We introduce a comprehensive Bayesian multivariate predictive inference framework. The basis for our framework is a hierarchical Bayesian model, that is a mixture of finite Polya trees corresponding to multiple dyadic partitions of the unit cube. Given a sample of observations from an unknown multivariate distribution, the posterior predictive distribution is used to model and generate future observations from the unknown distribution. We illustrate the implementation of our methodology and study its performance on simulated examples. We introduce an algorithm for constructing conformal prediction sets, that provide finite sample probability assurances for future observations, with our Bayesian model.
The marginal Bayesian predictive classifiers (mBpc) as opposed to the simultaneous Bayesian predictive classifiers (sBpc), handle each data separately and hence tacitly assumes the independence of the observations. However, due to saturation in learning of generative model parameters, the adverse effect of this false assumption on the accuracy of mBpc tends to wear out in face of increasing amount of training data; guaranteeing the convergence of these two classifiers under de Finetti type of exchangeability. This result however, is far from trivial for the sequences generated under Partition exchangeability (PE), where even umpteen amount of training data is not ruling out the possibility of an unobserved outcome (Wonderland!). We provide a computational scheme that allows the generation of the sequences under PE. Based on that, with controlled increase of the training data, we show the convergence of the sBpc and mBpc. This underlies the use of simpler yet computationally more efficient marginal classifiers instead of simultaneous. We also provide a parameter estimation of the generative model giving rise to the partition exchangeable sequence as well as a testing paradigm for the equality of this parameter across different samples. The package for Bayesian predictive supervised classifications, parameter estimation and hypothesis testing of the Ewens Sampling formula generative model is deposited on CRAN as PEkit package and free available from //github.com/AmiryousefiLab/PEkit.
We provide a comprehensive theory of conducting in-sample statistical inference about receiver operating characteristic (ROC) curves that are based on predicted values from a first stage model with estimated parameters (such as a logit regression). The term "in-sample" refers to the practice of using the same data for model estimation (training) and subsequent evaluation, i.e., the construction of the ROC curve. We show that in this case the first stage estimation error has a generally non-negligible impact on the asymptotic distribution of the ROC curve and develop the appropriate pointwise and functional limit theory. We propose methods for simulating the distribution of the limit process and show how to use the results in practice in comparing ROC curves.
Active inference is a unifying theory for perception and action resting upon the idea that the brain maintains an internal model of the world by minimizing free energy. From a behavioral perspective, active inference agents can be seen as self-evidencing beings that act to fulfill their optimistic predictions, namely preferred outcomes or goals. In contrast, reinforcement learning requires human-designed rewards to accomplish any desired outcome. Although active inference could provide a more natural self-supervised objective for control, its applicability has been limited because of the shortcomings in scaling the approach to complex environments. In this work, we propose a contrastive objective for active inference that strongly reduces the computational burden in learning the agent's generative model and planning future actions. Our method performs notably better than likelihood-based active inference in image-based tasks, while also being computationally cheaper and easier to train. We compare to reinforcement learning agents that have access to human-designed reward functions, showing that our approach closely matches their performance. Finally, we also show that contrastive methods perform significantly better in the case of distractors in the environment and that our method is able to generalize goals to variations in the background.
Imitation learning enables agents to reuse and adapt the hard-won expertise of others, offering a solution to several key challenges in learning behavior. Although it is easy to observe behavior in the real-world, the underlying actions may not be accessible. We present a new method for imitation solely from observations that achieves comparable performance to experts on challenging continuous control tasks while also exhibiting robustness in the presence of observations unrelated to the task. Our method, which we call FORM (for "Future Observation Reward Model") is derived from an inverse RL objective and imitates using a model of expert behavior learned by generative modelling of the expert's observations, without needing ground truth actions. We show that FORM performs comparably to a strong baseline IRL method (GAIL) on the DeepMind Control Suite benchmark, while outperforming GAIL in the presence of task-irrelevant features.
The Bayesian paradigm has the potential to solve core issues of deep neural networks such as poor calibration and data inefficiency. Alas, scaling Bayesian inference to large weight spaces often requires restrictive approximations. In this work, we show that it suffices to perform inference over a small subset of model weights in order to obtain accurate predictive posteriors. The other weights are kept as point estimates. This subnetwork inference framework enables us to use expressive, otherwise intractable, posterior approximations over such subsets. In particular, we implement subnetwork linearized Laplace: We first obtain a MAP estimate of all weights and then infer a full-covariance Gaussian posterior over a subnetwork. We propose a subnetwork selection strategy that aims to maximally preserve the model's predictive uncertainty. Empirically, our approach is effective compared to ensembles and less expressive posterior approximations over full networks.
