arXiv subjects

Samuel Kaski

Publications and source records attributed to Samuel Kaski.

At least 73 records · Page 4Linked to original sources

arXiv2024

Non-separable Spatio-temporal Graph Kernels via SPDEs

Gaussian processes (GPs) provide a principled and direct approach for inference and learning on graphs. However, the lack of justified graph kernels for spatio-temporal modelling has held back their use in graph problems. We leverage an explicit link between stochastic partial differential equations (SPDEs) and GPs on graphs, introduce a framework for deriving graph kernels via SPDEs, and derive non-separable spatio-temporal graph kernels that capture interaction across space and time. We formulate the graph kernels for the stochastic heat equation and wave equation. We show that by providing novel tools for spatio-temporal GP modelling on graphs, we outperform pre-existing graph kernels in real-world applications that feature diffusion, oscillation, and other complicated interactions.

cs.LG↗

arXiv2024

Improving robustness to corruptions with multiplicative weight perturbations

Deep neural networks (DNNs) excel on clean images but struggle with corrupted ones. Incorporating specific corruptions into the data augmentation pipeline can improve robustness to those corruptions but may harm performance on clean images and other types of distortion. In this paper, we introduce an alternative approach that improves the robustness of DNNs to a wide range of corruptions without compromising accuracy on clean images. We first demonstrate that input perturbations can be mimicked by multiplicative perturbations in the weight space. Leveraging this, we propose Data Augmentation via Multiplicative Perturbation (DAMP), a training method that optimizes DNNs under random multiplicative weight perturbations. We also examine the recently proposed Adaptive Sharpness-Aware Minimization (ASAM) and show that it optimizes DNNs under adversarial multiplicative weight perturbations. Experiments on image classification datasets (CIFAR-10/100, TinyImageNet and ImageNet) and neural network architectures (ResNet50, ViT-S/16, ViT-B/16) show that DAMP enhances model generalization performance in the presence of corruptions across different settings. Notably, DAMP is able to train a ViT-S/16 on ImageNet from scratch, reaching the top-1 error of 23.7% which is comparable to ResNet50 without extensive data augmentations.

cs.CV↗

arXiv2024

Towards modeling evolving longitudinal health trajectories with a transformer-based deep learning model

Health registers contain rich information about individuals' health histories. Here our interest lies in understanding how individuals' health trajectories evolve in a nationwide longitudinal dataset with coded features, such as clinical codes, procedures, and drug purchases. We introduce a straightforward approach for training a Transformer-based deep learning model in a way that lets us analyze how individuals' trajectories change over time. This is achieved by modifying the training objective and by applying a causal attention mask. We focus here on a general task of predicting the onset of a range of common diseases in a given future forecast interval. However, instead of providing a single prediction about diagnoses that could occur in this forecast interval, our approach enable the model to provide continuous predictions at every time point up until, and conditioned on, the time of the forecast period. We find that this model performs comparably to other models, including a bi-directional transformer model, in terms of basic prediction performance while at the same time offering promising trajectory modeling properties. We explore a couple of ways to use this model for analyzing health trajectories and aiding in early detection of events that forecast possible later disease onsets. We hypothesize that this method may be helpful in continuous monitoring of peoples' health trajectories and enabling interventions in ongoing health trajectories, as well as being useful in retrospective analyses.

cs.LG↗

arXiv2024

Meta-analysis of Bayesian analyses

Meta-analysis aims to generalize results from multiple related statistical analyses through a combined analysis. While the natural outcome of a Bayesian study is a posterior distribution, traditional Bayesian meta-analyses proceed by combining summary statistics (i.e., point-valued estimates) computed from data. In this paper, we develop a framework for combining posterior distributions from multiple related Bayesian studies into a meta-analysis. Importantly, the method is capable of reusing pre-computed posteriors from computationally costly analyses, without needing the implementation details from each study. Besides providing a consensus across studies, the method enables updating the local posteriors post-hoc and therefore refining them by sharing statistical strength between the studies, without rerunning the original analyses. We illustrate the wide applicability of the framework by combining results from likelihood-free Bayesian analyses, which would be difficult to carry out using standard methodology.

