arXiv subjects

Dino Sejdinovic

Publications and source records attributed to Dino Sejdinovic.

At least 55 records · Page 3Linked to original sources

arXiv2022

Generalized Variational Inference in Function Spaces: Gaussian Measures meet Bayesian Deep Learning

We develop a framework for generalized variational inference in infinite-dimensional function spaces and use it to construct a method termed Gaussian Wasserstein inference (GWI). GWI leverages the Wasserstein distance between Gaussian measures on the Hilbert space of square-integrable functions in order to determine a variational posterior using a tractable optimisation criterion and avoids pathologies arising in standard variational function space inference. An exciting application of GWI is the ability to use deep neural networks in the variational parametrisation of GWI, combining their superior predictive performance with the principled uncertainty quantification analogous to that of Gaussian processes. The proposed method obtains state-of-the-art performance on several benchmark datasets.

stat.ML↗

arXiv2022

Kernel Biclustering algorithm in Hilbert Spaces

Biclustering algorithms partition data and covariates simultaneously, providing new insights in several domains, such as analyzing gene expression to discover new biological functions. This paper develops a new model-free biclustering algorithm in abstract spaces using the notions of energy distance (ED) and the maximum mean discrepancy (MMD) -- two distances between probability distributions capable of handling complex data such as curves or graphs. The proposed method can learn more general and complex cluster shapes than most existing literature approaches, which usually focus on detecting mean and variance differences. Although the biclustering configurations of our approach are constrained to create disjoint structures at the datum and covariate levels, the results are competitive. Our results are similar to state-of-the-art methods in their optimal scenarios, assuming a proper kernel choice, outperforming them when cluster differences are concentrated in higher-order moments. The model's performance has been tested in several situations that involve simulated and real-world datasets. Finally, new theoretical consistency results are established using some tools of the theory of optimal transport.

stat.ME↗

arXiv2022

Discussion of `Multiscale Fisher's Independence Test for Multivariate Dependence'

We discuss how MultiFIT, the Multiscale Fisher's Independence Test for Multivariate Dependence proposed by Gorsky and Ma (2022), compares to existing linear-time kernel tests based on the Hilbert-Schmidt independence criterion (HSIC). We highlight the fact that the levels of the kernel tests at any finite sample size can be controlled exactly, as it is the case with the level of MultiFIT. In our experiments, we observe some of the performance limitations of MultiFIT in terms of test power.

stat.ME↗

arXiv2022

RKHS-SHAP: Shapley Values for Kernel Methods

Feature attribution for kernel methods is often heuristic and not individualised for each prediction. To address this, we turn to the concept of Shapley values~(SV), a coalition game theoretical framework that has previously been applied to different machine learning model interpretation tasks, such as linear models, tree ensembles and deep networks. By analysing SVs from a functional perspective, we propose \textsc{RKHS-SHAP}, an attribution method for kernel machines that can efficiently compute both \emph{Interventional} and \emph{Observational Shapley values} using kernel mean embeddings of distributions. We show theoretically that our method is robust with respect to local perturbations - a key yet often overlooked desideratum for consistent model interpretation. Further, we propose \emph{Shapley regulariser}, applicable to a general empirical risk minimisation framework, allowing learning while controlling the level of specific feature's contributions to the model. We demonstrate that the Shapley regulariser enables learning which is robust to covariate shift of a given feature and fair learning which controls the SVs of sensitive features.

