首页 > 最新文献

arXiv - STAT - Machine Learning最新文献

英文 中文
Think Twice Before You Act: Improving Inverse Problem Solving With MCMC 三思而后行:利用 MCMC 改进逆向问题的解决
Pub Date : 2024-09-13 DOI: arxiv-2409.08551
Yaxuan Zhu, Zehao Dou, Haoxin Zheng, Yasi Zhang, Ying Nian Wu, Ruiqi Gao
Recent studies demonstrate that diffusion models can serve as a strong priorfor solving inverse problems. A prominent example is Diffusion PosteriorSampling (DPS), which approximates the posterior distribution of data given themeasure using Tweedie's formula. Despite the merits of being versatile insolving various inverse problems without re-training, the performance of DPS ishindered by the fact that this posterior approximation can be inaccurateespecially for high noise levels. Therefore, we propose textbf{D}iffusiontextbf{P}osterior textbf{MC}MC (textbf{DPMC}), a novel inference algorithmbased on Annealed MCMC to solve inverse problems with pretrained diffusionmodels. We define a series of intermediate distributions inspired by theapproximated conditional distributions used by DPS. Through annealed MCMCsampling, we encourage the samples to follow each intermediate distributionmore closely before moving to the next distribution at a lower noise level, andtherefore reduce the accumulated error along the path. We test our algorithm invarious inverse problems, including super resolution, Gaussian deblurring,motion deblurring, inpainting, and phase retrieval. Our algorithm outperformsDPS with less number of evaluations across nearly all tasks, and is competitiveamong existing approaches.
最近的研究表明,扩散模型可以作为解决逆问题的强大先验。一个突出的例子是扩散后验采样(Diffusion PosteriorSampling,DPS),它利用特威迪公式逼近给定主题数据的后验分布。尽管 DPS 具有无需重新训练即可解决各种逆问题的优点,但它的性能却受到了一个事实的阻碍,即这种后验近似可能不准确,尤其是在高噪声水平下。因此,我们提出了基于 Annealed MCMC 的新型推理算法 textbf{D}iffusiontextbf{P}osterior textbf{MC}MC (textbf{DPMC}),用于解决预训练扩散模型的逆问题。我们受 DPS 使用的近似条件分布的启发,定义了一系列中间分布。通过退火 MCMC 采样,我们鼓励样本在转向噪声水平较低的下一个分布之前,更紧密地跟随每个中间分布,从而减少沿路径的累积误差。我们测试了我们的算法,包括超分辨率、高斯去模糊、运动去模糊、内绘制和相位检索等各种逆问题。在几乎所有任务中,我们的算法都以较少的评估次数超越了 DPS,在现有方法中具有很强的竞争力。
{"title":"Think Twice Before You Act: Improving Inverse Problem Solving With MCMC","authors":"Yaxuan Zhu, Zehao Dou, Haoxin Zheng, Yasi Zhang, Ying Nian Wu, Ruiqi Gao","doi":"arxiv-2409.08551","DOIUrl":"https://doi.org/arxiv-2409.08551","url":null,"abstract":"Recent studies demonstrate that diffusion models can serve as a strong prior\u0000for solving inverse problems. A prominent example is Diffusion Posterior\u0000Sampling (DPS), which approximates the posterior distribution of data given the\u0000measure using Tweedie's formula. Despite the merits of being versatile in\u0000solving various inverse problems without re-training, the performance of DPS is\u0000hindered by the fact that this posterior approximation can be inaccurate\u0000especially for high noise levels. Therefore, we propose textbf{D}iffusion\u0000textbf{P}osterior textbf{MC}MC (textbf{DPMC}), a novel inference algorithm\u0000based on Annealed MCMC to solve inverse problems with pretrained diffusion\u0000models. We define a series of intermediate distributions inspired by the\u0000approximated conditional distributions used by DPS. Through annealed MCMC\u0000sampling, we encourage the samples to follow each intermediate distribution\u0000more closely before moving to the next distribution at a lower noise level, and\u0000therefore reduce the accumulated error along the path. We test our algorithm in\u0000various inverse problems, including super resolution, Gaussian deblurring,\u0000motion deblurring, inpainting, and phase retrieval. Our algorithm outperforms\u0000DPS with less number of evaluations across nearly all tasks, and is competitive\u0000among existing approaches.","PeriodicalId":501340,"journal":{"name":"arXiv - STAT - Machine Learning","volume":"14 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-09-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142261755","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Uncertainty Estimation by Density Aware Evidential Deep Learning 通过密度感知证据深度学习进行不确定性估计
