The swift progression of machine learning (ML) has not gone unnoticed in the realm of statistical mechanics. ML techniques have attracted attention by the classical density-functional theory (DFT) community, as they enable discovery of free-energy functionals to determine the equilibrium-density profile of a many-particle system. Within DFT, the external potential accounts for the interaction of the many-particle system with an external field, thus, affecting the density distribution. In this context, we introduce a statistical-learning framework to infer the external potential exerted on a many-particle system. We combine a Bayesian inference approach with the classical DFT apparatus to reconstruct the external potential, yielding a probabilistic description of the external potential functional form with inherent uncertainty quantification. Our framework is exemplified with a grand-canonical one-dimensional particle ensemble with excluded volume interactions in a confined geometry. The required training dataset is generated using a Monte Carlo (MC) simulation where the external potential is applied to the grand-canonical ensemble. The resulting particle coordinates from the MC simulation are fed into the learning framework to uncover the external potential. This eventually allows us to compute the equilibrium density profile of the system by using the tools of DFT. Our approach benchmarks the inferred density against the exact one calculated through the DFT formulation with the true external potential. The proposed Bayesian procedure accurately infers the external potential and the density profile. We also highlight the external-potential uncertainty quantification conditioned on the amount of available simulated data. The seemingly simple case study introduced in this work might serve as a prototype for studying a wide variety of applications, including adsorption and capillarity.
A set of variables is the Markov blanket of a random variable if it contains all the information needed for predicting the variable. If the blanket cannot be reduced without losing useful information, it is called a Markov boundary. Identifying the Markov boundary of a random variable is advantageous because all variables outside the boundary are superfluous. Hence, the Markov boundary provides an optimal feature set. However, learning the Markov boundary from data is challenging for two reasons. If one or more variables are removed from the Markov boundary, variables outside the boundary may start providing information. Conversely, variables within the boundary may stop providing information. The true role of each candidate variable is only manifesting when the Markov boundary has been identified. In this paper, we propose a new Tsetlin Machine (TM) feedback scheme that supplements Type I and Type II feedback. The scheme introduces a novel Finite State Automaton - a Context-Specific Independence Automaton. The automaton learns which features are outside the Markov boundary of the target, allowing them to be pruned from the TM during learning. We investigate the new scheme empirically, showing how it is capable of exploiting context-specific independence to find Markov boundaries. Further, we provide a theoretical analysis of convergence. Our approach thus connects the field of Bayesian networks (BN) with TMs, potentially opening up for synergies when it comes to inference and learning, including TM-produced Bayesian knowledge bases and TM-based Bayesian inference.
Biological synaptic transmission is unreliable, and this unreliability likely degrades neural circuit performance. While there are biophysical mechanisms that can increase reliability, for instance by increasing vesicle release probability, these mechanisms cost energy. We examined four such mechanisms along with the associated scaling of the energetic costs. We then embedded these energetic costs for reliability in artificial neural networks (ANN) with trainable stochastic synapses, and trained these networks on standard image classification tasks. The resulting networks revealed a tradeoff between circuit performance and the energetic cost of synaptic reliability. Additionally, the optimised networks exhibited two testable predictions consistent with pre-existing experimental data. Specifically, synapses with lower variability tended to have 1) higher input firing rates and 2) lower learning rates. Surprisingly, these predictions also arise when synapse statistics are inferred through Bayesian inference. Indeed, we were able to find a formal, theoretical link between the performance-reliability cost tradeoff and Bayesian inference. This connection suggests two incompatible possibilities: evolution may have chanced upon a scheme for implementing Bayesian inference by optimising energy efficiency, or alternatively, energy efficient synapses may display signatures of Bayesian inference without actually using Bayes to reason about uncertainty.
We consider the problem of performing Bayesian inference for logistic regression using appropriate extensions of the ensemble Kalman filter. Two interacting particle systems are proposed that sample from an approximate posterior and prove quantitative convergence rates of these interacting particle systems to their mean-field limit as the number of particles tends to infinity. Furthermore, we apply these techniques and examine their effectiveness as methods of Bayesian approximation for quantifying predictive uncertainty in neural networks.
Triplet Markov chains are general generative models for sequential data which take into account three kinds of random variables: (noisy) observations, their associated discrete labels and latent variables which aim at strengthening the distribution of the observations and their associated labels. However, in practice, we do not have at our disposal all the labels associated to the observations to estimate the parameters of such models. In this paper, we propose a general framework based on a variational Bayesian inference to train parameterized triplet Markov chain models in a semi-supervised context. The generality of our approach enables us to derive semi-supervised algorithms for a variety of generative models for sequential Bayesian classification.