stat.ME↗

arXiv2024

Identifying latent disease factors differently expressed in patient subgroups using group factor analysis

In this study, we propose a novel approach to uncover subgroup-specific and subgroup-common latent factors addressing the challenges posed by the heterogeneity of neurological and mental disorders, which hinder disease understanding, treatment development, and outcome prediction. The proposed approach, sparse Group Factor Analysis (GFA) with regularised horseshoe priors, was implemented with probabilistic programming and can uncover associations (or latent factors) among multiple data modalities differentially expressed in sample subgroups. Synthetic data experiments showed the robustness of our sparse GFA by correctly inferring latent factors and model parameters. When applied to the Genetic Frontotemporal Dementia Initiative (GENFI) dataset, which comprises patients with frontotemporal dementia (FTD) with genetically defined subgroups, the sparse GFA identified latent disease factors differentially expressed across the subgroups, distinguishing between "subgroup-specific" latent factors within homogeneous groups and "subgroup common" latent factors shared across subgroups. The latent disease factors captured associations between brain structure and non-imaging variables (i.e., questionnaires assessing behaviour and disease severity) across the different genetic subgroups, offering insights into disease profiles. Importantly, two latent factors were more pronounced in the two more homogeneous FTD patient subgroups (progranulin (GRN) and microtubule-associated protein tau (MAPT) mutation), showcasing the method's ability to reveal subgroup-specific characteristics. These findings underscore the potential of sparse GFA for integrating multiple data modalities and identifying interpretable latent disease factors that can improve the characterization and stratification of patients with neurological and mental health disorders.

stat.ML↗

arXiv2024

TSGM: A Flexible Framework for Generative Modeling of Synthetic Time Series

Temporally indexed data are essential in a wide range of fields and of interest to machine learning researchers. Time series data, however, are often scarce or highly sensitive, which precludes the sharing of data between researchers and industrial organizations and the application of existing and new data-intensive ML methods. A possible solution to this bottleneck is to generate synthetic data. In this work, we introduce Time Series Generative Modeling (TSGM), an open-source framework for the generative modeling of synthetic time series. TSGM includes a broad repertoire of machine learning methods: generative models, probabilistic, and simulator-based approaches. The framework enables users to evaluate the quality of the produced data from different angles: similarity, downstream effectiveness, predictive consistency, diversity, and privacy. The framework is extensible, which allows researchers to rapidly implement their own methods and compare them in a shareable environment. TSGM was tested on open datasets and in production and proved to be beneficial in both cases. Additionally to the library, the project allows users to employ command line interfaces for synthetic data generation which lowers the entry threshold for those without a programming background.

cs.LG↗

arXiv2024

Open Ad Hoc Teamwork with Cooperative Game Theory

Ad hoc teamwork poses a challenging problem, requiring the design of an agent to collaborate with teammates without prior coordination or joint training. Open ad hoc teamwork (OAHT) further complicates this challenge by considering environments with a changing number of teammates, referred to as open teams. One promising solution in practice to this problem is leveraging the generalizability of graph neural networks to handle an unrestricted number of agents with various agent-types, named graph-based policy learning (GPL). However, its joint Q-value representation over a coordination graph lacks convincing explanations. In this paper, we establish a new theory to understand the representation of the joint Q-value for OAHT and its learning paradigm, through the lens of cooperative game theory. Building on our theory, we propose a novel algorithm named CIAO, based on GPL's framework, with additional provable implementation tricks that can facilitate learning. The demos of experimental results are available on https://sites.google.com/view/ciao2024, and the code of experiments is published on https://github.com/hsvgbkhgbv/CIAO.

