The reliable operation of a power distribution system relies on a good prior knowledge of its topology and its system state. Although crucial, due to the lack of direct monitoring devices on the switch statuses, the topology information is often unavailable or outdated for the distribution system operators for real-time applications. Apart from the limited observability of the power distribution system, other challenges are the nonlinearity of the model, the complicated, unbalanced structure of the distribution system, and the scale of the system. To overcome the above challenges, this paper proposes a Bayesian-inference framework that allows us to simultaneously estimate the topology and the state of a three-phase, unbalanced power distribution system. Specifically, by using the very limited number of measurements available that are associated with the forecast load data, we efficiently recover the full Bayesian posterior distributions of the system topology under both normal and outage operation conditions. This is performed through an adaptive importance sampling procedure that greatly alleviates the computational burden of the traditional Monte-Carlo (MC)-sampling-based approach while maintaining a good estimation accuracy. The simulations conducted on the IEEE 123-bus test system and an unbalanced 1282-bus system reveal the excellent performances of the proposed method.
Pre-trained contextual representations have led to dramatic performance improvements on a range of downstream tasks. Such performance improvements have motivated researchers to quantify and understand the linguistic information encoded in these representations. In general, researchers quantify the amount of linguistic information through probing, an endeavor which consists of training a supervised model to predict a linguistic property directly from the contextual representations. Unfortunately, this definition of probing has been subject to extensive criticism in the literature, and has been observed to lead to paradoxical and counter-intuitive results. In the theoretical portion of this paper, we take the position that the goal of probing ought to be measuring the amount of inductive bias that the representations encode on a specific task. We further describe a Bayesian framework that operationalizes this goal and allows us to quantify the representations' inductive bias. In the empirical portion of the paper, we apply our framework to a variety of NLP tasks. Our results suggest that our proposed framework alleviates many previous problems found in probing. Moreover, we are able to offer concrete evidence that -- for some tasks -- fastText can offer a better inductive bias than BERT.
We propose a Bayesian approach for both medical inquiry and disease inference, the two major phases in differential diagnosis. Unlike previous work that simulates data from given probabilities and uses ML algorithms on them, we directly use the Quick Medical Reference (QMR) belief network, and apply Bayesian inference in the inference phase and Bayesian experimental design in the inquiry phase. Moreover, we improve the inquiry phase by extending the Bayesian experimental design framework from one-step search to multi-step search. Our approach has some practical advantages as it is interpretable, free of costly training, and able to adapt to new changes without any additional effort. Our experiments show that our approach achieves new state-of-the-art results on two simulated datasets, SymCAT and HPO, and competitive results on two diagnosis dialogue datasets, Muzhi and Dxy.
The question whether inputs are valid for the problem a neural network is trying to solve has sparked interest in out-of-distribution (OOD) detection. It is widely assumed that Bayesian neural networks (BNNs) are well suited for this task, as the endowed epistemic uncertainty should lead to disagreement in predictions on outliers. In this paper, we question this assumption and show that proper Bayesian inference with function space priors induced by neural networks does not necessarily lead to good OOD detection. To circumvent the use of approximate inference, we start by studying the infinite-width case, where Bayesian inference can be exact due to the correspondence with Gaussian processes. Strikingly, the kernels derived from common architectural choices lead to function space priors which induce predictive uncertainties that do not reflect the underlying input data distribution and are therefore unsuited for OOD detection. Importantly, we find the OOD behavior in this limiting case to be consistent with the corresponding finite-width case. To overcome this limitation, useful function space properties can also be encoded in the prior in weight space, however, this can currently only be applied to a specified subset of the domain and thus does not inherently extend to OOD data. Finally, we argue that a trade-off between generalization and OOD capabilities might render the application of BNNs for OOD detection undesirable in practice. Overall, our study discloses fundamental problems when naively using BNNs for OOD detection and opens interesting avenues for future research.
