Probabilistic programs are typically normal-looking programs describing posterior probability distributions. They intrinsically code up randomized algorithms and have long been at the heart of modern machine learning and approximate computing. We explore the theory of generating functions [19] and investigate its usage in the exact quantitative reasoning of probabilistic programs. Important topics include the exact representation of program semantics [13], proving exact program equivalence [5], and -- as our main focus in this extended abstract -- exact probabilistic inference. In probabilistic programming, inference aims to derive a program's posterior distribution. In contrast to approximate inference, inferring exact distributions comes with several benefits [8], e.g., no loss of precision, natural support for symbolic parameters, and efficiency on models with certain structures. Exact probabilistic inference, however, is a notoriously hard task [6,12,17,18]. The challenges mainly arise from three program constructs: (1) unbounded while-loops and/or recursion, (2) infinite-support distributions, and (3) conditioning (via posterior observations). We present our ongoing research in addressing these challenges (with a focus on conditioning) leveraging generating functions and show their potential in facilitating exact probabilistic inference for discrete probabilistic programs.
In this paper, we investigate the optimal statistical performance and the impact of computational constraints for independent component analysis (ICA). Our goal is twofold. On the one hand, we characterize the precise role of dimensionality on sample complexity and statistical accuracy, and how computational consideration may affect them. In particular, we show that the optimal sample complexity is linear in dimensionality, and interestingly, the commonly used sample kurtosis-based approaches are necessarily suboptimal. However, the optimal sample complexity becomes quadratic, up to a logarithmic factor, in the dimension if we restrict ourselves to estimates that can be computed with low-degree polynomial algorithms. On the other hand, we develop computationally tractable estimates that attain both the optimal sample complexity and minimax optimal rates of convergence. We study the asymptotic properties of the proposed estimates and establish their asymptotic normality that can be readily used for statistical inferences. Our method is fairly easy to implement and numerical experiments are presented to further demonstrate its practical merits.
Without writing a single line of code by a human, an example Monte Carlo simulation based application for stochastic dependence modeling with copulas is developed using a state-of-the-art large language model (LLM) fine-tuned for conversations. This includes interaction with ChatGPT in natural language and using mathematical formalism, which, under careful supervision by a human-expert, led to producing a working code in MATLAB, Python and R for sampling from a given copula model, evaluation of the model's density, performing maximum likelihood estimation, optimizing the code for parallel computing for CPUs as well as for GPUs, and visualization of the computed results. In contrast to other emerging studies that assess the accuracy of LLMs like ChatGPT on tasks from a selected area, this work rather investigates ways how to achieve a successful solution of a standard statistical task in a collaboration of a human-expert and artificial intelligence (AI). Particularly, through careful prompt engineering, we separate successful solutions generated by ChatGPT from unsuccessful ones, resulting in a comprehensive list of related pros and cons. It is demonstrated that if the typical pitfalls are avoided, we can substantially benefit from collaborating with an AI partner. For example, we show that if ChatGPT is not able to provide a correct solution due to a lack of or incorrect knowledge, the human-expert can feed it with the correct knowledge, e.g., in the form of mathematical theorems and formulas, and make it to apply the gained knowledge in order to provide a solution that is correct. Such ability presents an attractive opportunity to achieve a programmed solution even for users with rather limited knowledge of programming techniques.
This paper describes a purely functional library for computing level-$p$-complexity of Boolean functions, and applies it to two-level iterated majority. Boolean functions are simply functions from $n$ bits to one bit, and they can describe digital circuits, voting systems, etc. An example of a Boolean function is majority, which returns the value that has majority among the $n$ input bits for odd $n$. The complexity of a Boolean function $f$ measures the cost of evaluating it: how many bits of the input are needed to be certain about the result of $f$. There are many competing complexity measures but we focus on level-$p$-complexity -- a function of the probability $p$ that a bit is 1. The level-$p$-complexity $D_p(f)$ is the minimum expected cost when the input bits are independent and identically distributed with Bernoulli($p$) distribution. We specify the problem as choosing the minimum expected cost of all possible decision trees -- which directly translates to a clearly correct, but very inefficient implementation. The library uses thinning and memoization for efficiency and type classes for separation of concerns. The complexity is represented using polynomials, and the order relation used for thinning is implemented using polynomial factorisation and root-counting. Finally we compute the complexity for two-level iterated majority and improve on an earlier result by J.~Jansson.
