R-ParVI: Particle-based variational inference through lens of rewards

A reward-guided, gradient-free ParVI method, \textit{R-ParVI}, is proposed for sampling partially known densities (e.g. up to a constant). R-ParVI formulates the sampling problem as particle flow driven by rewards: particles are drawn from a prior distribution, navigate through parameter space with movements determined by a reward mechanism blending assessments from the target density, with the steady state particle configuration approximating the target geometry. Particle-environment interactions are simulated by stochastic perturbations and the reward mechanism, which drive particles towards high density regions while maintaining diversity (e.g. preventing from collapsing into clusters). R-ParVI offers fast, flexible, scalable and stochastic sampling and inference for a class of probabilistic models such as those encountered in Bayesian inference and generative modelling.

Variational Inference Using Material Point Method

A new gradient-based particle sampling method, MPM-ParVI, based on material point method (MPM), is proposed for variational inference. MPM-ParVI simulates the deformation of a deformable body (e.g. a solid or fluid) under external effects driven by the target density; transient or steady configuration of the deformable body approximates the target density. The continuum material is modelled as an interacting particle system (IPS) using MPM, each particle carries full physical properties, interacts and evolves following conservation dynamics. This easy-to-implement ParVI method offers deterministic sampling and inference for a class of probabilistic models such as those encountered in Bayesian inference (e.g. intractable densities) and generative modelling (e.g. score-based).

Variational Inference via Smoothed Particle Hydrodynamics

A new variational inference method, SPH-ParVI, based on smoothed particle hydrodynamics (SPH), is proposed for sampling partially known densities (e.g. up to a constant) or sampling using gradients. SPH-ParVI simulates the flow of a fluid under external effects driven by the target density; transient or steady state of the fluid approximates the target density. The continuum fluid is modelled as an interacting particle system (IPS) via SPH, where each particle carries smoothed properties, interacts and evolves as per the Navier-Stokes equations. This mesh-free, Lagrangian simulation method offers fast, flexible, scalable and deterministic sampling and inference for a class of probabilistic models such as those encountered in Bayesian inference and generative modelling.

Electrostatics-based particle sampling and approximate inference

A new particle-based sampling and approximate inference method, based on electrostatics and Newton mechanics principles, is introduced with theoretical ground, algorithm design and experimental validation. This method simulates an interacting particle system (IPS) where particles, i.e. the freely-moving negative charges and spatially-fixed positive charges with magnitudes proportional to the target distribution, interact with each other via attraction and repulsion induced by the resulting electric fields described by Poisson's equation. The IPS evolves towards a steady-state where the distribution of negative charges conforms to the target distribution. This physics-inspired method offers deterministic, gradient-free sampling and inference, achieving comparable performance as other particle-based and MCMC methods in benchmark tasks of inferring complex densities, Bayesian logistic regression and dynamical system identification. A discrete-time, discrete-space algorithmic design, readily extendable to continuous time and space, is provided for usage in more general inference problems occurring in probabilistic machine learning scenarios such as Bayesian inference, generative modelling, and beyond.

Bayesian inference and neural estimation of acoustic wave propagation

In this work, we introduce a novel framework which combines physics and machine learning methods to analyse acoustic signals. Three methods are developed for this task: a Bayesian inference approach for inferring the spectral acoustics characteristics, a neural-physical model which equips a neural network with forward and backward physical losses, and the non-linear least squares approach which serves as benchmark. The inferred propagation coefficient leads to the room impulse response (RIR) quantity which can be used for relocalisation with uncertainty. The simplicity and efficiency of this framework is empirically validated on simulated data.

Classification via score-based generative modelling

In this work, we investigated the application of score-based gradient learning in discriminative and generative classification settings. Score function can be used to characterize data distribution as an alternative to density. It can be efficiently learned via score matching, and used to flexibly generate credible samples to enhance discriminative classification quality, to recover density and to build generative classifiers. We analysed the decision theories involving score-based representations, and performed experiments on simulated and real-world datasets, demonstrating its effectiveness in achieving and improving binary classification performance, and robustness to perturbations, particularly in high dimensions and imbalanced situations.

Fixed Points in Cyber Space: Rethinking Optimal Evasion Attacks in the Age of AI-NIDS

Cyber attacks are increasing in volume, frequency, and complexity. In response, the security community is looking toward fully automating cyber defense systems using machine learning. However, so far the resultant effects on the coevolutionary dynamics of attackers and defenders have not been examined. In this whitepaper, we hypothesise that increased automation on both sides will accelerate the coevolutionary cycle, thus begging the question of whether there are any resultant fixed points, and how they are characterised. Working within the threat model of Locked Shields, Europe's largest cyberdefense exercise, we study blackbox adversarial attacks on network classifiers. Given already existing attack capabilities, we question the utility of optimal evasion attack frameworks based on minimal evasion distances. Instead, we suggest a novel reinforcement learning setting that can be used to efficiently generate arbitrary adversarial perturbations. We then argue that attacker-defender fixed points are themselves general-sum games with complex phase transitions, and introduce a temporally extended multi-agent reinforcement learning framework in which the resultant dynamics can be studied. We hypothesise that one plausible fixed point of AI-NIDS may be a scenario where the defense strategy relies heavily on whitelisted feature flow subspaces. Finally, we demonstrate that a continual learning approach is required to study attacker-defender dynamics in temporally extended general-sum games.

A Sequential Modelling Approach for Indoor Temperature Prediction and Heating Control in Smart Buildings

The rising availability of large volume data has enabled a wide application of statistical Machine Learning (ML) algorithms in the domains of Cyber-Physical Systems (CPS), Internet of Things (IoT) and Smart Building Networks (SBN). This paper proposes a learning-based framework for sequentially applying the data-driven statistical methods to predict indoor temperature and yields an algorithm for controlling building heating system accordingly. This framework consists of a two-stage modelling effort: in the first stage, an univariate time series model (AR) was employed to predict ambient conditions; together with other control variables, they served as the input features for a second stage modelling where an multivariate ML model (XGBoost) was deployed. The models were trained with real world data from building sensor network measurements, and used to predict future temperature trajectories. Experimental results demonstrate the effectiveness of the modelling approach and control algorithm, and reveal the promising potential of the data-driven approach in smart building applications over traditional dynamics-based modelling methods. By making wise use of IoT sensory data and ML algorithms, this work contributes to efficient energy management and sustainability in smart buildings.

Sensor Selection and Random Field Reconstruction for Robust and Cost-effective Heterogeneous Weather Sensor Networks for the Developing World

We address the two fundamental problems of spatial field reconstruction and sensor selection in heterogeneous sensor networks: (i) how to efficiently perform spatial field reconstruction based on measurements obtained simultaneously from networks with both high and low quality sensors; and (ii) how to perform query based sensor set selection with predictive MSE performance guarantee. For the first problem, we developed a low complexity algorithm based on the spatial best linear unbiased estimator (S-BLUE). Next, building on the S-BLUE, we address the second problem, and develop an efficient algorithm for query based sensor set selection with performance guarantee. Our algorithm is based on the Cross Entropy method which solves the combinatorial optimization problem in an efficient manner.