Uncertainty
Constrained Stein Variational Trajectory Optimization
Power, Thomas, Berenson, Dmitry
We present Constrained Stein Variational Trajectory Optimization (CSVTO), an algorithm for performing trajectory optimization with constraints on a set of trajectories in parallel. We frame constrained trajectory optimization as a novel form of constrained functional minimization over trajectory distributions, which avoids treating the constraints as a penalty in the objective and allows us to generate diverse sets of constraint-satisfying trajectories. Our method uses Stein Variational Gradient Descent (SVGD) to find a set of particles that approximates a distribution over low-cost trajectories while obeying constraints. CSVTO is applicable to problems with arbitrary equality and inequality constraints and includes a novel particle resampling step to escape local minima. By explicitly generating diverse sets of trajectories, CSVTO is better able to avoid poor local minima and is more robust to initialization. We demonstrate that CSVTO outperforms baselines in challenging highly-constrained tasks, such as a 7DoF wrench manipulation task, where CSVTO succeeds in 20/20 trials vs 13/20 for the closest baseline. Our results demonstrate that generating diverse constraint-satisfying trajectories improves robustness to disturbances and initialization over baselines.
An Information-Theoretic Analysis of Nonstationary Bandit Learning
In nonstationary bandit learning problems, the decision-maker must continually gather information and adapt their action selection as the latent state of the environment evolves. In each time period, some latent optimal action maximizes expected reward under the environment state. We view the optimal action sequence as a stochastic process, and take an information-theoretic approach to analyze attainable performance. We bound limiting per-period regret in terms of the entropy rate of the optimal action process. The bound applies to a wide array of problems studied in the literature and reflects the problem's information structure through its information-ratio.
Statistical inverse learning problems with random observations
Abhishake, null, Helin, Tapio, Mรผcke, Nicole
We provide an overview of recent progress in statistical inverse problems with random experimental design, covering both linear and nonlinear inverse problems. Different regularization schemes have been studied to produce robust and stable solutions. We discuss recent results in spectral regularization methods and regularization by projection, exploring both approaches within the context of Hilbert scales and presenting new insights particularly in regularization by projection. Additionally, we overview recent advancements in regularization using convex penalties. Convergence rates are analyzed in terms of the sample size in a probabilistic sense, yielding minimax rates in both expectation and probability. To achieve these results, the structure of reproducing kernel Hilbert spaces is leveraged to establish minimax rates in the statistical learning setting. We detail the assumptions underpinning these key elements of our proofs. Finally, we demonstrate the application of these concepts to nonlinear inverse problems in pharmacokinetic/pharmacodynamic (PK/PD) models, where the task is to predict changes in drug concentrations in patients.
Evaluating District-based Election Surveys with Synthetic Dirichlet Likelihood
In district-based multi-party elections, electors cast votes in their respective districts. In each district, the party with maximum votes wins the corresponding seat in the governing body. Election Surveys try to predict the election outcome (vote shares and seat shares of parties) by querying a random sample of electors. However, the survey results are often inconsistent with the actual results, which could be due to multiple reasons. The aim of this work is to estimate a posterior distribution over the possible outcomes of the election, given one or more survey results. This is achieved using a prior distribution over vote shares, election models to simulate the complete election from the vote share, and survey models to simulate survey results from a complete election. The desired posterior distribution over the space of possible outcomes is constructed using Synthetic Dirichlet Likelihoods, whose parameters are estimated from Monte Carlo sampling of elections using the election models. We further show the same approach can also use be used to evaluate the surveys - whether they were biased or not, based on the true outcome once it is known. Our work offers the first-ever probabilistic model to analyze district-based election surveys. We illustrate our approach with extensive experiments on real and simulated data of district-based political elections in India.
Make Me a BNN: A Simple Strategy for Estimating Bayesian Uncertainty from Pre-trained Models
Franchi, Gianni, Laurent, Olivier, Leguรฉry, Maxence, Bursuc, Andrei, Pilzer, Andrea, Yao, Angela
Deep Neural Networks (DNNs) are powerful tools for various computer vision tasks, yet they often struggle with reliable uncertainty quantification - a critical requirement for real-world applications. Bayesian Neural Networks (BNN) are equipped for uncertainty estimation but cannot scale to large DNNs that are highly unstable to train. To address this challenge, we introduce the Adaptable Bayesian Neural Network (ABNN), a simple and scalable strategy to seamlessly transform DNNs into BNNs in a post-hoc manner with minimal computational and training overheads. ABNN preserves the main predictive properties of DNNs while enhancing their uncertainty quantification abilities through simple BNN adaptation layers (attached to normalization layers) and a few fine-tuning steps on pre-trained models. We conduct extensive experiments across multiple datasets for image classification and semantic segmentation tasks, and our results demonstrate that ABNN achieves state-of-the-art performance without the computational budget typically associated with ensemble methods.
Information-seeking polynomial NARX model-predictive control through expected free energy minimization
We propose an adaptive model-predictive controller that balances driving the system to a goal state and seeking system observations that are informative with respect to the parameters of a nonlinear autoregressive exogenous model. The controller's objective function is derived from an expected free energy functional and contains information-theoretic terms expressing uncertainty over model parameters and output predictions. Experiments illustrate how parameter uncertainty affects the control objective and evaluate the proposed controller for a pendulum swing-up task.
