Abstract:In this paper, we study efficient approximate sampling for probability distributions known up to normalization constants. We specifically focus on a problem class arising in Bayesian inference for large-scale inverse problems in science and engineering applications. The computational challenges we address with the proposed methodology are: (i) the need for repeated evaluations of expensive forward models; (ii) the potential existence of multiple modes; and (iii) the fact that gradient of, or adjoint solver for, the forward model might not be feasible. While existing Bayesian inference methods meet some of these challenges individually, we propose a framework that tackles all three systematically. Our approach builds upon the Fisher-Rao gradient flow in probability space, yielding a dynamical system for probability densities that converges towards the target distribution at a uniform exponential rate. This rapid convergence is advantageous for the computational burden outlined in (i). We apply Gaussian mixture approximations with operator splitting techniques to simulate the flow numerically; the resulting approximation can capture multiple modes thus addressing (ii). Furthermore, we employ the Kalman methodology to facilitate a derivative-free update of these Gaussian components and their respective weights, addressing the issue in (iii). The proposed methodology results in an efficient derivative-free sampler flexible enough to handle multi-modal distributions: Gaussian Mixture Kalman Inversion (GMKI). The effectiveness of GMKI is demonstrated both theoretically and numerically in several experiments with multimodal target distributions, including proof-of-concept and two-dimensional examples, as well as a large-scale application: recovering the Navier-Stokes initial condition from solution data at positive times.
Abstract:The current retinal artificial intelligence models were trained using data with a limited category of diseases and limited knowledge. In this paper, we present a retinal vision-language foundation model (RetiZero) with knowledge of over 400 fundus diseases. Specifically, we collected 341,896 fundus images paired with text descriptions from 29 publicly available datasets, 180 ophthalmic books, and online resources, encompassing over 400 fundus diseases across multiple countries and ethnicities. RetiZero achieved outstanding performance across various downstream tasks, including zero-shot retinal disease recognition, image-to-image retrieval, internal domain and cross-domain retinal disease classification, and few-shot fine-tuning. Specially, in the zero-shot scenario, RetiZero achieved a Top5 score of 0.8430 and 0.7561 on 15 and 52 fundus diseases respectively. In the image-retrieval task, RetiZero achieved a Top5 score of 0.9500 and 0.8860 on 15 and 52 retinal diseases respectively. Furthermore, clinical evaluations by ophthalmology experts from different countries demonstrate that RetiZero can achieve performance comparable to experienced ophthalmologists using zero-shot and image retrieval methods without requiring model retraining. These capabilities of retinal disease identification strengthen our RetiZero foundation model in clinical implementation.
Abstract:Although Retrieval-Augmented Large Language Models (RALMs) demonstrate their superiority in terms of factuality, they do not consistently outperform the original retrieval-free Language Models (LMs). Our experiments reveal that this example-level performance inconsistency exists not only between retrieval-augmented and retrieval-free LM but also among different retrievers. To understand this phenomenon, we investigate the degeneration behavior of RALMs and theoretically decompose it into four categories. Further analysis based on our decomposition reveals that the innate difference in knowledge sources and the unpredictable degeneration of the reader model contribute most to the inconsistency. Drawing from our analysis, we introduce Ensemble of Retrievers (EoR), a trainable framework that can adaptively retrieve from different knowledge sources and effectively decrease unpredictable reader errors. Our experiments on Open Domain Question Answering show that EoR substantially improves performance over the RALM with a single retriever by considerably reducing inconsistent behaviors.
Abstract:Diffusion models (DMs) have recently shown outstanding capability in modeling complex image distributions, making them expressive image priors for solving Bayesian inverse problems. However, most existing DM-based methods rely on approximations in the generative process to be generic to different inverse problems, leading to inaccurate sample distributions that deviate from the target posterior defined within the Bayesian framework. To harness the generative power of DMs while avoiding such approximations, we propose a Markov chain Monte Carlo algorithm that performs posterior sampling for general inverse problems by reducing it to sampling the posterior of a Gaussian denoising problem. Crucially, we leverage a general DM formulation as a unified interface that allows for rigorously solving the denoising problem with a range of state-of-the-art DMs. We demonstrate the effectiveness of the proposed method on six inverse problems (three linear and three nonlinear), including a real-world black hole imaging problem. Experimental results indicate that our proposed method offers more accurate reconstructions and posterior estimation compared to existing DM-based imaging inverse methods.
Abstract:The article presents a systematic study of the problem of conditioning a Gaussian random variable $\xi$ on nonlinear observations of the form $F \circ \phi(\xi)$ where $\phi: \mathcal{X} \to \mathbb{R}^N$ is a bounded linear operator and $F$ is nonlinear. Such problems arise in the context of Bayesian inference and recent machine learning-inspired PDE solvers. We give a representer theorem for the conditioned random variable $\xi \mid F\circ \phi(\xi)$, stating that it decomposes as the sum of an infinite-dimensional Gaussian (which is identified analytically) as well as a finite-dimensional non-Gaussian measure. We also introduce a novel notion of the mode of a conditional measure by taking the limit of the natural relaxation of the problem, to which we can apply the existing notion of maximum a posteriori estimators of posterior measures. Finally, we introduce a variant of the Laplace approximation for the efficient simulation of the aforementioned conditioned Gaussian random variables towards uncertainty quantification.