Atmospheric retrievals (AR) of exoplanets typically rely on a combination of a Bayesian inference technique and a forward simulator to estimate atmospheric properties from an observed spectrum. A key component in simulating spectra is the pressure-temperature (PT) profile, which describes the thermal structure of the atmosphere. Current AR pipelines commonly use ad hoc fitting functions here that limit the retrieved PT profiles to simple approximations, but still use a relatively large number of parameters. In this work, we introduce a conceptually new, data-driven parameterization scheme for physically consistent PT profiles that does not require explicit assumptions about the functional form of the PT profiles and uses fewer parameters than existing methods. Our approach consists of a latent variable model (based on a neural network) that learns a distribution over functions (PT profiles). Each profile is represented by a low-dimensional vector that can be used to condition a decoder network that maps $P$ to $T$. When training and evaluating our method on two publicly available datasets of self-consistent PT profiles, we find that our method achieves, on average, better fit quality than existing baseline methods, despite using fewer parameters. In an AR based on existing literature, our model (using two parameters) produces a tighter, more accurate posterior for the PT profile than the five-parameter polynomial baseline, while also speeding up the retrieval by more than a factor of three. By providing parametric access to physically consistent PT profiles, and by reducing the number of parameters required to describe a PT profile (thereby reducing computational cost or freeing resources for additional parameters of interest), our method can help improve AR and thus our understanding of exoplanet atmospheres and their habitability.
Bayesian inference for neural networks, or Bayesian deep learning, has the potential to provide well-calibrated predictions with quantified uncertainty and robustness. However, the main hurdle for Bayesian deep learning is its computational complexity due to the high dimensionality of the parameter space. In this work, we propose a novel scheme that addresses this limitation by constructing a low-dimensional subspace of the neural network parameters-referred to as an active subspace-by identifying the parameter directions that have the most significant influence on the output of the neural network. We demonstrate that the significantly reduced active subspace enables effective and scalable Bayesian inference via either Monte Carlo (MC) sampling methods, otherwise computationally intractable, or variational inference. Empirically, our approach provides reliable predictions with robust uncertainty estimates for various regression tasks.
Phase diagrams serve as a highly informative tool for materials design, encapsulating information about the phases that a material can manifest under specific conditions. In this work, we develop a method in which Bayesian inference is employed to combine thermodynamic data from molecular dynamics (MD), melting point simulations, and phonon calculations, process these data, and yield a temperature-concentration phase diagram. The employed Bayesian framework yields us not only the free energies of different phases as functions of temperature and concentration but also the uncertainties of these free energies originating from statistical errors inherent to finite-length MD trajectories. Furthermore, it extrapolates the results of the finite-atom calculations to the infinite-atom limit and facilitates the choice of temperature, chemical potentials, and the number of atoms conducting the next simulation with which will be the most efficient in reducing the uncertainty of the phase diagram. The developed algorithm was successfully tested on two binary systems, Ge-Si and K-Na, in the full range of concentrations and temperatures.
Inverse problems arise anywhere we have indirect measurement. As, in general they are ill-posed, to obtain satisfactory solutions for them needs prior knowledge. Classically, different regularization methods and Bayesian inference based methods have been proposed. As these methods need a great number of forward and backward computations, they become costly in computation, in particular, when the forward or generative models are complex and the evaluation of the likelihood becomes very costly. Using Deep Neural Network surrogate models and approximate computation can become very helpful. However, accounting for the uncertainties, we need first understand the Bayesian Deep Learning and then, we can see how we can use them for inverse problems. In this work, we focus on NN, DL and more specifically the Bayesian DL particularly adapted for inverse problems. We first give details of Bayesian DL approximate computations with exponential families, then we will see how we can use them for inverse problems. We consider two cases: First the case where the forward operator is known and used as physics constraint, the second more general data driven DL methods. keyword: Neural Network, Variational Bayesian inference, Bayesian Deep Learning (DL), Inverse problems, Physics based DL.
Given observed data and a probabilistic generative model, Bayesian inference searches for the distribution of the model's parameters that could have yielded the data. Inference is challenging for large population studies where millions of measurements are performed over a cohort of hundreds of subjects, resulting in a massive parameter space. This large cardinality renders off-the-shelf Variational Inference (VI) computationally impractical. In this work, we design structured VI families that efficiently tackle large population studies. Our main idea is to share the parameterization and learning across the different i.i.d. variables in a generative model, symbolized by the model's \textit{plates}. We name this concept \textit{plate amortization}. Contrary to off-the-shelf stochastic VI, which slows down inference, plate amortization results in orders of magnitude faster to train variational distributions. Applied to large-scale hierarchical problems, PAVI yields expressive, parsimoniously parameterized VI with an affordable training time. This faster convergence effectively unlocks inference in those large regimes. We illustrate the practical utility of PAVI through a challenging Neuroimaging example featuring 400 million latent parameters, demonstrating a significant step towards scalable and expressive Variational Inference.
