Multi-modal regression is important in forecasting nonstationary processes or with a complex mixture of distributions. It can be tackled with multiple hypotheses frameworks but with the difficulty of combining them efficiently in a learning model. A Structured Radial Basis Function Network is presented as an ensemble of multiple hypotheses predictors for regression problems. The predictors are regression models of any type that can form centroidal Voronoi tessellations which are a function of their losses during training. It is proved that this structured model can efficiently interpolate this tessellation and approximate the multiple hypotheses target distribution and is equivalent to interpolating the meta-loss of the predictors, the loss being a zero set of the interpolation error. This model has a fixed-point iteration algorithm between the predictors and the centers of the basis functions. Diversity in learning can be controlled parametrically by truncating the tessellation formation with the losses of individual predictors. A closed-form solution with least-squares is presented, which to the authors knowledge, is the fastest solution in the literature for multiple hypotheses and structured predictions. Superior generalization performance and computational efficiency is achieved using only two-layer neural networks as predictors controlling diversity as a key component of success. A gradient-descent approach is introduced which is loss-agnostic regarding the predictors. The expected value for the loss of the structured model with Gaussian basis functions is computed, finding that correlation between predictors is not an appropriate tool for diversification. The experiments show outperformance with respect to the top competitors in the literature.
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Gibbs posteriors are proportional to a prior distribution multiplied by an exponentiated loss function, with a key tuning parameter weighting information in the loss relative to the prior and providing a control of posterior uncertainty. Gibbs posteriors provide a principled framework for likelihood-free Bayesian inference, but in many situations, including a single tuning parameter inevitably leads to poor uncertainty quantification. In particular, regardless of the value of the parameter, credible regions have far from the nominal frequentist coverage even in large samples. We propose a sequential extension to Gibbs posteriors to address this problem. We prove the proposed sequential posterior exhibits concentration and a Bernstein-von Mises theorem, which holds under easy to verify conditions in Euclidean space and on manifolds. As a byproduct, we obtain the first Bernstein-von Mises theorem for traditional likelihood-based Bayesian posteriors on manifolds. All methods are illustrated with an application to principal component analysis.
Simulation-based calibration checking (SBC) is a practical method to validate computationally-derived posterior distributions or their approximations. In this paper, we introduce a new variant of SBC to alleviate several known problems. Our variant allows the user to in principle detect any possible issue with the posterior, while previously reported implementations could never detect large classes of problems including when the posterior is equal to the prior. This is made possible by including additional data-dependent test quantities when running SBC. We argue and demonstrate that the joint likelihood of the data is an especially useful test quantity. Some other types of test quantities and their theoretical and practical benefits are also investigated. We provide theoretical analysis of SBC, thereby providing a more complete understanding of the underlying statistical mechanisms. We also bring attention to a relatively common mistake in the literature and clarify the difference between SBC and checks based on the data-averaged posterior. We support our recommendations with numerical case studies on a multivariate normal example and a case study in implementing an ordered simplex data type for use with Hamiltonian Monte Carlo. The SBC variant introduced in this paper is implemented in the $\mathtt{SBC}$ R package.
We propose a differentiable vertex fitting algorithm that can be used for secondary vertex fitting, and that can be seamlessly integrated into neural networks for jet flavour tagging. Vertex fitting is formulated as an optimization problem where gradients of the optimized solution vertex are defined through implicit differentiation and can be passed to upstream or downstream neural network components for network training. More broadly, this is an application of differentiable programming to integrate physics knowledge into neural network models in high energy physics. We demonstrate how differentiable secondary vertex fitting can be integrated into larger transformer-based models for flavour tagging and improve heavy flavour jet classification.
Existing regression models tend to fall short in both accuracy and uncertainty estimation when the label distribution is imbalanced. In this paper, we propose a probabilistic deep learning model, dubbed variational imbalanced regression (VIR), which not only performs well in imbalanced regression but naturally produces reasonable uncertainty estimation as a byproduct. Different from typical variational autoencoders assuming I.I.D. representations (a data point's representation is not directly affected by other data points), our VIR borrows data with similar regression labels to compute the latent representation's variational distribution; furthermore, different from deterministic regression models producing point estimates, VIR predicts the entire normal-inverse-gamma distributions and modulates the associated conjugate distributions to impose probabilistic reweighting on the imbalanced data, thereby providing better uncertainty estimation. Experiments in several real-world datasets show that our VIR can outperform state-of-the-art imbalanced regression models in terms of both accuracy and uncertainty estimation. Code will soon be available at //github.com/Wang-ML-Lab/variational-imbalanced-regression.
