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 marginalisation



Score Matching With Missing Data

arXiv.org Machine Learning

Score matching is a vital tool for learning the distribution of data with applications across many areas including diffusion processes, energy based modelling, and graphical model estimation. Despite all these applications, little work explores its use when data is incomplete. We address this by adapting score matching (and its major extensions) to work with missing data in a flexible setting where data can be partially missing over any subset of the coordinates. We provide two separate score matching variations for general use, an importance weighting (IW) approach, and a variational approach. We provide finite sample bounds for our IW approach in finite domain settings and show it to have especially strong performance in small sample lower dimensional cases. Complementing this, we show our variational approach to be strongest in more complex high-dimensional settings which we demonstrate on graphical model estimation tasks on both real and simulated data.


Reviews: Parameter elimination in particle Gibbs sampling

Neural Information Processing Systems

The marginalisation of variables within some steps of an MCMC algorithm is delicate. The main proposal here appears well justified, but it would have been nice to see the argument made a little more explicitly. The type of marginalisation described here seems to be more or less what would be described as a (partially) collapsed Gibbs sampler in the sense of [David A Van Dyk and Taeyoung Park. "Partially collapsed Gibbs samplers: Theory and methods". It was less clear to me exactly how the "blocking" strategy detailed in Section 4.1 would be justified from a formal perspective, and I do think that this needs clarifying. I.e. the collection of variables to be sampled is divided into three parts -- x', x and theta and the decomposition of the kernel seems to involve sampling: x from a kernel invariant to its distribution conditional on both x' and theta (starting from the previous x) x' from a kernel invariant with respect to its distribution conditional only upon x (starting from the previous x') \theta from its full conditional distribution and it's not completely transparent how one knows that this is invariant with respect to the correct joint distribution.


Robust Domain Generalisation with Causal Invariant Bayesian Neural Networks

arXiv.org Artificial Intelligence

Deep neural networks can obtain impressive performance on various tasks under the assumption that their training domain is identical to their target domain. Performance can drop dramatically when this assumption does not hold. One explanation for this discrepancy is the presence of spurious domain-specific correlations in the training data that the network exploits. Causal mechanisms, in the other hand, can be made invariant under distribution changes as they allow disentangling the factors of distribution underlying the data generation. Yet, learning causal mechanisms to improve out-of-distribution generalisation remains an under-explored area. We propose a Bayesian neural architecture that disentangles the learning of the the data distribution from the inference process mechanisms. We show theoretically and experimentally that our model approximates reasoning under causal interventions. We demonstrate the performance of our method, outperforming point estimate-counterparts, on out-of-distribution image recognition tasks where the data distribution acts as strong adversarial confounders.


Reviews: DVAE#: Discrete Variational Autoencoders with Relaxed Boltzmann Priors

Neural Information Processing Systems

A key aspect of these works is retaining the ability to train the models with low-variance reparameterisation trick based gradient estimates of the variational objective by relaxing the discrete latent variables with associated continuous valued variables. Of particular significance to this submission are the discrete VAE (dVAE) (Rolfe, 2016) and dVAE (Vahdat et al., 2018) models which use a Boltzmann machine (BM) prior on the discrete latent variables and construct a differentiable proxy variational objective by introducing continuous variables zeta corresponding to relaxations of the discrete variables z, with \zeta depending on z via a *smoothing* conditional distribution r(\zeta z) . The generative process in the decoder model is specified such that generated outputs x are conditionally independent of the discrete variables z given the continuous variables \zeta . An issue identified with the (differentiable proxy) variational objective used in both the dVAE and dVAE approaches is that it is not amenable to being formulated as an importance-weighted bound, with importance-weighted objectives for continuous VAE models having been found to give significant improvements in training performance (Burda et al., 2015). In this submission the authors suggest an alternative dVAE formulation they term dVAE# which is able to use an importance weighted objective.


Kernel-, mean- and noise-marginalised Gaussian processes for exoplanet transits and $H_0$ inference

