fbnn
Towards Experience Replay for Class-Incremental Learning in Fully-Binary Networks
Basso-Bert, Yanis, Molnos, Anca, Lemaire, Romain, Guicquero, William, Dupret, Antoine
Binary Neural Networks (BNNs) are a promising approach to enable Artificial Neural Network (ANN) implementation on ultra-low power edge devices. Such devices may compute data in highly dynamic environments, in which the classes targeted for inference can evolve or even novel classes may arise, requiring continual learning. Class Incremental Learning (CIL) is a common type of continual learning for classification problems, that has been scarcely addressed in the context of BNNs. Furthermore, most of existing BNNs models are not fully binary, as they require several real-valued network layers, at the input, the output, and for batch normalization. This paper goes a step further, enabling class incremental learning in Fully-Binarized NNs (FBNNs) through four main contributions. We firstly revisit the FBNN design and its training procedure that is suitable to CIL. Secondly, we explore loss balancing, a method to trade-off the performance of past and current classes. Thirdly, we propose a semi-supervised method to pre-train the feature extractor of the FBNN for transferable representations. Fourthly, two conventional CIL methods, \ie, Latent and Native replay, are thoroughly compared. These contributions are exemplified first on the CIFAR100 dataset, before being scaled up to address the CORE50 continual learning benchmark. The final results based on our 3Mb FBNN on CORE50 exhibit at par and better performance than conventional real-valued larger NN models.
Active Learning with Fully Bayesian Neural Networks for Discontinuous and Nonstationary Data
Active learning optimizes the exploration of large parameter spaces by strategically selecting which experiments or simulations to conduct, thus reducing resource consumption and potentially accelerating scientific discovery. A key component of this approach is a probabilistic surrogate model, typically a Gaussian Process (GP), which approximates an unknown functional relationship between control parameters and a target property. However, conventional GPs often struggle when applied to systems with discontinuities and non-stationarities, prompting the exploration of alternative models. This limitation becomes particularly relevant in physical science problems, which are often characterized by abrupt transitions between different system states and rapid changes in physical property behavior. Fully Bayesian Neural Networks (FBNNs) serve as a promising substitute, treating all neural network weights probabilistically and leveraging advanced Markov Chain Monte Carlo techniques for direct sampling from the posterior distribution. This approach enables FBNNs to provide reliable predictive distributions, crucial for making informed decisions under uncertainty in the active learning setting. Although traditionally considered too computationally expensive for 'big data' applications, many physical sciences problems involve small amounts of data in relatively low-dimensional parameter spaces. Here, we assess the suitability and performance of FBNNs with the No-U-Turn Sampler for active learning tasks in the 'small data' regime, highlighting their potential to enhance predictive accuracy and reliability on test functions relevant to problems in physical sciences.
Sparse Implicit Processes for Approximate Inference
Santana, Simón Rodríguez, Zaldivar, Bryan, Hernández-Lobato, Daniel
Implicit Processes (IPs) are flexible priors that can describe models such as Bayesian neural networks, neural samplers and data generators. IPs allow for approximate inference in function-space. This avoids some degenerate problems of parameter-space approximate inference due to the high number of parameters and strong dependencies. For this, an extra IP is often used to approximate the posterior of the prior IP. However, simultaneously adjusting the parameters of the prior IP and the approximate posterior IP is a challenging task. Existing methods that can tune the prior IP result in a Gaussian predictive distribution, which fails to capture important data patterns. By contrast, methods producing flexible predictive distributions by using another IP to approximate the posterior process cannot fit the prior IP to the observed data. We propose here a method that can carry out both tasks. For this, we rely on an inducing-point representation of the prior IP, as often done in the context of sparse Gaussian processes. The result is a scalable method for approximate inference with IPs that can tune the prior IP parameters to the data, and that provides accurate non-Gaussian predictive distributions.
Non-linear Functional Modeling using Neural Networks
Rao, Aniruddha Rajendra, Reimherr, Matthew
We introduce a new class of non-linear models for functional data based on neural networks. Deep learning has been very successful in non-linear modeling, but there has been little work done in the functional data setting. We propose two variations of our framework: a functional neural network with continuous hidden layers, called the Functional Direct Neural Network (FDNN), and a second version that utilizes basis expansions and continuous hidden layers, called the Functional Basis Neural Network (FBNN). Both are designed explicitly to exploit the structure inherent in functional data. To fit these models we derive a functional gradient based optimization algorithm. The effectiveness of the proposed methods in handling complex functional models is demonstrated by comprehensive simulation studies and real data examples.
Functional Variational Bayesian Neural Networks
Sun, Shengyang, Zhang, Guodong, Shi, Jiaxin, Grosse, Roger
Variational Bayesian neural networks (BNNs) perform variational inference over weights, but it is difficult to specify meaningful priors and approximate posteriors in a high-dimensional weight space. We introduce functional variational Bayesian neural networks (fBNNs), which maximize an Evidence Lower BOund (ELBO) defined directly on stochastic processes, i.e. distributions over functions. We prove that the KL divergence between stochastic processes equals the supremum of marginal KL divergences over all finite sets of inputs. Based on this, we introduce a practical training objective which approximates the functional ELBO using finite measurement sets and the spectral Stein gradient estimator. With fBNNs, we can specify priors entailing rich structures, including Gaussian processes and implicit stochastic processes. Empirically, we find fBNNs extrapolate well using various structured priors, provide reliable uncertainty estimates, and scale to large datasets.