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 Uncertainty


Prior-Dependent Allocations for Bayesian Fixed-Budget Best-Arm Identification in Structured Bandits

arXiv.org Artificial Intelligence

Best arm identification (BAI) addresses the challenge of finding the optimal arm in a bandit environment (Lattimore and Szepesvári, 2020), with wide-ranging applications in online advertising, drug discovery or hyperparameter tuning. BAI is commonly approached through two primary paradigms: fixed-confidence and fixed-budget. In the fixed-confidence setting (Even-Dar et al., 2006; Kaufmann et al., 2016), the objective is to find the optimal arm with a pre-specified confidence level. Conversely, fixed-budget BAI (Audibert et al., 2010; Karnin et al., 2013; Carpentier and Locatelli, 2016) involves identifying the optimal arm within a fixed number of observations. Within this fixed-budget context, two main metrics are used: the probability of error (PoE) (Audibert et al., 2010; Karnin et al., 2013; Carpentier and Locatelli, 2016)--the likelihood of incorrectly identifying the optimal arm--and the simple regret (Bubeck et al., 2009; Russo, 2016; Komiyama et al., 2023)--the expected performance disparity between the chosen and the optimal arm.


You've Got to Feel It To Believe It: Multi-Modal Bayesian Inference for Semantic and Property Prediction

arXiv.org Artificial Intelligence

Robots must be able to understand their surroundings to perform complex tasks in challenging environments and many of these complex tasks require estimates of physical properties such as friction or weight. Estimating such properties using learning is challenging due to the large amounts of labelled data required for training and the difficulty of updating these learned models online at run time. To overcome these challenges, this paper introduces a novel, multi-modal approach for representing semantic predictions and physical property estimates jointly in a probabilistic manner. By using conjugate pairs, the proposed method enables closed-form Bayesian updates given visual and tactile measurements without requiring additional training data. The efficacy of the proposed algorithm is demonstrated through several hardware experiments. In particular, this paper illustrates that by conditioning semantic classifications on physical properties, the proposed method quantitatively outperforms state-of-the-art semantic classification methods that rely on vision alone. To further illustrate its utility, the proposed method is used in several applications including to represent affordance-based properties probabilistically and a challenging terrain traversal task using a legged robot. In the latter task, the proposed method represents the coefficient of friction of the terrain probabilistically, which enables the use of an on-line risk-aware planner that switches the legged robot from a dynamic gait to a static, stable gait when the expected value of the coefficient of friction falls below a given threshold. Videos of these case studies are presented in the multimedia attachment. The proposed framework includes an open-source C++ and ROS interface.


Stochastic COLREGs Evaluation for Safe Navigation under Uncertainty

arXiv.org Artificial Intelligence

The encounter situation between marine vessels determines how they should navigate to obey COLREGs, but time-varying and stochastic uncertainty in estimation of angles of encounter, and of closest point of approach, easily give rise to different assessment of situation at two approaching vessels. This may lead to high-risk conditions and could cause collision. This article considers decision making under uncertainty and suggests a novel method for probabilistic interpretation of vessel encounters that is explainable and provides a measure of uncertainty in the evaluation. The method is equally useful for decision support on a manned bridge as on Marine Autonomous Surface Ships (MASS) where it provides input for automated navigation. The method makes formal safety assessment and validation feasible. We obtain a resilient algorithm for machine interpretation of COLREGs under uncertainty and show its efficacy by simulations.


Implicit Diffusion: Efficient Optimization through Stochastic Sampling

arXiv.org Artificial Intelligence

We present a new algorithm to optimize distributions defined implicitly by parameterized stochastic diffusions. Doing so allows us to modify the outcome distribution of sampling processes by optimizing over their parameters. We introduce a general framework for first-order optimization of these processes, that performs jointly, in a single loop, optimization and sampling steps. This approach is inspired by recent advances in bilevel optimization and automatic implicit differentiation, leveraging the point of view of sampling as optimization over the space of probability distributions. We provide theoretical guarantees on the performance of our method, as well as experimental results demonstrating its effectiveness in real-world settings.


Position Paper: Why the Shooting in the Dark Method Dominates Recommender Systems Practice; A Call to Abandon Anti-Utopian Thinking

arXiv.org Artificial Intelligence

Applied recommender systems research is in a curious position. While there is a very rigorous protocol for measuring performance by A/B testing, best practice for finding a `B' to test does not explicitly target performance but rather targets a proxy measure. The success or failure of a given A/B test then depends entirely on if the proposed proxy is better correlated to performance than the previous proxy. No principle exists to identify if one proxy is better than another offline, leaving the practitioners shooting in the dark. The purpose of this position paper is to question this anti-Utopian thinking and argue that a non-standard use of the deep learning stacks actually has the potential to unlock reward optimizing recommendation.


