Probabilistic graphical models are a fundamental tool in probabilistic modeling, machine learning and artificial intelligence. They allow us to integrate in a natural way expert knowledge, physical modeling, heterogeneous and correlated data and quantities of interest. For exactly this reason, multiple sources of model uncertainty are inherent within the modular structure of the graphical model. In this paper we develop information-theoretic, robust uncertainty quantification methods and non-parametric stress tests for directed graphical models to assess the effect and the propagation through the graph of multi-sourced model uncertainties to quantities of interest. These methods allow us to rank the different sources of uncertainty and correct the graphical model by targeting its most impactful components with respect to the quantities of interest. Thus, from a machine learning perspective, we provide a mathematically rigorous approach to correctability that guarantees a systematic selection for improvement of components of a graphical model while controlling potential new errors created in the process in other parts of the model. We demonstrate our methods in two physico-chemical examples, namely quantum scale-informed chemical kinetics and materials screening to improve the efficiency of fuel cells.
Measurement error is a pervasive issue which renders the results of an analysis unreliable. The measurement error literature contains numerous correction techniques, which can be broadly divided into those which aim to produce exactly consistent estimators, and those which are only approximately consistent. While consistency is a desirable property, it is typically attained only under specific model assumptions. Two techniques, regression calibration and simulation extrapolation, are used frequently in a wide variety of parametric and semiparametric settings. However, in many settings these methods are only approximately consistent. We generalize these corrections, relaxing assumptions placed on replicate measurements. Under regularity conditions, the estimators are shown to be asymptotically normal, with a sandwich estimator for the asymptotic variance. Through simulation, we demonstrate the improved performance of the modified estimators, over the standard techniques, when these assumptions are violated. We motivate these corrections using the Framingham Heart Study, and apply the generalized techniques to an analysis of these data.
A reciprocal LASSO (rLASSO) regularization employs a decreasing penalty function as opposed to conventional penalization approaches that use increasing penalties on the coefficients, leading to stronger parsimony and superior model selection relative to traditional shrinkage methods. Here we consider a fully Bayesian formulation of the rLASSO problem, which is based on the observation that the rLASSO estimate for linear regression parameters can be interpreted as a Bayesian posterior mode estimate when the regression parameters are assigned independent inverse Laplace priors. Bayesian inference from this posterior is possible using an expanded hierarchy motivated by a scale mixture of double Pareto or truncated normal distributions. On simulated and real datasets, we show that the Bayesian formulation outperforms its classical cousin in estimation, prediction, and variable selection across a wide range of scenarios while offering the advantage of posterior inference. Finally, we discuss other variants of this new approach and provide a unified framework for variable selection using flexible reciprocal penalties. All methods described in this paper are publicly available as an R package at: //github.com/himelmallick/BayesRecipe.
We consider a novel data driven approach for designing learning algorithms that can effectively learn with only a small number of labeled examples. This is crucial for modern machine learning applications where labels are scarce or expensive to obtain. We focus on graph-based techniques, where the unlabeled examples are connected in a graph under the implicit assumption that similar nodes likely have similar labels. Over the past decades, several elegant graph-based semi-supervised and active learning algorithms for how to infer the labels of the unlabeled examples given the graph and a few labeled examples have been proposed. However, the problem of how to create the graph (which impacts the practical usefulness of these methods significantly) has been relegated to domain-specific art and heuristics and no general principles have been proposed. In this work we present a novel data driven approach for learning the graph and provide strong formal guarantees in both the distributional and online learning formalizations. We show how to leverage problem instances coming from an underlying problem domain to learn the graph hyperparameters from commonly used parametric families of graphs that perform well on new instances coming from the same domain. We obtain low regret and efficient algorithms in the online setting, and generalization guarantees in the distributional setting. We also show how to combine several very different similarity metrics and learn multiple hyperparameters, providing general techniques to apply to large classes of problems. We expect some of the tools and techniques we develop along the way to be of interest beyond semi-supervised and active learning, for data driven algorithms for combinatorial problems more generally.
It is often of interest to combine available estimates of a similar quantity from multiple data sources. When the corresponding variances of each estimate are also available, a model should take into account the uncertainty of the estimates themselves as well as the uncertainty in the estimation of variances. In addition, if there exists a strong association between estimates and their variances, the correlation between these two quantities should also be considered. In this paper, we propose a bivariate hierarchical Bayesian model that jointly models the estimates and their estimated variances assuming a correlation between these two measures. We conduct simulations to explore the performance of the proposed bivariate Bayesian model and compare it to other commonly used methods under different correlation scenarios. The proposed bivariate Bayesian model has a wide range of applications. We illustrate its application in three very different areas: PET brain imaging studies, meta-analysis, and small area estimation.
