Bayesian optimization has attracted huge attention from diverse research areas in science and engineering, since it is capable of finding a global optimum of an expensive-to-evaluate black-box function efficiently. In general, a probabilistic regression model, e.g., Gaussian processes, random forests, and Bayesian neural networks, is widely used as a surrogate function to model an explicit distribution over function evaluations given an input to estimate and a training dataset. Beyond the probabilistic regression-based Bayesian optimization, density ratio estimation-based Bayesian optimization has been suggested in order to estimate a density ratio of the groups relatively close and relatively far to a global optimum. Developing this line of research further, a supervised classifier can be employed to estimate a class probability for the two groups instead of a density ratio. However, the supervised classifiers used in this strategy tend to be overconfident for a global solution candidate. To solve this overconfidence problem, we propose density ratio estimation-based Bayesian optimization with semi-supervised learning. Finally, we demonstrate the experimental results of our methods and several baseline methods in two distinct scenarios with unlabeled point sampling and a fixed-size pool.
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In many industrial applications, obtaining labeled observations is not straightforward as it often requires the intervention of human experts or the use of expensive testing equipment. In these circumstances, active learning can be highly beneficial in suggesting the most informative data points to be used when fitting a model. Reducing the number of observations needed for model development alleviates both the computational burden required for training and the operational expenses related to labeling. Online active learning, in particular, is useful in high-volume production processes where the decision about the acquisition of the label for a data point needs to be taken within an extremely short time frame. However, despite the recent efforts to develop online active learning strategies, the behavior of these methods in the presence of outliers has not been thoroughly examined. In this work, we investigate the performance of online active linear regression in contaminated data streams. Our study shows that the currently available query strategies are prone to sample outliers, whose inclusion in the training set eventually degrades the predictive performance of the models. To address this issue, we propose a solution that bounds the search area of a conditional D-optimal algorithm and uses a robust estimator. Our approach strikes a balance between exploring unseen regions of the input space and protecting against outliers. Through numerical simulations, we show that the proposed method is effective in improving the performance of online active learning in the presence of outliers, thus expanding the potential applications of this powerful tool.
The learning of Gaussian Mixture Models (also referred to simply as GMMs) plays an important role in machine learning. Known for their expressiveness and interpretability, Gaussian mixture models have a wide range of applications, from statistics, computer vision to distributional reinforcement learning. However, as of today, few known algorithms can fit or learn these models, some of which include Expectation-Maximization algorithms and Sliced Wasserstein Distance. Even fewer algorithms are compatible with gradient descent, the common learning process for neural networks. In this paper, we derive a closed formula of two GMMs in the univariate, one-dimensional case, then propose a distance function called Sliced Cram\'er 2-distance for learning general multivariate GMMs. Our approach has several advantages over many previous methods. First, it has a closed-form expression for the univariate case and is easy to compute and implement using common machine learning libraries (e.g., PyTorch and TensorFlow). Second, it is compatible with gradient descent, which enables us to integrate GMMs with neural networks seamlessly. Third, it can fit a GMM not only to a set of data points, but also to another GMM directly, without sampling from the target model. And fourth, it has some theoretical guarantees like global gradient boundedness and unbiased sampling gradient. These features are especially useful for distributional reinforcement learning and Deep Q Networks, where the goal is to learn a distribution over future rewards. We will also construct a Gaussian Mixture Distributional Deep Q Network as a toy example to demonstrate its effectiveness. Compared with previous models, this model is parameter efficient in terms of representing a distribution and possesses better interpretability.