Abstract:Large garages are ubiquitous yet intricate scenes in our daily lives, posing challenges characterized by monotonous colors, repetitive patterns, reflective surfaces, and transparent vehicle glass. Conventional Structure from Motion (SfM) methods for camera pose estimation and 3D reconstruction fail in these environments due to poor correspondence construction. To address these challenges, this paper introduces LetsGo, a LiDAR-assisted Gaussian splatting approach for large-scale garage modeling and rendering. We develop a handheld scanner, Polar, equipped with IMU, LiDAR, and a fisheye camera, to facilitate accurate LiDAR and image data scanning. With this Polar device, we present a GarageWorld dataset consisting of five expansive garage scenes with diverse geometric structures and will release the dataset to the community for further research. We demonstrate that the collected LiDAR point cloud by the Polar device enhances a suite of 3D Gaussian splatting algorithms for garage scene modeling and rendering. We also propose a novel depth regularizer for 3D Gaussian splatting algorithm training, effectively eliminating floating artifacts in rendered images, and a lightweight Level of Detail (LOD) Gaussian renderer for real-time viewing on web-based devices. Additionally, we explore a hybrid representation that combines the advantages of traditional mesh in depicting simple geometry and colors (e.g., walls and the ground) with modern 3D Gaussian representations capturing complex details and high-frequency textures. This strategy achieves an optimal balance between memory performance and rendering quality. Experimental results on our dataset, along with ScanNet++ and KITTI-360, demonstrate the superiority of our method in rendering quality and resource efficiency.
Abstract:Sequential-in-time methods solve a sequence of training problems to fit nonlinear parametrizations such as neural networks to approximate solution trajectories of partial differential equations over time. This work shows that sequential-in-time training methods can be understood broadly as either optimize-then-discretize (OtD) or discretize-then-optimize (DtO) schemes, which are well known concepts in numerical analysis. The unifying perspective leads to novel stability and a posteriori error analysis results that provide insights into theoretical and numerical aspects that are inherent to either OtD or DtO schemes such as the tangent space collapse phenomenon, which is a form of over-fitting. Additionally, the unified perspective facilitates establishing connections between variants of sequential-in-time training methods, which is demonstrated by identifying natural gradient descent methods on energy functionals as OtD schemes applied to the corresponding gradient flows.
Abstract:We propose a framework for probabilistic forecasting of dynamical systems based on generative modeling. Given observations of the system state over time, we formulate the forecasting problem as sampling from the conditional distribution of the future system state given its current state. To this end, we leverage the framework of stochastic interpolants, which facilitates the construction of a generative model between an arbitrary base distribution and the target. We design a fictitious, non-physical stochastic dynamics that takes as initial condition the current system state and produces as output a sample from the target conditional distribution in finite time and without bias. This process therefore maps a point mass centered at the current state onto a probabilistic ensemble of forecasts. We prove that the drift coefficient entering the stochastic differential equation (SDE) achieving this task is non-singular, and that it can be learned efficiently by square loss regression over the time-series data. We show that the drift and the diffusion coefficients of this SDE can be adjusted after training, and that a specific choice that minimizes the impact of the estimation error gives a F\"ollmer process. We highlight the utility of our approach on several complex, high-dimensional forecasting problems, including stochastically forced Navier-Stokes and video prediction on the KTH and CLEVRER datasets.
Abstract:Multiobjective optimization (MOO) is prevalent in numerous applications, in which a Pareto front (PF) is constructed to display optima under various preferences. Previous methods commonly utilize the set of Pareto objectives (particles on the PF) to represent the entire PF. However, the empirical distribution of the Pareto objectives on the PF is rarely studied, which implicitly impedes the generation of diverse and representative Pareto objectives in previous methods. To bridge the gap, we suggest in this paper constructing \emph{uniformly distributed} Pareto objectives on the PF, so as to alleviate the limited diversity found in previous MOO approaches. We are the first to formally define the concept of ``uniformity" for an MOO problem. We optimize the maximal minimal distances on the Pareto front using a neural network, resulting in both asymptotically and non-asymptotically uniform Pareto objectives. Our proposed method is validated through experiments on real-world and synthetic problems, which demonstrates the efficacy in generating high-quality uniform Pareto objectives and the encouraging performance exceeding existing state-of-the-art methods. The detailed model implementation and the code are scheduled to be open-sourced upon publication.
Abstract:Recently, several methods have been proposed to estimate 3D human pose from multi-view images and achieved impressive performance on public datasets collected in relatively easy scenarios. However, there are limited approaches for extracting 3D human skeletons from multimodal inputs (e.g., RGB and pointcloud) that can enhance the accuracy of predicting 3D poses in challenging situations. We fill this gap by introducing a pipeline called PointVoxel that fuses multi-view RGB and pointcloud inputs to obtain 3D human poses. We demonstrate that volumetric representation is an effective architecture for integrating these different modalities. Moreover, in order to overcome the challenges of annotating 3D human pose labels in difficult scenarios, we develop a synthetic dataset generator for pretraining and design an unsupervised domain adaptation strategy so that we can obtain a well-trained 3D human pose estimator without using any manual annotations. We evaluate our approach on four datasets (two public datasets, one synthetic dataset, and one challenging dataset named BasketBall collected by ourselves), showing promising results. The code and dataset will be released soon.