Decision makers often need to rely on imperfect probabilistic forecasts. While average performance metrics are typically available, it is difficult to assess the quality of individual forecasts and the corresponding utilities. To convey confidence about individual predictions to decision-makers, we propose a compensation mechanism ensuring that the forecasted utility matches the actually accrued utility. While a naive scheme to compensate decision-makers for prediction errors can be exploited and might not be sustainable in the long run, we propose a mechanism based on fair bets and online learning that provably cannot be exploited. We demonstrate an application showing how passengers could confidently optimize individual travel plans based on flight delay probabilities estimated by an airline.
Autoregressive models use chain rule to define a joint probability distribution as a product of conditionals. These conditionals need to be normalized, imposing constraints on the functional families that can be used. To increase flexibility, we propose autoregressive conditional score models (AR-CSM) where we parameterize the joint distribution in terms of the derivatives of univariate log-conditionals (scores), which need not be normalized. To train AR-CSM, we introduce a new divergence between distributions named Composite Score Matching (CSM). For AR-CSM models, this divergence between data and model distributions can be computed and optimized efficiently, requiring no expensive sampling or adversarial training. Compared to previous score matching algorithms, our method is more scalable to high dimensional data and more stable to optimize. We show with extensive experimental results that it can be applied to density estimation on synthetic data, image generation, image denoising, and training latent variable models with implicit encoders.
Inference in discrete graphical models with variational methods is difficult because of the inability to re-parameterize gradients of the Evidence Lower Bound (ELBO). Many sampling-based methods have been proposed for estimating these gradients, but they suffer from high bias or variance. In this paper, we propose a new approach that leverages the tractability of probabilistic circuit models, such as Sum Product Networks (SPN), to compute ELBO gradients exactly (without sampling) for a certain class of densities. In particular, we show that selective-SPNs are suitable as an expressive variational distribution, and prove that when the log-density of the target model is a polynomial the corresponding ELBO can be computed analytically. To scale to graphical models with thousands of variables, we develop an efficient and effective construction of selective-SPNs with size $O(kn)$, where $n$ is the number of variables and $k$ is an adjustable hyperparameter. We demonstrate our approach on three types of graphical models -- Ising models, Latent Dirichlet Allocation, and factor graphs from the UAI Inference Competition. Selective-SPNs give a better lower bound than mean-field and structured mean-field, and is competitive with approximations that do not provide a lower bound, such as Loopy Belief Propagation and Tree-Reweighted Belief Propagation. Our results show that probabilistic circuits are promising tools for variational inference in discrete graphical models as they combine tractability and expressivity.
We propose a new framework for Imitation Learning (IL) via density estimation of the expert's occupancy measure followed by Maximum Occupancy Entropy Reinforcement Learning (RL) using the density as a reward. Our approach maximizes a non-adversarial model-free RL objective that provably lower bounds reverse Kullback-Leibler divergence between occupancy measures of the expert and imitator. We present a practical IL algorithm, Neural Density Imitation (NDI), which obtains state-of-the-art demonstration efficiency on benchmark control tasks.
Denoising diffusion probabilistic models (DDPMs) have achieved high quality image generation without adversarial training, yet they require simulating a Markov chain for many steps to produce a sample. To accelerate sampling, we present denoising diffusion implicit models (DDIMs), a more efficient class of iterative implicit probabilistic models with the same training procedure as DDPMs. In DDPMs, the generative process is defined as the reverse of a Markovian diffusion process. We construct a class of non-Markovian diffusion processes that lead to the same training objective, but whose reverse process can be much faster to sample from. We empirically demonstrate that DDIMs can produce high quality samples $10 \times$ to $50 \times$ faster in terms of wall-clock time compared to DDPMs, allow us to trade off computation for sample quality, and can perform semantically meaningful image interpolation directly in the latent space.