State of the art audio source separation models rely on supervised data-driven approaches, which can be expensive in terms of labeling resources. On the other hand, approaches for training these models without any direct supervision are typically high-demanding in terms of memory and time requirements, and remain impractical to be used at inference time. We aim to tackle these limitations by proposing a simple yet effective unsupervised separation algorithm, which operates directly on a latent representation of time-domain signals. Our algorithm relies on deep Bayesian priors in the form of pre-trained autoregressive networks to model the probability distributions of each source. We leverage the low cardinality of the discrete latent space, trained with a novel loss term imposing a precise arithmetic structure on it, to perform exact Bayesian inference without relying on an approximation strategy. We validate our approach on the Slakh dataset arXiv:1909.08494, demonstrating results in line with state of the art supervised approaches while requiring fewer resources with respect to other unsupervised methods.
We propose to use techniques from Bayesian inference and deep neural networks to translate uncertainty in seismic imaging to uncertainty in tasks performed on the image, such as horizon tracking. Seismic imaging is an ill-posed inverse problem because of bandwidth and aperture limitations, which is hampered by the presence of noise and linearization errors. Many regularization methods, such as transform-domain sparsity promotion, have been designed to deal with the adverse effects of these errors, however, these methods run the risk of biasing the solution and do not provide information on uncertainty in the image space and how this uncertainty impacts certain tasks on the image. A systematic approach is proposed to translate uncertainty due to noise in the data to confidence intervals of automatically tracked horizons in the image. The uncertainty is characterized by a convolutional neural network (CNN) and to assess these uncertainties, samples are drawn from the posterior distribution of the CNN weights, used to parameterize the image. Compared to traditional priors, it is argued in the literature that these CNNs introduce a flexible inductive bias that is a surprisingly good fit for a diverse set of problems. The method of stochastic gradient Langevin dynamics is employed to sample from the posterior distribution. This method is designed to handle large scale Bayesian inference problems with computationally expensive forward operators as in seismic imaging. Aside from offering a robust alternative to maximum a posteriori estimate that is prone to overfitting, access to these samples allow us to translate uncertainty in the image, due to noise in the data, to uncertainty on the tracked horizons. For instance, it admits estimates for the pointwise standard deviation on the image and for confidence intervals on its automatically tracked horizons.
In recent years, the transformer has established itself as a workhorse in many applications ranging from natural language processing to reinforcement learning. Similarly, Bayesian deep learning has become the gold-standard for uncertainty estimation in safety-critical applications, where robustness and calibration are crucial. Surprisingly, no successful attempts to improve transformer models in terms of predictive uncertainty using Bayesian inference exist. In this work, we study this curiously underpopulated area of Bayesian transformers. We find that weight-space inference in transformers does not work well, regardless of the approximate posterior. We also find that the prior is at least partially at fault, but that it is very hard to find well-specified weight priors for these models. We hypothesize that these problems stem from the complexity of obtaining a meaningful mapping from weight-space to function-space distributions in the transformer. Therefore, moving closer to function-space, we propose a novel method based on the implicit reparameterization of the Dirichlet distribution to apply variational inference directly to the attention weights. We find that this proposed method performs competitively with our baselines.
Approximate Bayesian inference estimates descriptors of an intractable target distribution - in essence, an optimization problem within a family of distributions. For example, Langevin dynamics (LD) extracts asymptotically exact samples from a diffusion process because the time evolution of its marginal distributions constitutes a curve that minimizes the KL-divergence via steepest descent in the Wasserstein space. Parallel to LD, Stein variational gradient descent (SVGD) similarly minimizes the KL, albeit endowed with a novel Stein-Wasserstein distance, by deterministically transporting a set of particle samples, thus de-randomizes the stochastic diffusion process. We propose de-randomized kernel-based particle samplers to all diffusion-based samplers known as MCMC dynamics. Following previous work in interpreting MCMC dynamics, we equip the Stein-Wasserstein space with a fiber-Riemannian Poisson structure, with the capacity of characterizing a fiber-gradient Hamiltonian flow that simulates MCMC dynamics. Such dynamics discretizes into generalized SVGD (GSVGD), a Stein-type deterministic particle sampler, with particle updates coinciding with applying the diffusion Stein operator to a kernel function. We demonstrate empirically that GSVGD can de-randomize complex MCMC dynamics, which combine the advantages of auxiliary momentum variables and Riemannian structure, while maintaining the high sample quality from an interacting particle system.
