arXiv subjects

Samuel Kaski

Publications and source records attributed to Samuel Kaski.

At least 109 records · Page 6Linked to original sources

arXiv2022

Privacy-preserving Data Sharing on Vertically Partitioned Data

In this work, we introduce a differentially private method for generating synthetic data from vertically partitioned data, \emph{i.e.}, where data of the same individuals is distributed across multiple data holders or parties. We present a differentially privacy stochastic gradient descent (DP-SGD) algorithm to train a mixture model over such partitioned data using variational inference. We modify a secure multiparty computation (MPC) framework to combine MPC with differential privacy (DP), in order to use differentially private MPC effectively to learn a probabilistic generative model under DP on such vertically partitioned data. Assuming the mixture components contain no dependencies across different parties, the objective function can be factorized into a sum of products of the contributions calculated by the parties. Finally, MPC is used to compute the aggregate between the different contributions. Moreover, we rigorously define the privacy guarantees with respect to the different players in the system. To demonstrate the accuracy of our method, we run our algorithm on the Adult dataset from the UCI machine learning repository, where we obtain comparable results to the non-partitioned case.

cs.LG↗

arXiv2022

Bayesian Optimization Augmented with Actively Elicited Expert Knowledge

Bayesian optimization (BO) is a well-established method to optimize black-box functions whose direct evaluations are costly. In this paper, we tackle the problem of incorporating expert knowledge into BO, with the goal of further accelerating the optimization, which has received very little attention so far. We design a multi-task learning architecture for this task, with the goal of jointly eliciting the expert knowledge and minimizing the objective function. In particular, this allows for the expert knowledge to be transferred into the BO task. We introduce a specific architecture based on Siamese neural networks to handle the knowledge elicitation from pairwise queries. Experiments on various benchmark functions with both simulated and actual human experts show that the proposed method significantly speeds up BO even when the expert knowledge is biased compared to the objective function.

cs.LG↗

arXiv2022

Variational multiple shooting for Bayesian ODEs with Gaussian processes

Recent machine learning advances have proposed black-box estimation of unknown continuous-time system dynamics directly from data. However, earlier works are based on approximative ODE solutions or point estimates. We propose a novel Bayesian nonparametric model that uses Gaussian processes to infer posteriors of unknown ODE systems directly from data. We derive sparse variational inference with decoupled functional sampling to represent vector field posteriors. We also introduce a probabilistic shooting augmentation to enable efficient inference from arbitrarily long trajectories. The method demonstrates the benefit of computing vector field posteriors, with predictive uncertainty scores outperforming alternative methods on multiple ODE learning tasks.

cs.LG↗

arXiv2022

Human-in-the-Loop Large-Scale Predictive Maintenance of Workstations

Predictive maintenance (PdM) is the task of scheduling maintenance operations based on a statistical analysis of the system's condition. We propose a human-in-the-loop PdM approach in which a machine learning system predicts future problems in sets of workstations (computers, laptops, and servers). Our system interacts with domain experts to improve predictions and elicit their knowledge. In our approach, domain experts are included in the loop not only as providers of correct labels, as in traditional active learning, but as a source of explicit decision rule feedback. The system is automated and designed to be easily extended to novel domains, such as maintaining workstations of several organizations. In addition, we develop a simulator for reproducible experiments in a controlled environment and deploy the system in a large-scale case of real-life workstations PdM with thousands of workstations for dozens of companies.

cs.LG↗

arXiv2022

Approximate Bayesian Computation with Domain Expert in the Loop

Approximate Bayesian computation (ABC) is a popular likelihood-free inference method for models with intractable likelihood functions. As ABC methods usually rely on comparing summary statistics of observed and simulated data, the choice of the statistics is crucial. This choice involves a trade-off between loss of information and dimensionality reduction, and is often determined based on domain knowledge. However, handcrafting and selecting suitable statistics is a laborious task involving multiple trial-and-error steps. In this work, we introduce an active learning method for ABC statistics selection which reduces the domain expert's work considerably. By involving the experts, we are able to handle misspecified models, unlike the existing dimension reduction methods. Moreover, empirical results show better posterior estimates than with existing methods, when the simulation budget is limited.

stat.ML↗

arXiv2022

Tackling covariate shift with node-based Bayesian neural networks

Bayesian neural networks (BNNs) promise improved generalization under covariate shift by providing principled probabilistic representations of epistemic uncertainty. However, weight-based BNNs often struggle with high computational complexity of large-scale architectures and datasets. Node-based BNNs have recently been introduced as scalable alternatives, which induce epistemic uncertainty by multiplying each hidden node with latent random variables, while learning a point-estimate of the weights. In this paper, we interpret these latent noise variables as implicit representations of simple and domain-agnostic data perturbations during training, producing BNNs that perform well under covariate shift due to input corruptions. We observe that the diversity of the implicit corruptions depends on the entropy of the latent variables, and propose a straightforward approach to increase the entropy of these variables during training. We evaluate the method on out-of-distribution image classification benchmarks, and show improved uncertainty estimation of node-based BNNs under covariate shift due to input perturbations. As a side effect, the method also provides robustness against noisy training labels.

