Uncertainty
Map of Elections
Our main contribution is the introduction of the map of elections framework. A map of elections consists of three main elements: (1) a dataset of elections (i.e., collections of ordinal votes over given sets of candidates), (2) a way of measuring similarities between these elections, and (3) a representation of the elections in the 2D Euclidean space as points, so that the more similar two elections are, the closer are their points. In our maps, we mostly focus on datasets of synthetic elections, but we also show an example of a map over real-life ones. To measure similarities, we would have preferred to use, e.g., the isomorphic swap distance, but this is infeasible due to its high computational complexity. Hence, we propose polynomial-time computable positionwise distance and use it instead. Regarding the representations in 2D Euclidean space, we mostly use the Kamada-Kawai algorithm, but we also show two alternatives. We develop the necessary theoretical results to form our maps and argue experimentally that they are accurate and credible. Further, we show how coloring the elections in a map according to various criteria helps in analyzing results of a number of experiments. In particular, we show colorings according to the scores of winning candidates or committees, running times of ILP-based winner determination algorithms, and approximation ratios achieved by particular algorithms.
On the Calibration of Epistemic Uncertainty: Principles, Paradoxes and Conflictual Loss
Fellaji, Mohammed, Pennerath, Frédéric, Conan-Guez, Brieuc, Couceiro, Miguel
The calibration of predictive distributions has been widely studied in deep learning, but the same cannot be said about the more specific epistemic uncertainty as produced by Deep Ensembles, Bayesian Deep Networks, or Evidential Deep Networks. Although measurable, this form of uncertainty is difficult to calibrate on an objective basis as it depends on the prior for which a variety of choices exist. Nevertheless, epistemic uncertainty must in all cases satisfy two formal requirements: firstly, it must decrease when the training dataset gets larger and, secondly, it must increase when the model expressiveness grows. Despite these expectations, our experimental study shows that on several reference datasets and models, measures of epistemic uncertainty violate these requirements, sometimes presenting trends completely opposite to those expected. These paradoxes between expectation and reality raise the question of the true utility of epistemic uncertainty as estimated by these models. A formal argument suggests that this disagreement is due to a poor approximation of the posterior distribution rather than to a flaw in the measure itself. Based on this observation, we propose a regularization function for deep ensembles, called conflictual loss in line with the above requirements. We emphasize its strengths by showing experimentally that it fulfills both requirements of epistemic uncertainty, without sacrificing either the performance nor the calibration of the deep ensembles.
Base Models for Parabolic Partial Differential Equations
Xu, Xingzi, Hasan, Ali, Ding, Jie, Tarokh, Vahid
Parabolic partial differential equations (PDEs) appear in many disciplines to model the evolution of various mathematical objects, such as probability flows, value functions in control theory, and derivative prices in finance. It is often necessary to compute the solutions or a function of the solutions to a parametric PDE in multiple scenarios corresponding to different parameters of this PDE. This process often requires resolving the PDEs from scratch, which is time-consuming. To better employ existing simulations for the PDEs, we propose a framework for finding solutions to parabolic PDEs across different scenarios by meta-learning an underlying base distribution. We build upon this base distribution to propose a method for computing solutions to parametric PDEs under different parameter settings. Finally, we illustrate the application of the proposed methods through extensive experiments in generative modeling, stochastic control, and finance. The empirical results suggest that the proposed approach improves generalization to solving PDEs under new parameter regimes.
Semi-Supervised Generative Models for Disease Trajectories: A Case Study on Systemic Sclerosis
Trottet, Cécile, Schürch, Manuel, Allam, Ahmed, Barua, Imon, Petelytska, Liubov, Distler, Oliver, Hoffmann-Vold, Anna-Maria, Krauthammer, Michael, collaborators, the EUSTAR
We propose a deep generative approach using latent temporal processes for modeling and holistically analyzing complex disease trajectories, with a particular focus on Systemic Sclerosis (SSc). We aim to learn temporal latent representations of the underlying generative process that explain the observed patient disease trajectories in an interpretable and comprehensive way. To enhance the interpretability of these latent temporal processes, we develop a semi-supervised approach for disentangling the latent space using established medical knowledge. By combining the generative approach with medical definitions of different characteristics of SSc, we facilitate the discovery of new aspects of the disease. We show that the learned temporal latent processes can be utilized for further data analysis and clinical hypothesis testing, including finding similar patients and clustering SSc patient trajectories into novel sub-types. Moreover, our method enables personalized online monitoring and prediction of multivariate time series with uncertainty quantification.
Ensemble Transport Filter via Optimized Maximum Mean Discrepancy
In this paper, we present a new ensemble-based filter method by reconstructing the analysis step of the particle filter through a transport map, which directly transports prior particles to posterior particles. The transport map is constructed through an optimization problem described by the Maximum Mean Discrepancy loss function, which matches the expectation information of the approximated posterior and reference posterior. The proposed method inherits the accurate estimation of the posterior distribution from particle filtering. To improve the robustness of Maximum Mean Discrepancy, a variance penalty term is used to guide the optimization. It prioritizes minimizing the discrepancy between the expectations of highly informative statistics for the approximated and reference posteriors. The penalty term significantly enhances the robustness of the proposed method and leads to a better approximation of the posterior. A few numerical examples are presented to illustrate the advantage of the proposed method over the ensemble Kalman filter.