Although deep neural networks are effective on supervised learning tasks, they have been shown to be brittle. They are prone to overfitting on their training distribution and are easily fooled by small adversarial perturbations. In this paper, we leverage generative models to identify and characterize instances where classifiers fail to generalize. We propose a generative model of the features extracted by a classifier, and show using rigorous hypothesis testing that errors tend to occur when features are assigned low-probability by our model. From this observation, we develop a detection criteria for samples on which a classifier is likely to fail at test time. In particular, we test against three different sources of classification failures: mistakes made on the test set due to poor model generalization, adversarial samples and out-of-distribution samples. Our approach is agnostic to class labels from the training set which makes it applicable to models trained in a semi-supervised way.
Accurate and comprehensive measurements of a range of sustainable development outcomes are fundamental inputs into both research and policy. We synthesize the growing literature that uses satellite imagery to understand these outcomes, with a focus on approaches that combine imagery with machine learning. We quantify the paucity of ground data on key human-related outcomes and the growing abundance and resolution (spatial, temporal, and spectral) of satellite imagery. We then review recent machine learning approaches to model-building in the context of scarce and noisy training data, highlighting how this noise often leads to incorrect assessment of models' predictive performance. We quantify recent model performance across multiple sustainable development domains, discuss research and policy applications, explore constraints to future progress, and highlight key research directions for the field.
Classifiers deployed in high-stakes real-world applications must output calibrated confidence scores, i.e. their predicted probabilities should reflect empirical frequencies. Recalibration algorithms can greatly improve a model's probability estimates; however, existing algorithms are not applicable in real-world situations where the test data follows a different distribution from the training data, and privacy preservation is paramount (e.g. protecting patient records). We introduce a framework that abstracts out the properties of recalibration problems under differential privacy constraints. This framework allows us to adapt existing recalibration algorithms to satisfy differential privacy while remaining effective for domain-shift situations. Guided by our framework, we also design a novel recalibration algorithm, accuracy temperature scaling, that outperforms prior work on private datasets. In an extensive empirical study, we find that our algorithm improves calibration on domain-shift benchmarks under the constraints of differential privacy. On the 15 highest severity perturbations of the ImageNet-C dataset, our method achieves a median ECE of 0.029, over 2x better than the next best recalibration method and almost 5x better than without recalibration.
A central problem in learning from sequential data is representing cumulative history in an incremental fashion as more data is processed. We introduce a general framework (HiPPO) for the online compression of continuous signals and discrete time series by projection onto polynomial bases. Given a measure that specifies the importance of each time step in the past, HiPPO produces an optimal solution to a natural online function approximation problem. As special cases, our framework yields a short derivation of the recent Legendre Memory Unit (LMU) from first principles, and generalizes the ubiquitous gating mechanism of recurrent neural networks such as GRUs. This formal framework yields a new memory update mechanism (HiPPO-LegS) that scales through time to remember all history, avoiding priors on the timescale. HiPPO-LegS enjoys the theoretical benefits of timescale robustness, fast updates, and bounded gradients. By incorporating the memory dynamics into recurrent neural networks, HiPPO RNNs can empirically capture complex temporal dependencies. On the benchmark permuted MNIST dataset, HiPPO-LegS sets a new state-of-the-art accuracy of 98.3%. Finally, on a novel trajectory classification task testing robustness to out-of-distribution timescales and missing data, HiPPO-LegS outperforms RNN and neural ODE baselines by 25-40% accuracy.
Variational mutual information (MI) estimators are widely used in unsupervised representation learning methods such as contrastive predictive coding (CPC). A lower bound on MI can be obtained from a multi-class classification problem, where a critic attempts to distinguish a positive sample drawn from the underlying joint distribution from $(m-1)$ negative samples drawn from a suitable proposal distribution. Using this approach, MI estimates are bounded above by $\log m$, and could thus severely underestimate unless $m$ is very large. To overcome this limitation, we introduce a novel estimator based on a multi-label classification problem, where the critic needs to jointly identify multiple positive samples at the same time. We show that using the same amount of negative samples, multi-label CPC is able to exceed the $\log m$ bound, while still being a valid lower bound of mutual information. We demonstrate that the proposed approach is able to lead to better mutual information estimation, gain empirical improvements in unsupervised representation learning, and beat a current state-of-the-art knowledge distillation method over 10 out of 13 tasks.