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 dependency measure



A Study of Posterior Stability for Time-Series Latent Diffusion

arXiv.org Artificial Intelligence

Latent diffusion has shown promising results in image generation and permits efficient sampling. However, this framework might suffer from the problem of posterior collapse when applied to time series. In this paper, we conduct an impact analysis of this problem. With a theoretical insight, we first explain that posterior collapse reduces latent diffusion to a VAE, making it less expressive. Then, we introduce the notion of dependency measures, showing that the latent variable sampled from the diffusion model loses control of the generation process in this situation and that latent diffusion exhibits dependency illusion in the case of shuffled time series. We also analyze the causes of posterior collapse and introduce a new framework based on this analysis, which addresses the problem and supports a more expressive prior distribution. Our experiments on various real-world time-series datasets demonstrate that our new model maintains a stable posterior and outperforms the baselines in time series generation.


Bilateral Dependency Optimization: Defending Against Model-inversion Attacks

arXiv.org Artificial Intelligence

Through using only a well-trained classifier, model-inversion (MI) attacks can recover the data used for training the classifier, leading to the privacy leakage of the training data. To defend against MI attacks, previous work utilizes a unilateral dependency optimization strategy, i.e., minimizing the dependency between inputs (i.e., features) and outputs (i.e., labels) during training the classifier. However, such a minimization process conflicts with minimizing the supervised loss that aims to maximize the dependency between inputs and outputs, causing an explicit trade-off between model robustness against MI attacks and model utility on classification tasks. In this paper, we aim to minimize the dependency between the latent representations and the inputs while maximizing the dependency between latent representations and the outputs, named a bilateral dependency optimization (BiDO) strategy. In particular, we use the dependency constraints as a universally applicable regularizer in addition to commonly used losses for deep neural networks (e.g., cross-entropy), which can be instantiated with appropriate dependency criteria according to different tasks. To verify the efficacy of our strategy, we propose two implementations of BiDO, by using two different dependency measures: BiDO with constrained covariance (BiDO-COCO) and BiDO with Hilbert-Schmidt Independence Criterion (BiDO-HSIC). Experiments show that BiDO achieves the state-of-the-art defense performance for a variety of datasets, classifiers, and MI attacks while suffering a minor classification-accuracy drop compared to the well-trained classifier with no defense, which lights up a novel road to defend against MI attacks.


The BP Dependency Function: a Generic Measure of Dependence between Random Variables

arXiv.org Machine Learning

Measuring and quantifying dependencies between random variables (RV's) can give critical insights into a data-set. Typical questions are: `Do underlying relationships exist?', `Are some variables redundant?', and `Is some target variable $Y$ highly or weakly dependent on variable $X$?' Interestingly, despite the evident need for a general-purpose measure of dependency between RV's, common practice of data analysis is that most data analysts use the Pearson correlation coefficient (PCC) to quantify dependence between RV's, while it is well-recognized that the PCC is essentially a measure for linear dependency only. Although many attempts have been made to define more generic dependency measures, there is yet no consensus on a standard, general-purpose dependency function. In fact, several ideal properties of a dependency function have been proposed, but without much argumentation. Motivated by this, in this paper we will discuss and revise the list of desired properties and propose a new dependency function that meets all these requirements. This general-purpose dependency function provides data analysts a powerful means to quantify the level of dependence between variables. To this end, we also provide Python code to determine the dependency function for use in practice.


Improving Multimodal fusion via Mutual Dependency Maximisation

arXiv.org Artificial Intelligence

Multimodal sentiment analysis is a trending area of research, and the multimodal fusion is one of its most active topic. Acknowledging humans communicate through a variety of channels (i.e visual, acoustic, linguistic), multimodal systems aim at integrating different unimodal representations into a synthetic one. So far, a consequent effort has been made on developing complex architectures allowing the fusion of these modalities. However, such systems are mainly trained by minimising simple losses such as $L_1$ or cross-entropy. In this work, we investigate unexplored penalties and propose a set of new objectives that measure the dependency between modalities. We demonstrate that our new penalties lead to a consistent improvement (up to $4.3$ on accuracy) across a large variety of state-of-the-art models on two well-known sentiment analysis datasets: \texttt{CMU-MOSI} and \texttt{CMU-MOSEI}. Our method not only achieves a new SOTA on both datasets but also produces representations that are more robust to modality drops. Finally, a by-product of our methods includes a statistical network which can be used to interpret the high dimensional representations learnt by the model.


