We present a meta-algorithm for learning a posterior-inference algorithm for restricted probabilistic programs. Our meta-algorithm takes a training set of probabilistic programs that describe models with observations, and attempts to learn an efficient method for inferring the posterior of a similar program. A key feature of our approach is the use of what we call a white-box inference algorithm that extracts information directly from model descriptions themselves, given as programs. Concretely, our white-box inference algorithm is equipped with multiple neural networks, one for each type of atomic command, and computes an approximate posterior of a given probabilistic program by analysing individual atomic commands in the program using these networks. The parameters of the networks are learnt from a training set by our meta-algorithm. We empirically demonstrate that the learnt inference algorithm generalises well to programs that are new in terms of both parameters and model structures, and report cases where our approach achieves greater test-time efficiency than alternative approaches such as HMC. The overall results show the promise as well as remaining challenges of our approach.
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In this work, we analyze an efficient sampling-based algorithm for general-purpose reachability analysis, which remains a notoriously challenging problem with applications ranging from neural network verification to safety analysis of dynamical systems. By sampling inputs, evaluating their images in the true reachable set, and taking their $\epsilon$-padded convex hull as a set estimator, this algorithm applies to general problem settings and is simple to implement. Our main contribution is the derivation of asymptotic and finite-sample accuracy guarantees using random set theory. This analysis informs algorithmic design to obtain an $\epsilon$-close reachable set approximation with high probability, provides insights into which reachability problems are most challenging, and motivates safety-critical applications of the technique. On a neural network verification task, we show that this approach is more accurate and significantly faster than prior work. Informed by our analysis, we also design a robust model predictive controller that we demonstrate in hardware experiments.
Probabilistic circuits (PCs) are a powerful modeling framework for representing tractable probability distributions over combinatorial spaces. In machine learning and probabilistic programming, one is often interested in understanding whether the distributions learned using PCs are close to the desired distribution. Thus, given two probabilistic circuits, a fundamental problem of interest is to determine whether their distributions are close to each other. The primary contribution of this paper is a closeness test for PCs with respect to the total variation distance metric. Our algorithm utilizes two common PC queries, counting and sampling. In particular, we provide a poly-time probabilistic algorithm to check the closeness of two PCs when the PCs support tractable approximate counting and sampling. We demonstrate the practical efficiency of our algorithmic framework via a detailed experimental evaluation of a prototype implementation against a set of 475 PC benchmarks. We find that our test correctly decides the closeness of all 475 PCs within 3600 seconds.
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.
Physically-inspired latent force models offer an interpretable alternative to purely data driven tools for inference in dynamical systems. They carry the structure of differential equations and the flexibility of Gaussian processes, yielding interpretable parameters and dynamics-imposed latent functions. However, the existing inference techniques associated with these models rely on the exact computation of posterior kernel terms which are seldom available in analytical form. Most applications relevant to practitioners, such as Hill equations or diffusion equations, are hence intractable. In this paper, we overcome these computational problems by proposing a variational solution to a general class of non-linear and parabolic partial differential equation latent force models. Further, we show that a neural operator approach can scale our model to thousands of instances, enabling fast, distributed computation. We demonstrate the efficacy and flexibility of our framework by achieving competitive performance on several tasks where the kernels are of varying degrees of tractability.
Efficient Bayesian inference remains a computational challenge in hierarchical models. Simulation-based approaches such as Markov Chain Monte Carlo methods are still popular but have a large computational cost. When dealing with the large class of Latent Gaussian Models, the INLA methodology embedded in the R-INLA software provides accurate Bayesian inference by computing deterministic mixture representation to approximate the joint posterior, from which marginals are computed. The INLA approach has from the beginning been targeting to approximate univariate posteriors. In this paper we lay out the development foundation of the tools for also providing joint approximations for subsets of the latent field. These approximations inherit Gaussian copula structure and additionally provide corrections for skewness. The same idea is carried forward also to sampling from the mixture representation, which we now can adjust for skewness.
Self-adaptation enables a software system to deal with uncertainties that are difficult to anticipate before deployment, such as dynamic availability of resources and fluctuating workloads. Self-adaptation is realized by adding a feedback loop to the system that collects runtime data to resolve the uncertainties and adapts the system to realize its goals (i.e., adaptation goals). A common approach to ensure that the system complies with the adaptation goals is using formal techniques at runtime. Yet, existing approaches have three limitations that affect their practical applicability: (i) they ignore correctness of the behavior of the feedback loop, (ii) they rely on exhaustive verification at runtime to select adaptation options to realize the adaptation goals, which is time and resource demanding, and (iii) they provide limited or no support for changing adaptation goals at runtime. To tackle these shortcomings, we contribute ActivFORMS (Active FORmal Models for Self-adaptation), a reusable end-to-end approach for engineering self-adaptive systems that spans the design, deployment, runtime adaptation, and evolution of a feedback loop. We also contribute ActivFORMSi, a tool-supported instance of ActivFORMS. The approach relies on formally verified models that are directly deployed and executed using a model execution engine. At runtime the feedback loop selects adaptation options that realize the adaptation goals in an efficient manner using statistical model checking. The approach offers basic support for changing adaptation goals and evolving verified models of the feedback. We validate the approach for an IoT application for building security monitoring deployed in Leuven. The results demonstrate that the approach supports correct behavior of the feedback loop, efficiently achieves the adaptation goals, and supports changing adaptation goals at runtime, for a practical system.
This paper is concerned with data-driven unsupervised domain adaptation, where it is unknown in advance how the joint distribution changes across domains, i.e., what factors or modules of the data distribution remain invariant or change across domains. To develop an automated way of domain adaptation with multiple source domains, we propose to use a graphical model as a compact way to encode the change property of the joint distribution, which can be learned from data, and then view domain adaptation as a problem of Bayesian inference on the graphical models. Such a graphical model distinguishes between constant and varied modules of the distribution and specifies the properties of the changes across domains, which serves as prior knowledge of the changing modules for the purpose of deriving the posterior of the target variable $Y$ in the target domain. This provides an end-to-end framework of domain adaptation, in which additional knowledge about how the joint distribution changes, if available, can be directly incorporated to improve the graphical representation. We discuss how causality-based domain adaptation can be put under this umbrella. Experimental results on both synthetic and real data demonstrate the efficacy of the proposed framework for domain adaptation. The code is available at //github.com/mgong2/DA_Infer .
Markov Logic Networks (MLNs), which elegantly combine logic rules and probabilistic graphical models, can be used to address many knowledge graph problems. However, inference in MLN is computationally intensive, making the industrial-scale application of MLN very difficult. In recent years, graph neural networks (GNNs) have emerged as efficient and effective tools for large-scale graph problems. Nevertheless, GNNs do not explicitly incorporate prior logic rules into the models, and may require many labeled examples for a target task. In this paper, we explore the combination of MLNs and GNNs, and use graph neural networks for variational inference in MLN. We propose a GNN variant, named ExpressGNN, which strikes a nice balance between the representation power and the simplicity of the model. Our extensive experiments on several benchmark datasets demonstrate that ExpressGNN leads to effective and efficient probabilistic logic reasoning.
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.
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.
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