stat.ML↗

arXiv2022

Best-Response Bayesian Reinforcement Learning with Bayes-adaptive POMDPs for Centaurs

Centaurs are half-human, half-AI decision-makers where the AI's goal is to complement the human. To do so, the AI must be able to recognize the goals and constraints of the human and have the means to help them. We present a novel formulation of the interaction between the human and the AI as a sequential game where the agents are modelled using Bayesian best-response models. We show that in this case the AI's problem of helping bounded-rational humans make better decisions reduces to a Bayes-adaptive POMDP. In our simulated experiments, we consider an instantiation of our framework for humans who are subjectively optimistic about the AI's future behaviour. Our results show that when equipped with a model of the human, the AI can infer the human's bounds and nudge them towards better decisions. We discuss ways in which the machine can learn to improve upon its own limitations as well with the help of the human. We identify a novel trade-off for centaurs in partially observable tasks: for the AI's actions to be acceptable to the human, the machine must make sure their beliefs are sufficiently aligned, but aligning beliefs might be costly. We present a preliminary theoretical analysis of this trade-off and its dependence on task structure.

cs.AI↗

arXiv2022

Parallel MCMC Without Embarrassing Failures

Embarrassingly parallel Markov Chain Monte Carlo (MCMC) exploits parallel computing to scale Bayesian inference to large datasets by using a two-step approach. First, MCMC is run in parallel on (sub)posteriors defined on data partitions. Then, a server combines local results. While efficient, this framework is very sensitive to the quality of subposterior sampling. Common sampling problems such as missing modes or misrepresentation of low-density regions are amplified -- instead of being corrected -- in the combination phase, leading to catastrophic failures. In this work, we propose a novel combination strategy to mitigate this issue. Our strategy, Parallel Active Inference (PAI), leverages Gaussian Process (GP) surrogate modeling and active learning. After fitting GPs to subposteriors, PAI (i) shares information between GP surrogates to cover missing modes; and (ii) uses active sampling to individually refine subposterior approximations. We validate PAI in challenging benchmarks, including heavy-tailed and multi-modal posteriors and a real-world application to computational neuroscience. Empirical results show that PAI succeeds where previous methods catastrophically fail, with a small communication overhead.

stat.ML↗

arXiv2022

Deconfounded Representation Similarity for Comparison of Neural Networks

Similarity metrics such as representational similarity analysis (RSA) and centered kernel alignment (CKA) have been used to compare layer-wise representations between neural networks. However, these metrics are confounded by the population structure of data items in the input space, leading to spuriously high similarity for even completely random neural networks and inconsistent domain relations in transfer learning. We introduce a simple and generally applicable fix to adjust for the confounder with covariate adjustment regression, which retains the intuitive invariance properties of the original similarity measures. We show that deconfounding the similarity metrics increases the resolution of detecting semantically similar neural networks. Moreover, in real-world applications, deconfounding improves the consistency of representation similarities with domain similarities in transfer learning, and increases correlation with out-of-distribution accuracy.

stat.ML↗

arXiv2021

Locally Differentially Private Bayesian Inference

In recent years, local differential privacy (LDP) has emerged as a technique of choice for privacy-preserving data collection in several scenarios when the aggregator is not trustworthy. LDP provides client-side privacy by adding noise at the user's end. Thus, clients need not rely on the trustworthiness of the aggregator. In this work, we provide a noise-aware probabilistic modeling framework, which allows Bayesian inference to take into account the noise added for privacy under LDP, conditioned on locally perturbed observations. Stronger privacy protection (compared to the central model) provided by LDP protocols comes at a much harsher privacy-utility trade-off. Our framework tackles several computational and statistical challenges posed by LDP for accurate uncertainty quantification under Bayesian settings. We demonstrate the efficacy of our framework in parameter estimation for univariate and multi-variate distributions as well as logistic and linear regression.

stat.ML↗

arXiv2021

Targeted Active Learning for Bayesian Decision-Making

Active learning is usually applied to acquire labels of informative data points in supervised learning, to maximize accuracy in a sample-efficient way. However, maximizing the accuracy is not the end goal when the results are used for decision-making, for example in personalized medicine or economics. We argue that when acquiring samples sequentially, separating learning and decision-making is sub-optimal, and we introduce an active learning strategy which takes the down-the-line decision problem into account. Specifically, we introduce a novel active learning criterion which maximizes the expected information gain on the posterior distribution of the optimal decision. We compare our targeted active learning strategy to existing alternatives on both simulated and real data, and show improved performance in decision-making accuracy.

