Posterior Uncertainty Quantification in Neural Networks using Data Augmentation

In this paper, we approach the problem of uncertainty quantification in deep learning through a predictive framework, which captures uncertainty in model parameters by specifying our assumptions about the predictive distribution of unseen future data. Under this view, we show that deep ensembling (Lakshminarayanan et al., 2017) is a fundamentally mis-specified model class, since it assumes that future data are supported on existing observations only -- a situation rarely encountered in practice. To address this limitation, we propose MixupMP, a method that constructs a more realistic predictive distribution using popular data augmentation techniques. MixupMP operates as a drop-in replacement for deep ensembles, where each ensemble member is trained on a random simulation from this predictive distribution. Grounded in the recently-proposed framework of Martingale posteriors (Fong et al., 2023), MixupMP returns samples from an implicitly defined Bayesian posterior. Our empirical analysis showcases that MixupMP achieves superior predictive performance and uncertainty quantification on various image classification datasets, when compared with existing Bayesian and non-Bayesian approaches.

Bootstrap Your Own Variance

Understanding model uncertainty is important for many applications. We propose Bootstrap Your Own Variance (BYOV), combining Bootstrap Your Own Latent (BYOL), a negative-free Self-Supervised Learning (SSL) algorithm, with Bayes by Backprop (BBB), a Bayesian method for estimating model posteriors. We find that the learned predictive std of BYOV vs. a supervised BBB model is well captured by a Gaussian distribution, providing preliminary evidence that the learned parameter posterior is useful for label free uncertainty estimation. BYOV improves upon the deterministic BYOL baseline (+2.83% test ECE, +1.03% test Brier) and presents better calibration and reliability when tested with various augmentations (eg: +2.4% test ECE, +1.2% test Brier for Salt & Pepper noise).

SMGRL: A Scalable Multi-resolution Graph Representation Learning Framework

Graph convolutional networks (GCNs) allow us to learn topologically-aware node embeddings, which can be useful for classification or link prediction. However, by construction, they lack positional awareness and are unable to capture long-range dependencies without adding additional layers -- which in turn leads to over-smoothing and increased time and space complexity. Further, the complex dependencies between nodes make mini-batching challenging, limiting their applicability to large graphs. This paper proposes a Scalable Multi-resolution Graph Representation Learning (SMGRL) framework that enables us to learn multi-resolution node embeddings efficiently. Our framework is model-agnostic and can be applied to any existing GCN model. We dramatically reduce training costs by training only on a reduced-dimension coarsening of the original graph, then exploit self-similarity to apply the resulting algorithm at multiple resolutions. Inference of these multi-resolution embeddings can be distributed across multiple machines to reduce computational and memory requirements further. The resulting multi-resolution embeddings can be aggregated to yield high-quality node embeddings that capture both long- and short-range dependencies between nodes. Our experiments show that this leads to improved classification accuracy, without incurring high computational costs.

Differentially Private Median Forests for Regression and Classification

Random forests are a popular method for classification and regression due to their versatility. However, this flexibility can come at the cost of user privacy, since training random forests requires multiple data queries, often on small, identifiable subsets of the training data. Differentially private approaches based on extremely random trees reduce the number of queries, but can lead to low-occupancy leaf nodes which require the addition of large amounts of noise. In this paper, we propose DiPriMe forests, a novel tree-based ensemble method for regression and classification problems, that ensures differential privacy while maintaining high utility. We construct trees based on a privatized version of the median value of attributes, obtained via the exponential mechanism. The use of the noisy median encourages balanced leaf nodes, ensuring that the noise added to the parameter estimate at each leaf is not overly large. The resulting algorithm, which is appropriate for real or categorical covariates, exhibits high utility while ensuring differential privacy.

Federating Recommendations Using Differentially Private Prototypes

Machine learning methods allow us to make recommendations to users in applications across fields including entertainment, dating, and commerce, by exploiting similarities in users' interaction patterns. However, in domains that demand protection of personally sensitive data, such as medicine or banking, how can we learn such a model without accessing the sensitive data, and without inadvertently leaking private information? We propose a new federated approach to learning global and local private models for recommendation without collecting raw data, user statistics, or information about personal preferences. Our method produces a set of prototypes that allows us to infer global behavioral patterns, while providing differential privacy guarantees for users in any database of the system. By requiring only two rounds of communication, we both reduce the communication costs and avoid the excessive privacy loss associated with iterative procedures. We test our framework on synthetic data as well as real federated medical data and Movielens ratings data. We show local adaptation of the global model allows our method to outperform centralized matrix-factorization-based recommender system models, both in terms of accuracy of matrix reconstruction and in terms of relevance of the recommendations, while maintaining provable privacy guarantees. We also show that our method is more robust and is characterized by smaller variance than individual models learned by independent entities.

Dynamic Nonparametric Edge-Clustering Model for Time-Evolving Sparse Networks

Interaction graphs, such as those recording emails between individuals or transactions between institutions, tend to be sparse yet structured, and often grow in an unbounded manner. Such behavior can be well-captured by structured, nonparametric edge-exchangeable graphs. However, such exchangeable models necessarily ignore temporal dynamics in the network. We propose a dynamic nonparametric model for interaction graphs that combine the sparsity of the exchangeable models with dynamic clustering patterns that tend to reinforce recent behavioral patterns. We show that our method yields improved held-out likelihood over stationary variants, and impressive predictive performance against a range of state-of-the-art dynamic interaction graph models.

A survey of non-exchangeable priors for Bayesian nonparametric models

Dependent nonparametric processes extend distributions over measures, such as the Dirichlet process and the beta process, to give distributions over collections of measures, typically indexed by values in some covariate space. Such models are appropriate priors when exchangeability assumptions do not hold, and instead we want our model to vary fluidly with some set of covariates. Since the concept of dependent nonparametric processes was formalized by MacEachern [1], there have been a number of models proposed and used in the statistics and machine learning literatures. Many of these models exhibit underlying similarities, an understanding of which, we hope, will help in selecting an appropriate prior, developing new models, and leveraging inference techniques.

A unifying representation for a class of dependent random measures

We present a general construction for dependent random measures based on thinning Poisson processes on an augmented space. The framework is not restricted to dependent versions of a specific nonparametric model, but can be applied to all models that can be represented using completely random measures. Several existing dependent random measures can be seen as specific cases of this framework. Interesting properties of the resulting measures are derived and the efficacy of the framework is demonstrated by constructing a covariate-dependent latent feature model and topic model that obtain superior predictive performance.

Restricting exchangeable nonparametric distributions

Distributions over exchangeable matrices with infinitely many columns, such as the Indian buffet process, are useful in constructing nonparametric latent variable models. However, the distribution implied by such models over the number of features exhibited by each data point may be poorly- suited for many modeling tasks. In this paper, we propose a class of exchangeable nonparametric priors obtained by restricting the domain of existing models. Such models allow us to specify the distribution over the number of features per data point, and can achieve better performance on data sets where the number of features is not well-modeled by the original distribution.