Sobolev Independence Criterion

arXiv.org Machine Learning

We propose the Sobolev Independence Criterion (SIC), an interpretable dependency measure between a high dimensional random variable X and a response variable Y . SIC decomposes to the sum of feature importance scores and hence can be used for nonlinear feature selection. SIC can be seen as a gradient regularized Integral Probability Metric (IPM) between the joint distribution of the two random variables and the product of their marginals. We use sparsity inducing gradient penalties to promote input sparsity of the critic of the IPM. In the kernel version we show that SIC can be cast as a convex optimization problem by introducing auxiliary variables that play an important role in feature selection as they are normalized feature importance scores. We then present a neural version of SIC where the critic is parameterized as a homogeneous neural network, improving its representation power as well as its interpretability. We conduct experiments validating SIC for feature selection in synthetic and real-world experiments. We show that SIC enables reliable and interpretable discoveries, when used in conjunction with the holdout randomization test and knockoffs to control the False Discovery Rate. Code is available at http://github.com/ibm/sic.


On the Detection of Mutual Influences and Their Consideration in Reinforcement Learning Processes

arXiv.org Artificial Intelligence

Self-adaptation has been proposed as a mechanism to counter complexity in control problems of technical systems. A major driver behind self-adaptation is the idea to transfer traditional design-time decisions to runtime and into the responsibility of systems themselves. In order to deal with unforeseen events and conditions, systems need creativity -- typically realized by means of machine learning capabilities. Such learning mechanisms are based on different sources of knowledge. Feedback from the environment used for reinforcement purposes is probably the most prominent one within the self-adapting and self-organizing (SASO) systems community. However, the impact of other (sub-)systems on the success of the individual system's learning performance has mostly been neglected in this context. In this article, we propose a novel methodology to identify effects of actions performed by other systems in a shared environment on the utility achievement of an autonomous system. Consider smart cameras (SC) as illustrating example: For goals such as 3D reconstruction of objects, the most promising configuration of one SC in terms of pan/tilt/zoom parameters depends largely on the configuration of other SCs in the vicinity. Since such mutual influences cannot be pre-defined for dynamic systems, they have to be learned at runtime. Furthermore, they have to be taken into consideration when self-improving the own configuration decisions based on a feedback loop concept, e.g., known from the SASO domain or the Autonomic and Organic Computing initiatives. We define a methodology to detect such influences at runtime, present an approach to consider this information in a reinforcement learning technique, and analyze the behavior in artificial as well as real-world SASO system settings.


Feature Selection for multi-labeled variables via Dependency Maximization

arXiv.org Machine Learning

Feature selection and reducing the dimensionality of data is an essential step in data analysis. In this work, we propose a new criterion for feature selection that is formulated as conditional information between features given the labeled variable. Instead of using the standard mutual information measure based on Kullback-Leibler divergence, we use our proposed criterion to filter out redundant features for the purpose of multiclass classification. This approach results in an efficient and fast non-parametric implementation of feature selection as it can be directly estimated using a geometric measure of dependency, the global Friedman-Rafsky (FR) multivariate run test statistic constructed by a global minimal spanning tree (MST). We demonstrate the advantages of our proposed feature selection approach through simulation. In addition the proposed feature selection method is applied to the MNIST data set.


Multivariate Dependency Measure based on Copula and Gaussian Kernel

arXiv.org Machine Learning

We propose a new multivariate dependency measure. It is obtained by considering a Gaussian kernel based distance between the copula transform of the given d-dimensional distribution and the uniform copula and then appropriately normalizing it. The resulting measure is shown to satisfy a number of desirable properties. A nonparametric estimate is proposed for this dependency measure and its properties (finite sample as well as asymptotic) are derived. Some comparative studies of the proposed dependency measure estimate with some widely used dependency measure estimates on artificial datasets are included. A non-parametric test of independence between two or more random variables based on this measure is proposed. A comparison of the proposed test with some existing nonparametric multivariate test for independence is presented.


A New Measure of Conditional Dependence

arXiv.org Machine Learning

Measuring conditional dependencies among the variables of a network is of great interest to many disciplines. This paper studies some shortcomings of the existing dependency measures in detecting direct causal influences or their lack of ability for group selection to capture strong dependencies and accordingly introduces a new statistical dependency measure to overcome them. This measure is inspired by Dobrushin's coefficients and based on the fact that there is no dependency between $X$ and $Y$ given another variable $Z$, if and only if the conditional distribution of $Y$ given $X=x$ and $Z=z$ does not change when $X$ takes another realization $x'$ while $Z$ takes the same realization $z$. We show the advantages of this measure over the related measures in the literature. Moreover, we establish the connection between our measure and the integral probability metric (IPM) that helps to develop estimators of the measure with lower complexity compared to other relevant information theoretic based measures. Finally, we show the performance of this measure through numerical simulations.