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We propose two sum-product laws for imprecise Markov chains, and use these laws to derive two algorithms to efficiently compute lower and upper expectations for imprecise Markov chains under complete independence and epistemic irrelevance. These algorithms work for inferences that have a corresponding sum-product decomposition, and we argue that many well-known inferences fit their scope. We illustrate our results on a simple epidemiological example.

UAI 2021

Sum-Product Laws and Efficient Algorithms for Imprecise Markov Chains

algorithms

lower and upper expectations

imprecise markov chains

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NAML 2021

technical paper

The Conference on Uncertainty in Artificial Intelligence (UAI) is one of the premier international conferences on research related to knowledge representation, learning, and reasoning in the presence of uncertainty. It is supported by the [Association for Uncertainty in Artificial Intelligence (AUAI).](https://www.auai.org/)

The 37th Conference on Uncertainty in Artificial Intelligence (UAI 2021) is held fully online. We have an exciting program consisting of keynote talks by [Susan Murphy](https://www.auai.org/uai2021/program?block=A), [Eric Horvitz](https://www.auai.org/uai2021/program?block=B), [Lenka Zdeborová](https://www.auai.org/uai2021/program?block=C), [Judea Pearl](https://www.auai.org/uai2021/program?block=D) and [Ankur Moitra](https://www.auai.org/uai2021/program?block=E), a town hall meeting, peer-reviewed papers, and three workshops. The main conference is single-track and each paper is show-cased with a live component (either a live discussion and Q&A, or a live lightning talk). All papers are also featured in video presentations and in poster sessions in gather.town. The three parallel workshops on Friday allow for smaller meetings on current topics.

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Have a great UAI 2021! 
<br>
<br>Cassio de Campos and Marloes Maathuis
<br>UAI 2021 Program Chairs
<br>uai2021programchairs@gmail.com

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The Conference on Uncertainty in Artificial Intelligence (UAI) is one of the premier international conferences on research related to knowledge representation, learning, and reasoning in the presence of uncertainty. It is supported by the [Association for Uncertainty in Artificial Intelligence (AUAI).](https://www.auai.org/)

Hypothesis testing can help decision-making by quantifying distributional differences between two populations from observational data. However, these tests may inherit biases embedded in the data collection mechanism (some instances often being systematically more likely included in our sample) and consistently reproduce biased decisions. We propose a two-sample test that adjusts for selection bias by accounting for differences in marginal distributions of confounding variables. Our test statistic is a weighted distance between samples embedded in a reproducing kernel Hilbert space, whose balancing weights provably correct for bias. We establish the asymptotic distributions under null and alternative hypotheses, and prove the consistency of empirical approximations to the underlying population quantity. We conclude with performance evaluations on artificial data and experiments on treatment effect studies from economics.

A Kernel Two-Sample Test with Selection Bias

The variational auto-encoder (VAE) is a deep latent variable model that has two neural networks in an autoencoder-like architecture; one of them parameterizes the model's likelihood. Fitting its parameters via maximum likelihood (ML) is challenging since the computation of the marginal likelihood involves an intractable integral over the latent space; thus the VAE is trained instead by maximizing a variational lower bound. Here, we develop a ML training scheme for VAEs by introducing unbiased estimators of the log-likelihood gradient. We obtain the estimators by augmenting the latent space with a set of importance samples, similarly to the importance weighted auto-encoder (IWAE), and then constructing a Markov chain Monte Carlo coupling procedure on this augmented space. We provide the conditions under which the estimators can be computed in finite time and with finite variance. We show experimentally that VAEs fitted with unbiased estimators exhibit better predictive performance.

Unbiased Gradient Estimation for Variational Auto-Encoders using Coupled Markov Chains

Identifying the preferences of a given user through elicitation is a central part of multi-criteria decision aid (MCDA) or preference learning tasks. Two classical ways to perform this elicitation is to use either a robust or a Bayesian approach. However, both have their shortcoming: the robust approach has strong guarantees through very strong hypotheses, but cannot integrate uncertain information. while the Bayesian approach can integrate uncertainties, but sacrifices the previous guarantees and asks for stronger model assumptions. In this paper, we propose and test a method based on possibility theory, which keeps the guarantees of the robust approach without needing its strong hypotheses. Among other things, we show that it can detect user errors as well as model misspecification.

Possibilistic Preference Elicitation by Minimax Regret

Trustworthy deployment of ML models requires a proper measure of uncertainty, especially in safety-critical applications. We focus on uncertainty quantification (UQ) for classification problems via two avenues --- prediction sets using conformal prediction and calibration of probabilistic predictors by post-hoc binning --- since these possess distribution-free guarantees for i.i.d. data. Two common ways of generalizing beyond the i.i.d. setting include handling covariate and label shift. Within the context of distribution-free UQ, the former has already received attention, but not the latter. It is known that label shift hurts prediction, and we first argue that it also hurts UQ, by showing degradation in coverage and calibration. Piggybacking on recent progress in addressing label shift (for better prediction), we examine the right way to achieve UQ by reweighting the aforementioned conformal and calibration procedures whenever some unlabeled data from the target distribution is available. We examine these techniques theoretically in a distribution-free framework and demonstrate their excellent practical performance.