Pub Date : 2024-09-13 DOI: arxiv-2409.08754
Taeseong Yoon, Heeyoung Kim
Evidential deep learning (EDL) has shown remarkable success in uncertaintyestimation. However, there is still room for improvement, particularly inout-of-distribution (OOD) detection and classification tasks. The limited OODdetection performance of EDL arises from its inability to reflect the distancebetween the testing example and training data when quantifying uncertainty,while its limited classification performance stems from its parameterization ofthe concentration parameters. To address these limitations, we propose a novelmethod called Density Aware Evidential Deep Learning (DAEDL). DAEDL integratesthe feature space density of the testing example with the output of EDL duringthe prediction stage, while using a novel parameterization that resolves theissues in the conventional parameterization. We prove that DAEDL enjoys anumber of favorable theoretical properties. DAEDL demonstrates state-of-the-artperformance across diverse downstream tasks related to uncertainty estimationand classification
证据深度学习(EDL)在不确定性估计方面取得了显著的成功。然而,仍有改进的余地,尤其是在分布外(OOD)检测和分类任务中。EDL 的 OOD 检测性能有限,是因为它在量化不确定性时无法反映测试示例与训练数据之间的距离,而它的分类性能有限,则源于它对浓度参数的参数化。为了解决这些局限性,我们提出了一种名为 "密度感知证据深度学习"(DAEDL)的新方法。DAEDL 在预测阶段将测试示例的特征空间密度与 EDL 的输出进行整合,同时使用一种新型参数化方法来解决传统参数化方法中存在的问题。我们证明了 DAEDL 具有许多有利的理论特性。在与不确定性估计和分类相关的各种下游任务中,DAEDL 展示了最先进的性能
{"title":"Uncertainty Estimation by Density Aware Evidential Deep Learning","authors":"Taeseong Yoon, Heeyoung Kim","doi":"arxiv-2409.08754","DOIUrl":"https://doi.org/arxiv-2409.08754","url":null,"abstract":"Evidential deep learning (EDL) has shown remarkable success in uncertainty\u0000estimation. However, there is still room for improvement, particularly in\u0000out-of-distribution (OOD) detection and classification tasks. The limited OOD\u0000detection performance of EDL arises from its inability to reflect the distance\u0000between the testing example and training data when quantifying uncertainty,\u0000while its limited classification performance stems from its parameterization of\u0000the concentration parameters. To address these limitations, we propose a novel\u0000method called Density Aware Evidential Deep Learning (DAEDL). DAEDL integrates\u0000the feature space density of the testing example with the output of EDL during\u0000the prediction stage, while using a novel parameterization that resolves the\u0000issues in the conventional parameterization. We prove that DAEDL enjoys a\u0000number of favorable theoretical properties. DAEDL demonstrates state-of-the-art\u0000performance across diverse downstream tasks related to uncertainty estimation\u0000and classification","PeriodicalId":501340,"journal":{"name":"arXiv - STAT - Machine Learning","volume":"30 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-09-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142261811","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
An Entropy-Based Test and Development Framework for Uncertainty Modeling in Level-Set Visualizations 基于熵的水平集可视化不确定性建模测试与开发框架
Pub Date : 2024-09-13 DOI: arxiv-2409.08445
Robert Sisneros, Tushar M. Athawale, David Pugmire, Kenneth Moreland
We present a simple comparative framework for testing and developinguncertainty modeling in uncertain marching cubes implementations. The selectionof a model to represent the probability distribution of uncertain valuesdirectly influences the memory use, run time, and accuracy of an uncertaintyvisualization algorithm. We use an entropy calculation directly on ensembledata to establish an expected result and then compare the entropy from variousprobability models, including uniform, Gaussian, histogram, and quantilemodels. Our results verify that models matching the distribution of theensemble indeed match the entropy. We further show that fewer bins innonparametric histogram models are more effective whereas large numbers of binsin quantile models approach data accuracy.