Current quantum computers suffer from non-stationary noise channels with high error rates, which undermines their reliability and reproducibility. We propose a Bayesian inference-based adaptive algorithm that can learn and mitigate quantum noise in response to changing channel conditions. Our study emphasizes the need for dynamic inference of critical channel parameters to improve program accuracy. We use the Dirichlet distribution to model the stochasticity of the Pauli channel. This allows us to perform Bayesian inference, which can improve the performance of probabilistic error cancellation (PEC) under time-varying noise. Our work demonstrates the importance of characterizing and mitigating temporal variations in quantum noise, which is crucial for developing more accurate and reliable quantum technologies. Our results show that Bayesian PEC can outperform non-adaptive approaches by a factor of 4.5x when measured using Hellinger distance from the ideal distribution.
This paper presents a novel extension of multi-task Gaussian Cox processes for modeling multiple heterogeneous correlated tasks jointly, e.g., classification and regression, via multi-output Gaussian processes (MOGP). A MOGP prior over the parameters of the dedicated likelihoods for classification, regression and point process tasks can facilitate sharing of information between heterogeneous tasks, while allowing for nonparametric parameter estimation. To circumvent the non-conjugate Bayesian inference in the MOGP modulated heterogeneous multi-task framework, we employ the data augmentation technique and derive a mean-field approximation to realize closed-form iterative updates for estimating model parameters. We demonstrate the performance and inference on both 1D synthetic data as well as 2D urban data of Vancouver.
We present a new transport-based approach to efficiently perform sequential Bayesian inference of static model parameters. The strategy is based on the extraction of conditional distribution from the joint distribution of parameters and data, via the estimation of structured (e.g., block triangular) transport maps. This gives explicit surrogate models for the likelihood functions and their gradients. This allow gradient-based characterizations of posterior density via transport maps in a model-free, online phase. This framework is well suited for parameter estimation in case of complex noise models including nuisance parameters and when the forward model is only known as a black box. The numerical application of this method is performed in the context of characterization of ice thickness with conductivity measurements.
In this article, we present a novel data assimilation strategy in pore-scale imaging and demonstrate that this makes it possible to robustly address reactive inverse problems incorporating Uncertainty Quantification (UQ). Pore-scale modeling of reactive flow offers a valuable opportunity to investigate the evolution of macro-scale properties subject to dynamic processes. Yet, they suffer from imaging limitations arising from the associated X-ray microtomography (X-ray microCT) process, which induces discrepancies in the properties estimates. Assessment of the kinetic parameters also raises challenges, as reactive coefficients are critical parameters that can cover a wide range of values. We account for these two issues and ensure reliable calibration of pore-scale modeling, based on dynamical microCT images, by integrating uncertainty quantification in the workflow. The present method is based on a multitasking formulation of reactive inverse problems combining data-driven and physics-informed techniques in calcite dissolution. This allows quantifying morphological uncertainties on the porosity field and estimating reactive parameter ranges through prescribed PDE models with a latent concentration field and dynamical microCT. The data assimilation strategy relies on sequential reinforcement incorporating successively additional PDE constraints. We guarantee robust and unbiased uncertainty quantification by straightforward adaptive weighting of Bayesian Physics-Informed Neural Networks (BPINNs), ensuring reliable micro-porosity changes during geochemical transformations. We demonstrate successful Bayesian Inference in 1D+Time and 2D+Time calcite dissolution based on synthetic microCT images with meaningful posterior distribution on the reactive parameters and dimensionless numbers.
Deep Neural Networks (DNNs) deployed to the real world are regularly subject to out-of-distribution (OoD) data, various types of noise, and shifting conceptual objectives. This paper proposes a framework for adapting to data distribution drift modeled by benchmark Continual Learning datasets. We develop and evaluate a method of Continual Learning that leverages uncertainty quantification from Bayesian Inference to mitigate catastrophic forgetting. We expand on previous approaches by removing the need for Monte Carlo sampling of the model weights to sample the predictive distribution. We optimize a closed-form Evidence Lower Bound (ELBO) objective approximating the predictive distribution by propagating the first two moments of a distribution, i.e. mean and covariance, through all network layers. Catastrophic forgetting is mitigated by using the closed-form ELBO to approximate the Minimum Description Length (MDL) Principle, inherently penalizing changes in the model likelihood by minimizing the KL Divergence between the variational posterior for the current task and the previous task's variational posterior acting as the prior. Leveraging the approximation of the MDL principle, we aim to initially learn a sparse variational posterior and then minimize additional model complexity learned for subsequent tasks. Our approach is evaluated for the task incremental learning scenario using density propagated versions of fully-connected and convolutional neural networks across multiple sequential benchmark datasets with varying task sequence lengths. Ultimately, this procedure produces a minimally complex network over a series of tasks mitigating catastrophic forgetting.
