Uncertainty
On the Laplace Approximation as Model Selection Criterion for Gaussian Processes
Besginow, Andreas, Hüwel, Jan David, Pawellek, Thomas, Beecks, Christian, Lange-Hegermann, Markus
Model selection aims to find the best model in terms of accuracy, interpretability or simplicity, preferably all at once. In this work, we focus on evaluating model performance of Gaussian process models, i.e. finding a metric that provides the best trade-off between all those criteria. While previous work considers metrics like the likelihood, AIC or dynamic nested sampling, they either lack performance or have significant runtime issues, which severely limits applicability. We address these challenges by introducing multiple metrics based on the Laplace approximation, where we overcome a severe inconsistency occuring during naive application of the Laplace approximation. Experiments show that our metrics are comparable in quality to the gold standard dynamic nested sampling without compromising for computational speed. Our model selection criteria allow significantly faster and high quality model selection of Gaussian process models.
Upper Bound of Bayesian Generalization Error in Partial Concept Bottleneck Model (CBM): Partial CBM outperforms naive CBM
Hayashi, Naoki, Sawada, Yoshihide
Concept Bottleneck Model (CBM) is a methods for explaining neural networks. In CBM, concepts which correspond to reasons of outputs are inserted in the last intermediate layer as observed values. It is expected that we can interpret the relationship between the output and concept similar to linear regression. However, this interpretation requires observing all concepts and decreases the generalization performance of neural networks. Partial CBM (PCBM), which uses partially observed concepts, has been devised to resolve these difficulties. Although some numerical experiments suggest that the generalization performance of PCBMs is almost as high as that of the original neural networks, the theoretical behavior of its generalization error has not been yet clarified since PCBM is singular statistical model. In this paper, we reveal the Bayesian generalization error in PCBM with a three-layered and linear architecture. The result indcates that the structure of partially observed concepts decreases the Bayesian generalization error compared with that of CBM (full-observed concepts).
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Reviewer's response to the rebuttal "line 308: [10, 400] range for alpha We chose 400 because higher values of alpha caused computational difficulties in the Gibbs sampling. This upper bound is a bit arbitrary; however, we found the exact upper limit above about 100 had little effect on the estimates of transition probabilities. Similarly, adjusting the lower bound below 60 or so had little effect. While we do hope for a more well justified hyperprior for alpha in future work, we believe our choice did not overly influence the results." Please add this information to the paper.
eb6fdc36b281b7d5eabf33396c2683a2-Reviews.html
The paper introduces probabilistic principal component analysis on Riemannian manifolds, extending earlier non-probabilistic versions to a probabilistic latent variable model, and derives maximum likelihood estimation procedures for a broad class of manifolds. The methods are demonstrated on toy data (maniold is a sphere) and shape analysis on images. This is a very interesting advancement, and the paper is well written, making it reasonably accessible in spite of the difficult topic. I have a set of interrelated questions; explicating and clarifying them would clarify the potential impact of the paper to the reader: - Is essential generality lost by assuming an Euclidean latent space? Locally on a tangent space it makes sense, and may be practically necessary, of course.
Probabilistic Principal Geodesic Analysis
Principal geodesic analysis (PGA) is a generalization of principal component analysis (PCA) for dimensionality reduction of data on a Riemannian manifold. Currently PGA is defined as a geometric fit to the data, rather than as a probabilistic model. Inspired by probabilistic PCA, we present a latent variable model for PGA that provides a probabilistic framework for factor analysis on manifolds. To compute maximum likelihood estimates of the parameters in our model, we develop a Monte Carlo Expectation Maximization algorithm, where the expectation is approximated by Hamiltonian Monte Carlo sampling of the latent variables. We demonstrate the ability of our method to recover the ground truth parameters in simulated sphere data, as well as its effectiveness in analyzing shape variability of a corpus callosum data set from human brain images.
Binary to Bushy: Bayesian Hierarchical Clustering with the Beta Coalescent, Jordan Boyd-Graber 2, Hal Daumè III 3, Z. Irene Ying
Discovering hierarchical regularities in data is a key problem in interacting with large datasets, modeling cognition, and encoding knowledge. A previous Bayesian solution--Kingman's coalescent--provides a probabilistic model for data represented as a binary tree. Unfortunately, this is inappropriate for data better described by bushier trees. We generalize an existing belief propagation framework of Kingman's coalescent to the beta coalescent, which models a wider range of tree structures. Because of the complex combinatorial search over possible structures, we develop new sampling schemes using sequential Monte Carlo and Dirichlet process mixture models, which render inference efficient and tractable. We present results on synthetic and real data that show the beta coalescent outperforms Kingman's coalescent and is qualitatively better at capturing data in bushy hierarchies.
Message Passing Inference with Chemical Reaction Networks
Recent work on molecular programming has explored new possibilities for computational abstractions with biomolecules, including logic gates, neural networks, and linear systems. In the future such abstractions might enable nanoscale devices that can sense and control the world at a molecular scale. Just as in macroscale robotics, it is critical that such devices can learn about their environment and reason under uncertainty. At this small scale, systems are typically modeled as chemical reaction networks. In this work, we develop a procedure that can take arbitrary probabilistic graphical models, represented as factor graphs over discrete random variables, and compile them into chemical reaction networks that implement inference. In particular, we show that marginalization based on sum-product message passing can be implemented in terms of reactions between chemical species whose concentrations represent probabilities. We show algebraically that the steady state concentration of these species correspond to the marginal distributions of the random variables in the graph and validate the results in simulations. As with standard sum-product inference, this procedure yields exact results for tree-structured graphs, and approximate solutions for loopy graphs.
Probabilistic Movement Primitives
Movement Primitives (MP) are a well-established approach for representing modular and re-usable robot movement generators. Many state-of-the-art robot learning successes are based MPs, due to their compact representation of the inherently continuous and high dimensional robot movements. A major goal in robot learning is to combine multiple MPs as building blocks in a modular control architecture to solve complex tasks. To this effect, a MP representation has to allow for blending between motions, adapting to altered task variables, and co-activating multiple MPs in parallel. We present a probabilistic formulation of the MP concept that maintains a distribution over trajectories. Our probabilistic approach allows for the derivation of new operations which are essential for implementing all aforementioned properties in one framework. In order to use such a trajectory distribution for robot movement control, we analytically derive a stochastic feedback controller which reproduces the given trajectory distribution. We evaluate and compare our approach to existing methods on several simulated as well as real robot scenarios.