stat.ML↗

arXiv2022

AODisaggregation: toward global aerosol vertical profiles

Aerosol-cloud interactions constitute the largest source of uncertainty in assessments of the anthropogenic climate change. This uncertainty arises in part from the difficulty in measuring the vertical distributions of aerosols, and only sporadic vertically resolved observations are available. We often have to settle for less informative vertically aggregated proxies such as aerosol optical depth (AOD). In this work, we develop a framework for the vertical disaggregation of AOD into extinction profiles, i.e. the measure of light extinction throughout an atmospheric column, using readily available vertically resolved meteorological predictors such as temperature, pressure or relative humidity. Using Bayesian nonparametric modelling, we devise a simple Gaussian process prior over aerosol vertical profiles and update it with AOD observations to infer a distribution over vertical extinction profiles. To validate our approach, we use ECHAM-HAM aerosol-climate model data which offers self-consistent simulations of meteorological covariates, AOD and extinction profiles. Our results show that, while very simple, our model is able to reconstruct realistic extinction profiles with well-calibrated uncertainty, outperforming by an order of magnitude the idealized baseline which is typically used in satellite AOD retrieval algorithms. In particular, the model demonstrates a faithful reconstruction of extinction patterns arising from aerosol water uptake in the boundary layer. Observations however suggest that other extinction patterns, due to aerosol mass concentration, particle size and radiative properties, might be more challenging to capture and require additional vertically resolved predictors.

physics.ao-ph↗

arXiv2022

Spectral Ranking with Covariates

We consider spectral approaches to the problem of ranking n players given their incomplete and noisy pairwise comparisons, but revisit this classical problem in light of player covariate information. We propose three spectral ranking methods that incorporate player covariates and are based on seriation, low-rank structure assumption and canonical correlation, respectively. Extensive numerical simulations on both synthetic and real-world data sets demonstrated that our proposed methods compare favorably to existing state-of-the-art covariate-based ranking algorithms.

stat.ML↗

arXiv2022

Aggregated Gaussian Processes with Multiresolution Earth Observation Covariates

For many survey-based spatial modelling problems, responses are observed as spatially aggregated over survey regions due to limited resources. Covariates, from weather models and satellite imageries, can be observed at many different spatial resolutions, making the pre-processing of covariates a key challenge for any spatial modelling task. We propose a Gaussian process regression model to flexibly handle multiresolution covariates by employing an additive kernel that can efficiently aggregate features across resolutions. Compared to existing approaches that rely on resolution matching, our approach better maintains distributional information across resolutions, leading to better performance and interpretability. Our model yields stronger predictive performance and interpretability on both simulated and crop yield datasets.

stat.AP↗

arXiv2022

Selection, Ignorability and Challenges With Causal Fairness

In this paper we look at popular fairness methods that use causal counterfactuals. These methods capture the intuitive notion that a prediction is fair if it coincides with the prediction that would have been made if someone's race, gender or religion were counterfactually different. In order to achieve this, we must have causal models that are able to capture what someone would be like if we were to counterfactually change these traits. However, we argue that any model that can do this must lie outside the particularly well behaved class that is commonly considered in the fairness literature. This is because in fairness settings, models in this class entail a particularly strong causal assumption, normally only seen in a randomised controlled trial. We argue that in general this is unlikely to hold. Furthermore, we show in many cases it can be explicitly rejected due to the fact that samples are selected from a wider population. We show this creates difficulties for counterfactual fairness as well as for the application of more general causal fairness methods.

stat.ML↗

arXiv2022

Survival Regression with Proper Scoring Rules and Monotonic Neural Networks

We consider frequently used scoring rules for right-censored survival regression models such as time-dependent concordance, survival-CRPS, integrated Brier score and integrated binomial log-likelihood, and prove that neither of them is a proper scoring rule. This means that the true survival distribution may be scored worse than incorrect distributions, leading to inaccurate estimation. We prove that, in contrast to these scores, the right-censored log-likelihood is a proper scoring rule, i.e., the highest expected score is achieved by the true distribution. Despite this, modern feed-forward neural-network-based survival regression models are unable to train and validate directly on the right-censored log-likelihood, due to its intractability, and resort to the aforementioned alternatives, i.e., non-proper scoring rules. We therefore propose a simple novel survival regression method capable of directly optimizing log-likelihood using a monotonic restriction on the time-dependent weights, coined SurvivalMonotonic-net (SuMo-net). SuMo-net achieves state-of-the-art log-likelihood scores across several datasets with 20--100$\times$ computational speedup on inference over existing state-of-the-art neural methods, and is readily applicable to datasets with several million observations.