我们提出了一个简单的比较框架,用于测试和开发不确定行进立方体实现中的不确定建模。选择何种模型来表示不确定值的概率分布直接影响不确定可视化算法的内存使用、运行时间和准确性。我们在集合数据上直接使用熵计算来确定预期结果,然后比较各种概率模型的熵,包括均匀、高斯、直方图和量子模型。我们的结果验证了与集合分布相匹配的模型确实与熵相匹配。我们进一步证明,非参数直方图模型中较少的分位数更有效,而量化模型中较多的分位数则接近数据准确性。
{"title":"An Entropy-Based Test and Development Framework for Uncertainty Modeling in Level-Set Visualizations","authors":"Robert Sisneros, Tushar M. Athawale, David Pugmire, Kenneth Moreland","doi":"arxiv-2409.08445","DOIUrl":"https://doi.org/arxiv-2409.08445","url":null,"abstract":"We present a simple comparative framework for testing and developing\u0000uncertainty modeling in uncertain marching cubes implementations. The selection\u0000of a model to represent the probability distribution of uncertain values\u0000directly influences the memory use, run time, and accuracy of an uncertainty\u0000visualization algorithm. We use an entropy calculation directly on ensemble\u0000data to establish an expected result and then compare the entropy from various\u0000probability models, including uniform, Gaussian, histogram, and quantile\u0000models. Our results verify that models matching the distribution of the\u0000ensemble indeed match the entropy. We further show that fewer bins in\u0000nonparametric histogram models are more effective whereas large numbers of bins\u0000in quantile models approach data accuracy.","PeriodicalId":501340,"journal":{"name":"arXiv - STAT - Machine Learning","volume":"89 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-09-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142261816","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Bayesian Approach to Clustering via the Proper Bayesian Bootstrap: the Bayesian Bagged Clustering (BBC) algorithm 通过适当贝叶斯引导法进行聚类的贝叶斯方法:贝叶斯袋式聚类(BBC)算法
Pub Date : 2024-09-13 DOI: arxiv-2409.08954
Federico Maria Quetti, Silvia Figini, Elena ballante
The paper presents a novel approach for unsupervised techniques in the fieldof clustering. A new method is proposed to enhance existing literature modelsusing the proper Bayesian bootstrap to improve results in terms of robustnessand interpretability. Our approach is organized in two steps: k-meansclustering is used for prior elicitation, then proper Bayesian bootstrap isapplied as resampling method in an ensemble clustering approach. Results areanalyzed introducing measures of uncertainty based on Shannon entropy. Theproposal provides clear indication on the optimal number of clusters, as wellas a better representation of the clustered data. Empirical results areprovided on simulated data showing the methodological and empirical advancesobtained.
