Uncertainty
Supplementary Materials of "BAST: Bayesian Additive Regression Spanning Trees for Complex Constrained Domain "
These appendices provide supplementary details and results of BAST. Appendix A contains additional details on Bayesian estimation and prediction. Supplementary simulation details and results including hyperparameter tuning and computation time can be found in Appendix B. Finally, Appendix C provides the proof of Proposition 1. Appendix A.1 Estimation This appendix provides details on the Markov chain Monte Carlo (MCMC) algorithm discussed in Section 3.1. This probability specification works well in our experiments, but one can modify it if desired. Appendix A.2 Prediction in Two-dimensional Constrained Domains In this subsection we provide details on specifying the neighbor set N To sample the cluster membership of u, we need to determine the cluster memberships for vertices on the domain boundary, which can be done by, for instance, assigning a boundary vertex to the same cluster as its nearest vertex in S with respect to the graph distance in the CDT mesh (when the number of vertices in the CDT graph is large, we expect this to well approximate the geodesic distance).
Statistical Mechanics of Dynamical System Identification
Klishin, Andrei A., Bakarji, Joseph, Kutz, J. Nathan, Manohar, Krithika
Recovering dynamical equations from observed noisy data is the central challenge of system identification. We develop a statistical mechanical approach to analyze sparse equation discovery algorithms, which typically balance data fit and parsimony through a trial-and-error selection of hyperparameters. In this framework, statistical mechanics offers tools to analyze the interplay between complexity and fitness, in analogy to that done between entropy and energy. To establish this analogy, we define the optimization procedure as a two-level Bayesian inference problem that separates variable selection from coefficient values and enables the computation of the posterior parameter distribution in closed form. A key advantage of employing statistical mechanical concepts, such as free energy and the partition function, is in the quantification of uncertainty, especially in in the low-data limit; frequently encountered in real-world applications. As the data volume increases, our approach mirrors the thermodynamic limit, leading to distinct sparsity- and noise-induced phase transitions that delineate correct from incorrect identification. This perspective of sparse equation discovery, is versatile and can be adapted to various other equation discovery algorithms.
Offensive Lineup Analysis in Basketball with Clustering Players Based on Shooting Style and Offensive Role
Yamada, Kazuhiro, Fujii, Keisuke
In a basketball game, scoring efficiency holds significant importance due to the numerous offensive possessions per game. Enhancing scoring efficiency necessitates effective collaboration among players with diverse playing styles. In previous studies, basketball lineups have been analyzed, but their playing style compatibility has not been quantitatively examined. The purpose of this study is to analyze more specifically the impact of playing style compatibility on scoring efficiency, focusing only on offense. This study employs two methods to capture the playing styles of players on offense: shooting style clustering using tracking data, and offensive role clustering based on annotated playtypes and advanced statistics. For the former, interpretable hand-crafted shot features and Wasserstein distances between shooting style distributions were utilized. For the latter, soft clustering was applied to playtype data for the first time. Subsequently, based on the lineup information derived from these two clusterings, machine learning models Bayesian models that predict statistics representing scoring efficiency were trained and interpreted. These approaches provide insights into which combinations of five players tend to be effective and which combinations of two players tend to produce good effects.
On the stochastics of human and artificial creativity
What constitutes human creativity, and is it possible for computers to exhibit genuine creativity? We argue that achieving human-level intelligence in computers, or so-called Artificial General Intelligence, necessitates attaining also human-level creativity. We contribute to this discussion by developing a statistical representation of human creativity, incorporating prior insights from stochastic theory, psychology, philosophy, neuroscience, and chaos theory. This highlights the stochastic nature of the human creative process, which includes both a bias guided, random proposal step, and an evaluation step depending on a flexible or transformable bias structure. The acquired representation of human creativity is subsequently used to assess the creativity levels of various contemporary AI systems. Our analysis includes modern AI algorithms such as reinforcement learning, diffusion models, and large language models, addressing to what extent they measure up to human level creativity. We conclude that these technologies currently lack the capability for autonomous creative action at a human level.