cs.MA↗

arXiv2024

Transformer Normalisation Layers and the Independence of Semantic Subspaces

Recent works have shown that transformers can solve contextual reasoning tasks by internally executing computational graphs called circuits. Circuits often use attention to logically match information from subspaces of the representation, e.g. using position-in-sequence to identify the previous token. In this work, we consider a semantic subspace to be any independent subspace of the latent representation that can fully determine an attention distribution. We show that Pre-Norm, the placement of normalisation layer used by state-of-the-art transformers, violates this ability unless the model learns a strict representation structure of orthogonal spheres. This is because it causes linear subspaces to interfere through their common normalisation factor. Theoretically, we analyse circuit stability by modelling this interference as random noise on the $L_2$-norms of the query/key/value vectors, predicting a phenomenon of circuit collapse when sparse-attention shifts to a different token. Empirically, we investigate the sensitivity of real-world models trained for mathematical addition, observing a 1% rate of circuit collapse when the norms are artificially perturbed by $\lesssim$10%. We contrast Pre-Norm with QKV-Norm, which places normalisation after the attention head's linear operators. Theoretically this relaxes the representational constraints. Empirically we observe comparable in-distribution but worse out-of-distribution performance.

cs.LG↗

arXiv2024

Uncoupled Learning of Differential Stackelberg Equilibria with Commitments

In multi-agent problems requiring a high degree of cooperation, success often depends on the ability of the agents to adapt to each other's behavior. A natural solution concept in such settings is the Stackelberg equilibrium, in which the ``leader'' agent selects the strategy that maximizes its own payoff given that the ``follower'' agent will choose their best response to this strategy. Recent work has extended this solution concept to two-player differentiable games, such as those arising from multi-agent deep reinforcement learning, in the form of the \textit{differential} Stackelberg equilibrium. While this previous work has presented learning dynamics which converge to such equilibria, these dynamics are ``coupled'' in the sense that the learning updates for the leader's strategy require some information about the follower's payoff function. As such, these methods cannot be applied to truly decentralised multi-agent settings, particularly ad hoc cooperation, where each agent only has access to its own payoff function. In this work we present ``uncoupled'' learning dynamics based on zeroth-order gradient estimators, in which each agent's strategy update depends only on their observations of the other's behavior. We analyze the convergence of these dynamics in general-sum games, and prove that they converge to differential Stackelberg equilibria under the same conditions as previous coupled methods. Furthermore, we present an online mechanism by which symmetric learners can negotiate leader-follower roles. We conclude with a discussion of the implications of our work for multi-agent reinforcement learning and ad hoc collaboration more generally.

cs.LG↗

arXiv2024

Bayesian Active Learning in the Presence of Nuisance Parameters

In many settings, such as scientific inference, optimization, and transfer learning, the learner has a well-defined objective, which can be treated as estimation of a target parameter, and no intrinsic interest in characterizing the entire data-generating process. Usually, the learner must also contend with additional sources of uncertainty or variables -- with nuisance parameters. Bayesian active learning, or sequential optimal experimental design, can straightforwardly accommodate the presence of nuisance parameters, and so is a natural active learning framework for such problems. However, the introduction of nuisance parameters can lead to bias in the Bayesian learner's estimate of the target parameters, a phenomenon we refer to as negative interference. We characterize the threat of negative interference and how it fundamentally changes the nature of the Bayesian active learner's task. We show that the extent of negative interference can be extremely large, and that accurate estimation of the nuisance parameters is critical to reducing it. The Bayesian active learner is confronted with a dilemma: whether to spend a finite acquisition budget in pursuit of estimation of the target or of the nuisance parameters. Our setting encompasses Bayesian transfer learning as a special case, and our results shed light on the phenomenon of negative transfer between learning environments.

