Uncertainty
Machine Learning for Complex Systems with Abnormal Pattern by Exception Maximization Outlier Detection Method
Zhang, Zhikun, Duan, Yiting, Wang, Xiangjun, Zhang, Mingyuan
This paper proposes a novel fast online methodology for outlier detection called the exception maximization outlier detection method(EMODM), which employs probabilistic models and statistical algorithms to detect abnormal patterns from the outputs of complex systems. The EMODM is based on a two-state Gaussian mixture model and demonstrates strong performance in probability anomaly detection working on real-time raw data rather than using special prior distribution information. We confirm this using the synthetic data from two numerical cases. For the real-world data, we have detected the short circuit pattern of the circuit system using EMODM by the current and voltage output of a three-phase inverter. The EMODM also found an abnormal period due to COVID-19 in the insured unemployment data of 53 regions in the United States from 2000 to 2024. The application of EMODM to these two real-life datasets demonstrated the effectiveness and accuracy of our algorithm.
RPN: Reconciled Polynomial Network Towards Unifying PGMs, Kernel SVMs, MLP and KAN
In this paper, we will introduce a novel deep model named Reconciled Polynomial Network (RPN) for deep function learning. RPN has a very general architecture and can be used to build models with various complexities, capacities, and levels of completeness, which all contribute to the correctness of these models. As indicated in the subtitle, RPN can also serve as the backbone to unify different base models into one canonical representation. This includes non-deep models, like probabilistic graphical models (PGMs) - such as Bayesian network and Markov network - and kernel support vector machines (kernel SVMs), as well as deep models like the classic multi-layer perceptron (MLP) and the recent Kolmogorov-Arnold network (KAN). Technically, RPN proposes to disentangle the underlying function to be inferred into the inner product of a data expansion function and a parameter reconciliation function. Together with the remainder function, RPN accurately approximates the underlying functions that governs data distributions. The data expansion functions in RPN project data vectors from the input space to a high-dimensional intermediate space, specified by the expansion functions in definition. Meanwhile, RPN also introduces the parameter reconciliation functions to fabricate a small number of parameters into a higher-order parameter matrix to address the ``curse of dimensionality'' problem caused by the data expansions. Moreover, the remainder functions provide RPN with additional complementary information to reduce potential approximation errors. We conducted extensive empirical experiments on numerous benchmark datasets across multiple modalities, including continuous function datasets, discrete vision and language datasets, and classic tabular datasets, to investigate the effectiveness of RPN.
Agnostic Private Density Estimation via Stable List Decoding
Afzali, Mohammad, Ashtiani, Hassan, Liaw, Christopher
We introduce a new notion of stability--which we call stable list decoding--and demonstrate its applicability in designing differentially private density estimators. This definition is weaker than global stability [ABLMM22] and is related to the notions of replicability [ILPS22] and list replicability [CMY23]. We show that if a class of distributions is stable list decodable, then it can be learned privately in the agnostic setting. As the main application of our framework, we prove the first upper bound on the sample complexity of private density estimation for Gaussian Mixture Models in the agnostic setting, extending the realizable result of Afzali et al. [AAL24].
Predictive Coding Networks and Inference Learning: Tutorial and Survey
van Zwol, Björn, Jefferson, Ro, Broek, Egon L. van den
Recent years have witnessed a growing call for renewed emphasis on neuroscience-inspired approaches in artificial intelligence research, under the banner of $\textit{NeuroAI}$. This is exemplified by recent attention gained by predictive coding networks (PCNs) within machine learning (ML). PCNs are based on the neuroscientific framework of predictive coding (PC), which views the brain as a hierarchical Bayesian inference model that minimizes prediction errors from feedback connections. PCNs trained with inference learning (IL) have potential advantages to traditional feedforward neural networks (FNNs) trained with backpropagation. While historically more computationally intensive, recent improvements in IL have shown that it can be more efficient than backpropagation with sufficient parallelization, making PCNs promising alternatives for large-scale applications and neuromorphic hardware. Moreover, PCNs can be mathematically considered as a superset of traditional FNNs, which substantially extends the range of possible architectures for both supervised and unsupervised learning. In this work, we provide a comprehensive review as well as a formal specification of PCNs, in particular placing them in the context of modern ML methods, and positioning PC as a versatile and promising framework worthy of further study by the ML community.
$\texttt{metabench}$ -- A Sparse Benchmark to Measure General Ability in Large Language Models
Kipnis, Alex, Voudouris, Konstantinos, Buschoff, Luca M. Schulze, Schulz, Eric
Large Language Models (LLMs) vary in their abilities on a range of tasks. Initiatives such as the $\texttt{Open LLM Leaderboard}$ aim to quantify these differences with several large benchmarks (sets of test items to which an LLM can respond either correctly or incorrectly). However, high correlations within and between benchmark scores suggest that (1) there exists a small set of common underlying abilities that these benchmarks measure, and (2) items tap into redundant information and the benchmarks may thus be considerably compressed. We use data from $n > 5000$ LLMs to identify the most informative items of six benchmarks, ARC, GSM8K, HellaSwag, MMLU, TruthfulQA and WinoGrande (with $d=28,632$ items in total). From them we distill a sparse benchmark, $\texttt{metabench}$, that has less than $3\%$ of the original size of all six benchmarks combined. This new sparse benchmark goes beyond point scores by yielding estimators of the underlying benchmark-specific abilities. We show that these estimators (1) can be used to reconstruct each original $\textit{individual}$ benchmark score with, on average, $1.5\%$ root mean square error (RMSE), (2) reconstruct the original $\textit{total}$ score with $0.8\%$ RMSE, and (3) have a single underlying common factor whose Spearman correlation with the total score is $r = 0.93$.