We study sensor/agent data collection and collaboration policies for parameter estimation, accounting for resource constraints and correlation between observations collected by distinct sensors/agents. Specifically, we consider a group of sensors/agents each samples from different variables of a multivariate Gaussian distribution and has different estimation objectives, and we formulate a sensor/agent's data collection and collaboration policy design problem as a Fisher information maximization (or Cramer-Rao bound minimization) problem. When the knowledge of correlation between variables is available, we analytically identify two particular scenarios: (1) where the knowledge of the correlation between samples cannot be leveraged for collaborative estimation purposes and (2) where the optimal data collection policy involves investing scarce resources to collaboratively sample and transfer information that is not of immediate interest and whose statistics are already known, with the sole goal of increasing the confidence on the estimate of the parameter of interest. When the knowledge of certain correlation is unavailable but collaboration may still be worthwhile, we propose novel ways to apply multi-armed bandit algorithms to learn the optimal data collection and collaboration policy in our distributed parameter estimation problem and demonstrate that the proposed algorithms, DOUBLE-F, DOUBLE-Z, UCB-F, UCB-Z, are effective through simulations.
Automatic tree density estimation and counting using single aerial and satellite images is a challenging task in photogrammetry and remote sensing, yet has an important role in forest management. In this paper, we propose the first semisupervised transformer-based framework for tree counting which reduces the expensive tree annotations for remote sensing images. Our method, termed as TreeFormer, first develops a pyramid tree representation module based on transformer blocks to extract multi-scale features during the encoding stage. Contextual attention-based feature fusion and tree density regressor modules are further designed to utilize the robust features from the encoder to estimate tree density maps in the decoder. Moreover, we propose a pyramid learning strategy that includes local tree density consistency and local tree count ranking losses to utilize unlabeled images into the training process. Finally, the tree counter token is introduced to regulate the network by computing the global tree counts for both labeled and unlabeled images. Our model was evaluated on two benchmark tree counting datasets, Jiangsu, and Yosemite, as well as a new dataset, KCL-London, created by ourselves. Our TreeFormer outperforms the state of the art semi-supervised methods under the same setting and exceeds the fully-supervised methods using the same number of labeled images. The codes and datasets are available at //github.com/HAAClassic/TreeFormer.
Many real-world optimization problems contain unknown parameters that must be predicted prior to solving. To train the predictive machine learning (ML) models involved, the commonly adopted approach focuses on maximizing predictive accuracy. However, this approach does not always lead to the minimization of the downstream task loss. Decision-focused learning (DFL) is a recently proposed paradigm whose goal is to train the ML model by directly minimizing the task loss. However, state-of-the-art DFL methods are limited by the assumptions they make about the structure of the optimization problem (e.g., that the problem is linear) and by the fact that can only predict parameters that appear in the objective function. In this work, we address these limitations by instead predicting \textit{distributions} over parameters and adopting score function gradient estimation (SFGE) to compute decision-focused updates to the predictive model, thereby widening the applicability of DFL. Our experiments show that by using SFGE we can: (1) deal with predictions that occur both in the objective function and in the constraints; and (2) effectively tackle two-stage stochastic optimization problems.
In this paper, we provide a novel framework for the analysis of generalization error of first-order optimization algorithms for statistical learning when the gradient can only be accessed through partial observations given by an oracle. Our analysis relies on the regularity of the gradient w.r.t. the data samples, and allows to derive near matching upper and lower bounds for the generalization error of multiple learning problems, including supervised learning, transfer learning, robust learning, distributed learning and communication efficient learning using gradient quantization. These results hold for smooth and strongly-convex optimization problems, as well as smooth non-convex optimization problems verifying a Polyak-Lojasiewicz assumption. In particular, our upper and lower bounds depend on a novel quantity that extends the notion of conditional standard deviation, and is a measure of the extent to which the gradient can be approximated by having access to the oracle. As a consequence, our analysis provides a precise meaning to the intuition that optimization of the statistical learning objective is as hard as the estimation of its gradient. Finally, we show that, in the case of standard supervised learning, mini-batch gradient descent with increasing batch sizes and a warm start can reach a generalization error that is optimal up to a multiplicative factor, thus motivating the use of this optimization scheme in practical applications.
