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Luca Weihs

Publications and source records attributed to Luca Weihs.

45 records · Page 3Linked to original sources

Grounded Situation Recognition

We introduce Grounded Situation Recognition (GSR), a task that requires producing structured semantic summaries of images describing: the primary activity, entities engaged in the activity with their roles (e.g. agent, tool), and bounding-box groundings of entities. GSR presents important technical challenges: identifying semantic saliency, categorizing and localizing a large and diverse set of entities, overcoming semantic sparsity, and disambiguating roles. Moreover, unlike in captioning, GSR is straightforward to evaluate. To study this new task we create the Situations With Groundings (SWiG) dataset which adds 278,336 bounding-box groundings to the 11,538 entity classes in the imsitu dataset. We propose a Joint Situation Localizer and find that jointly predicting situations and groundings with end-to-end training handily outperforms independent training on the entire grounding metric suite with relative gains between 8% and 32%. Finally, we show initial findings on three exciting future directions enabled by our models: conditional querying, visual chaining, and grounded semantic aware image retrieval. Code and data available at https://prior.allenai.org/projects/gsr.

cs.CV↗

Two Body Problem: Collaborative Visual Task Completion

Collaboration is a necessary skill to perform tasks that are beyond one agent's capabilities. Addressed extensively in both conventional and modern AI, multi-agent collaboration has often been studied in the context of simple grid worlds. We argue that there are inherently visual aspects to collaboration which should be studied in visually rich environments. A key element in collaboration is communication that can be either explicit, through messages, or implicit, through perception of the other agents and the visual world. Learning to collaborate in a visual environment entails learning (1) to perform the task, (2) when and what to communicate, and (3) how to act based on these communications and the perception of the visual world. In this paper we study the problem of learning to collaborate directly from pixels in AI2-THOR and demonstrate the benefits of explicit and implicit modes of communication to perform visual tasks. Refer to our project page for more details: https://prior.allenai.org/projects/two-body-problem

cs.CV↗

Nested Covariance Determinants and Restricted Trek Separation in Gaussian Graphical Models

Directed graphical models specify noisy functional relationships among a collection of random variables. In the Gaussian case, each such model corresponds to a semi-algebraic set of positive definite covariance matrices. The set is given via parametrization, and much work has gone into obtaining an implicit description in terms of polynomial (in-)equalities. Implicit descriptions shed light on problems such as parameter identification, model equivalence, and constraint-based statistical inference. For models given by directed acyclic graphs, which represent settings where all relevant variables are observed, there is a complete theory: All conditional independence relations can be found via graphical $d$-separation and are sufficient for an implicit description. The situation is far more complicated, however, when some of the variables are hidden (or in other words, unobserved or latent). We consider models associated to mixed graphs that capture the effects of hidden variables through correlated error terms. The notion of trek separation explains when the covariance matrix in such a model has submatrices of low rank and generalizes $d$-separation. However, in many cases, such as the infamous Verma graph, the polynomials defining the graphical model are not determinantal, and hence cannot be explained by $d$-separation or trek-separation. In this paper, we show that these constraints often correspond to the vanishing of nested determinants and can be graphically explained by a notion of restricted trek separation.

math.ST↗

Symmetric Rank Covariances: a Generalised Framework for Nonparametric Measures of Dependence

The need to test whether two random vectors are independent has spawned a large number of competing measures of dependence. We are interested in nonparametric measures that are invariant under strictly increasing transformations, such as Kendall's tau, Hoeffding's D, and the more recently discovered Bergsma--Dassios sign covariance. Each of these measures exhibits symmetries that are not readily apparent from their definitions. Making these symmetries explicit, we define a new class of multivariate nonparametric measures of dependence that we refer to as Symmetric Rank Covariances. This new class generalises all of the above measures and leads naturally to multivariate extensions of the Bergsma--Dassios sign covariance. Symmetric Rank Covariances may be estimated unbiasedly using U-statistics for which we prove results on computational efficiency and large-sample behavior. The algorithms we develop for their computation include, to the best of our knowledge, the first efficient algorithms for the well-known Hoeffding's D statistic in the multivariate setting.

