Uncertainty
A Neuro-Symbolic Approach to Multi-Agent RL for Interpretability and Probabilistic Decision Making
Subramanian, Chitra, Liu, Miao, Khan, Naweed, Lenchner, Jonathan, Amarnath, Aporva, Swaminathan, Sarathkrishna, Riegel, Ryan, Gray, Alexander
Multi-agent reinforcement learning (MARL) is well-suited for runtime decision-making in optimizing the performance of systems where multiple agents coexist and compete for shared resources. However, applying common deep learning-based MARL solutions to real-world problems suffers from issues of interpretability, sample efficiency, partial observability, etc. To address these challenges, we present an event-driven formulation, where decision-making is handled by distributed co-operative MARL agents using neuro-symbolic methods. The recently introduced neuro-symbolic Logical Neural Networks (LNN) framework serves as a function approximator for the RL, to train a rules-based policy that is both logical and interpretable by construction. To enable decision-making under uncertainty and partial observability, we developed a novel probabilistic neuro-symbolic framework, Probabilistic Logical Neural Networks (PLNN), which combines the capabilities of logical reasoning with probabilistic graphical models. In PLNN, the upward/downward inference strategy, inherited from LNN, is coupled with belief bounds by setting the activation function for the logical operator associated with each neural network node to a probability-respecting generalization of the Fr\'echet inequalities. These PLNN nodes form the unifying element that combines probabilistic logic and Bayes Nets, permitting inference for variables with unobserved states. We demonstrate our contributions by addressing key MARL challenges for power sharing in a system-on-chip application.
The practice of qualitative parameterisation in the development of Bayesian networks
Mascaro, Steven, Woodberry, Owen, Wu, Yue, Nicholson, Ann E.
The typical phases of Bayesian network (BN) structured development include specification of purpose and scope, structure development, parameterisation and validation. Structure development is typically focused on qualitative issues and parameterisation quantitative issues, however there are qualitative and quantitative issues that arise in both phases. A common step that occurs after the initial structure has been developed is to perform a rough parameterisation that only captures and illustrates the intended qualitative behaviour of the model. This is done prior to a more rigorous parameterisation, ensuring that the structure is fit for purpose, as well as supporting later development and validation. In our collective experience and in discussions with other modellers, this step is an important part of the development process, but is under-reported in the literature. Since the practice focuses on qualitative issues, despite being quantitative in nature, we call this step qualitative parameterisation and provide an outline of its role in the BN development process.
Multivariate Functional Linear Discriminant Analysis for the Classification of Short Time Series with Missing Data
Bordoloi, Rahul, Rรฉda, Clรฉmence, Trautmann, Orell, Bej, Saptarshi, Wolkenhauer, Olaf
Functional linear discriminant analysis (FLDA) is a powerful tool that extends LDA-mediated multiclass classification and dimension reduction to univariate time-series functions. However, in the age of large multivariate and incomplete data, statistical dependencies between features must be estimated in a computationally tractable way, while also dealing with missing data. There is a need for a computationally tractable approach that considers the statistical dependencies between features and can handle missing values. We here develop a multivariate version of FLDA (MUDRA) to tackle this issue and describe an efficient expectation/conditional-maximization (ECM) algorithm to infer its parameters. We assess its predictive power on the "Articulary Word Recognition" data set and show its improvement over the state-of-the-art, especially in the case of missing data. MUDRA allows interpretable classification of data sets with large proportions of missing data, which will be particularly useful for medical or psychological data sets.
Bayesian Neural Networks with Domain Knowledge Priors
Sam, Dylan, Pukdee, Rattana, Jeong, Daniel P., Byun, Yewon, Kolter, J. Zico
Bayesian neural networks (BNNs) have recently gained popularity due to their ability to quantify model uncertainty. However, specifying a prior for BNNs that captures relevant domain knowledge is often extremely challenging. In this work, we propose a framework for integrating general forms of domain knowledge (i.e., any knowledge that can be represented by a loss function) into a BNN prior through variational inference, while enabling computationally efficient posterior inference and sampling. Specifically, our approach results in a prior over neural network weights that assigns high probability mass to models that better align with our domain knowledge, leading to posterior samples that also exhibit this behavior. We show that BNNs using our proposed domain knowledge priors outperform those with standard priors (e.g., isotropic Gaussian, Gaussian process), successfully incorporating diverse types of prior information such as fairness, physics rules, and healthcare knowledge and achieving better predictive performance. We also present techniques for transferring the learned priors across different model architectures, demonstrating their broad utility across various settings.
Diffusion Posterior Sampling is Computationally Intractable
Gupta, Shivam, Jalal, Ajil, Parulekar, Aditya, Price, Eric, Xun, Zhiyang
Diffusion models are a remarkably effective way of learning and sampling from a distribution $p(x)$. In posterior sampling, one is also given a measurement model $p(y \mid x)$ and a measurement $y$, and would like to sample from $p(x \mid y)$. Posterior sampling is useful for tasks such as inpainting, super-resolution, and MRI reconstruction, so a number of recent works have given algorithms to heuristically approximate it; but none are known to converge to the correct distribution in polynomial time. In this paper we show that posterior sampling is \emph{computationally intractable}: under the most basic assumption in cryptography -- that one-way functions exist -- there are instances for which \emph{every} algorithm takes superpolynomial time, even though \emph{unconditional} sampling is provably fast. We also show that the exponential-time rejection sampling algorithm is essentially optimal under the stronger plausible assumption that there are one-way functions that take exponential time to invert.