本文介绍了聚类领域无监督技术的一种新方法。本文提出了一种新方法,利用适当的贝叶斯引导法增强现有的文献模型,以提高结果的稳健性和可解释性。我们的方法分为两个步骤:首先使用 k-means 聚类进行先验激发,然后在集合聚类方法中应用适当的贝叶斯引导法作为重采样方法。结果分析引入了基于香农熵的不确定性度量。该建议明确指出了最佳聚类数量,并更好地表示了聚类数据。在模拟数据上提供的经验结果显示了所取得的方法和经验上的进步。
{"title":"A Bayesian Approach to Clustering via the Proper Bayesian Bootstrap: the Bayesian Bagged Clustering (BBC) algorithm","authors":"Federico Maria Quetti, Silvia Figini, Elena ballante","doi":"arxiv-2409.08954","DOIUrl":"https://doi.org/arxiv-2409.08954","url":null,"abstract":"The paper presents a novel approach for unsupervised techniques in the field\u0000of clustering. A new method is proposed to enhance existing literature models\u0000using the proper Bayesian bootstrap to improve results in terms of robustness\u0000and interpretability. Our approach is organized in two steps: k-means\u0000clustering is used for prior elicitation, then proper Bayesian bootstrap is\u0000applied as resampling method in an ensemble clustering approach. Results are\u0000analyzed introducing measures of uncertainty based on Shannon entropy. The\u0000proposal provides clear indication on the optimal number of clusters, as well\u0000as a better representation of the clustered data. Empirical results are\u0000provided on simulated data showing the methodological and empirical advances\u0000obtained.","PeriodicalId":501340,"journal":{"name":"arXiv - STAT - Machine Learning","volume":"75 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-09-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142261754","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Causal GNNs: A GNN-Driven Instrumental Variable Approach for Causal Inference in Networks 因果 GNN:网络中因果推理的 GNN 驱动型工具变量方法
Pub Date : 2024-09-13 DOI: arxiv-2409.08544
Xiaojing Du, Feiyu Yang, Wentao Gao, Xiongren Chen
As network data applications continue to expand, causal inference withinnetworks has garnered increasing attention. However, hidden confounderscomplicate the estimation of causal effects. Most methods rely on the strongignorability assumption, which presumes the absence of hidden confounders-anassumption that is both difficult to validate and often unrealistic inpractice. To address this issue, we propose CgNN, a novel approach thatleverages network structure as instrumental variables (IVs), combined withgraph neural networks (GNNs) and attention mechanisms, to mitigate hiddenconfounder bias and improve causal effect estimation. By utilizing networkstructure as IVs, we reduce confounder bias while preserving the correlationwith treatment. Our integration of attention mechanisms enhances robustness andimproves the identification of important nodes. Validated on two real-worlddatasets, our results demonstrate that CgNN effectively mitigates hiddenconfounder bias and offers a robust GNN-driven IV framework for causalinference in complex network data.
随着网络数据应用的不断扩大,网络内的因果推断越来越受到关注。然而,隐藏混杂因素使因果效应的估计变得复杂。大多数方法都依赖于强可识别性假设,该假设假定不存在隐藏混杂因素--这种假设既难以验证,在实践中也往往不现实。为了解决这个问题,我们提出了 CgNN,这是一种将网络结构作为工具变量(IVs)的新方法,结合图神经网络(GNNs)和注意力机制,以减轻隐藏混杂因素偏差并改进因果效应估计。通过利用网络结构作为 IVs,我们减少了混杂因素偏差,同时保留了与治疗的相关性。我们对注意力机制的整合增强了稳健性,并改善了重要节点的识别。通过对两个真实世界数据集的验证,我们的结果表明,CgNN 有效地减轻了隐藏的混杂因素偏差,为复杂网络数据的因果推断提供了一个稳健的 GNN 驱动 IV 框架。
{"title":"Causal GNNs: A GNN-Driven Instrumental Variable Approach for Causal Inference in Networks","authors":"Xiaojing Du, Feiyu Yang, Wentao Gao, Xiongren Chen","doi":"arxiv-2409.08544","DOIUrl":"https://doi.org/arxiv-2409.08544","url":null,"abstract":"As network data applications continue to expand, causal inference within\u0000networks has garnered increasing attention. However, hidden confounders\u0000complicate the estimation of causal effects. Most methods rely on the strong\u0000ignorability assumption, which presumes the absence of hidden confounders-an\u0000assumption that is both difficult to validate and often unrealistic in\u0000practice. To address this issue, we propose CgNN, a novel approach that\u0000leverages network structure as instrumental variables (IVs), combined with\u0000graph neural networks (GNNs) and attention mechanisms, to mitigate hidden\u0000confounder bias and improve causal effect estimation. By utilizing network\u0000structure