A Bayes point machine is a single classifier that approximates the majority decision of an ensemble of classifiers. This paper observes that kernel interpolation is a Bayes point machine for Gaussian process classification. This observation facilitates the transfer of results from both ensemble theory as well as an area of convex geometry known as Brunn-Minkowski theory to derive PAC-Bayes risk bounds for kernel interpolation. Since large margin, infinite width neural networks are kernel interpolators, the paper's findings may help to explain generalisation in neural networks more broadly. Supporting this idea, the paper finds evidence that large margin, finite width neural networks behave like Bayes point machines too.
Humans have the capacity to question what we see and to recognize when our vision is unreliable (e.g., when we realize that we are experiencing a visual illusion). Inspired by this capacity, we present MetaCOG: a hierarchical probabilistic model that can be attached to a neural object detector to monitor its outputs and determine their reliability. MetaCOG achieves this by learning a probabilistic model of the object detector's performance via Bayesian inference -- i.e., a meta-cognitive representation of the network's propensity to hallucinate or miss different object categories. Given a set of video frames processed by an object detector, MetaCOG performs joint inference over the underlying 3D scene and the detector's performance, grounding inference on a basic assumption of object permanence. Paired with three neural object detectors, we show that MetaCOG accurately recovers each detector's performance parameters and improves the overall system's accuracy. We additionally show that MetaCOG is robust to varying levels of error in object detector outputs, showing proof-of-concept for a novel approach to the problem of detecting and correcting errors in vision systems when ground-truth is not available.
Learning new skills by observing humans' behaviors is an essential capability of AI. In this work, we leverage instructional videos to study humans' decision-making processes, focusing on learning a model to plan goal-directed actions in real-life videos. In contrast to conventional action recognition, goal-directed actions are based on expectations of their outcomes requiring causal knowledge of potential consequences of actions. Thus, integrating the environment structure with goals is critical for solving this task. Previous works learn a single world model will fail to distinguish various tasks, resulting in an ambiguous latent space; planning through it will gradually neglect the desired outcomes since the global information of the future goal degrades quickly as the procedure evolves. We address these limitations with a new formulation of procedure planning and propose novel algorithms to model human behaviors through Bayesian Inference and model-based Imitation Learning. Experiments conducted on real-world instructional videos show that our method can achieve state-of-the-art performance in reaching the indicated goals. Furthermore, the learned contextual information presents interesting features for planning in a latent space.
Compared to point estimates calculated by standard neural networks, Bayesian neural networks (BNN) provide probability distributions over the output predictions and model parameters, i.e., the weights. Training the weight distribution of a BNN, however, is more involved due to the intractability of the underlying Bayesian inference problem and thus, requires efficient approximations. In this paper, we propose a novel approach for BNN learning via closed-form Bayesian inference. For this purpose, the calculation of the predictive distribution of the output and the update of the weight distribution are treated as Bayesian filtering and smoothing problems, where the weights are modeled as Gaussian random variables. This allows closed-form expressions for training the network's parameters in a sequential/online fashion without gradient descent. We demonstrate our method on several UCI datasets and compare it to the state of the art.
In many areas of science, complex phenomena are modeled by stochastic parametric simulators, often featuring high-dimensional parameter spaces and intractable likelihoods. In this context, performing Bayesian inference can be challenging. In this work, we present a novel method that enables amortized inference over arbitrary subsets of the parameters, without resorting to numerical integration, which makes interpretation of the posterior more convenient. Our method is efficient and can be implemented with arbitrary neural network architectures. We demonstrate the applicability of the method on parameter inference of binary black hole systems from gravitational waves observations.