math.ST↗

Determinantal Generalizations of Instrumental Variables

Linear structural equation models relate the components of a random vector using linear interdependencies and Gaussian noise. Each such model can be naturally associated with a mixed graph whose vertices correspond to the components of the random vector. The graph contains directed edges that represent the linear relationships between components, and bidirected edges that encode unobserved confounding. We study the problem of generic identifiability, that is, whether a generic choice of linear and confounding effects can be uniquely recovered from the joint covariance matrix of the observed random vector. An existing combinatorial criterion for establishing generic identifiability is the half-trek criterion (HTC), which uses the existence of trek systems in the mixed graph to iteratively discover generically invertible linear equation systems in polynomial time. By focusing on edges one at a time, we establish new sufficient and necessary conditions for generic identifiability of edge effects extending those of the HTC. In particular, we show how edge coefficients can be recovered as quotients of subdeterminants of the covariance matrix, which constitutes a determinantal generalization of formulas obtained when using instrumental variables for identification.

math.ST↗

Large-Sample Theory for the Bergsma-Dassios Sign Covariance

The Bergsma-Dassios sign covariance is a recently proposed extension of Kendall's tau. In contrast to tau or also Spearman's rho, the new sign covariance $τ^*$ vanishes if and only if the two considered random variables are independent. Specifically, this result has been shown for continuous as well as discrete variables. We develop large-sample distribution theory for the empirical version of $τ^*$. In particular, we use theory for degenerate U-statistics to derive asymptotic null distributions under independence and demonstrate in simulations that the limiting distributions give useful approximations.

math.ST↗

Efficient Computation of the Bergsma-Dassios Sign Covariance

In an extension of Kendall's $τ$, Bergsma and Dassios (2014) introduced a covariance measure $τ^*$ for two ordinal random variables that vanishes if and only if the two variables are independent. For a sample of size $n$, a direct computation of $t^*$, the empirical version of $τ^*$, requires $O(n^4)$ operations. We derive an algorithm that computes the statistic using only $O(n^2\log(n))$ operations.

stat.CO↗

Marginal likelihood and model selection for Gaussian latent tree and forest models

Gaussian latent tree models, or more generally, Gaussian latent forest models have Fisher-information matrices that become singular along interesting submodels, namely, models that correspond to subforests. For these singularities, we compute the real log-canonical thresholds (also known as stochastic complexities or learning coefficients) that quantify the large-sample behavior of the marginal likelihood in Bayesian inference. This provides the information needed for a recently introduced generalization of the Bayesian information criterion. Our mathematical developments treat the general setting of Laplace integrals whose phase functions are sums of squared differences between monomials and constants. We clarify how in this case real log-canonical thresholds can be computed using polyhedral geometry, and we show how to apply the general theory to the Laplace integrals associated with Gaussian latent tree and forest models. In simulations and a data example, we demonstrate how the mathematical knowledge can be applied in model selection.

stat.ME↗

Generic Identifiability of Linear Structural Equation Models by Ancestor Decomposition

Linear structural equation models, which relate random variables via linear interdependencies and Gaussian noise, are a popular tool for modeling multivariate joint distributions. These models correspond to mixed graphs that include both directed and bidirected edges representing the linear relationships and correlations between noise terms, respectively. A question of interest for these models is that of parameter identifiability, whether or not it is possible to recover edge coefficients from the joint covariance matrix of the random variables. For the problem of determining generic parameter identifiability, we present an algorithm that extends an algorithm from prior work by Foygel, Draisma, and Drton (2012). The main idea underlying our new algorithm is the use of ancestral subsets of vertices in the graph in application of a decomposition idea of Tian (2005).

stat.CO↗