as IVs, we reduce confounder bias while preserving the correlation\u0000with treatment. Our integration of attention mechanisms enhances robustness and\u0000improves the identification of important nodes. Validated on two real-world\u0000datasets, our results demonstrate that CgNN effectively mitigates hidden\u0000confounder bias and offers a robust GNN-driven IV framework for causal\u0000inference in complex network data.","PeriodicalId":501340,"journal":{"name":"arXiv - STAT - Machine Learning","volume":"47 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-09-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142261812","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Sub-graph Based Diffusion Model for Link Prediction 基于子图的链接预测扩散模型
Pub Date : 2024-09-13 DOI: arxiv-2409.08487
Hang Li, Wei Jin, Geri Skenderi, Harry Shomer, Wenzhuo Tang, Wenqi Fan, Jiliang Tang
Denoising Diffusion Probabilistic Models (DDPMs) represent a contemporaryclass of generative models with exceptional qualities in both synthesis andmaximizing the data likelihood. These models work by traversing a forwardMarkov Chain where data is perturbed, followed by a reverse process where aneural network learns to undo the perturbations and recover the original data.There have been increasing efforts exploring the applications of DDPMs in thegraph domain. However, most of them have focused on the generative perspective.In this paper, we aim to build a novel generative model for link prediction. Inparticular, we treat link prediction between a pair of nodes as a conditionallikelihood estimation of its enclosing sub-graph. With a dedicated design todecompose the likelihood estimation process via the Bayesian formula, we areable to separate the estimation of sub-graph structure and its node features.Such designs allow our model to simultaneously enjoy the advantages ofinductive learning and the strong generalization capability. Remarkably,comprehensive experiments across various datasets validate that our proposedmethod presents numerous advantages: (1) transferability across datasetswithout retraining, (2) promising generalization on limited training data, and(3) robustness against graph adversarial attacks.
去噪扩散概率模型(DDPMs)是当代一类生成模型,在合成和最大化数据可能性方面都具有卓越的品质。这些模型的工作原理是通过一个正向马尔可夫链(forwardMarkov Chain)对数据进行扰动,然后通过一个反向过程,让神经网络学习如何消除扰动并恢复原始数据。本文旨在为链接预测建立一个新颖的生成模型。特别是,我们将一对节点之间的链接预测视为其所包围子图的条件似然估计。通过贝叶斯公式来分解似然估计过程的专门设计,我们可以将子图结构的估计和节点特征的估计分开。值得注意的是,在各种数据集上进行的综合实验验证了我们提出的方法具有诸多优势:(1)无需重新训练即可在数据集上迁移;(2)在有限的训练数据上具有良好的泛化能力;(3)对图对抗攻击具有鲁棒性。
{"title":"Sub-graph Based Diffusion Model for Link Prediction","authors":"Hang Li, Wei Jin, Geri Skenderi, Harry Shomer, Wenzhuo Tang, Wenqi Fan, Jiliang Tang","doi":"arxiv-2409.08487","DOIUrl":"https://doi.org/arxiv-2409.08487","url":null,"abstract":"Denoising Diffusion Probabilistic Models (DDPMs) represent a contemporary\u0000class of generative models with exceptional qualities in both synthesis and\u0000maximizing the data likelihood. These models work by traversing a forward\u0000Markov Chain where data is perturbed, followed by a reverse process where a\u0000neural network learns to undo the perturbations and recover the original data.\u0000There have been increasing efforts exploring the applications of DDPMs in the\u0000graph domain. However, most of them have focused on the generative perspective.\u0000In this paper, we aim to build a novel generative model for link prediction. In\u0000particular, we treat link prediction between a pair of nodes as a conditional\u0000likelihood estimation of its enclosing sub-graph. With a dedicated design to\u0000decompose the likelihood estimation process via the Bayesian formula, we are\u0000able to separate the estimation of sub-graph structure and its node features.\u0000Such designs allow our model to simultaneously enjoy the advantages of\u0000inductive learning and the strong generalization capability. Remarkably,\u0000comprehensive experiments across various datasets validate that our proposed\u0000method presents numerous advantages: (1) transferability across datasets\u0000without retraining, (2) promising generalization on limited training data, and\u0000(3) robustness against graph adversarial attacks.","PeriodicalId":501340,"journal":{"name":"arXiv - STAT - Machine Learning","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-09-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142261817","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Batch Ensemble for Variance Dependent Regret in Stochastic Bandits 随机匪帮中的方差依赖回退的批量合奏
