This thesis focuses on the advancement of probabilistic logic programming (PLP), which combines probability theory for uncertainty and logic programming for relations. The thesis aims to extend PLP to support both discrete and continuous random variables, which is necessary for applications with numeric data. The first contribution is the introduction of context-specific likelihood weighting (CS-LW), a new sampling algorithm that exploits context-specific independencies for computational gains. Next, a new hybrid PLP, DC#, is introduced, which integrates the syntax of Distributional Clauses with Bayesian logic programs and represents three types of independencies: i) conditional independencies (CIs) modeled in Bayesian networks; ii) context-specific independencies (CSIs) represented by logical rules, and iii) independencies amongst attributes of related objects in relational models expressed by combining rules. The scalable inference algorithm FO-CS-LW is introduced for DC#. Finally, the thesis addresses the lack of approaches for learning hybrid PLP from relational data and background knowledge with the introduction of DiceML, which learns the structure and parameters of hybrid PLP and tackles the relational autocompletion problem. The conclusion discusses future directions and open challenges for hybrid PLP.
New knowledge originates from the old. The various types of elements, deposited in the training history, are a large amount of wealth for improving learning deep models. In this survey, we comprehensively review and summarize the topic--``Historical Learning: Learning Models with Learning History'', which learns better neural models with the help of their learning history during its optimization, from three detailed aspects: Historical Type (what), Functional Part (where) and Storage Form (how). To our best knowledge, it is the first survey that systematically studies the methodologies which make use of various historical statistics when training deep neural networks. The discussions with related topics like recurrent/memory networks, ensemble learning, and reinforcement learning are demonstrated. We also expose future challenges of this topic and encourage the community to pay attention to the think of historical learning principles when designing algorithms. The paper list related to historical learning is available at \url{//github.com/Martinser/Awesome-Historical-Learning.}
Planning for multi-robot teams in complex environments is a challenging problem, especially when these teams must coordinate to accomplish a common objective. In general, optimal solutions to these planning problems are computationally intractable, since the decision space grows exponentially with the number of robots. In this paper, we present a novel approach for multi-robot planning on topological graphs using mixed-integer programming. Central to our approach is the notion of a dynamic topological graph, where edge weights vary dynamically based on the locations of the robots in the graph. We construct this graph using the critical features of the planning problem and the relationships between robots; we then leverage mixed-integer programming to minimize a shared cost that depends on the paths of all robots through the graph. To improve computational tractability, we formulated an objective function with a fully convex relaxation and designed our decision space around eliminating the exponential dependence on the number of robots. We test our approach on a multi-robot reconnaissance scenario, where robots must coordinate to minimize detectability and maximize safety while gathering information. We demonstrate that our approach is able to scale to a series of representative scenarios and is capable of computing optimal coordinated strategic behaviors for autonomous multi-robot teams in seconds.
In complex large-scale systems such as climate, important effects are caused by a combination of confounding processes that are not fully observable. The identification of sources from observations of system state is vital for attribution and prediction, which inform critical policy decisions. The difficulty of these types of inverse problems lies in the inability to isolate sources and the cost of simulating computational models. Surrogate models may enable the many-query algorithms required for source identification, but data challenges arise from high dimensionality of the state and source, limited ensembles of costly model simulations to train a surrogate model, and few and potentially noisy state observations for inversion due to measurement limitations. The influence of auxiliary processes adds an additional layer of uncertainty that further confounds source identification. We introduce a framework based on (1) calibrating deep neural network surrogates to the flow maps provided by an ensemble of simulations obtained by varying sources, and (2) using these surrogates in a Bayesian framework to identify sources from observations via optimization. Focusing on an atmospheric dispersion exemplar, we find that the expressive and computationally efficient nature of the deep neural network operator surrogates in appropriately reduced dimension allows for source identification with uncertainty quantification using limited data. Introducing a variable wind field as an auxiliary process, we find that a Bayesian approximation error approach is essential for reliable source inversion when uncertainty due to wind stresses the algorithm.
Graph Neural Networks (GNNs) have enjoyed wide spread applications in graph-structured data. However, existing graph based applications commonly lack annotated data. GNNs are required to learn latent patterns from a limited amount of training data to perform inferences on a vast amount of test data. The increased complexity of GNNs, as well as a single point of model parameter initialization, usually lead to overfitting and sub-optimal performance. In addition, it is known that GNNs are vulnerable to adversarial attacks. In this paper, we push one step forward on the ensemble learning of GNNs with improved accuracy, generalization, and adversarial robustness. Following the principles of stochastic modeling, we propose a new method called GNN-Ensemble to construct an ensemble of random decision graph neural networks whose capacity can be arbitrarily expanded for improvement in performance. The essence of the method is to build multiple GNNs in randomly selected substructures in the topological space and subfeatures in the feature space, and then combine them for final decision making. These GNNs in different substructure and subfeature spaces generalize their classification in complementary ways. Consequently, their combined classification performance can be improved and overfitting on the training data can be effectively reduced. In the meantime, we show that GNN-Ensemble can significantly improve the adversarial robustness against attacks on GNNs.