Normalising Flow-based Differentiable Particle Filters
Recently, there has been a surge of interest in incorporating neural networks into particle filters, e.g. differentiable particle filters, to perform joint sequential state estimation and model learning for non-linear non-Gaussian state-space models in complex environments. Existing differentiable particle filters are mostly constructed with vanilla neural networks that do not allow density estimation. As a result, they are either restricted to a bootstrap particle filtering framework or employ predefined distribution families (e.g. Gaussian distributions), limiting their performance in more complex real-world scenarios. In this paper we present a differentiable particle filtering framework that uses (conditional) normalising flows to build its dynamic model, proposal distribution, and measurement model. This not only enables valid probability densities but also allows the proposed method to adaptively learn these modules in a flexible way, without being restricted to predefined distribution families. We derive the theoretical properties of the proposed filters and evaluate the proposed normalising flow-based differentiable particle filters' performance through a series of numerical experiments.
Fusion of Gaussian Processes Predictions with Monte Carlo Sampling
Ajirak, Marzieh, Waxman, Daniel, Llorente, Fernando, Djuric, Petar M.
In science and engineering, we often work with models designed for accurate prediction of variables of interest. Recognizing that these models are approximations of reality, it becomes desirable to apply multiple models to the same data and integrate their outcomes. In this paper, we operate within the Bayesian paradigm, relying on Gaussian processes as our models. These models generate predictive probability density functions (pdfs), and the objective is to integrate them systematically, employing both linear and log-linear pooling. We introduce novel approaches for log-linear pooling, determining input-dependent weights for the predictive pdfs of the Gaussian processes. The aggregation of the pdfs is realized through Monte Carlo sampling, drawing samples of weights from their posterior. The performance of these methods, as well as those based on linear pooling, is demonstrated using a synthetic dataset.
Can a Confident Prior Replace a Cold Posterior?
Marek, Martin, Paige, Brooks, Izmailov, Pavel
Benchmark datasets used for image classification tend to have very low levels of label noise. When Bayesian neural networks are trained on these datasets, they often underfit, misrepresenting the aleatoric uncertainty of the data. A common solution is to cool the posterior, which improves fit to the training data but is challenging to interpret from a Bayesian perspective. We explore whether posterior tempering can be replaced by a confidence-inducing prior distribution. First, we introduce a "DirClip" prior that is practical to sample and nearly matches the performance of a cold posterior. Second, we introduce a "confidence prior" that directly approximates a cold likelihood in the limit of decreasing temperature but cannot be easily sampled. Lastly, we provide several general insights into confidence-inducing priors, such as when they might diverge and how fine-tuning can mitigate numerical instability.
When does word order matter and when doesn't it?
Chen, Xuanda, O'Donnell, Timothy, Reddy, Siva
Language models (LMs) may appear insensitive to word order changes in natural language understanding (NLU) tasks. In this paper, we propose that linguistic redundancy can explain this phenomenon, whereby word order and other linguistic cues such as case markers provide overlapping and thus redundant information. Our hypothesis is that models exhibit insensitivity to word order when the order provides redundant information, and the degree of insensitivity varies across tasks. We quantify how informative word order is using mutual information (MI) between unscrambled and scrambled sentences. Our results show the effect that the less informative word order is, the more consistent the model's predictions are between unscrambled and scrambled sentences. We also find that the effect varies across tasks: for some tasks, like SST-2, LMs' prediction is almost always consistent with the original one even if the Pointwise-MI (PMI) changes, while for others, like RTE, the consistency is near random when the PMI gets lower, i.e., word order is really important.
Principal Component Analysis as a Sanity Check for Bayesian Phylolinguistic Reconstruction
Bayesian approaches to reconstructing the evolutionary history of languages rely on the tree model, which assumes that these languages descended from a common ancestor and underwent modifications over time. However, this assumption can be violated to different extents due to contact and other factors. Understanding the degree to which this assumption is violated is crucial for validating the accuracy of phylolinguistic inference. In this paper, we propose a simple sanity check: projecting a reconstructed tree onto a space generated by principal component analysis. By using both synthetic and real data, we demonstrate that our method effectively visualizes anomalies, particularly in the form of jogging.