stat.ML↗

arXiv2022

Learning Inconsistent Preferences with Gaussian Processes

We revisit widely used preferential Gaussian processes by Chu et al.(2005) and challenge their modelling assumption that imposes rankability of data items via latent utility function values. We propose a generalisation of pgp which can capture more expressive latent preferential structures in the data and thus be used to model inconsistent preferences, i.e. where transitivity is violated, or to discover clusters of comparable items via spectral decomposition of the learned preference functions. We also consider the properties of associated covariance kernel functions and its reproducing kernel Hilbert Space (RKHS), giving a simple construction that satisfies universality in the space of preference functions. Finally, we provide an extensive set of numerical experiments on simulated and real-world datasets showcasing the competitiveness of our proposed method with state-of-the-art. Our experimental findings support the conjecture that violations of rankability are ubiquitous in real-world preferential data.

stat.ML↗

arXiv2022

Bayesian Kernel Two-Sample Testing

In modern data analysis, nonparametric measures of discrepancies between random variables are particularly important. The subject is well-studied in the frequentist literature, while the development in the Bayesian setting is limited where applications are often restricted to univariate cases. Here, we propose a Bayesian kernel two-sample testing procedure based on modelling the difference between kernel mean embeddings in the reproducing kernel Hilbert space utilising the framework established by Flaxman et al (2016). The use of kernel methods enables its application to random variables in generic domains beyond the multivariate Euclidean spaces. The proposed procedure results in a posterior inference scheme that allows an automatic selection of the kernel parameters relevant to the problem at hand. In a series of synthetic experiments and two real data experiments (i.e. testing network heterogeneity from high-dimensional data and six-membered monocyclic ring conformation comparison), we illustrate the advantages of our approach.

stat.ME↗

arXiv2021

A kernel log-rank test of independence for right-censored data

We introduce a general non-parametric independence test between right-censored survival times and covariates, which may be multivariate. Our test statistic has a dual interpretation, first in terms of the supremum of a potentially infinite collection of weight-indexed log-rank tests, with weight functions belonging to a reproducing kernel Hilbert space (RKHS) of functions; and second, as the norm of the difference of embeddings of certain finite measures into the RKHS, similar to the Hilbert-Schmidt Independence Criterion (HSIC) test-statistic. We study the asymptotic properties of the test, finding sufficient conditions to ensure our test correctly rejects the null hypothesis under any alternative. The test statistic can be computed straightforwardly, and the rejection threshold is obtained via an asymptotically consistent Wild Bootstrap procedure. Extensive investigations on both simulated and real data suggest that our testing procedure generally performs better than competing approaches in detecting complex non-linear dependence.

stat.ME↗

arXiv2021

Unrepresentative Big Surveys Significantly Overestimate US Vaccine Uptake

Surveys are a crucial tool for understanding public opinion and behavior, and their accuracy depends on maintaining statistical representativeness of their target populations by minimizing biases from all sources. Increasing data size shrinks confidence intervals but magnifies the impact of survey bias, an instance of the Big Data Paradox (Meng 2018). Here we demonstrate this paradox in estimates of first-dose COVID-19 vaccine uptake in US adults: Delphi-Facebook (about 250,000 responses per week) and Census Household Pulse (about 75,000 per week). By May 2021, Delphi-Facebook overestimated uptake by 17 percentage points and Census Household Pulse by 14, compared to a benchmark from the Centers for Disease Control and Prevention (CDC). Moreover, their large data sizes led to minuscule margins of error on the incorrect estimates. In contrast, an Axios-Ipsos online panel with about 1,000 responses following survey research best practices (AAPOR) provided reliable estimates and uncertainty. We decompose observed error using a recent analytic framework to explain the inaccuracy in the three surveys. We then analyze the implications for vaccine hesitancy and willingness. We show how a survey of 250,000 respondents can produce an estimate of the population mean that is no more accurate than an estimate from a simple random sample of size 10. Our central message is that data quality matters far more than data quantity, and compensating the former with the latter is a mathematically provable losing proposition.