Pub Date : 2024-09-13 DOI: arxiv-2409.08570
Asaf CasselSchool of Computer Science, Tel Aviv University, Orin LevySchool of Computer Science, Tel Aviv University, Yishay MansourSchool of Computer Science, Tel Aviv UniversityGoogle Research, Tel Aviv
Efficiently trading off exploration and exploitation is one of the keychallenges in online Reinforcement Learning (RL). Most works achieve this bycarefully estimating the model uncertainty and following the so-calledoptimistic model. Inspired by practical ensemble methods, in this work wepropose a simple and novel batch ensemble scheme that provably achievesnear-optimal regret for stochastic Multi-Armed Bandits (MAB). Crucially, ouralgorithm has just a single parameter, namely the number of batches, and itsvalue does not depend on distributional properties such as the scale andvariance of the losses. We complement our theoretical results by demonstratingthe effectiveness of our algorithm on synthetic benchmarks.
有效地权衡探索和利用是在线强化学习(RL)的关键挑战之一。大多数研究都是通过谨慎估计模型的不确定性和遵循所谓的乐观模型来实现这一目标的。受实际合集方法的启发,我们在这项工作中提出了一种简单而新颖的批量合集方案,该方案可证明随机多臂强盗(MAB)能够实现接近最优的遗憾。最重要的是,我们的算法只有一个参数,即批次数,其值不依赖于损失的规模和方差等分布特性。我们在合成基准上证明了算法的有效性,从而补充了我们的理论结果。
{"title":"Batch Ensemble for Variance Dependent Regret in Stochastic Bandits","authors":"Asaf CasselSchool of Computer Science, Tel Aviv University, Orin LevySchool of Computer Science, Tel Aviv University, Yishay MansourSchool of Computer Science, Tel Aviv UniversityGoogle Research, Tel Aviv","doi":"arxiv-2409.08570","DOIUrl":"https://doi.org/arxiv-2409.08570","url":null,"abstract":"Efficiently trading off exploration and exploitation is one of the key\u0000challenges in online Reinforcement Learning (RL). Most works achieve this by\u0000carefully estimating the model uncertainty and following the so-called\u0000optimistic model. Inspired by practical ensemble methods, in this work we\u0000propose a simple and novel batch ensemble scheme that provably achieves\u0000near-optimal regret for stochastic Multi-Armed Bandits (MAB). Crucially, our\u0000algorithm has just a single parameter, namely the number of batches, and its\u0000value does not depend on distributional properties such as the scale and\u0000variance of the losses. We complement our theoretical results by demonstrating\u0000the effectiveness of our algorithm on synthetic benchmarks.","PeriodicalId":501340,"journal":{"name":"arXiv - STAT - Machine Learning","volume":"177 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-09-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142261815","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Adjoint Matching: Fine-tuning Flow and Diffusion Generative Models with Memoryless Stochastic Optimal Control 邻接匹配:用无记忆随机优化控制微调流动和扩散生成模型
Pub Date : 2024-09-13 DOI: arxiv-2409.08861
Carles Domingo-Enrich, Michal Drozdzal, Brian Karrer, Ricky T. Q. Chen
Dynamical generative models that produce samples through an iterativeprocess, such as Flow Matching and denoising diffusion models, have seenwidespread use, but there has not been many theoretically-sound methods forimproving these models with reward fine-tuning. In this work, we cast rewardfine-tuning as stochastic optimal control (SOC). Critically, we prove that avery specific memoryless noise schedule must be enforced during fine-tuning, inorder to account for the dependency between the noise variable and thegenerated samples. We also propose a new algorithm named Adjoint Matching whichoutperforms existing SOC algorithms, by casting SOC problems as a regressionproblem. We find that our approach significantly improves over existing methodsfor reward fine-tuning, achieving better consistency, realism, andgeneralization to unseen human preference reward models, while retaining samplediversity.