Distribution-free uncertainty quantification for classification under label shift

We provide a general theoretical framework for stochastic continuous normalizing flows, an extension of continuous normalizing flows for density estimation of stochastic differential equations (SDEs). Using the theory of rough paths, the underlying Brownian motion is treated as a latent variable and approximated. Doing so enables the treatment of SDEs as random ordinary differential equations, which can be trained using existing techniques. For scalar loss functions, this approach naturally recovers the stochastic adjoint method of Li et al. [2020] for training neural SDEs, while supporting a more flexible class of approximations.

Stochastic Continuous Normalizing Flows: Training SDEs as ODEs

This paper studies the probability distributions of penultimate activations of classification networks. Specifically, we show that, when a classification network is trained with the cross-entropy loss, its final classification layer forms a Generative-Discriminative pair with a generative classifier based on a specific distribution of penultimate activations. More importantly, the distribution is parameterized by the weights of the final fully-connected layer, and can be considered as a generative model that synthesizes the penultimate activations without feeding input data. We empirically demonstrate that this generative model enables stable knowledge distillation in the presence of domain shift, and can also transfer knowledge from a classifier to variational autoencoders and generative adversarial networks for class-conditional image generation.

On The Distribution of Penultimate Activations of Classification Networks

We provide a new convergence analysis of stochastic gradient Langevin dynamics (SGLD) for sampling from a class of distributions that can be non-log-concave. At the core of our approach is a novel conductance analysis of SGLD using an auxiliary time-reversible Markov Chain. Under certain conditions on the target distribution, we prove that $\tilde O(d^4\epsilon^{-2})$ stochastic gradient evaluations suffice to guarantee $\epsilon$-sampling error in terms of the total variation distance, where $d$ is the problem dimension. This improves existing results on the convergence rate of SGLD \citep{raginsky2017non,xu2018global}.

Faster Convergence of Stochastic Gradient Langevin Dynamics for Non-Log-Concave Sampling

Computing the expectation of kernel functions is a ubiquitous task in machine learning, with applications from classical support vector machines to exploiting kernel embeddings of distributions in probabilistic modeling, statistical inference, causal discovery, and deep learning. In all these scenarios, we tend to resort to Monte Carlo estimates as expectations of kernels are intractable in general. In this work, we characterize the conditions under which we can compute expected kernels exactly and efficiently, by leveraging recent advances in probabilistic circuit representations. We first construct a circuit representation for kernels and propose an approach to such tractable computation. We then demonstrate possible advancements for kernel embedding frameworks by exploiting tractable expected kernels to derive new algorithms for two challenging scenarios: 1) reasoning under missing data with kernel support vector regressors; 2) devising a collapsed black-box importance sampling scheme. Finally, we empirically evaluate both algorithms and show that they outperform standard baselines on a variety of datasets.

Tractable Computation of Expected Kernels

We propose injective generative models called Trumpets that generalize invertible normalizing flows. The proposed generators progressively increase dimension from a low-dimensional latent space. We demonstrate that Trumpets can be trained orders of magnitudes faster than standard flows while yielding samples of comparable or better quality. They retain many of the advantages of the standard flows such as training based on maximum likelihood and a fast, exact inverse of the generator. Since Trumpets are injective and have fast inverses, they can be effectively used for downstream Bayesian inference. To wit, we use Trumpet priors for maximum a posteriori estimation in the context of image reconstruction from compressive measurements, outperforming competitive baselines in terms of reconstruction quality and speed. We then propose an efficient method for posterior characterization and uncertainty quantification with Trumpets by taking advantage of the low-dimensional latent space. Our code is publicly available at https://github.com/swing-research/trumpets.

Trumpets: Injective Flows for Inference and Inverse Problems

Deep networks often suffer from vanishing or exploding gradients due to inefficient signal propagation, leading to long training times or convergence difficulties. Various architecture designs, sophisticated residual-style networks, and initialization schemes have been shown to improve deep signal propagation. Recently, Pennington et al. used free probability theory to show that dynamical isometry plays an integral role in efficient deep learning. We show that the simplest architecture change of gating each residual connection using a single zero-initialized parameter satisfies initial dynamical isometry and outperforms more complex approaches. Although much simpler than its predecessors, this gate enables training thousands of fully connected layers with fast convergence and better test performance for ResNets trained on an image recognition task. We apply this technique to language modeling and find that we can easily train 120-layer Transformers. When applied to 12 layer Transformers, it converges 56% faster.

Sum-Product Laws and Efficient Algorithms for Imprecise Markov Chains

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