arXiv.org Machine Learning

Using a fully Bayesian approach, Gaussian Process regression is extended to include marginalisation over the kernel choice and kernel hyperparameters. In addition, Bayesian model comparison via the evidence enables direct kernel comparison. The calculation of the joint posterior was implemented with a transdimensional sampler which simultaneously samples over the discrete kernel choice and their hyperparameters by embedding these in a higher-dimensional space, from which samples are taken using nested sampling. This method was explored on synthetic data from exoplanet transit light curve simulations. The true kernel was recovered in the low noise region while no kernel was preferred for larger noise. Furthermore, inference of the physical exoplanet hyperparameters was conducted. In the high noise region, either the bias in the posteriors was removed, the posteriors were broadened or the accuracy of the inference was increased. In addition, the uncertainty in mean function predictive distribution increased due to the uncertainty in the kernel choice. Subsequently, the method was extended to marginalisation over mean functions and noise models and applied to the inference of the present-day Hubble parameter, $H_0$, from real measurements of the Hubble parameter as a function of redshift, derived from the cosmologically model-independent cosmic chronometer and {\Lambda}CDM-dependent baryon acoustic oscillation observations. The inferred $H_0$ values from the cosmic chronometers, baryon acoustic oscillations and combined datasets are $H_0$ = 66$\pm$6 km/s/Mpc, $H_0$ = 67$\pm$10 km/s/Mpc and $H_0$ = 69$\pm$6 km/s/Mpc, respectively. The kernel posterior of the cosmic chronometers dataset prefers a non-stationary linear kernel. Finally, the datasets are shown to be not in tension with ln(R)=12.17$\pm$0.02.


Speech Recognition with Missing Data using Recurrent Neural Nets

Neural Information Processing Systems

In the missing data' approach to improving the robustness of automatic speech recognition to added noise, an initial process identifies spectral- temporal regions which are dominated by the speech source. The remaining regions are considered to bemissing'. In this paper we develop a connectionist approach to the problem of adapting speech recognition to the missing data case, using Recurrent Neural Networks. In contrast to methods based on Hidden Markov Models, RNNs allow us to make use of long-term time constraints and to make the problems of classification with incomplete data and imputing missing values interact. We report encouraging results on an isolated digit recognition task. 1. Introduction Automatic Speech Recognition systems perform reasonably well in controlled and matched training and recognition conditions.


Robust Simulation-Based Inference in Cosmology with Bayesian Neural Networks

arXiv.org Artificial Intelligence

Simulation-based inference (SBI) is rapidly establishing itself as a standard machine learning technique for analyzing data in cosmological surveys. Despite continual improvements to the quality of density estimation by learned models, applications of such techniques to real data are entirely reliant on the generalization power of neural networks far outside the training distribution, which is mostly unconstrained. Due to the imperfections in scientist-created simulations, and the large computational expense of generating all possible parameter combinations, SBI methods in cosmology are vulnerable to such generalization issues. Here, we discuss the effects of both issues, and show how using a Bayesian neural network framework for training SBI can mitigate biases, and result in more reliable inference outside the training set. We introduce cosmoSWAG, the first application of Stochastic Weight Averaging to cosmology, and apply it to SBI trained for inference on the cosmic microwave background.


Credal Valuation Networks for Machine Reasoning Under Uncertainty

arXiv.org Artificial Intelligence

Contemporary undertakings provide limitless opportunities for widespread application of machine reasoning and artificial intelligence in situations characterised by uncertainty, hostility and sheer volume of data. The paper develops a valuation network as a graphical system for higher-level fusion and reasoning under uncertainty in support of the human operators. Valuations, which are mathematical representation of (uncertain) knowledge and collected data, are expressed as credal sets, defined as coherent interval probabilities in the framework of imprecise probability theory. The basic operations with such credal sets, combination and marginalisation, are defined to satisfy the axioms of a valuation algebra. A practical implementation of the credal valuation network is discussed and its utility demonstrated on a small scale example. As the volume of information (domain knowledge and data) exceeds, in most practical situations, the ability of human operators to process and comprehend it in a timely manner, we increasingly rely on machine intelligence for reasoning and forming inferences.


Forgetting Formulas and Signature Elements in Epistemic States

arXiv.org Artificial Intelligence

Delgrande's knowledge level account of forgetting provides a general approach to forgetting syntax elements from sets of formulas with links to many other forgetting operations, in particular, to Boole's variable elimination. On the other hand, marginalisation of epistemic states is a specific approach to actively reduce signatures in more complex semantic frameworks, also aiming at forgetting atoms that is very well known from probability theory. In this paper, we bring these two perspectives of forgetting together by showing that marginalisation can be considered as an extension of Delgrande's approach to the level of epistemic states. More precisely, we generalize Delgrande's axioms of forgetting to forgetting in epistemic states, and show that marginalisation is the most specific and informative forgetting operator that satisfies these axioms. Moreover, we elaborate suitable phrasings of Delgrande's concept of forgetting for formulas by transferring the basic ideas of the axioms to forgetting formulas from epistemic states. However, here we show that this results in trivial approaches to forgetting formulas. This finding supports the claim that forgetting syntax elements is essentially different from belief contraction, as e.g. axiomatized in the AGM belief change framework.