The current definition of a Bayesian credible set cannot, in general, achieve an arbitrarily preassigned credible level. This drawback is particularly acute for classification problems, where there are only a finite number of achievable credible levels. As a result, there is as of today no general way to construct an exact credible set for classification. In this paper, we introduce a generalized credible set that can achieve any preassigned credible level. The key insight is a simple connection between the Bayesian highest posterior density credible set and the Neyman--Pearson lemma, which, as far as we know, hasn't been noticed before. Using this connection, we introduce a randomized decision rule to fill the gaps among the discrete credible levels. Accompanying this methodology, we also develop the Steering Wheel Plot to represent the credible set, which is useful in visualizing the uncertainty in classification. By developing the exact credible set for discrete parameters, we make the theory of Bayesian inference more complete.
A pervasive challenge in neuroscience is testing whether neuronal connectivity changes over time due to specific causes, such as stimuli, events, or clinical interventions. Recent hardware innovations and falling data storage costs enable longer, more naturalistic neuronal recordings. The implicit opportunity for understanding the self-organised brain calls for new analysis methods that link temporal scales: from the order of milliseconds over which neuronal dynamics evolve, to the order of minutes, days or even years over which experimental observations unfold. This review article demonstrates how hierarchical generative models and Bayesian inference help to characterise neuronal activity across different time scales. Crucially, these methods go beyond describing statistical associations among observations and enable inference about underlying mechanisms. We offer an overview of fundamental concepts in state-space modeling and suggest a taxonomy for these methods. Additionally, we introduce key mathematical principles that underscore a separation of temporal scales, such as the slaving principle, and review Bayesian methods that are being used to test hypotheses about the brain with multi-scale data. We hope that this review will serve as a useful primer for experimental and computational neuroscientists on the state of the art and current directions of travel in the complex systems modelling literature.
Semi-implicit variational inference (SIVI) greatly enriches the expressiveness of variational families by considering implicit variational distributions defined in a hierarchical manner. However, due to the intractable densities of variational distributions, current SIVI approaches often use surrogate evidence lower bounds (ELBOs) or employ expensive inner-loop MCMC runs for unbiased ELBOs for training. In this paper, we propose SIVI-SM, a new method for SIVI based on an alternative training objective via score matching. Leveraging the hierarchical structure of semi-implicit variational families, the score matching objective allows a minimax formulation where the intractable variational densities can be naturally handled with denoising score matching. We show that SIVI-SM closely matches the accuracy of MCMC and outperforms ELBO-based SIVI methods in a variety of Bayesian inference tasks.
Symbolic regression with polynomial neural networks and polynomial neural ordinary differential equations (ODEs) are two recent and powerful approaches for equation recovery of many science and engineering problems. However, these methods provide point estimates for the model parameters and are currently unable to accommodate noisy data. We address this challenge by developing and validating the following Bayesian inference methods: the Laplace approximation, Markov Chain Monte Carlo (MCMC) sampling methods, and variational inference. We have found the Laplace approximation to be the best method for this class of problems. Our work can be easily extended to the broader class of symbolic neural networks to which the polynomial neural network belongs.
Bayesian Experimental Design (BED), which aims to find the optimal experimental conditions for Bayesian inference, is usually posed as to optimize the expected information gain (EIG). The gradient information is often needed for efficient EIG optimization, and as a result the ability to estimate the gradient of EIG is essential for BED problems. The primary goal of this work is to develop methods for estimating the gradient of EIG, which, combined with the stochastic gradient descent algorithms, result in efficient optimization of EIG. Specifically, we first introduce a posterior expected representation of the EIG gradient with respect to the design variables. Based on this, we propose two methods for estimating the EIG gradient, UEEG-MCMC that leverages posterior samples generated through Markov Chain Monte Carlo (MCMC) to estimate the EIG gradient, and BEEG-AP that focuses on achieving high simulation efficiency by repeatedly using parameter samples. Theoretical analysis and numerical studies illustrate that UEEG-MCMC is robust agains the actual EIG value, while BEEG-AP is more efficient when the EIG value to be optimized is small. Moreover, both methods show superior performance compared to several popular benchmarks in our numerical experiments.