Due to their increasing spread, confidence in neural network predictions became more and more important. However, basic neural networks do not deliver certainty estimates or suffer from over or under confidence. Many researchers have been working on understanding and quantifying uncertainty in a neural network's prediction. As a result, different types and sources of uncertainty have been identified and a variety of approaches to measure and quantify uncertainty in neural networks have been proposed. This work gives a comprehensive overview of uncertainty estimation in neural networks, reviews recent advances in the field, highlights current challenges, and identifies potential research opportunities. It is intended to give anyone interested in uncertainty estimation in neural networks a broad overview and introduction, without presupposing prior knowledge in this field. A comprehensive introduction to the most crucial sources of uncertainty is given and their separation into reducible model uncertainty and not reducible data uncertainty is presented. The modeling of these uncertainties based on deterministic neural networks, Bayesian neural networks, ensemble of neural networks, and test-time data augmentation approaches is introduced and different branches of these fields as well as the latest developments are discussed. For a practical application, we discuss different measures of uncertainty, approaches for the calibration of neural networks and give an overview of existing baselines and implementations. Different examples from the wide spectrum of challenges in different fields give an idea of the needs and challenges regarding uncertainties in practical applications. Additionally, the practical limitations of current methods for mission- and safety-critical real world applications are discussed and an outlook on the next steps towards a broader usage of such methods is given.
Attention-based neural networks have achieved state-of-the-art results on a wide range of tasks. Most such models use deterministic attention while stochastic attention is less explored due to the optimization difficulties or complicated model design. This paper introduces Bayesian attention belief networks, which construct a decoder network by modeling unnormalized attention weights with a hierarchy of gamma distributions, and an encoder network by stacking Weibull distributions with a deterministic-upward-stochastic-downward structure to approximate the posterior. The resulting auto-encoding networks can be optimized in a differentiable way with a variational lower bound. It is simple to convert any models with deterministic attention, including pretrained ones, to the proposed Bayesian attention belief networks. On a variety of language understanding tasks, we show that our method outperforms deterministic attention and state-of-the-art stochastic attention in accuracy, uncertainty estimation, generalization across domains, and robustness to adversarial attacks. We further demonstrate the general applicability of our method on neural machine translation and visual question answering, showing great potential of incorporating our method into various attention-related tasks.
Relation prediction for knowledge graphs aims at predicting missing relationships between entities. Despite the importance of inductive relation prediction, most previous works are limited to a transductive setting and cannot process previously unseen entities. The recent proposed subgraph-based relation reasoning models provided alternatives to predict links from the subgraph structure surrounding a candidate triplet inductively. However, we observe that these methods often neglect the directed nature of the extracted subgraph and weaken the role of relation information in the subgraph modeling. As a result, they fail to effectively handle the asymmetric/anti-symmetric triplets and produce insufficient embeddings for the target triplets. To this end, we introduce a \textbf{C}\textbf{o}mmunicative \textbf{M}essage \textbf{P}assing neural network for \textbf{I}nductive re\textbf{L}ation r\textbf{E}asoning, \textbf{CoMPILE}, that reasons over local directed subgraph structures and has a vigorous inductive bias to process entity-independent semantic relations. In contrast to existing models, CoMPILE strengthens the message interactions between edges and entitles through a communicative kernel and enables a sufficient flow of relation information. Moreover, we demonstrate that CoMPILE can naturally handle asymmetric/anti-symmetric relations without the need for explosively increasing the number of model parameters by extracting the directed enclosing subgraphs. Extensive experiments show substantial performance gains in comparison to state-of-the-art methods on commonly used benchmark datasets with variant inductive settings.
The notion of uncertainty is of major importance in machine learning and constitutes a key element of machine learning methodology. In line with the statistical tradition, uncertainty has long been perceived as almost synonymous with standard probability and probabilistic predictions. Yet, due to the steadily increasing relevance of machine learning for practical applications and related issues such as safety requirements, new problems and challenges have recently been identified by machine learning scholars, and these problems may call for new methodological developments. In particular, this includes the importance of distinguishing between (at least) two different types of uncertainty, often refereed to as aleatoric and epistemic. In this paper, we provide an introduction to the topic of uncertainty in machine learning as well as an overview of hitherto attempts at handling uncertainty in general and formalizing this distinction in particular.
Machine translation is a popular test bed for research in neural sequence-to-sequence models but despite much recent research, there is still a lack of understanding of these models. Practitioners report performance degradation with large beams, the under-estimation of rare words and a lack of diversity in the final translations. Our study relates some of these issues to the inherent uncertainty of the task, due to the existence of multiple valid translations for a single source sentence, and to the extrinsic uncertainty caused by noisy training data. We propose tools and metrics to assess how uncertainty in the data is captured by the model distribution and how it affects search strategies that generate translations. Our results show that search works remarkably well but that the models tend to spread too much probability mass over the hypothesis space. Next, we propose tools to assess model calibration and show how to easily fix some shortcomings of current models. We release both code and multiple human reference translations for two popular benchmarks.
In this paper we introduce a covariance framework for the analysis of EEG and MEG data that takes into account observed temporal stationarity on small time scales and trial-to-trial variations. We formulate a model for the covariance matrix, which is a Kronecker product of three components that correspond to space, time and epochs/trials, and consider maximum likelihood estimation of the unknown parameter values. An iterative algorithm that finds approximations of the maximum likelihood estimates is proposed. We perform a simulation study to assess the performance of the estimator and investigate the influence of different assumptions about the covariance factors on the estimated covariance matrix and on its components. Apart from that, we illustrate our method on real EEG and MEG data sets. The proposed covariance model is applicable in a variety of cases where spontaneous EEG or MEG acts as source of noise and realistic noise covariance estimates are needed for accurate dipole localization, such as in evoked activity studies, or where the properties of spontaneous EEG or MEG are themselves the topic of interest, such as in combined EEG/fMRI experiments in which the correlation between EEG and fMRI signals is investigated.