stat.AP↗

arXiv2021

Deconditional Downscaling with Gaussian Processes

Refining low-resolution (LR) spatial fields with high-resolution (HR) information, often known as statistical downscaling, is challenging as the diversity of spatial datasets often prevents direct matching of observations. Yet, when LR samples are modeled as aggregate conditional means of HR samples with respect to a mediating variable that is globally observed, the recovery of the underlying fine-grained field can be framed as taking an "inverse" of the conditional expectation, namely a deconditioning problem. In this work, we propose a Bayesian formulation of deconditioning which naturally recovers the initial reproducing kernel Hilbert space formulation from Hsu and Ramos (2019). We extend deconditioning to a downscaling setup and devise efficient conditional mean embedding estimator for multiresolution data. By treating conditional expectations as inter-domain features of the underlying field, a posterior for the latent field can be established as a solution to the deconditioning problem. Furthermore, we show that this solution can be viewed as a two-staged vector-valued kernel ridge regressor and show that it has a minimax optimal convergence rate under mild assumptions. Lastly, we demonstrate its proficiency in a synthetic and a real-world atmospheric field downscaling problem, showing substantial improvements over existing methods.

cs.LG↗

arXiv2021

Variational Inference with Continuously-Indexed Normalizing Flows

Continuously-indexed flows (CIFs) have recently achieved improvements over baseline normalizing flows on a variety of density estimation tasks. CIFs do not possess a closed-form marginal density, and so, unlike standard flows, cannot be plugged in directly to a variational inference (VI) scheme in order to produce a more expressive family of approximate posteriors. However, we show here how CIFs can be used as part of an auxiliary VI scheme to formulate and train expressive posterior approximations in a natural way. We exploit the conditional independence structure of multi-layer CIFs to build the required auxiliary inference models, which we show empirically yield low-variance estimators of the model evidence. We then demonstrate the advantages of CIFs over baseline flows in VI problems when the posterior distribution of interest possesses a complicated topology, obtaining improved results in both the Bayesian inference and surrogate maximum likelihood settings.

stat.ML↗

arXiv2021

BayesIMP: Uncertainty Quantification for Causal Data Fusion

While causal models are becoming one of the mainstays of machine learning, the problem of uncertainty quantification in causal inference remains challenging. In this paper, we study the causal data fusion problem, where datasets pertaining to multiple causal graphs are combined to estimate the average treatment effect of a target variable. As data arises from multiple sources and can vary in quality and quantity, principled uncertainty quantification becomes essential. To that end, we introduce Bayesian Interventional Mean Processes, a framework which combines ideas from probabilistic integration and kernel mean embeddings to represent interventional distributions in the reproducing kernel Hilbert space, while taking into account the uncertainty within each causal graph. To demonstrate the utility of our uncertainty estimation, we apply our method to the Causal Bayesian Optimisation task and show improvements over state-of-the-art methods.

stat.ML↗

arXiv2021

Noise Contrastive Meta-Learning for Conditional Density Estimation using Kernel Mean Embeddings

Current meta-learning approaches focus on learning functional representations of relationships between variables, i.e. on estimating conditional expectations in regression. In many applications, however, we are faced with conditional distributions which cannot be meaningfully summarized using expectation only (due to e.g. multimodality). Hence, we consider the problem of conditional density estimation in the meta-learning setting. We introduce a novel technique for meta-learning which combines neural representation and noise-contrastive estimation with the established literature of conditional mean embeddings into reproducing kernel Hilbert spaces. The method is validated on synthetic and real-world problems, demonstrating the utility of sharing learned representations across multiple conditional density estimation tasks.

stat.ML↗

arXiv2021

Meta Learning for Causal Direction

The inaccessibility of controlled randomized trials due to inherent constraints in many fields of science has been a fundamental issue in causal inference. In this paper, we focus on distinguishing the cause from effect in the bivariate setting under limited observational data. Based on recent developments in meta learning as well as in causal inference, we introduce a novel generative model that allows distinguishing cause and effect in the small data setting. Using a learnt task variable that contains distributional information of each dataset, we propose an end-to-end algorithm that makes use of similar training datasets at test time. We demonstrate our method on various synthetic as well as real-world data and show that it is able to maintain high accuracy in detecting directions across varying dataset sizes.

stat.ML↗