cs.LG↗

arXiv2024

Embarrassingly Parallel GFlowNets

GFlowNets are a promising alternative to MCMC sampling for discrete compositional random variables. Training GFlowNets requires repeated evaluations of the unnormalized target distribution or reward function. However, for large-scale posterior sampling, this may be prohibitive since it incurs traversing the data several times. Moreover, if the data are distributed across clients, employing standard GFlowNets leads to intensive client-server communication. To alleviate both these issues, we propose embarrassingly parallel GFlowNet (EP-GFlowNet). EP-GFlowNet is a provably correct divide-and-conquer method to sample from product distributions of the form $R(\cdot) \propto R_1(\cdot) ... R_N(\cdot)$ -- e.g., in parallel or federated Bayes, where each $R_n$ is a local posterior defined on a data partition. First, in parallel, we train a local GFlowNet targeting each $R_n$ and send the resulting models to the server. Then, the server learns a global GFlowNet by enforcing our newly proposed \emph{aggregating balance} condition, requiring a single communication step. Importantly, EP-GFlowNets can also be applied to multi-objective optimization and model reuse. Our experiments illustrate the EP-GFlowNets's effectiveness on many tasks, including parallel Bayesian phylogenetics, multi-objective multiset, sequence generation, and federated Bayesian structure learning.

cs.LG↗

arXiv2024

Attaining Human`s Desirable Outcomes in Human-AI Interaction via Structural Causal Games

In human-AI interaction, a prominent goal is to attain human`s desirable outcome with the assistance of AI agents, which can be ideally delineated as a problem of seeking the optimal Nash Equilibrium that matches the human`s desirable outcome. However, reaching the outcome is usually challenging due to the existence of multiple Nash Equilibria that are related to the assisting task but do not correspond to the human`s desirable outcome. To tackle this issue, we employ a theoretical framework called structural causal game (SCG) to formalize the human-AI interactive process. Furthermore, we introduce a strategy referred to as pre-policy intervention on the SCG to steer AI agents towards attaining the human`s desirable outcome. In more detail, a pre-policy is learned as a generalized intervention to guide the agents` policy selection, under a transparent and interpretable procedure determined by the SCG. To make the framework practical, we propose a reinforcement learning-like algorithm to search out this pre-policy. The proposed algorithm is tested in both gridworld environments and realistic dialogue scenarios with large language models, demonstrating its adaptability in a broader class of problems and potential effectiveness in real-world situations.

cs.AI↗

arXiv2024

Learning Relevant Contextual Variables Within Bayesian Optimization

Contextual Bayesian Optimization (CBO) efficiently optimizes black-box functions with respect to design variables, while simultaneously integrating contextual information regarding the environment, such as experimental conditions. However, the relevance of contextual variables is not necessarily known beforehand. Moreover, contextual variables can sometimes be optimized themselves at an additional cost, a setting overlooked by current CBO algorithms. Cost-sensitive CBO would simply include optimizable contextual variables as part of the design variables based on their cost. Instead, we adaptively select a subset of contextual variables to include in the optimization, based on the trade-off between their relevance and the additional cost incurred by optimizing them compared to leaving them to be determined by the environment. We learn the relevance of contextual variables by sensitivity analysis of the posterior surrogate model while minimizing the cost of optimization by leveraging recent developments on early stopping for BO. We empirically evaluate our proposed Sensitivity-Analysis-Driven Contextual BO (SADCBO) method against alternatives on both synthetic and real-world experiments, together with extensive ablation studies, and demonstrate a consistent improvement across examples.

cs.LG↗

arXiv2024

In-n-Out: Calibrating Graph Neural Networks for Link Prediction

Deep neural networks are notoriously miscalibrated, i.e., their outputs do not reflect the true probability of the event we aim to predict. While networks for tabular or image data are usually overconfident, recent works have shown that graph neural networks (GNNs) show the opposite behavior for node-level classification. But what happens when we are predicting links? We show that, in this case, GNNs often exhibit a mixed behavior. More specifically, they may be overconfident in negative predictions while being underconfident in positive ones. Based on this observation, we propose IN-N-OUT, the first-ever method to calibrate GNNs for link prediction. IN-N-OUT is based on two simple intuitions: i) attributing true/false labels to an edge while respecting a GNNs prediction should cause but small fluctuations in that edge's embedding; and, conversely, ii) if we label that same edge contradicting our GNN, embeddings should change more substantially. An extensive experimental campaign shows that IN-N-OUT significantly improves the calibration of GNNs in link prediction, consistently outperforming the baselines available -- which are not designed for this specific task.