Bayesian inference in biological modeling commonly relies on Markov chain Monte Carlo (MCMC) sampling of a multidimensional and non-Gaussian posterior distribution that is not analytically tractable. Here, we present the implementation of a practical MCMC method in the open-source software package PyBioNetFit (PyBNF), which is designed to support parameterization of mathematical models for biological systems. The new MCMC method, am, incorporates an adaptive move proposal distribution. For warm starts, sampling can be initiated at a specified location in parameter space and with a multivariate Gaussian proposal distribution defined initially by a specified covariance matrix. Multiple chains can be generated in parallel using a computer cluster. We demonstrate that am can be used to successfully solve real-world Bayesian inference problems, including forecasting of new Coronavirus Disease 2019 case detection with Bayesian quantification of forecast uncertainty. PyBNF version 1.1.9, the first stable release with am, is available at PyPI and can be installed using the pip package-management system on platforms that have a working installation of Python 3. PyBNF relies on libRoadRunner and BioNetGen for simulations (e.g., numerical integration of ordinary differential equations defined in SBML or BNGL files) and Dask.Distributed for task scheduling on Linux computer clusters.
Multi-fingered robotic grasping is an undeniable stepping stone to universal picking and dexterous manipulation. Yet, multi-fingered grippers remain challenging to control because of their rich nonsmooth contact dynamics or because of sensor noise. In this work, we aim to plan hand configurations by performing Bayesian posterior inference through the full stochastic forward simulation of the robot in its environment, hence robustly accounting for many of the uncertainties in the system. While previous methods either relied on simplified surrogates of the likelihood function or attempted to learn to directly predict maximum likelihood estimates, we bring a novel simulation-based approach for full Bayesian inference based on a deep neural network surrogate of the likelihood-to-evidence ratio. Hand configurations are found by directly optimizing through the resulting amortized and differentiable expression for the posterior. The geometry of the configuration space is accounted for by proposing a Riemannian manifold optimization procedure through the neural posterior. Simulation and physical benchmarks demonstrate the high success rate of the procedure.
The rampant adoption of ML methodologies has revealed that models are usually adopted to make decisions without taking into account the uncertainties in their predictions. More critically, they can be vulnerable to adversarial examples. Thus, we believe that developing ML systems that take into account predictive uncertainties and are robust against adversarial examples is a must for critical, real-world tasks. We start with a case study in retailing. We propose a robust implementation of the Nerlove-Arrow model using a Bayesian structural time series model. Its Bayesian nature facilitates incorporating prior information reflecting the manager's views, which can be updated with relevant data. However, this case adopted classical Bayesian techniques, such as the Gibbs sampler. Nowadays, the ML landscape is pervaded with neural networks and this chapter also surveys current developments in this sub-field. Then, we tackle the problem of scaling Bayesian inference to complex models and large data regimes. In the first part, we propose a unifying view of two different Bayesian inference algorithms, Stochastic Gradient Markov Chain Monte Carlo (SG-MCMC) and Stein Variational Gradient Descent (SVGD), leading to improved and efficient novel sampling schemes. In the second part, we develop a framework to boost the efficiency of Bayesian inference in probabilistic models by embedding a Markov chain sampler within a variational posterior approximation. After that, we present an alternative perspective on adversarial classification based on adversarial risk analysis, and leveraging the scalable Bayesian approaches from chapter 2. In chapter 4 we turn to reinforcement learning, introducing Threatened Markov Decision Processes, showing the benefits of accounting for adversaries in RL while the agent learns.