Causal Machine Learning (CausalML) is an umbrella term for machine learning methods that formalize the data-generation process as a structural causal model (SCM). This allows one to reason about the effects of changes to this process (i.e., interventions) and what would have happened in hindsight (i.e., counterfactuals). We categorize work in \causalml into five groups according to the problems they tackle: (1) causal supervised learning, (2) causal generative modeling, (3) causal explanations, (4) causal fairness, (5) causal reinforcement learning. For each category, we systematically compare its methods and point out open problems. Further, we review modality-specific applications in computer vision, natural language processing, and graph representation learning. Finally, we provide an overview of causal benchmarks and a critical discussion of the state of this nascent field, including recommendations for future work.
Unsupervised domain adaptation has recently emerged as an effective paradigm for generalizing deep neural networks to new target domains. However, there is still enormous potential to be tapped to reach the fully supervised performance. In this paper, we present a novel active learning strategy to assist knowledge transfer in the target domain, dubbed active domain adaptation. We start from an observation that energy-based models exhibit free energy biases when training (source) and test (target) data come from different distributions. Inspired by this inherent mechanism, we empirically reveal that a simple yet efficient energy-based sampling strategy sheds light on selecting the most valuable target samples than existing approaches requiring particular architectures or computation of the distances. Our algorithm, Energy-based Active Domain Adaptation (EADA), queries groups of targe data that incorporate both domain characteristic and instance uncertainty into every selection round. Meanwhile, by aligning the free energy of target data compact around the source domain via a regularization term, domain gap can be implicitly diminished. Through extensive experiments, we show that EADA surpasses state-of-the-art methods on well-known challenging benchmarks with substantial improvements, making it a useful option in the open world. Code is available at //github.com/BIT-DA/EADA.
We consider the problem of discovering $K$ related Gaussian directed acyclic graphs (DAGs), where the involved graph structures share a consistent causal order and sparse unions of supports. Under the multi-task learning setting, we propose a $l_1/l_2$-regularized maximum likelihood estimator (MLE) for learning $K$ linear structural equation models. We theoretically show that the joint estimator, by leveraging data across related tasks, can achieve a better sample complexity for recovering the causal order (or topological order) than separate estimations. Moreover, the joint estimator is able to recover non-identifiable DAGs, by estimating them together with some identifiable DAGs. Lastly, our analysis also shows the consistency of union support recovery of the structures. To allow practical implementation, we design a continuous optimization problem whose optimizer is the same as the joint estimator and can be approximated efficiently by an iterative algorithm. We validate the theoretical analysis and the effectiveness of the joint estimator in experiments.
Causality can be described in terms of a structural causal model (SCM) that carries information on the variables of interest and their mechanistic relations. For most processes of interest the underlying SCM will only be partially observable, thus causal inference tries to leverage any exposed information. Graph neural networks (GNN) as universal approximators on structured input pose a viable candidate for causal learning, suggesting a tighter integration with SCM. To this effect we present a theoretical analysis from first principles that establishes a novel connection between GNN and SCM while providing an extended view on general neural-causal models. We then establish a new model class for GNN-based causal inference that is necessary and sufficient for causal effect identification. Our empirical illustration on simulations and standard benchmarks validate our theoretical proofs.
The era of big data provides researchers with convenient access to copious data. However, people often have little knowledge about it. The increasing prevalence of big data is challenging the traditional methods of learning causality because they are developed for the cases with limited amount of data and solid prior causal knowledge. This survey aims to close the gap between big data and learning causality with a comprehensive and structured review of traditional and frontier methods and a discussion about some open problems of learning causality. We begin with preliminaries of learning causality. Then we categorize and revisit methods of learning causality for the typical problems and data types. After that, we discuss the connections between learning causality and machine learning. At the end, some open problems are presented to show the great potential of learning causality with data.
Dynamic programming (DP) solves a variety of structured combinatorial problems by iteratively breaking them down into smaller subproblems. In spite of their versatility, DP algorithms are usually non-differentiable, which hampers their use as a layer in neural networks trained by backpropagation. To address this issue, we propose to smooth the max operator in the dynamic programming recursion, using a strongly convex regularizer. This allows to relax both the optimal value and solution of the original combinatorial problem, and turns a broad class of DP algorithms into differentiable operators. Theoretically, we provide a new probabilistic perspective on backpropagating through these DP operators, and relate them to inference in graphical models. We derive two particular instantiations of our framework, a smoothed Viterbi algorithm for sequence prediction and a smoothed DTW algorithm for time-series alignment. We showcase these instantiations on two structured prediction tasks and on structured and sparse attention for neural machine translation.