of Monte Carlo data and the hold-out set. The phenomenon of a generative model surpassing the precision of its training set is also known as amplification.
The Harmonic Exponential Filter for Nonparametric Estimation on Motion Groups
Saavedra-Ruiz, Miguel, Parkison, Steven A., Arora, Ria, Forbes, James Richard, Paull, Liam
Bayesian estimation is a vital tool in robotics as it allows systems to update the belief of the robot state using incomplete information from noisy sensors. To render the state estimation problem tractable, many systems assume that the motion and measurement noise, as well as the state distribution, are all unimodal and Gaussian. However, there are numerous scenarios and systems that do not comply with these assumptions. Existing non-parametric filters that are used to model multimodal distributions have drawbacks that limit their ability to represent a diverse set of distributions. In this paper, we introduce a novel approach to nonparametric Bayesian filtering to cope with multimodal distributions using harmonic exponential distributions. This approach leverages two key insights of harmonic exponential distributions: a) the product of two distributions can be expressed as the element-wise addition of their log-likelihood Fourier coefficients, and b) the convolution of two distributions can be efficiently computed as the tensor product of their Fourier coefficients. These observations enable the development of an efficient and exact solution to the Bayes filter up to the band limit of a Fourier transform. We demonstrate our filter's superior performance compared with established nonparametric filtering methods across a range of simulated and real-world localization tasks.
A SAT-based approach to rigorous verification of Bayesian networks
Stępka, Ignacy, Gisolfi, Nicholas, Dubrawski, Artur
Recent advancements in machine learning have accelerated its widespread adoption across various real-world applications. However, in safety-critical domains, the deployment of machine learning models is riddled with challenges due to their complexity, lack of interpretability, and absence of formal guarantees regarding their behavior. In this paper, we introduce a verification framework tailored for Bayesian networks, designed to address these drawbacks. Our framework comprises two key components: (1) a two-step compilation and encoding scheme that translates Bayesian networks into Boolean logic literals, and (2) formal verification queries that leverage these literals to verify various properties encoded as constraints. Specifically, we introduce two verification queries: if-then rules (ITR) and feature monotonicity (FMO). We benchmark the efficiency of our verification scheme and demonstrate its practical utility in real-world scenarios.
On the Relationship Between Monotone and Squared Probabilistic Circuits
Wang, Benjie, Broeck, Guy Van den
Probabilistic circuits are a unifying representation of functions as computation graphs of weighted sums and products. Their primary application is in probabilistic modeling, where circuits with non-negative weights (monotone circuits) can be used to represent and learn density/mass functions, with tractable marginal inference. Recently, it was proposed to instead represent densities as the square of the circuit function (squared circuits); this allows the use of negative weights while retaining tractability, and can be exponentially more compact than monotone circuits. Unfortunately, we show the reverse also holds, meaning that monotone circuits and squared circuits are incomparable in general. This raises the question of whether we can reconcile, and indeed improve upon the two modeling approaches. We answer in the positive by proposing InceptionPCs, a novel type of circuit that naturally encompasses both monotone circuits and squared circuits as special cases, and employs complex parameters. Empirically, we validate that InceptionPCs can outperform both monotone and squared circuits on image datasets.
DiM-Gesture: Co-Speech Gesture Generation with Adaptive Layer Normalization Mamba-2 framework
Zhang, Fan, Ji, Naye, Gao, Fuxing, Zhao, Bozuo, Wu, Jingmei, Jiang, Yanbing, Du, Hui, Ye, Zhenqing, Zhu, Jiayang, Zhong, WeiFan, Yan, Leyao, Ma, Xiaomeng
Speech-driven gesture generation is an emerging domain within virtual human creation, where current methods predominantly utilize Transformer-based architectures that necessitate extensive memory and are characterized by slow inference speeds. In response to these limitations, we propose \textit{DiM-Gestures}, a novel end-to-end generative model crafted to create highly personalized 3D full-body gestures solely from raw speech audio, employing Mamba-based architectures. This model integrates a Mamba-based fuzzy feature extractor with a non-autoregressive Adaptive Layer Normalization (AdaLN) Mamba-2 diffusion architecture. The extractor, leveraging a Mamba framework and a WavLM pre-trained model, autonomously derives implicit, continuous fuzzy features, which are then unified into a singular latent feature. This feature is processed by the AdaLN Mamba-2, which implements a uniform conditional mechanism across all tokens to robustly model the interplay between the fuzzy features and the resultant gesture sequence. This innovative approach guarantees high fidelity in gesture-speech synchronization while maintaining the naturalness of the gestures. Employing a diffusion model for training and inference, our framework has undergone extensive subjective and objective evaluations on the ZEGGS and BEAT datasets. These assessments substantiate our model's enhanced performance relative to contemporary state-of-the-art methods, demonstrating competitive outcomes with the DiTs architecture (Persona-Gestors) while optimizing memory usage and accelerating inference speed.
Generalisation of Total Uncertainty in AI: A Theoretical Study
AI has been dealing with uncertainty to have highly accurate results. This becomes even worse with reasonably small data sets or a variation in the data sets. This has far-reaching effects on decision-making, forecasting and learning mechanisms. This study seeks to unpack the nature of uncertainty that exists within AI by drawing ideas from established works, the latest developments and practical applications and provide a novel total uncertainty definition in AI. From inception theories up to current methodologies, this paper provides an integrated view of dealing with better total uncertainty as well as complexities of uncertainty in AI that help us understand its meaning and value across different domains.