Quantifying Ignorance in Individual-Level Causal-Effect Estimates under Hidden Confounding

We study the problem of learning conditional average treatment effects (CATE) from high-dimensional, observational data with unobserved confounders. Unobserved confounders introduce ignorance -- a level of unidentifiability -- about an individual's response to treatment by inducing bias in CATE estimates. We present a new parametric interval estimator suited for high-dimensional data, that estimates a range of possible CATE values when given a predefined bound on the level of hidden confounding. Further, previous interval estimators do not account for ignorance about the CATE stemming from samples that may be underrepresented in the original study, or samples that violate the overlap assumption. Our novel interval estimator also incorporates model uncertainty so that practitioners can be made aware of out-of-distribution data. We prove that our estimator converges to tight bounds on CATE when there may be unobserved confounding, and assess it using semi-synthetic, high-dimensional datasets.

PsiPhi-Learning: Reinforcement Learning with Demonstrations using Successor Features and Inverse Temporal Difference Learning

We study reinforcement learning (RL) with no-reward demonstrations, a setting in which an RL agent has access to additional data from the interaction of other agents with the same environment. However, it has no access to the rewards or goals of these agents, and their objectives and levels of expertise may vary widely. These assumptions are common in multi-agent settings, such as autonomous driving. To effectively use this data, we turn to the framework of successor features. This allows us to disentangle shared features and dynamics of the environment from agent-specific rewards and policies. We propose a multi-task inverse reinforcement learning (IRL) algorithm, called \emph{inverse temporal difference learning} (ITD), that learns shared state features, alongside per-agent successor features and preference vectors, purely from demonstrations without reward labels. We further show how to seamlessly integrate ITD with learning from online environment interactions, arriving at a novel algorithm for reinforcement learning with demonstrations, called $\Psi \Phi$-learning (pronounced `Sci-Fi'). We provide empirical evidence for the effectiveness of $\Psi \Phi$-learning as a method for improving RL, IRL, imitation, and few-shot transfer, and derive worst-case bounds for its performance in zero-shot transfer to new tasks.

Deterministic Neural Networks with Appropriate Inductive Biases Capture Epistemic and Aleatoric Uncertainty

We show that a single softmax neural net with minimal changes can beat the uncertainty predictions of Deep Ensembles and other more complex single-forward-pass uncertainty approaches. Softmax neural nets cannot capture epistemic uncertainty reliably because for OoD points they extrapolate arbitrarily and suffer from feature collapse. This results in arbitrary softmax entropies for OoD points which can have high entropy, low, or anything in between. We study why, and show that with the right inductive biases, softmax neural nets trained with maximum likelihood reliably capture epistemic uncertainty through the feature-space density. This density is obtained using Gaussian Discriminant Analysis, but it cannot disentangle uncertainties. We show that it is necessary to combine this density with the softmax entropy to disentangle aleatoric and epistemic uncertainty -- crucial e.g. for active learning. We examine the quality of epistemic uncertainty on active learning and OoD detection, where we obtain SOTA ~0.98 AUROC on CIFAR-10 vs SVHN.

Improving Deterministic Uncertainty Estimation in Deep Learning for Classification and Regression

We propose a new model that estimates uncertainty in a single forward pass and works on both classification and regression problems. Our approach combines a bi-Lipschitz feature extractor with an inducing point approximate Gaussian process, offering robust and principled uncertainty estimation. This can be seen as a refinement of Deep Kernel Learning (DKL), with our changes allowing DKL to match softmax neural networks accuracy. Our method overcomes the limitations of previous work addressing deterministic uncertainty quantification, such as the dependence of uncertainty on ad hoc hyper-parameters. Our method matches SotA accuracy, 96.2% on CIFAR-10, while maintaining the speed of softmax models, and provides uncertainty estimates that outperform previous single forward pass uncertainty models. Finally, we demonstrate our method on a recently introduced benchmark for uncertainty in regression: treatment deferral in causal models for personalized medicine.

Domain Invariant Representation Learning with Domain Density Transformations

Domain generalization refers to the problem where we aim to train a model on data from a set of source domains so that the model can generalize to unseen target domains. Naively training a model on the aggregate set of data (pooled from all source domains) has been shown to perform suboptimally, since the information learned by that model might be domain-specific and generalize imperfectly to target domains. To tackle this problem, a predominant approach is to find and learn some domain-invariant information in order to use it for the prediction task. In this paper, we propose a theoretically grounded method to learn a domain-invariant representation by enforcing the representation network to be invariant under all transformation functions among domains. We also show how to use generative adversarial networks to learn such domain transformations to implement our method in practice. We demonstrate the effectiveness of our method on several widely used datasets for the domain generalization problem, on all of which we achieve competitive results with state-of-the-art models.