Offline Multi-task Transfer RL with Representational Penalization
Bose, Avinandan, Du, Simon Shaolei, Fazel, Maryam
We study the problem of representation transfer in offline Reinforcement Learning (RL), where a learner has access to episodic data from a number of source tasks collected a priori, and aims to learn a shared representation to be used in finding a good policy for a target task. Unlike in online RL where the agent interacts with the environment while learning a policy, in the offline setting there cannot be such interactions in either the source tasks or the target task; thus multi-task offline RL can suffer from incomplete coverage. We propose an algorithm to compute pointwise uncertainty measures for the learnt representation, and establish a data-dependent upper bound for the suboptimality of the learnt policy for the target task. Our algorithm leverages the collective exploration done by source tasks to mitigate poor coverage at some points by a few tasks, thus overcoming the limitation of needing uniformly good coverage for a meaningful transfer by existing offline algorithms. We complement our theoretical results with empirical evaluation on a rich-observation MDP which requires many samples for complete coverage. Our findings illustrate the benefits of penalizing and quantifying the uncertainty in the learnt representation.
Automated Security Response through Online Learning with Adaptive Conjectures
Hammar, Kim, Li, Tao, Stadler, Rolf, Zhu, Quanyan
We study automated security response for an IT infrastructure and formulate the interaction between an attacker and a defender as a partially observed, non-stationary game. We relax the standard assumption that the game model is correctly specified and consider that each player has a probabilistic conjecture about the model, which may be misspecified in the sense that the true model has probability 0. This formulation allows us to capture uncertainty about the infrastructure and the intents of the players. To learn effective game strategies online, we design a novel method where a player iteratively adapts its conjecture using Bayesian learning and updates its strategy through rollout. We prove that the conjectures converge to best fits, and we provide a bound on the performance improvement that rollout enables with a conjectured model. To characterize the steady state of the game, we propose a variant of the Berk-Nash equilibrium. We present our method through an advanced persistent threat use case. Simulation studies based on testbed measurements show that our method produces effective security strategies that adapt to a changing environment. We also find that our method enables faster convergence than current reinforcement learning techniques.
Regularization by denoising: Bayesian model and Langevin-within-split Gibbs sampling
Faye, Elhadji C., Fall, Mame Diarra, Dobigeon, Nicolas
This paper introduces a Bayesian framework for image inversion by deriving a probabilistic counterpart to the regularization-by-denoising (RED) paradigm. It additionally implements a Monte Carlo algorithm specifically tailored for sampling from the resulting posterior distribution, based on an asymptotically exact data augmentation (AXDA). The proposed algorithm is an approximate instance of split Gibbs sampling (SGS) which embeds one Langevin Monte Carlo step. The proposed method is applied to common imaging tasks such as deblurring, inpainting and super-resolution, demonstrating its efficacy through extensive numerical experiments. These contributions advance Bayesian inference in imaging by leveraging data-driven regularization strategies within a probabilistic framework.
Learning on manifolds without manifold learning
Function approximation based on data drawn randomly from an unknown distribution is an important problem in machine learning. In contrast to the prevalent paradigm of solving this problem by minimizing a loss functional, we have given a direct one-shot construction together with optimal error bounds under the manifold assumption; i.e., one assumes that the data is sampled from an unknown sub-manifold of a high dimensional Euclidean space. A great deal of research deals with obtaining information about this manifold, such as the eigendecomposition of the Laplace-Beltrami operator or coordinate charts, and using this information for function approximation. This two step approach implies some extra errors in the approximation stemming from basic quantities of the data in addition to the errors inherent in function approximation. In Neural Networks, 132:253268, 2020, we have proposed a one-shot direct method to achieve function approximation without requiring the extraction of any information about the manifold other than its dimension. However, one cannot pin down the class of approximants used in that paper. In this paper, we view the unknown manifold as a sub-manifold of an ambient hypersphere and study the question of constructing a one-shot approximation using the spherical polynomials based on the hypersphere. Our approach does not require preprocessing of the data to obtain information about the manifold other than its dimension. We give optimal rates of approximation for relatively "rough" functions.
Uncertainty quantification in fine-tuned LLMs using LoRA ensembles
Balabanov, Oleksandr, Linander, Hampus
Fine-tuning large language models can improve task specific performance, although a general understanding of what the fine-tuned model has learned, forgotten and how to trust its predictions is still missing. We derive principled uncertainty quantification for fine-tuned LLMs with posterior approximations using computationally efficient low-rank adaptation ensembles. We analyze three common multiple-choice datasets using low-rank adaptation ensembles based on Mistral-7b, and draw quantitative and qualitative conclusions on their perceived complexity and model efficacy on the different target domains during and after fine-tuning. In particular, backed by the numerical experiments, we hypothesise about signals from entropic uncertainty measures for data domains that are inherently difficult for a given architecture to learn.