In the present paper, we consider that $N$ diffusion processes $X^1,\dots,X^N$ are observed on $[0,T]$, where $T$ is fixed and $N$ grows to infinity. Contrary to most of the recent works, we no longer assume that the processes are independent. The dependency is modeled through correlations between the Brownian motions driving the diffusion processes. A nonparametric estimator of the drift function, which does not use the knowledge of the correlation matrix, is proposed and studied. Its integrated mean squared risk is bounded and an adaptive procedure is proposed. Few theoretical tools to handle this kind of dependency are available, and this makes our results new. Numerical experiments show that the procedure works in practice.
The adaptive processing of structured data is a long-standing research topic in machine learning that investigates how to automatically learn a mapping from a structured input to outputs of various nature. Recently, there has been an increasing interest in the adaptive processing of graphs, which led to the development of different neural network-based methodologies. In this thesis, we take a different route and develop a Bayesian Deep Learning framework for graph learning. The dissertation begins with a review of the principles over which most of the methods in the field are built, followed by a study on graph classification reproducibility issues. We then proceed to bridge the basic ideas of deep learning for graphs with the Bayesian world, by building our deep architectures in an incremental fashion. This framework allows us to consider graphs with discrete and continuous edge features, producing unsupervised embeddings rich enough to reach the state of the art on several classification tasks. Our approach is also amenable to a Bayesian nonparametric extension that automatizes the choice of almost all model's hyper-parameters. Two real-world applications demonstrate the efficacy of deep learning for graphs. The first concerns the prediction of information-theoretic quantities for molecular simulations with supervised neural models. After that, we exploit our Bayesian models to solve a malware-classification task while being robust to intra-procedural code obfuscation techniques. We conclude the dissertation with an attempt to blend the best of the neural and Bayesian worlds together. The resulting hybrid model is able to predict multimodal distributions conditioned on input graphs, with the consequent ability to model stochasticity and uncertainty better than most works. Overall, we aim to provide a Bayesian perspective into the articulated research field of deep learning for graphs.
Graph Neural Networks (GNNs) have received considerable attention on graph-structured data learning for a wide variety of tasks. The well-designed propagation mechanism which has been demonstrated effective is the most fundamental part of GNNs. Although most of GNNs basically follow a message passing manner, litter effort has been made to discover and analyze their essential relations. In this paper, we establish a surprising connection between different propagation mechanisms with a unified optimization problem, showing that despite the proliferation of various GNNs, in fact, their proposed propagation mechanisms are the optimal solution optimizing a feature fitting function over a wide class of graph kernels with a graph regularization term. Our proposed unified optimization framework, summarizing the commonalities between several of the most representative GNNs, not only provides a macroscopic view on surveying the relations between different GNNs, but also further opens up new opportunities for flexibly designing new GNNs. With the proposed framework, we discover that existing works usually utilize naive graph convolutional kernels for feature fitting function, and we further develop two novel objective functions considering adjustable graph kernels showing low-pass or high-pass filtering capabilities respectively. Moreover, we provide the convergence proofs and expressive power comparisons for the proposed models. Extensive experiments on benchmark datasets clearly show that the proposed GNNs not only outperform the state-of-the-art methods but also have good ability to alleviate over-smoothing, and further verify the feasibility for designing GNNs with our unified optimization framework.
Medical image segmentation requires consensus ground truth segmentations to be derived from multiple expert annotations. A novel approach is proposed that obtains consensus segmentations from experts using graph cuts (GC) and semi supervised learning (SSL). Popular approaches use iterative Expectation Maximization (EM) to estimate the final annotation and quantify annotator's performance. Such techniques pose the risk of getting trapped in local minima. We propose a self consistency (SC) score to quantify annotator consistency using low level image features. SSL is used to predict missing annotations by considering global features and local image consistency. The SC score also serves as the penalty cost in a second order Markov random field (MRF) cost function optimized using graph cuts to derive the final consensus label. Graph cut obtains a global maximum without an iterative procedure. Experimental results on synthetic images, real data of Crohn's disease patients and retinal images show our final segmentation to be accurate and more consistent than competing methods.
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