skip to main content


Title: Variational Inference from Ranked Samples with Features
In many supervised learning settings, elicited labels comprise pairwise comparisons or rankings of samples. We propose a Bayesian inference model for ranking datasets, allowing us to take a probabilistic approach to ranking inference. Our probabilistic assumptions are motivated by, and consistent with, the so-called Plackett-Luce model. We propose a variational inference method to extract a closed-form Gaussian posterior distribution. We show experimentally that the resulting posterior yields more reliable ranking predictions compared to predictions via point estimates.  more » « less
Award ID(s):
1750539
NSF-PAR ID:
10131982
Author(s) / Creator(s):
; ; ; ; ; ;
Date Published:
Journal Name:
Proceedings of Machine Learning Research
Volume:
101
Page Range / eLocation ID:
599-614
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. The remarkable success of the Transformer model in Natural Language Processing (NLP) is increasingly capturing the attention of vision researchers in contemporary times. The Vision Transformer (ViT) model effectively models long-range dependencies while utilizing a self-attention mechanism by converting image information into meaningful representations. Moreover, the parallelism property of ViT ensures better scalability and model generalization compared to Recurrent Neural Networks (RNN). However, developing robust ViT models for high-risk vision applications, such as self-driving cars, is critical. Deterministic ViT models are susceptible to noise and adversarial attacks and incapable of yielding a level of confidence in output predictions. Quantifying the confidence (or uncertainty) level in the decision is highly important in such real-world applications. In this work, we introduce a probabilistic framework for ViT to quantify the level of uncertainty in the model's decision. We approximate the posterior distribution of network parameters using variational inference. While progressing through non-linear layers, the first-order Taylor approximation was deployed. The developed framework propagates the mean and covariance of the posterior distribution through layers of the probabilistic ViT model and quantifies uncertainty at the output predictions. Quantifying uncertainty aids in providing warning signals to real-world applications in case of noisy situations. Experimental results from extensive simulation conducted on numerous benchmark datasets (e.g., MNIST and Fashion-MNIST) for image classification tasks exhibit 1) higher accuracy of proposed probabilistic ViT under noise or adversarial attacks compared to the deterministic ViT. 2) Self-evaluation through uncertainty becomes notably pronounced as noise levels escalate. Simulations were conducted at the Texas Advanced Computing Center (TACC) on the Lonestar6 supercomputer node. With the help of this vital resource, we completed all the experiments within a reasonable period. 
    more » « less
  2. Summary

    Probabilistic forecasts of continuous variables take the form of predictive densities or predictive cumulative distribution functions. We propose a diagnostic approach to the evaluation of predictive performance that is based on the paradigm of maximizing the sharpness of the predictive distributions subject to calibration. Calibration refers to the statistical consistency between the distributional forecasts and the observations and is a joint property of the predictions and the events that materialize. Sharpness refers to the concentration of the predictive distributions and is a property of the forecasts only. A simple theoretical framework allows us to distinguish between probabilistic calibration, exceedance calibration and marginal calibration. We propose and study tools for checking calibration and sharpness, among them the probability integral transform histogram, marginal calibration plots, the sharpness diagram and proper scoring rules. The diagnostic approach is illustrated by an assessment and ranking of probabilistic forecasts of wind speed at the Stateline wind energy centre in the US Pacific Northwest. In combination with cross-validation or in the time series context, our proposal provides very general, nonparametric alternatives to the use of information criteria for model diagnostics and model selection.

     
    more » « less
  3. Cyber-physical systems are starting to adopt neural network (NN) models for a variety of smart sensing applications. While several efforts seek better NN architectures for system performance improvement, few attempts have been made to study the deployment of these systems in the field. Proper deployment of these systems is critical to achieving ideal performance, but the current practice is largely empirical via trials and errors, lacking a measure of quality. Sensing quality should reflect the impact on the performance of NN models that drive machine perception tasks. However, traditional approaches either evaluate statistical difference that exists objectively, or model the quality subjectively via human perception. In this work, we propose an efficient sensing quality measure requiring limited data samples using smart voice sensing system as an example. We adopt recent techniques in uncertainty evaluation for NN to estimate audio sensing quality. Intuitively, a deployment at better sensing location should lead to less uncertainty in NN predictions. We design SQEE, Sensing Quality Evaluation at the Edge for NN models, which constructs a model ensemble through Monte-Carlo dropout and estimates posterior total uncertainty via average conditional entropy. We collected data from three indoor environments, with a total of 148 transmitting-receiving (t-r) locations experimented and more than 7,000 examples tested. SQEE achieves the best performance in terms of the top-1 ranking accuracy---whether the measure finds the best spot for deployment, in comparison with other uncertainty strategies. We implemented SQEE on a ReSpeaker to study SQEE's real-world efficacy. Experimental result shows that SQEE can effectively evaluate the data collected from each t-r location pair within 30 seconds and achieve an average top-3 ranking accuracy of over 94%. We further discuss generalization of our framework to other sensing schemes. 
    more » « less
  4. Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e. objective function queries) with maximal expected utility with respect to the posterior distribution of a Bayesian model, which quantifies reducible, epistemic uncertainty about query outcomes. In practice, subjectively implausible outcomes can occur regularly for two reasons: 1) model misspecification and 2) covariate shift. Conformal prediction is an uncertainty quantification method with coverage guarantees even for misspecified models and a simple mechanism to correct for covariate shift. We propose conformal Bayesian optimization, which directs queries towards regions of search space where the model predictions have guaranteed validity, and investigate its behavior on a suite of black-box optimization tasks and tabular ranking tasks. In many cases we find that query coverage can be significantly improved without harming sample-efficiency. 
    more » « less
  5. Abstract

    The ambient solar wind plays a significant role in propagating interplanetary coronal mass ejections and is an important driver of space weather geomagnetic storms. A computationally efficient and widely used method to predict the ambient solar wind radial velocity near Earth involves coupling three models: Potential Field Source Surface, Wang‐Sheeley‐Arge (WSA), and Heliospheric Upwind eXtrapolation. However, the model chain has 11 uncertain parameters that are mainly non‐physical due to empirical relations and simplified physics assumptions. We, therefore, propose a comprehensive uncertainty quantification (UQ) framework that is able to successfully quantify and reduce parametric uncertainties in the model chain. The UQ framework utilizes variance‐based global sensitivity analysis followed by Bayesian inference via Markov chain Monte Carlo to learn the posterior densities of the most influential parameters. The sensitivity analysis results indicate that the five most influential parameters are all WSA parameters. Additionally, we show that the posterior densities of such influential parameters vary greatly from one Carrington rotation to the next. The influential parameters are trying to overcompensate for the missing physics in the model chain, highlighting the need to enhance the robustness of the model chain to the choice of WSA parameters. The ensemble predictions generated from the learned posterior densities significantly reduce the uncertainty in solar wind velocity predictions near Earth.

     
    more » « less