Global Earth Magnetic Field Modeling and Forecasting with Spherical Harmonics Decomposition

Modeling and forecasting the solar wind-driven global magnetic field perturbations is an open challenge. Current approaches depend on simulations of computationally demanding models like the Magnetohydrodynamics (MHD) model or sampling spatially and temporally through sparse ground-based stations (SuperMAG). In this paper, we develop a Deep Learning model that forecasts in Spherical Harmonics space 2, replacing reliance on MHD models and providing global coverage at one minute cadence, improving over the current state-of-the-art which relies on feature engineering. We evaluate the performance in SuperMAG dataset (improved by 14.53%) and MHD simulations (improved by 24.35%). Additionally, we evaluate the extrapolation performance of the spherical harmonics reconstruction based on sparse ground-based stations (SuperMAG), showing that spherical harmonics can reliably reconstruct the global magnetic field as evaluated on MHD simulation.

Multi-Channel Auto-Calibration for the Atmospheric Imaging Assembly using Machine Learning

Solar activity plays a quintessential role in influencing the interplanetary medium and space-weather around the Earth. Remote sensing instruments onboard heliophysics space missions provide a pool of information about the Sun's activity via the measurement of its magnetic field and the emission of light from the multi-layered, multi-thermal, and dynamic solar atmosphere. Extreme UV (EUV) wavelength observations from space help in understanding the subtleties of the outer layers of the Sun, namely the chromosphere and the corona. Unfortunately, such instruments, like the Atmospheric Imaging Assembly (AIA) onboard NASA's Solar Dynamics Observatory (SDO), suffer from time-dependent degradation, reducing their sensitivity. Current state-of-the-art calibration techniques rely on periodic sounding rockets, which can be infrequent and rather unfeasible for deep-space missions. We present an alternative calibration approach based on convolutional neural networks (CNNs). We use SDO-AIA data for our analysis. Our results show that CNN-based models could comprehensively reproduce the sounding rocket experiments' outcomes within a reasonable degree of accuracy, indicating that it performs equally well compared with the current techniques. Furthermore, a comparison with a standard "astronomer's technique" baseline model reveals that the CNN approach significantly outperforms this baseline. Our approach establishes the framework for a novel technique to calibrate EUV instruments and advance our understanding of the cross-channel relation between different EUV channels.

On Statistical Bias In Active Learning: How and When To Fix It

Active learning is a powerful tool when labelling data is expensive, but it introduces a bias because the training data no longer follows the population distribution. We formalize this bias and investigate the situations in which it can be harmful and sometimes even helpful. We further introduce novel corrective weights to remove bias when doing so is beneficial. Through this, our work not only provides a useful mechanism that can improve the active learning approach, but also an explanation of the empirical successes of various existing approaches which ignore this bias. In particular, we show that this bias can be actively helpful when training overparameterized models -- like neural networks -- with relatively little data.

Technology Readiness Levels for Machine Learning Systems

The development and deployment of machine learning (ML) systems can be executed easily with modern tools, but the process is typically rushed and means-to-an-end. The lack of diligence can lead to technical debt, scope creep and misaligned objectives, model misuse and failures, and expensive consequences. Engineering systems, on the other hand, follow well-defined processes and testing standards to streamline development for high-quality, reliable results. The extreme is spacecraft systems, where mission critical measures and robustness are ingrained in the development process. Drawing on experience in both spacecraft engineering and ML (from research through product across domain areas), we have developed a proven systems engineering approach for machine learning development and deployment. Our "Machine Learning Technology Readiness Levels" (MLTRL) framework defines a principled process to ensure robust, reliable, and responsible systems while being streamlined for ML workflows, including key distinctions from traditional software engineering. Even more, MLTRL defines a lingua franca for people across teams and organizations to work collaboratively on artificial intelligence and machine learning technologies. Here we describe the framework and elucidate it with several real world use-cases of developing ML methods from basic research through productization and deployment, in areas such as medical diagnostics, consumer computer vision, satellite imagery, and particle physics.

On Batch Normalisation for Approximate Bayesian Inference

We study batch normalisation in the context of variational inference methods in Bayesian neural networks, such as mean-field or MC Dropout. We show that batch-normalisation does not affect the optimum of the evidence lower bound (ELBO). Furthermore, we study the Monte Carlo Batch Normalisation (MCBN) algorithm, proposed as an approximate inference technique parallel to MC Dropout, and show that for larger batch sizes, MCBN fails to capture epistemic uncertainty. Finally, we provide insights into what is required to fix this failure, namely having to view the mini-batch size as a variational parameter in MCBN. We comment on the asymptotics of the ELBO with respect to this variational parameter, showing that as dataset size increases towards infinity, the batch-size must increase towards infinity as well for MCBN to be a valid approximate inference technique.