Graph neural networks (GNNs) are typically applied to static graphs that are assumed to be known upfront. This static input structure is often informed purely by insight of the machine learning practitioner, and might not be optimal for the actual task the GNN is solving. In absence of reliable domain expertise, one might resort to inferring the latent graph structure, which is often difficult due to the vast search space of possible graphs. Here we introduce Pointer Graph Networks (PGNs) which augment sets or graphs with additional inferred edges for improved model expressivity. PGNs allow each node to dynamically point to another node, followed by message passing over these pointers. The sparsity of this adaptable graph structure makes learning tractable while still being sufficiently expressive to simulate complex algorithms. Critically, the pointing mechanism is directly supervised to model long-term sequences of operations on classical data structures, incorporating useful structural inductive biases from theoretical computer science. Qualitatively, we demonstrate that PGNs can learn parallelisable variants of pointer-based data structures, namely disjoint set unions and link/cut trees. PGNs generalise out-of-distribution to 5x larger test inputs on dynamic graph connectivity tasks, outperforming unrestricted GNNs and Deep Sets.
Discovering causal structure among a set of variables is a fundamental problem in many empirical sciences. Traditional score-based casual discovery methods rely on various local heuristics to search for a Directed Acyclic Graph (DAG) according to a predefined score function. While these methods, e.g., greedy equivalence search, may have attractive results with infinite samples and certain model assumptions, they are usually less satisfactory in practice due to finite data and possible violation of assumptions. Motivated by recent advances in neural combinatorial optimization, we propose to use Reinforcement Learning (RL) to search for the DAG with the best scoring. Our encoder-decoder model takes observable data as input and generates graph adjacency matrices that are used to compute rewards. The reward incorporates both the predefined score function and two penalty terms for enforcing acyclicity. In contrast with typical RL applications where the goal is to learn a policy, we use RL as a search strategy and our final output would be the graph, among all graphs generated during training, that achieves the best reward. We conduct experiments on both synthetic and real datasets, and show that the proposed approach not only has an improved search ability but also allows a flexible score function under the acyclicity constraint.
We present an approach to learn an object-centric forward model, and show that this allows us to plan for sequences of actions to achieve distant desired goals. We propose to model a scene as a collection of objects, each with an explicit spatial location and implicit visual feature, and learn to model the effects of actions using random interaction data. Our model allows capturing the robot-object and object-object interactions, and leads to more sample-efficient and accurate predictions. We show that this learned model can be leveraged to search for action sequences that lead to desired goal configurations, and that in conjunction with a learned correction module, this allows for robust closed loop execution. We present experiments both in simulation and the real world, and show that our approach improves over alternate implicit or pixel-space forward models. Please see our project page (//judyye.github.io/ocmpc/) for result videos.
Networks provide a powerful formalism for modeling complex systems, by representing the underlying set of pairwise interactions. But much of the structure within these systems involves interactions that take place among more than two nodes at once; for example, communication within a group rather than person-to-person, collaboration among a team rather than a pair of co-authors, or biological interaction between a set of molecules rather than just two. We refer to these type of simultaneous interactions on sets of more than two nodes as higher-order interactions; they are ubiquitous, but the empirical study of them has lacked a general framework for evaluating higher-order models. Here we introduce such a framework, based on link prediction, a fundamental problem in network analysis. The traditional link prediction problem seeks to predict the appearance of new links in a network, and here we adapt it to predict which (larger) sets of elements will have future interactions. We study the temporal evolution of 19 datasets from a variety of domains, and use our higher-order formulation of link prediction to assess the types of structural features that are most predictive of new multi-way interactions. Among our results, we find that different domains vary considerably in their distribution of higher-order structural parameters, and that the higher-order link prediction problem exhibits some fundamental differences from traditional pairwise link prediction, with a greater role for local rather than long-range information in predicting the appearance of new interactions.
Partially inspired by successful applications of variational recurrent neural networks, we propose a novel variational recurrent neural machine translation (VRNMT) model in this paper. Different from the variational NMT, VRNMT introduces a series of latent random variables to model the translation procedure of a sentence in a generative way, instead of a single latent variable. Specifically, the latent random variables are included into the hidden states of the NMT decoder with elements from the variational autoencoder. In this way, these variables are recurrently generated, which enables them to further capture strong and complex dependencies among the output translations at different timesteps. In order to deal with the challenges in performing efficient posterior inference and large-scale training during the incorporation of latent variables, we build a neural posterior approximator, and equip it with a reparameterization technique to estimate the variational lower bound. Experiments on Chinese-English and English-German translation tasks demonstrate that the proposed model achieves significant improvements over both the conventional and variational NMT models.