Predicting Confinement Effect of Carbon Fiber Reinforced Polymers on Strength of Concrete using Metaheuristics-based Artificial Neural Networks
Wahab, Sarmed, Suleiman, Mohamed, Shabbir, Faisal, Mahmoudabadi, Nasim Shakouri, Waqas, Sarmad, Herl, Nouman, Ahmad, Afaq
Keywords: carbon fiber reinforced polymer, concrete, confinement effect, strength, particle swarm optimization, grey wolf optimizer, bat algorithm Abstract This article deals with the study of predicting the confinement effect of carbon fiber reinforced polymers (CFRPs) on concrete cylinder strength using metaheuristics-based artificial neural networks. Three metaheuristic models are implemented including particle swarm optimization (PSO), grey wolf optimizer (GWO), and bat algorithm (BA). These algorithms are trained on the data using an objective function of mean square error and their predicted results are validated against the experimental studies and finite element analysis. The study shows that the hybrid model of PSO predicted the strength of CFRP-confined concrete cylinders with maximum accuracy of 99.13% and GWO predicted the results with an accuracy of 98.17%. The high accuracy of axial compressive strength predictions demonstrated that these prediction models are a reliable solution to the empirical methods. The prediction models are especially suitable for avoiding full-scale time-consuming experimental tests that make the process quick and economical. 1 Introduction Fiber-reinforced polymer is a composite material comprising fibers of either glass, aramid, or carbon and a polymer matrix. These fibers improve the properties of the polymer matrix mechanically including its stiffness and strength. The popularity of these composites has increased significantly in civil engineering due to their ability to strengthen concrete structural members. FRPs can be used either as a bar or plates embedded in concrete as an internal reinforcement and can be used as an external reinforcement by wrapping FRP sheets to existing structural members. The FRP bars have significantly higher strength than the steel reinforcement bars. They are highly durable and resistant to chemicals, corrosion (Cousin et al. 2019, Ananthkumar et al. 2020, Zhang et al. 2020), and radiation, their higher strength-to-weight ratio (Zhou et al. 2019) makes them ideal for structures that require high strength but need not be heavy. They can be molded into any required shape that provides higher design flexibility. Moreover, it has a lower environmental impact (Lee and Jain 2009), unlike concrete and timber.
DynGFN: Towards Bayesian Inference of Gene Regulatory Networks with GFlowNets
Atanackovic, Lazar, Tong, Alexander, Wang, Bo, Lee, Leo J., Bengio, Yoshua, Hartford, Jason
One of the grand challenges of cell biology is inferring the gene regulatory network (GRN) which describes interactions between genes and their products that control gene expression and cellular function. We can treat this as a causal discovery problem but with two non-standard challenges: (1) regulatory networks are inherently cyclic so we should not model a GRN as a directed acyclic graph (DAG), and (2) observations have significant measurement noise, so for typical sample sizes there will always be a large equivalence class of graphs that are likely given the data, and we want methods that capture this uncertainty. Existing methods either focus on challenge (1), identifying cyclic structure from dynamics, or on challenge (2) learning complex Bayesian posteriors over DAGs, but not both. In this paper we leverage the fact that it is possible to estimate the "velocity" of gene expression with RNA velocity techniques to develop an approach that addresses both challenges. Because we have access to velocity information, we can treat the Bayesian structure learning problem as a problem of sparse identification of a dynamical system, capturing cyclic feedback loops through time. Since our objective is to model uncertainty over discrete structures, we leverage Generative Flow Networks (GFlowNets) to estimate the posterior distribution over the combinatorial space of possible sparse dependencies. Our results indicate that our method learns posteriors that better encapsulate the distributions of cyclic structures compared to counterpart state-of-the-art Bayesian structure learning approaches.
An investigation of belief-free DRL and MCTS for inspection and maintenance planning
Koutas, Daniel, Bismut, Elizabeth, Straub, Daniel
We propose a novel Deep Reinforcement Learning (DRL) architecture for sequential decision processes under uncertainty, as encountered in inspection and maintenance (I&M) planning. Unlike other DRL algorithms for (I&M) planning, the proposed +RQN architecture dispenses with computing the belief state and directly handles erroneous observations instead. We apply the algorithm to a basic I&M planning problem for a one-component system subject to deterioration. In addition, we investigate the performance of Monte Carlo tree search for the I&M problem and compare it to the +RQN. The comparison includes a statistical analysis of the two methods' resulting policies, as well as their visualization in the belief space.
Learning Rich Rankings
Seshadri, Arjun, Ragain, Stephen, Ugander, Johan
Although the foundations of ranking are well established, the ranking literature has primarily been focused on simple, unimodal models, e.g. the Mallows and Plackett-Luce models, that define distributions centered around a single total ordering. Explicit mixture models have provided some tools for modelling multimodal ranking data, though learning such models from data is often difficult. In this work, we contribute a contextual repeated selection (CRS) model that leverages recent advances in choice modeling to bring a natural multimodality and richness to the rankings space. We provide rigorous theoretical guarantees for maximum likelihood estimation under the model through structure-dependent tail risk and expected risk bounds. As a by-product, we also furnish the first tight bounds on the expected risk of maximum likelihood estimators for the multinomial logit (MNL) choice model and the Plackett-Luce (PL) ranking model, as well as the first tail risk bound on the PL ranking model. The CRS model significantly outperforms existing methods for modeling real world ranking data in a variety of settings, from racing to rank choice voting.