Probabilistic context-free grammars (PCFGs) and dynamic Bayesian networks (DBNs) are widely used sequence models with complementary strengths and limitations. While PCFGs allow for nested hierarchical dependencies (tree structures), their latent variables (non-terminal symbols) have to be discrete. In contrast, DBNs allow for continuous latent variables, but the dependencies are strictly sequential (chain structure). Therefore, neither can be applied if the latent variables are assumed to be continuous and also to have a nested hierarchical dependency structure. In this paper, we present Recursive Bayesian Networks (RBNs), which generalise and unify PCFGs and DBNs, combining their strengths and containing both as special cases. RBNs define a joint distribution over tree-structured Bayesian networks with discrete or continuous latent variables. The main challenge lies in performing joint inference over the exponential number of possible structures and the continuous variables. We provide two solutions: 1) For arbitrary RBNs, we generalise inside and outside probabilities from PCFGs to the mixed discrete-continuous case, which allows for maximum posterior estimates of the continuous latent variables via gradient descent, while marginalising over network structures. 2) For Gaussian RBNs, we additionally derive an analytic approximation, allowing for robust parameter optimisation and Bayesian inference. The capacity and diverse applications of RBNs are illustrated on two examples: In a quantitative evaluation on synthetic data, we demonstrate and discuss the advantage of RBNs for segmentation and tree induction from noisy sequences, compared to change point detection and hierarchical clustering. In an application to musical data, we approach the unsolved problem of hierarchical music analysis from the raw note level and compare our results to expert annotations.
Bayesian Neural Networks (BNNs) offer a mathematically grounded framework to quantify the uncertainty of model predictions but come with a prohibitive computation cost for both training and inference. In this work, we show a novel network architecture search (NAS) that optimizes BNNs for both accuracy and uncertainty while having a reduced inference latency. Different from canonical NAS that optimizes solely for in-distribution likelihood, the proposed scheme searches for the uncertainty performance using both in- and out-of-distribution data. Our method is able to search for the correct placement of Bayesian layer(s) in a network. In our experiments, the searched models show comparable uncertainty quantification ability and accuracy compared to the state-of-the-art (deep ensemble). In addition, the searched models use only a fraction of the runtime compared to many popular BNN baselines, reducing the inference runtime cost by $2.98 \times$ and $2.92 \times$ respectively on the CIFAR10 dataset when compared to MCDropout and deep ensemble.
Probabilistic databases (PDBs) model uncertainty in data in a quantitative way. In the established formal framework, probabilistic (relational) databases are finite probability spaces over relational database instances. This finiteness can clash with intuitive query behavior (Ceylan et al., KR 2016), and with application scenarios that are better modeled by continuous probability distributions (Dalvi et al., CACM 2009). We formally introduced infinite PDBs in (Grohe and Lindner, PODS 2019) with a primary focus on countably infinite spaces. However, an extension beyond countable probability spaces raises nontrivial foundational issues concerned with the measurability of events and queries and ultimately with the question whether queries have a well-defined semantics. We argue that finite point processes are an appropriate model from probability theory for dealing with general probabilistic databases. This allows us to construct suitable (uncountable) probability spaces of database instances in a systematic way. Our main technical results are measurability statements for relational algebra queries as well as aggregate queries and Datalog queries.
Inverse problems exist in a wide variety of physical domains from aerospace engineering to medical imaging. The goal is to infer the underlying state from a set of observations. When the forward model that produced the observations is nonlinear and stochastic, solving the inverse problem is very challenging. Neural networks are an appealing solution for solving inverse problems as they can be trained from noisy data and once trained are computationally efficient to run. However, inverse model neural networks do not have guarantees of correctness built-in, which makes them unreliable for use in safety and accuracy-critical contexts. In this work we introduce a method for verifying the correctness of inverse model neural networks. Our approach is to overapproximate a nonlinear, stochastic forward model with piecewise linear constraints and encode both the overapproximate forward model and the neural network inverse model as a mixed-integer program. We demonstrate this verification procedure on a real-world airplane fuel gauge case study. The ability to verify and consequently trust inverse model neural networks allows their use in a wide variety of contexts, from aerospace to medicine.
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.