We provide a variety of lower bounds for the well-known shortcut set problem: how much can one decrease the diameter of a directed graph on $n$ vertices and $m$ edges by adding $O(n)$ or $O(m)$ of shortcuts from the transitive closure of the graph. Our results are based on a vast simplification of the recent construction of Bodwin and Hoppenworth [FOCS 2023] which was used to show an $\widetilde{\Omega}(n^{1/4})$ lower bound for the $O(n)$-sized shortcut set problem. We highlight that our simplification completely removes the use of the convex sets by B\'ar\'any and Larman [Math. Ann. 1998] used in all previous lower bound constructions. Our simplification also removes the need for randomness and further removes some log factors. This allows us to generalize the construction to higher dimensions, which in turn can be used to show the following results. For $O(m)$-sized shortcut sets, we show an $\Omega(n^{1/5})$ lower bound, improving on the previous best $\Omega(n^{1/8})$ lower bound. For all $\varepsilon > 0$, we show that there exists a $\delta > 0$ such that there are $n$-vertex $O(n)$-edge graphs $G$ where adding any shortcut set of size $O(n^{2-\varepsilon})$ keeps the diameter of $G$ at $\Omega(n^\delta)$. This improves the sparsity of the constructed graph compared to a known similar result by Hesse [SODA 2003]. We also consider the sourcewise setting for shortcut sets: given a graph $G=(V,E)$, a set $S\subseteq V$, how much can we decrease the sourcewise diameter of $G$, $\max_{(s, v) \in S \times V, \text{dist}(s, v) < \infty} \text{dist}(s,v)$ by adding a set of edges $H$ from the transitive closure of $G$? We show that for any integer $d \ge 2$, there exists a graph $G=(V, E)$ on $n$ vertices and $S \subseteq V$ with $|S| = \widetilde{\Theta}(n^{3/(d+3)})$, such that when adding $O(n)$ or $O(m)$ shortcuts, the sourcewise diameter is $\widetilde{\Omega}(|S|^{1/3})$.
Variational flows allow practitioners to learn complex continuous distributions, but approximating discrete distributions remains a challenge. Current methodologies typically embed the discrete target in a continuous space - usually via continuous relaxation or dequantization - and then apply a continuous flow. These approaches involve a surrogate target that may not capture the original discrete target, might have biased or unstable gradients, and can create a difficult optimization problem. In this work, we develop a variational flow family for discrete distributions without any continuous embedding. First, we develop a measure-preserving and discrete (MAD) invertible map that leaves the discrete target invariant, and then create a mixed variational flow (MAD Mix) based on that map. Our family provides access to i.i.d. sampling and density evaluation with virtually no tuning effort. We also develop an extension to MAD Mix that handles joint discrete and continuous models. Our experiments suggest that MAD Mix produces more reliable approximations than continuous-embedding flows while being significantly faster to train.
The existence of representative datasets is a prerequisite of many successful artificial intelligence and machine learning models. However, the subsequent application of these models often involves scenarios that are inadequately represented in the data used for training. The reasons for this are manifold and range from time and cost constraints to ethical considerations. As a consequence, the reliable use of these models, especially in safety-critical applications, is a huge challenge. Leveraging additional, already existing sources of knowledge is key to overcome the limitations of purely data-driven approaches, and eventually to increase the generalization capability of these models. Furthermore, predictions that conform with knowledge are crucial for making trustworthy and safe decisions even in underrepresented scenarios. This work provides an overview of existing techniques and methods in the literature that combine data-based models with existing knowledge. The identified approaches are structured according to the categories integration, extraction and conformity. Special attention is given to applications in the field of autonomous driving.
Traffic forecasting is an important factor for the success of intelligent transportation systems. Deep learning models including convolution neural networks and recurrent neural networks have been applied in traffic forecasting problems to model the spatial and temporal dependencies. In recent years, to model the graph structures in the transportation systems as well as the contextual information, graph neural networks (GNNs) are introduced as new tools and have achieved the state-of-the-art performance in a series of traffic forecasting problems. In this survey, we review the rapidly growing body of recent research using different GNNs, e.g., graph convolutional and graph attention networks, in various traffic forecasting problems, e.g., road traffic flow and speed forecasting, passenger flow forecasting in urban rail transit systems, demand forecasting in ride-hailing platforms, etc. We also present a collection of open data and source resources for each problem, as well as future research directions. To the best of our knowledge, this paper is the first comprehensive survey that explores the application of graph neural networks for traffic forecasting problems. We have also created a public Github repository to update the latest papers, open data and source resources.
Deep Learning (DL) is vulnerable to out-of-distribution and adversarial examples resulting in incorrect outputs. To make DL more robust, several posthoc anomaly detection techniques to detect (and discard) these anomalous samples have been proposed in the recent past. This survey tries to provide a structured and comprehensive overview of the research on anomaly detection for DL based applications. We provide a taxonomy for existing techniques based on their underlying assumptions and adopted approaches. We discuss various techniques in each of the categories and provide the relative strengths and weaknesses of the approaches. Our goal in this survey is to provide an easier yet better understanding of the techniques belonging to different categories in which research has been done on this topic. Finally, we highlight the unsolved research challenges while applying anomaly detection techniques in DL systems and present some high-impact future research directions.
Multi-relation Question Answering is a challenging task, due to the requirement of elaborated analysis on questions and reasoning over multiple fact triples in knowledge base. In this paper, we present a novel model called Interpretable Reasoning Network that employs an interpretable, hop-by-hop reasoning process for question answering. The model dynamically decides which part of an input question should be analyzed at each hop; predicts a relation that corresponds to the current parsed results; utilizes the predicted relation to update the question representation and the state of the reasoning process; and then drives the next-hop reasoning. Experiments show that our model yields state-of-the-art results on two datasets. More interestingly, the model can offer traceable and observable intermediate predictions for reasoning analysis and failure diagnosis.
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