Generalization of LiNGAM that allows confounding

arXiv.org Artificial Intelligence

LiNGAM determines the variable order from cause to effect using additive noise models, but it faces challenges with confounding. Previous methods maintained LiNGAM's fundamental structure while trying to identify and address variables affected by confounding. As a result, these methods required significant computational resources regardless of the presence of confounding, and they did not ensure the detection of all confounding types. In contrast, this paper enhances LiNGAM by introducing LiNGAM-MMI, a method that quantifies the magnitude of confounding using KL divergence and arranges the variables to minimize its impact. This method efficiently achieves a globally optimal variable order through the shortest path problem formulation. LiNGAM-MMI processes data as efficiently as traditional LiNGAM in scenarios without confounding while effectively addressing confounding situations. Our experimental results suggest that LiNGAM-MMI more accurately determines the correct variable order, both in the presence and absence of confounding.


$\mu$GUIDE: a framework for microstructure imaging via generalized uncertainty-driven inference using deep learning

arXiv.org Artificial Intelligence

This work proposes $\mu$GUIDE: a general Bayesian framework to estimate posterior distributions of tissue microstructure parameters from any given biophysical model or MRI signal representation, with exemplar demonstration in diffusion-weighted MRI. Harnessing a new deep learning architecture for automatic signal feature selection combined with simulation-based inference and efficient sampling of the posterior distributions, $\mu$GUIDE bypasses the high computational and time cost of conventional Bayesian approaches and does not rely on acquisition constraints to define model-specific summary statistics. The obtained posterior distributions allow to highlight degeneracies present in the model definition and quantify the uncertainty and ambiguity of the estimated parameters.


Learning Collective Behaviors from Observation

arXiv.org Artificial Intelligence

We present a comprehensive examination of learning methodologies employed for the structural identification of dynamical systems. These techniques are designed to elucidate emergent phenomena within intricate systems of interacting agents. Our approach not only ensures theoretical convergence guarantees but also exhibits computational efficiency when handling high-dimensional observational data. The methods adeptly reconstruct both first- and second-order dynamical systems, accommodating observation and stochastic noise, intricate interaction rules, absent interaction features, and real-world observations in agent systems. The foundational aspect of our learning methodologies resides in the formulation of tailored loss functions using the variational inverse problem approach, inherently equipping our methods with dimension reduction capabilities.


On diffusion models for amortized inference: Benchmarking and improving stochastic control and sampling

arXiv.org Artificial Intelligence

We study the problem of training diffusion models to sample from a distribution with a given unnormalized density or energy function. We benchmark several diffusion-structured inference methods, including simulation-based variational approaches and off-policy methods (continuous generative flow networks). Our results shed light on the relative advantages of existing algorithms while bringing into question some claims from past work. We also propose a novel exploration strategy for off-policy methods, based on local search in the target space with the use of a replay buffer, and show that it improves the quality of samples on a variety of target distributions. Our code for the sampling methods and benchmarks studied is made public at https://github.com/GFNOrg/gfn-diffusion as a base for future work on diffusion models for amortized inference.


cecilia: A Machine Learning-Based Pipeline for Measuring Metal Abundances of Helium-rich Polluted White Dwarfs

arXiv.org Artificial Intelligence

Over the past several decades, conventional spectral analysis techniques of polluted white dwarfs have become powerful tools to learn about the geology and chemistry of extrasolar bodies. Despite their proven capabilities and extensive legacy of scientific discoveries, these techniques are however still limited by their manual, time-intensive, and iterative nature. As a result, they are susceptible to human errors and are difficult to scale up to population-wide studies of metal pollution. This paper seeks to address this problem by presenting cecilia, the first Machine Learning (ML)-powered spectral modeling code designed to measure the metal abundances of intermediate-temperature (10,000$\leq T_{\rm eff} \leq$20,000 K), Helium-rich polluted white dwarfs. Trained with more than 22,000 randomly drawn atmosphere models and stellar parameters, our pipeline aims to overcome the limitations of classical methods by replacing the generation of synthetic spectra from computationally expensive codes and uniformly spaced model grids, with a fast, automated, and efficient neural-network-based interpolator. More specifically, cecilia combines state-of-the-art atmosphere models, powerful artificial intelligence tools, and robust statistical techniques to rapidly generate synthetic spectra of polluted white dwarfs in high-dimensional space, and enable accurate ($\lesssim$0.1 dex) and simultaneous measurements of 14 stellar parameters -- including 11 elemental abundances -- from real spectroscopic observations. As massively multiplexed astronomical surveys begin scientific operations, cecilia's performance has the potential to unlock large-scale studies of extrasolar geochemistry and propel the field of white dwarf science into the era of Big Data. In doing so, we aspire to uncover new statistical insights that were previously impractical with traditional white dwarf characterisation techniques.