We develop a Bayesian inference framework to quantify uncertainties in epidemiological models. We use SEIJR and SIJR models involving populations of susceptible, exposed, infective, diagnosed, dead and recovered individuals to infer from covid-19 data rate constants, as well as their variations in response to lockdown measures. To account for confinement, we distinguish two susceptible populations at different risk: confined and unconfined. We show that transmission and recovery rates within them vary in response to facts. A key unknown to predict the evolution of the epidemic is the fraction of the population affected by the virus, including asymptomatic subjects. Our study tracks its time evolution with quantified uncertainty from available official data from the onset of the epidemic, limited, however, by the data quality. We exemplify the technique with data from Spain, country in which late drastic lockdowns were enforced for months. In late actions and in the absence of other measures, spread is delayed but not stopped unless a large enough fraction of the population is confined until the asymptomatic population is depleted. To some extent, confinement could be replaced by strong distancing through masks in adequate circumstances.
I develop algorithms to facilitate Bayesian inference in structural vector autoregressions that are set-identified with sign and zero restrictions by showing that the system of restrictions is equivalent to a system of sign restrictions in a lower-dimensional space. Consequently, algorithms applicable under sign restrictions can be extended to allow for zero restrictions. Specifically, I extend algorithms proposed in Amir-Ahmadi and Drautzburg (2021) to check whether the identified set is nonempty and to sample from the identified set without rejection sampling. I compare the new algorithms to alternatives by applying them to variations of the model considered by Arias et al. (2019), who estimate the effects of US monetary policy using sign and zero restrictions on the monetary policy reaction function. The new algorithms are particularly useful when a rich set of sign restrictions substantially truncates the identified set given the zero restrictions.
Data augmentation (DA) algorithms are widely used for Bayesian inference due to their simplicity. In massive data settings, however, DA algorithms are prohibitively slow because they pass through the full data in any iteration, imposing serious restrictions on their usage despite the advantages. Addressing this problem, we develop a framework for extending any DA that exploits asynchronous and distributed computing. The extended DA algorithm is indexed by a parameter $r \in (0, 1)$ and is called Asynchronous and Distributed (AD) DA with the original DA as its parent. Any ADDA starts by dividing the full data into $k$ smaller disjoint subsets and storing them on $k$ processes, which could be machines or processors. Every iteration of ADDA augments only an $r$-fraction of the $k$ data subsets with some positive probability and leaves the remaining $(1-r)$-fraction of the augmented data unchanged. The parameter draws are obtained using the $r$-fraction of new and $(1-r)$-fraction of old augmented data. For many choices of $k$ and $r$, the fractional updates of ADDA lead to a significant speed-up over the parent DA in massive data settings, and it reduces to the distributed version of its parent DA when $r=1$. We show that the ADDA Markov chain is Harris ergodic with the desired stationary distribution under mild conditions on the parent DA algorithm. We demonstrate the numerical advantages of the ADDA in three representative examples corresponding to different kinds of massive data settings encountered in applications. In all these examples, our DA generalization is significantly faster than its parent DA algorithm for all the choices of $k$ and $r$. We also establish geometric ergodicity of the ADDA Markov chain for all three examples, which in turn yields asymptotically valid standard errors for estimates of desired posterior quantities.
To accurately reproduce measurements from the real world, simulators need to have an adequate model of the physical system and require the parameters of the model be identified. We address the latter problem of estimating parameters through a Bayesian inference approach that approximates a posterior distribution over simulation parameters given real sensor measurements. By extending the commonly used Gaussian likelihood model for trajectories via the multiple-shooting formulation, our chosen particle-based inference algorithm Stein Variational Gradient Descent is able to identify highly nonlinear, underactuated systems. We leverage GPU code generation and differentiable simulation to evaluate the likelihood and its gradient for many particles in parallel. Our algorithm infers non-parametric distributions over simulation parameters more accurately than comparable baselines and handles constraints over parameters efficiently through gradient-based optimization. We evaluate estimation performance on several physical experiments. On an underactuated mechanism where a 7-DOF robot arm excites an object with an unknown mass configuration, we demonstrate how our inference technique can identify symmetries between the parameters and provide highly accurate predictions. Project website: https://uscresl.github.io/prob-diff-sim