On the performance of sequential Bayesian update for database of diverse tsunami scenarios
Nomura, Reika, Vermare, Louise A. Hirao, Fujita, Saneiki, Rim, Donsub, Moriguchi, Shuji, LeVeque, Randall J., Terada, Kenjiro
Although the sequential tsunami scenario detection framework was validated in our previous work, several tasks remain to be resolved from a practical point of view. This study aims to evaluate the performance of the previous tsunami scenario detection framework using a diverse database consisting of complex fault rupture patterns with heterogeneous slip distributions. Specifically, we compare the effectiveness of scenario superposition to that of the previous most likely scenario detection method. Additionally, how the length of the observation time window influences the accuracy of both methods is analyzed. We utilize an existing database comprising 1771 tsunami scenarios targeting the city Westport (WA, U.S.), which includes synthetic wave height records and inundation distributions as the result of fault rupture in the Cascadia subduction zone. The heterogeneous patterns of slips used in the database increase the diversity of the scenarios and thus make it a proper database for evaluating the performance of scenario superposition. To assess the performance, we consider various observation time windows shorter than 15 minutes and divide the database into five testing and learning sets. The evaluation accuracy of the maximum offshore wave, inundation depth, and its distribution is analyzed to examine the advantages of the scenario superposition method over the previous method. We introduce the dynamic time warping (DTW) method as an additional benchmark and compare its results to that of the Bayesian scenario detection method.
Energy-based Contact Planning under Uncertainty for Robot Air Hockey
Jankowski, Julius, Marić, Ante, Liu, Puze, Tateo, Davide, Peters, Jan, Calinon, Sylvain
Planning robot contact often requires reasoning over a horizon to anticipate outcomes, making such planning problems computationally expensive. In this letter, we propose a learning framework for efficient contact planning in real-time subject to uncertain contact dynamics. We implement our approach for the example task of robot air hockey. Based on a learned stochastic model of puck dynamics, we formulate contact planning for shooting actions as a stochastic optimal control problem with a chance constraint on hitting the goal. To achieve online re-planning capabilities, we propose to train an energy-based model to generate optimal shooting plans in real time. The performance of the trained policy is validated %in experiments both in simulation and on a real-robot setup. Furthermore, our approach was tested in a competitive setting as part of the NeurIPS 2023 Robot Air Hockey Challenge.
Alice's Adventures in a Differentiable Wonderland -- Volume I, A Tour of the Land
Neural networks surround us, in the form of large language models, speech transcription systems, molecular discovery algorithms, robotics, and much more. Stripped of anything else, neural networks are compositions of differentiable primitives, and studying them means learning how to program and how to interact with these models, a particular example of what is called differentiable programming. This primer is an introduction to this fascinating field imagined for someone, like Alice, who has just ventured into this strange differentiable wonderland. I overview the basics of optimizing a function via automatic differentiation, and a selection of the most common designs for handling sequences, graphs, texts, and audios. The focus is on a intuitive, self-contained introduction to the most important design techniques, including convolutional, attentional, and recurrent blocks, hoping to bridge the gap between theory and code (PyTorch and JAX) and leaving the reader capable of understanding some of the most advanced models out there, such as large language models (LLMs) and multimodal architectures.
A robust three-way classifier with shadowed granular-balls based on justifiable granularity
Yang, Jie, Xiaodiao, Lingyun, Wang, Guoyin, Pedrycz, Witold, Xia, Shuyin, Zhang, Qinghua, Wu, Di
The granular-ball (GB)-based classifier introduced by Xia, exhibits adaptability in creating coarse-grained information granules for input, thereby enhancing its generality and flexibility. Nevertheless, the current GB-based classifiers rigidly assign a specific class label to each data instance and lacks of the necessary strategies to address uncertain instances. These far-fetched certain classification approachs toward uncertain instances may suffer considerable risks. To solve this problem, we construct a robust three-way classifier with shadowed GBs for uncertain data. Firstly, combine with information entropy, we propose an enhanced GB generation method with the principle of justifiable granularity. Subsequently, based on minimum uncertainty, a shadowed mapping is utilized to partition a GB into Core region, Important region and Unessential region. Based on the constructed shadowed GBs, we establish a three-way classifier to categorize data instances into certain classes and uncertain case. Finally, extensive comparative experiments are conducted with 2 three-way classifiers, 3 state-of-the-art GB-based classifiers, and 3 classical machine learning classifiers on 12 public benchmark datasets. The results show that our model demonstrates robustness in managing uncertain data and effectively mitigates classification risks. Furthermore, our model almost outperforms the other comparison methods in both effectiveness and efficiency.
Conformal Prediction for Causal Effects of Continuous Treatments
Schröder, Maresa, Frauen, Dennis, Schweisthal, Jonas, Heß, Konstantin, Melnychuk, Valentyn, Feuerriegel, Stefan
Uncertainty quantification of causal effects is crucial for safety-critical applications such as personalized medicine. A powerful approach for this is conformal prediction, which has several practical benefits due to model-agnostic finite-sample guarantees. Yet, existing methods for conformal prediction of causal effects are limited to binary/discrete treatments and make highly restrictive assumptions such as known propensity scores. In this work, we provide a novel conformal prediction method for potential outcomes of continuous treatments. We account for the additional uncertainty introduced through propensity estimation so that our conformal prediction intervals are valid even if the propensity score is unknown. Our contributions are three-fold: (1) We derive finite-sample prediction intervals for potential outcomes of continuous treatments. (2) We provide an algorithm for calculating the derived intervals. (3) We demonstrate the effectiveness of the conformal prediction intervals in experiments on synthetic and real-world datasets. To the best of our knowledge, we are the first to propose conformal prediction for continuous treatments when the propensity score is unknown and must be estimated from data.