通过迭代过程产生样本的动态生成模型,如流匹配模型和去噪扩散模型,已经得到了广泛应用,但还没有很多理论上合理的方法来通过奖励微调改进这些模型。在这项工作中,我们将奖励微调视为随机最优控制(SOC)。重要的是,我们证明了在微调过程中必须执行非常具体的无记忆噪声计划,以考虑噪声变量与生成样本之间的依赖关系。我们还提出了一种名为 "交点匹配"(Adjithmoint Matching)的新算法,通过将 SOC 问题视为回归问题,该算法优于现有的 SOC 算法。我们发现,与现有的奖励微调方法相比,我们的方法有了明显改善,实现了更好的一致性、真实性和对未知人类偏好奖励模型的泛化,同时保留了采样多样性。
{"title":"Adjoint Matching: Fine-tuning Flow and Diffusion Generative Models with Memoryless Stochastic Optimal Control","authors":"Carles Domingo-Enrich, Michal Drozdzal, Brian Karrer, Ricky T. Q. Chen","doi":"arxiv-2409.08861","DOIUrl":"https://doi.org/arxiv-2409.08861","url":null,"abstract":"Dynamical generative models that produce samples through an iterative\u0000process, such as Flow Matching and denoising diffusion models, have seen\u0000widespread use, but there has not been many theoretically-sound methods for\u0000improving these models with reward fine-tuning. In this work, we cast reward\u0000fine-tuning as stochastic optimal control (SOC). Critically, we prove that a\u0000very specific memoryless noise schedule must be enforced during fine-tuning, in\u0000order to account for the dependency between the noise variable and the\u0000generated samples. We also propose a new algorithm named Adjoint Matching which\u0000outperforms existing SOC algorithms, by casting SOC problems as a regression\u0000problem. We find that our approach significantly improves over existing methods\u0000for reward fine-tuning, achieving better consistency, realism, and\u0000generalization to unseen human preference reward models, while retaining sample\u0000diversity.","PeriodicalId":501340,"journal":{"name":"arXiv - STAT - Machine Learning","volume":"53 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-09-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142261810","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Latent Space Score-based Diffusion Model for Probabilistic Multivariate Time Series Imputation 基于潜在空间分数的扩散模型用于概率多变量时间序列推算
Pub Date : 2024-09-13 DOI: arxiv-2409.08917
Guojun Liang, Najmeh Abiri, Atiye Sadat Hashemi, Jens Lundström, Stefan Byttner, Prayag Tiwari
Accurate imputation is essential for the reliability and success ofdownstream tasks. Recently, diffusion models have attracted great attention inthis field. However, these models neglect the latent distribution in alower-dimensional space derived from the observed data, which limits thegenerative capacity of the diffusion model. Additionally, dealing with theoriginal missing data without labels becomes particularly problematic. Toaddress these issues, we propose the Latent Space Score-Based Diffusion Model(LSSDM) for probabilistic multivariate time series imputation. Observed valuesare projected onto low-dimensional latent space and coarse values of themissing data are reconstructed without knowing their ground truth values bythis unsupervised learning approach. Finally, the reconstructed values are fedinto a conditional diffusion model to obtain the precise imputed values of thetime series. In this way, LSSDM not only possesses the power to identify thelatent distribution but also seamlessly integrates the diffusion model toobtain the high-fidelity imputed values and assess the uncertainty of thedataset. Experimental results demonstrate that LSSDM achieves superiorimputation performance while also providing a better explanation anduncertainty analysis of the imputation mechanism. The website of the code istextit{https://github.com/gorgen2020/LSSDM_imputation}.