cs.LG↗

arXiv2024

Cooperative Bayesian Optimization for Imperfect Agents

We introduce a cooperative Bayesian optimization problem for optimizing black-box functions of two variables where two agents choose together at which points to query the function but have only control over one variable each. This setting is inspired by human-AI teamwork, where an AI-assistant helps its human user solve a problem, in this simplest case, collaborative optimization. We formulate the solution as sequential decision-making, where the agent we control models the user as a computationally rational agent with prior knowledge about the function. We show that strategic planning of the queries enables better identification of the global maximum of the function as long as the user avoids excessive exploration. This planning is made possible by using Bayes Adaptive Monte Carlo planning and by endowing the agent with a user model that accounts for conservative belief updates and exploratory sampling of the points to query.

cs.LG↗

arXiv2024

Input-gradient space particle inference for neural network ensembles

Deep Ensembles (DEs) demonstrate improved accuracy, calibration and robustness to perturbations over single neural networks partly due to their functional diversity. Particle-based variational inference (ParVI) methods enhance diversity by formalizing a repulsion term based on a network similarity kernel. However, weight-space repulsion is inefficient due to over-parameterization, while direct function-space repulsion has been found to produce little improvement over DEs. To sidestep these difficulties, we propose First-order Repulsive Deep Ensemble (FoRDE), an ensemble learning method based on ParVI, which performs repulsion in the space of first-order input gradients. As input gradients uniquely characterize a function up to translation and are much smaller in dimension than the weights, this method guarantees that ensemble members are functionally different. Intuitively, diversifying the input gradients encourages each network to learn different features, which is expected to improve the robustness of an ensemble. Experiments on image classification datasets and transfer learning tasks show that FoRDE significantly outperforms the gold-standard DEs and other ensemble methods in accuracy and calibration under covariate shift due to input perturbations.

stat.ML↗

arXiv2024

Online Learning of Human Constraints from Feedback in Shared Autonomy

Real-time collaboration with humans poses challenges due to the different behavior patterns of humans resulting from diverse physical constraints. Existing works typically focus on learning safety constraints for collaboration, or how to divide and distribute the subtasks between the participating agents to carry out the main task. In contrast, we propose to learn a human constraints model that, in addition, considers the diverse behaviors of different human operators. We consider a type of collaboration in a shared-autonomy fashion, where both a human operator and an assistive robot act simultaneously in the same task space that affects each other's actions. The task of the assistive agent is to augment the skill of humans to perform a shared task by supporting humans as much as possible, both in terms of reducing the workload and minimizing the discomfort for the human operator. Therefore, we propose an augmentative assistant agent capable of learning and adapting to human physical constraints, aligning its actions with the ergonomic preferences and limitations of the human operator.

cs.RO↗

arXiv2024

Estimating treatment effects from single-arm trials via latent-variable modeling

Randomized controlled trials (RCTs) are the accepted standard for treatment effect estimation but they can be infeasible due to ethical reasons and prohibitive costs. Single-arm trials, where all patients belong to the treatment group, can be a viable alternative but require access to an external control group. We propose an identifiable deep latent-variable model for this scenario that can also account for missing covariate observations by modeling their structured missingness patterns. Our method uses amortized variational inference to learn both group-specific and identifiable shared latent representations, which can subsequently be used for {\em (i)} patient matching if treatment outcomes are not available for the treatment group, or for {\em (ii)} direct treatment effect estimation assuming outcomes are available for both groups. We evaluate the model on a public benchmark as well as on a data set consisting of a published RCT study and real-world electronic health records. Compared to previous methods, our results show improved performance both for direct treatment effect estimation as well as for effect estimation via patient matching.

cs.LG↗