Finding relevant and high-quality datasets to train machine learning models is a major bottleneck for practitioners. Furthermore, to address ambitious real-world use-cases there is usually the requirement that the data come labelled with high-quality annotations that can facilitate the training of a supervised model. Manually labelling data with high-quality labels is generally a time-consuming and challenging task and often this turns out to be the bottleneck in a machine learning project. Weak Supervised Learning (WSL) approaches have been developed to alleviate the annotation burden by offering an automatic way of assigning approximate labels (pseudo-labels) to unlabelled data based on heuristics, distant supervision and knowledge bases. We apply probabilistic generative latent variable models (PLVMs), trained on heuristic labelling representations of the original dataset, as an accurate, fast and cost-effective way to generate pseudo-labels. We show that the PLVMs achieve state-of-the-art performance across four datasets. For example, they achieve 22% points higher F1 score than Snorkel in the class-imbalanced Spouse dataset. PLVMs are plug-and-playable and are a drop-in replacement to existing WSL frameworks (e.g. Snorkel) or they can be used as benchmark models for more complicated algorithms, giving practitioners a compelling accuracy boost.
Foundation models pretrained on diverse data at scale have demonstrated extraordinary capabilities in a wide range of vision and language tasks. When such models are deployed in real world environments, they inevitably interface with other entities and agents. For example, language models are often used to interact with human beings through dialogue, and visual perception models are used to autonomously navigate neighborhood streets. In response to these developments, new paradigms are emerging for training foundation models to interact with other agents and perform long-term reasoning. These paradigms leverage the existence of ever-larger datasets curated for multimodal, multitask, and generalist interaction. Research at the intersection of foundation models and decision making holds tremendous promise for creating powerful new systems that can interact effectively across a diverse range of applications such as dialogue, autonomous driving, healthcare, education, and robotics. In this manuscript, we examine the scope of foundation models for decision making, and provide conceptual tools and technical background for understanding the problem space and exploring new research directions. We review recent approaches that ground foundation models in practical decision making applications through a variety of methods such as prompting, conditional generative modeling, planning, optimal control, and reinforcement learning, and discuss common challenges and open problems in the field.
Causal discovery and causal reasoning are classically treated as separate and consecutive tasks: one first infers the causal graph, and then uses it to estimate causal effects of interventions. However, such a two-stage approach is uneconomical, especially in terms of actively collected interventional data, since the causal query of interest may not require a fully-specified causal model. From a Bayesian perspective, it is also unnatural, since a causal query (e.g., the causal graph or some causal effect) can be viewed as a latent quantity subject to posterior inference -- other unobserved quantities that are not of direct interest (e.g., the full causal model) ought to be marginalized out in this process and contribute to our epistemic uncertainty. In this work, we propose Active Bayesian Causal Inference (ABCI), a fully-Bayesian active learning framework for integrated causal discovery and reasoning, which jointly infers a posterior over causal models and queries of interest. In our approach to ABCI, we focus on the class of causally-sufficient, nonlinear additive noise models, which we model using Gaussian processes. We sequentially design experiments that are maximally informative about our target causal query, collect the corresponding interventional data, and update our beliefs to choose the next experiment. Through simulations, we demonstrate that our approach is more data-efficient than several baselines that only focus on learning the full causal graph. This allows us to accurately learn downstream causal queries from fewer samples while providing well-calibrated uncertainty estimates for the quantities of interest.