stat.ML↗

arXiv2021

De-randomizing MCMC dynamics with the diffusion Stein operator

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.

stat.ML↗

arXiv2021

Likelihood-Free Inference with Deep Gaussian Processes

In recent years, surrogate models have been successfully used in likelihood-free inference to decrease the number of simulator evaluations. The current state-of-the-art performance for this task has been achieved by Bayesian Optimization with Gaussian Processes (GPs). While this combination works well for unimodal target distributions, it is restricting the flexibility and applicability of Bayesian Optimization for accelerating likelihood-free inference more generally. We address this problem by proposing a Deep Gaussian Process (DGP) surrogate model that can handle more irregularly behaved target distributions. Our experiments show how DGPs can outperform GPs on objective functions with multimodal distributions and maintain a comparable performance in unimodal cases. This confirms that DGPs as surrogate models can extend the applicability of Bayesian Optimization for likelihood-free inference (BOLFI), while adding computational overhead that remains negligible for computationally intensive simulators.

cs.LG↗

arXiv2021

Behaviour-conditioned policies for cooperative reinforcement learning tasks

The cooperation among AI systems, and between AI systems and humans is becoming increasingly important. In various real-world tasks, an agent needs to cooperate with unknown partner agent types. This requires the agent to assess the behaviour of the partner agent during a cooperative task and to adjust its own policy to support the cooperation. Deep reinforcement learning models can be trained to deliver the required functionality but are known to suffer from sample inefficiency and slow learning. However, adapting to a partner agent behaviour during the ongoing task requires ability to assess the partner agent type quickly. We suggest a method, where we synthetically produce populations of agents with different behavioural patterns together with ground truth data of their behaviour, and use this data for training a meta-learner. We additionally suggest an agent architecture, which can efficiently use the generated data and gain the meta-learning capability. When an agent is equipped with such a meta-learner, it is capable of quickly adapting to cooperation with unknown partner agent types in new situations. This method can be used to automatically form a task distribution for meta-training from emerging behaviours that arise, for example, through self-play.

cs.LG↗

arXiv2021

Learning to Assist Agents by Observing Them

The ability of an AI agent to assist other agents, such as humans, is an important and challenging goal, which requires the assisting agent to reason about the behavior and infer the goals of the assisted agent. Training such an ability by using reinforcement learning usually requires large amounts of online training, which is difficult and costly. On the other hand, offline data about the behavior of the assisted agent might be available, but is non-trivial to take advantage of by methods such as offline reinforcement learning. We introduce methods where the capability to create a representation of the behavior is first pre-trained with offline data, after which only a small amount of interaction data is needed to learn an assisting policy. We test the setting in a gridworld where the helper agent has the capability to manipulate the environment of the assisted artificial agents, and introduce three different scenarios where the assistance considerably improves the performance of the assisted agents.

cs.AI↗

arXiv2021

D3p -- A Python Package for Differentially-Private Probabilistic Programming

We present d3p, a software package designed to help fielding runtime efficient widely-applicable Bayesian inference under differential privacy guarantees. d3p achieves general applicability to a wide range of probabilistic modelling problems by implementing the differentially private variational inference algorithm, allowing users to fit any parametric probabilistic model with a differentiable density function. d3p adopts the probabilistic programming paradigm as a powerful way for the user to flexibly define such models. We demonstrate the use of our software on a hierarchical logistic regression example, showing the expressiveness of the modelling approach as well as the ease of running the parameter inference. We also perform an empirical evaluation of the runtime of the private inference on a complex model and find a $\sim$10 fold speed-up compared to an implementation using TensorFlow Privacy.

cs.LG↗

arXiv2021

Stochastic Cluster Embedding

Neighbor Embedding (NE) aims to preserve pairwise similarities between data items and has been shown to yield an effective principle for data visualization. However, even the best existing NE methods such as Stochastic Neighbor Embedding (SNE) may leave large-scale patterns hidden, for example clusters, despite strong signals being present in the data. To address this, we propose a new cluster visualization method based on the Neighbor Embedding principle. We first present a family of Neighbor Embedding methods that generalizes SNE by using non-normalized Kullback-Leibler divergence with a scale parameter. In this family, much better cluster visualizations often appear with a parameter value different from the one corresponding to SNE. We also develop an efficient software that employs asynchronous stochastic block coordinate descent to optimize the new family of objective functions. Our experimental results demonstrate that the method consistently and substantially improves the visualization of data clusters compared with the state-of-the-art NE approaches.

cs.LG↗

arXiv2021

Toward AI Assistants That Let Designers Design

AI for supporting designers needs to be rethought. It should aim to cooperate, not automate, by supporting and leveraging the creativity and problem-solving of designers. The challenge for such AI is how to infer designers' goals and then help them without being needlessly disruptive. We present AI-assisted design: a framework for creating such AI, built around generative user models which enable reasoning about designers' goals, reasoning, and capabilities.

cs.HC↗