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 worst-case error


Convex-Geometric Error Bounds for Positive-Weight Kernel Quadrature

arXiv.org Machine Learning

Kernel quadrature (KQ) is a kernel-based approach to numerical integration, closely related to Bayesian quadrature (BQ) and probabilistic integration [38, 39, 10]. For sufficiently regular integrands, KQ can exploit spectral structure in a reproducing kernel Hilbert space (RKHS) that is invisible to plain Monte Carlo and thereby converge faster than the usual O(N 1/2) rate in the number of points [3, 28]. Unconstrained kernel-based rules, however, may produce numerically unstable weights, motivating longstanding interest in positively weighted rules [13, 21, 29, 46]. In this paper, positive weights mean nonnegative weights that sum to one, i.e., simplex or convex-combination weights. Whether positive-weight KQ can systematically improve over Monte Carlo is a subtle question. Kernel herding and related constructions suggested fast rates under favorable assumptions [13], but the conditional-gradient viewpoint of Bach et al. [4] clarified that the strongest such assumptions are not generally available in infinite-dimensional RKHSs. Subsequent herding-type analyses in broad RKHS settings have therefore mostly remained at the Monte-Carlo scale, except under additional structure or modified algorithms such as sparse herding variants [31, 44, 43]. Beyond herding, subsampling-based positive KQ methods such as thinning [16, 15] and recombination [21, 24] have obtained rates beyond Monte Carlo, but a general mechanism for such improvement in the simple i.i.d.


Online Prediction with Limited Selectivity

arXiv.org Artificial Intelligence

Selective prediction [Dru13, QV19] models the scenario where a forecaster freely decides on the prediction window that their forecast spans. Many data statistics can be predicted to a non-trivial error rate without any distributional assumptions or expert advice, yet these results rely on that the forecaster may predict at any time. We introduce a model of Prediction with Limited Selectivity (PLS) where the forecaster can start the prediction only on a subset of the time horizon. We study the optimal prediction error both on an instance-by-instance basis and via an average-case analysis. We introduce a complexity measure that gives instance-dependent bounds on the optimal error. For a randomly-generated PLS instance, these bounds match with high probability.


Support is All You Need for Certified VAE Training

arXiv.org Machine Learning

Variational Autoencoders (VAEs) have become increasingly popular and deployed in safety-critical applications. In such applications, we want to give certified probabilistic guarantees on performance under adversarial attacks. We propose a novel method, CIVET, for certified training of VAEs. CIVET depends on the key insight that we can bound worst-case VAE error by bounding the error on carefully chosen support sets at the latent layer. We show this point mathematically and present a novel training algorithm utilizing this insight. We show in an extensive evaluation across different datasets (in both the wireless and vision application areas), architectures, and perturbation magnitudes that our method outperforms SOTA methods achieving good standard performance with strong robustness guarantees.


Worst-case Error Bounds for Online Learning of Smooth Functions

arXiv.org Machine Learning

Online learning is a model of machine learning where the learner is trained on sequential feedback. We investigate worst-case error for the online learning of real functions that have certain smoothness constraints. Suppose that $\mathcal{F}_q$ is the class of all absolutely continuous functions $f: [0, 1] \rightarrow \mathbb{R}$ such that $\|f'\|_q \le 1$, and $\operatorname{opt}_p(\mathcal{F}_q)$ is the best possible upper bound on the sum of the $p^{\text{th}}$ powers of absolute prediction errors for any number of trials guaranteed by any learner. We show that for any $\delta, \epsilon \in (0, 1)$, $\operatorname{opt}_{1+\delta} (\mathcal{F}_{1+\epsilon}) = O(\min(\delta, \epsilon)^{-1})$. Combined with the previous results of Kimber and Long (1995) and Geneson and Zhou (2023), we achieve a complete characterization of the values of $p, q \ge 1$ that result in $\operatorname{opt}_p(\mathcal{F}_q)$ being finite, a problem open for nearly 30 years. We study the learning scenarios of smooth functions that also belong to certain special families of functions, such as polynomials. We prove a conjecture by Geneson and Zhou (2023) that it is not any easier to learn a polynomial in $\mathcal{F}_q$ than it is to learn any general function in $\mathcal{F}_q$. We also define a noisy model for the online learning of smooth functions, where the learner may receive incorrect feedback up to $\eta \ge 1$ times, denoting the worst-case error bound as $\operatorname{opt}^{\text{nf}}_{p, \eta} (\mathcal{F}_q)$. We prove that $\operatorname{opt}^{\text{nf}}_{p, \eta} (\mathcal{F}_q)$ is finite if and only if $\operatorname{opt}_p(\mathcal{F}_q)$ is. Moreover, we prove for all $p, q \ge 2$ and $\eta \ge 1$ that $\operatorname{opt}^{\text{nf}}_{p, \eta} (\mathcal{F}_q) = \Theta (\eta)$.


Towards Establishing Guaranteed Error for Learned Database Operations

arXiv.org Artificial Intelligence

Machine learning models have demonstrated substantial performance enhancements over non-learned alternatives in various fundamental data management operations, including indexing (locating items in an array), cardinality estimation (estimating the number of matching records in a database), and range-sum estimation (estimating aggregate attribute values for query-matched records). However, real-world systems frequently favor less efficient non-learned methods due to their ability to offer (worst-case) error guarantees - an aspect where learned approaches often fall short. The primary objective of these guarantees is to ensure system reliability, ensuring that the chosen approach consistently delivers the desired level of accuracy across all databases. In this paper, we embark on the first theoretical study of such guarantees for learned methods, presenting the necessary conditions for such guarantees to hold when using machine learning to perform indexing, cardinality estimation and range-sum estimation. Specifically, we present the first known lower bounds on the model size required to achieve the desired accuracy for these three key database operations. Our results bound the required model size for given average and worst-case errors in performing database operations, serving as the first theoretical guidelines governing how model size must change based on data size to be able to guarantee an accuracy level. More broadly, our established guarantees pave the way for the broader adoption and integration of learned models into real-world systems.