The growing energy and performance costs of deep learning have driven the community to reduce the size of neural networks by selectively pruning components. Similarly to their biological counterparts, sparse networks generalize just as well, if not better than, the original dense networks. Sparsity can reduce the memory footprint of regular networks to fit mobile devices, as well as shorten training time for ever growing networks. In this paper, we survey prior work on sparsity in deep learning and provide an extensive tutorial of sparsification for both inference and training. We describe approaches to remove and add elements of neural networks, different training strategies to achieve model sparsity, and mechanisms to exploit sparsity in practice. Our work distills ideas from more than 300 research papers and provides guidance to practitioners who wish to utilize sparsity today, as well as to researchers whose goal is to push the frontier forward. We include the necessary background on mathematical methods in sparsification, describe phenomena such as early structure adaptation, the intricate relations between sparsity and the training process, and show techniques for achieving acceleration on real hardware. We also define a metric of pruned parameter efficiency that could serve as a baseline for comparison of different sparse networks. We close by speculating on how sparsity can improve future workloads and outline major open problems in the field.
Sampling methods (e.g., node-wise, layer-wise, or subgraph) has become an indispensable strategy to speed up training large-scale Graph Neural Networks (GNNs). However, existing sampling methods are mostly based on the graph structural information and ignore the dynamicity of optimization, which leads to high variance in estimating the stochastic gradients. The high variance issue can be very pronounced in extremely large graphs, where it results in slow convergence and poor generalization. In this paper, we theoretically analyze the variance of sampling methods and show that, due to the composite structure of empirical risk, the variance of any sampling method can be decomposed into \textit{embedding approximation variance} in the forward stage and \textit{stochastic gradient variance} in the backward stage that necessities mitigating both types of variance to obtain faster convergence rate. We propose a decoupled variance reduction strategy that employs (approximate) gradient information to adaptively sample nodes with minimal variance, and explicitly reduces the variance introduced by embedding approximation. We show theoretically and empirically that the proposed method, even with smaller mini-batch sizes, enjoys a faster convergence rate and entails a better generalization compared to the existing methods.
Since deep neural networks were developed, they have made huge contributions to everyday lives. Machine learning provides more rational advice than humans are capable of in almost every aspect of daily life. However, despite this achievement, the design and training of neural networks are still challenging and unpredictable procedures. To lower the technical thresholds for common users, automated hyper-parameter optimization (HPO) has become a popular topic in both academic and industrial areas. This paper provides a review of the most essential topics on HPO. The first section introduces the key hyper-parameters related to model training and structure, and discusses their importance and methods to define the value range. Then, the research focuses on major optimization algorithms and their applicability, covering their efficiency and accuracy especially for deep learning networks. This study next reviews major services and toolkits for HPO, comparing their support for state-of-the-art searching algorithms, feasibility with major deep learning frameworks, and extensibility for new modules designed by users. The paper concludes with problems that exist when HPO is applied to deep learning, a comparison between optimization algorithms, and prominent approaches for model evaluation with limited computational resources.
High spectral dimensionality and the shortage of annotations make hyperspectral image (HSI) classification a challenging problem. Recent studies suggest that convolutional neural networks can learn discriminative spatial features, which play a paramount role in HSI interpretation. However, most of these methods ignore the distinctive spectral-spatial characteristic of hyperspectral data. In addition, a large amount of unlabeled data remains an unexploited gold mine for efficient data use. Therefore, we proposed an integration of generative adversarial networks (GANs) and probabilistic graphical models for HSI classification. Specifically, we used a spectral-spatial generator and a discriminator to identify land cover categories of hyperspectral cubes. Moreover, to take advantage of a large amount of unlabeled data, we adopted a conditional random field to refine the preliminary classification results generated by GANs. Experimental results obtained using two commonly studied datasets demonstrate that the proposed framework achieved encouraging classification accuracy using a small number of data for training.