Knowledge graph reasoning, which aims at predicting the missing facts through reasoning with the observed facts, is critical to many applications. Such a problem has been widely explored by traditional logic rule-based approaches and recent knowledge graph embedding methods. A principled logic rule-based approach is the Markov Logic Network (MLN), which is able to leverage domain knowledge with first-order logic and meanwhile handle their uncertainty. However, the inference of MLNs is usually very difficult due to the complicated graph structures. Different from MLNs, knowledge graph embedding methods (e.g. TransE, DistMult) learn effective entity and relation embeddings for reasoning, which are much more effective and efficient. However, they are unable to leverage domain knowledge. In this paper, we propose the probabilistic Logic Neural Network (pLogicNet), which combines the advantages of both methods. A pLogicNet defines the joint distribution of all possible triplets by using a Markov logic network with first-order logic, which can be efficiently optimized with the variational EM algorithm. In the E-step, a knowledge graph embedding model is used for inferring the missing triplets, while in the M-step, the weights of logic rules are updated based on both the observed and predicted triplets. Experiments on multiple knowledge graphs prove the effectiveness of pLogicNet over many competitive baselines.
We propose a Bayesian convolutional neural network built upon Bayes by Backprop and elaborate how this known method can serve as the fundamental construct of our novel, reliable variational inference method for convolutional neural networks. First, we show how Bayes by Backprop can be applied to convolutional layers where weights in filters have probability distributions instead of point-estimates; and second, how our proposed framework leads with various network architectures to performances comparable to convolutional neural networks with point-estimates weights. In the past, Bayes by Backprop has been successfully utilised in feedforward and recurrent neural networks, but not in convolutional ones. This work symbolises the extension of the group of Bayesian neural networks which encompasses all three aforementioned types of network architectures now.
This work focuses on combining nonparametric topic models with Auto-Encoding Variational Bayes (AEVB). Specifically, we first propose iTM-VAE, where the topics are treated as trainable parameters and the document-specific topic proportions are obtained by a stick-breaking construction. The inference of iTM-VAE is modeled by neural networks such that it can be computed in a simple feed-forward manner. We also describe how to introduce a hyper-prior into iTM-VAE so as to model the uncertainty of the prior parameter. Actually, the hyper-prior technique is quite general and we show that it can be applied to other AEVB based models to alleviate the {\it collapse-to-prior} problem elegantly. Moreover, we also propose HiTM-VAE, where the document-specific topic distributions are generated in a hierarchical manner. HiTM-VAE is even more flexible and can generate topic distributions with better variability. Experimental results on 20News and Reuters RCV1-V2 datasets show that the proposed models outperform the state-of-the-art baselines significantly. The advantages of the hyper-prior technique and the hierarchical model construction are also confirmed by experiments.
A fundamental computation for statistical inference and accurate decision-making is to compute the marginal probabilities or most probable states of task-relevant variables. Probabilistic graphical models can efficiently represent the structure of such complex data, but performing these inferences is generally difficult. Message-passing algorithms, such as belief propagation, are a natural way to disseminate evidence amongst correlated variables while exploiting the graph structure, but these algorithms can struggle when the conditional dependency graphs contain loops. Here we use Graph Neural Networks (GNNs) to learn a message-passing algorithm that solves these inference tasks. We first show that the architecture of GNNs is well-matched to inference tasks. We then demonstrate the efficacy of this inference approach by training GNNs on a collection of graphical models and showing that they substantially outperform belief propagation on loopy graphs. Our message-passing algorithms generalize out of the training set to larger graphs and graphs with different structure.
Dynamic topic models (DTMs) model the evolution of prevalent themes in literature, online media, and other forms of text over time. DTMs assume that word co-occurrence statistics change continuously and therefore impose continuous stochastic process priors on their model parameters. These dynamical priors make inference much harder than in regular topic models, and also limit scalability. In this paper, we present several new results around DTMs. First, we extend the class of tractable priors from Wiener processes to the generic class of Gaussian processes (GPs). This allows us to explore topics that develop smoothly over time, that have a long-term memory or are temporally concentrated (for event detection). Second, we show how to perform scalable approximate inference in these models based on ideas around stochastic variational inference and sparse Gaussian processes. This way we can train a rich family of DTMs to massive data. Our experiments on several large-scale datasets show that our generalized model allows us to find interesting patterns that were not accessible by previous approaches.
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.