A Quadrature Approach for General-Purpose Batch Bayesian Optimization via Probabilistic Lifting

arXiv.org Machine Learning

Parallelisation in Bayesian optimisation is a common strategy but faces several challenges: the need for flexibility in acquisition functions and kernel choices, flexibility dealing with discrete and continuous variables simultaneously, model misspecification, and lastly fast massive parallelisation. To address these challenges, we introduce a versatile and modular framework for batch Bayesian optimisation via probabilistic lifting with kernel quadrature, called SOBER, which we present as a Python library based on GPyTorch/BoTorch. Our framework offers the following unique benefits: (1) Versatility in downstream tasks under a unified approach.


On the Optimal Recovery of Graph Signals

arXiv.org Artificial Intelligence

Learning a smooth graph signal from partially observed data is a well-studied task in graph-based machine learning. We consider this task from the perspective of optimal recovery, a mathematical framework for learning a function from observational data that adopts a worst-case perspective tied to model assumptions on the function to be learned. Earlier work in the optimal recovery literature has shown that minimizing a regularized objective produces optimal solutions for a general class of problems, but did not fully identify the regularization parameter. Our main contribution provides a way to compute regularization parameters that are optimal or near-optimal (depending on the setting), specifically for graph signal processing problems. Our results offer a new interpretation for classical optimization techniques in graph-based learning and also come with new insights for hyperparameter selection. We illustrate the potential of our methods in numerical experiments on several semi-synthetic graph signal processing datasets.


Object Pose Estimation with Statistical Guarantees: Conformal Keypoint Detection and Geometric Uncertainty Propagation

arXiv.org Artificial Intelligence

The two-stage object pose estimation paradigm first detects semantic keypoints on the image and then estimates the 6D pose by minimizing reprojection errors. Despite performing well on standard benchmarks, existing techniques offer no provable guarantees on the quality and uncertainty of the estimation. In this paper, we inject two fundamental changes, namely conformal keypoint detection and geometric uncertainty propagation, into the two-stage paradigm and propose the first pose estimator that endows an estimation with provable and computable worst-case error bounds. On one hand, conformal keypoint detection applies the statistical machinery of inductive conformal prediction to convert heuristic keypoint detections into circular or elliptical prediction sets that cover the groundtruth keypoints with a user-specified marginal probability (e.g., 90%). Geometric uncertainty propagation, on the other, propagates the geometric constraints on the keypoints to the 6D object pose, leading to a Pose UnceRtainty SEt (PURSE) that guarantees coverage of the groundtruth pose with the same probability. The PURSE, however, is a nonconvex set that does not directly lead to estimated poses and uncertainties. Therefore, we develop RANdom SAmple averaGing (RANSAG) to compute an average pose and apply semidefinite relaxation to upper bound the worst-case errors between the average pose and the groundtruth. On the LineMOD Occlusion dataset we demonstrate: (i) the PURSE covers the groundtruth with valid probabilities; (ii) the worst-case error bounds provide correct uncertainty quantification; and (iii) the average pose achieves better or similar accuracy as representative methods based on sparse keypoints.


Towards Audit Requirements for AI-based Systems in Mobility Applications

arXiv.org Artificial Intelligence

Various mobility applications like advanced driver assistance systems increasingly utilize artificial intelligence (AI) based functionalities. Typically, deep neural networks (DNNs) are used as these provide the best performance on the challenging perception, prediction or planning tasks that occur in real driving environments. However, current regulations like UNECE R 155 or ISO 26262 do not consider AI-related aspects and are only applied to traditional algorithm-based systems. The non-existence of AI-specific standards or norms prevents the practical application and can harm the trust level of users. Hence, it is important to extend existing standardization for security and safety to consider AI-specific challenges and requirements. To take a step towards a suitable regulation we propose 50 technical requirements or best practices that extend existing regulations and address the concrete needs for DNN-based systems. We show the applicability, usefulness and meaningfulness of the proposed requirements by performing an exemplary audit of a DNN-based traffic sign recognition system using three of the proposed requirements.


Informative Planning for Worst-Case Error Minimisation in Sparse Gaussian Process Regression

arXiv.org Artificial Intelligence

We present a planning framework for minimising the deterministic worst-case error in sparse Gaussian process (GP) regression. We first derive a universal worst-case error bound for sparse GP regression with bounded noise using interpolation theory on reproducing kernel Hilbert spaces (RKHSs). By exploiting the conditional independence (CI) assumption central to sparse GP regression, we show that the worst-case error minimisation can be achieved by solving a posterior entropy minimisation problem. In turn, the posterior entropy minimisation problem is solved using a Gaussian belief space planning algorithm. We corroborate the proposed worst-case error bound in a simple 1D example, and test the planning framework in simulation for a 2D vehicle in a complex flow field. Our results demonstrate that the proposed posterior entropy minimisation approach is effective in minimising deterministic error, and outperforms the conventional measurement entropy maximisation formulation when the inducing points are fixed.