Approximating Probabilistic Inference in Statistical EL with Knowledge Graph Embeddings
Zhu, Yuqicheng, Potyka, Nico, Xiong, Bo, Tran, Trung-Kien, Nayyeri, Mojtaba, Kharlamov, Evgeny, Staab, Steffen
Statistical information is ubiquitous but drawing valid conclusions from it is prohibitively hard. We explain how knowledge graph embeddings can be used to approximate probabilistic inference efficiently using the example of Statistical EL (SEL), a statistical extension of the lightweight Description Logic EL. We provide proofs for runtime and soundness guarantees, and empirically evaluate the runtime and approximation quality of our approach.
Walking the Values in Bayesian Inverse Reinforcement Learning
Bajgar, Ondrej, Abate, Alessandro, Gatsis, Konstantinos, Osborne, Michael A.
The goal of Bayesian inverse reinforcement learning (IRL) is recovering a posterior distribution over reward functions using a set of demonstrations from an expert optimizing for a reward unknown to the learner. The resulting posterior over rewards can then be used to synthesize an apprentice policy that performs well on the same or a similar task. A key challenge in Bayesian IRL is bridging the computational gap between the hypothesis space of possible rewards and the likelihood, often defined in terms of Q values: vanilla Bayesian IRL needs to solve the costly forward planning problem - going from rewards to the Q values - at every step of the algorithm, which may need to be done thousands of times. We propose to solve this by a simple change: instead of focusing on primarily sampling in the space of rewards, we can focus on primarily working in the space of Q-values, since the computation required to go from Q-values to reward is radically cheaper. Furthermore, this reversion of the computation makes it easy to compute the gradient allowing efficient sampling using Hamiltonian Monte Carlo. We propose ValueWalk - a new Markov chain Monte Carlo method based on this insight - and illustrate its advantages on several tasks.
BECAUSE: Bilinear Causal Representation for Generalizable Offline Model-based Reinforcement Learning
Lin, Haohong, Ding, Wenhao, Chen, Jian, Shi, Laixi, Zhu, Jiacheng, Li, Bo, Zhao, Ding
Offline model-based reinforcement learning (MBRL) enhances data efficiency by utilizing pre-collected datasets to learn models and policies, especially in scenarios where exploration is costly or infeasible. Nevertheless, its performance often suffers from the objective mismatch between model and policy learning, resulting in inferior performance despite accurate model predictions. This paper first identifies the primary source of this mismatch comes from the underlying confounders present in offline data for MBRL. Subsequently, we introduce BilinEar CAUSal rEpresentation (BECAUSE), an algorithm to capture causal representation for both states and actions to reduce the influence of the distribution shift, thus mitigating the objective mismatch problem. Comprehensive evaluations on 18 tasks that vary in data quality and environment context demonstrate the superior performance of BECAUSE over existing offline RL algorithms. We show the generalizability and robustness of BECAUSE under fewer samples or larger numbers of confounders. Additionally, we offer theoretical analysis of BECAUSE to prove its error bound and sample efficiency when integrating causal representation into offline MBRL.
A Unified Differentiable Boolean Operator with Fuzzy Logic
Liu, Hsueh-Ti Derek, Agrawala, Maneesh, Yuksel, Cem, Omernick, Tim, Misra, Vinith, Corazza, Stefano, McGuire, Morgan, Zordan, Victor
This paper presents a unified differentiable boolean operator for implicit solid shape modeling using Constructive Solid Geometry (CSG). Traditional CSG relies on min, max operators to perform boolean operations on implicit shapes. But because these boolean operators are discontinuous and discrete in the choice of operations, this makes optimization over the CSG representation challenging. Drawing inspiration from fuzzy logic, we present a unified boolean operator that outputs a continuous function and is differentiable with respect to operator types. This enables optimization of both the primitives and the boolean operations employed in CSG with continuous optimization techniques, such as gradient descent. We further demonstrate that such a continuous boolean operator allows modeling of both sharp mechanical objects and smooth organic shapes with the same framework. Our proposed boolean operator opens up new possibilities for future research toward fully continuous CSG optimization.
A unified theory and statistical learning approach for traffic conflict detection
Jiao, Yiru, Calvert, Simeon C., van Cranenburgh, Sander, van Lint, Hans
This study proposes a unified theory and statistical learning approach for traffic conflict detection, addressing the long-existing call for a consistent and comprehensive methodology to evaluate the collision risk emerged in road user interactions. The proposed theory assumes a context-dependent probabilistic collision risk and frames conflict detection as estimating the risk by statistical learning from observed proximities and contextual variables. Three primary tasks are integrated: representing interaction context from selected observables, inferring proximity distributions in different contexts, and applying extreme value theory to relate conflict intensity with conflict probability. As a result, this methodology is adaptable to various road users and interaction scenarios, enhancing its applicability without the need for pre-labelled conflict data. Demonstration experiments are executed using real-world trajectory data, with the unified metric trained on lane-changing interactions on German highways and applied to near-crash events from the 100-Car Naturalistic Driving Study in the U.S. The experiments demonstrate the methodology's ability to provide effective collision warnings, generalise across different datasets and traffic environments, cover a broad range of conflicts, and deliver a long-tailed distribution of conflict intensity. This study contributes to traffic safety by offering a consistent and explainable methodology for conflict detection applicable across various scenarios. Its societal implications include enhanced safety evaluations of traffic infrastructures, more effective collision warning systems for autonomous and driving assistance systems, and a deeper understanding of road user behaviour in different traffic conditions, contributing to a potential reduction in accident rates and improving overall traffic safety.