准确的估算对下游任务的可靠性和成功至关重要。最近,扩散模型在这一领域引起了极大关注。然而,这些模型忽略了从观测数据中得出的低维空间中的潜在分布,这限制了扩散模型的生成能力。此外,处理没有标签的原始缺失数据也成了特别棘手的问题。为了解决这些问题,我们提出了基于潜空间得分的扩散模型(LSSDM),用于概率多变量时间序列估算。观测值被投射到低维潜在空间上,缺失数据的粗略值在不知道其基本真实值的情况下通过这种无监督学习方法被重建。最后,将重建值输入条件扩散模型,以获得时间序列的精确估算值。这样,LSSDM 不仅具有识别恒定分布的能力,还能无缝集成扩散模型,以获得高保真的估算值,并评估数据集的不确定性。实验结果表明,LSSDM 在实现卓越计算性能的同时,还对估算机制进行了更好的解释和不确定性分析。代码的网址是textit{https://github.com/gorgen2020/LSSDM_imputation}。
{"title":"Latent Space Score-based Diffusion Model for Probabilistic Multivariate Time Series Imputation","authors":"Guojun Liang, Najmeh Abiri, Atiye Sadat Hashemi, Jens Lundström, Stefan Byttner, Prayag Tiwari","doi":"arxiv-2409.08917","DOIUrl":"https://doi.org/arxiv-2409.08917","url":null,"abstract":"Accurate imputation is essential for the reliability and success of\u0000downstream tasks. Recently, diffusion models have attracted great attention in\u0000this field. However, these models neglect the latent distribution in a\u0000lower-dimensional space derived from the observed data, which limits the\u0000generative capacity of the diffusion model. Additionally, dealing with the\u0000original missing data without labels becomes particularly problematic. To\u0000address these issues, we propose the Latent Space Score-Based Diffusion Model\u0000(LSSDM) for probabilistic multivariate time series imputation. Observed values\u0000are projected onto low-dimensional latent space and coarse values of the\u0000missing data are reconstructed without knowing their ground truth values by\u0000this unsupervised learning approach. Finally, the reconstructed values are fed\u0000into a conditional diffusion model to obtain the precise imputed values of the\u0000time series. In this way, LSSDM not only possesses the power to identify the\u0000latent distribution but also seamlessly integrates the diffusion model to\u0000obtain the high-fidelity imputed values and assess the uncertainty of the\u0000dataset. Experimental results demonstrate that LSSDM achieves superior\u0000imputation performance while also providing a better explanation and\u0000uncertainty analysis of the imputation mechanism. The website of the code is\u0000textit{https://github.com/gorgen2020/LSSDM_imputation}.","PeriodicalId":501340,"journal":{"name":"arXiv - STAT - Machine Learning","volume":"27 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-09-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142261808","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
CHARM: Creating Halos with Auto-Regressive Multi-stage networks CHARM:利用自动回归多级网络创建光环
Pub Date : 2024-09-13 DOI: arxiv-2409.09124
Shivam Pandey, Chirag Modi, Benjamin D. Wandelt, Deaglan J. Bartlett, Adrian E. Bayer, Greg L. Bryan, Matthew Ho, Guilhem Lavaux, T. Lucas Makinen, Francisco Villaescusa-Navarro
To maximize the amount of information extracted from cosmological datasets,simulations that accurately represent these observations are necessary.However, traditional simulations that evolve particles under gravity byestimating particle-particle interactions (N-body simulations) arecomputationally expensive and prohibitive to scale to the large volumes andresolutions necessary for the upcoming datasets. Moreover, modeling thedistribution of galaxies typically involves identifying virialized dark matterhalos, which is also a time- and memory-consuming process for large N-bodysimulations, further exacerbating the computational cost. In this study, weintroduce CHARM, a novel method for creating mock halo catalogs by matching thespatial, mass, and velocity statistics of halos directly from the large-scaledistribution of the dark matter density field. We develop multi-stage neuralspline flow-based networks to learn this mapping at redshift z=0.5 directlywith computationally cheaper low-resolution particle mesh simulations insteadof relying on the high-resolution N-body simulations. We show that the mockhalo catalogs and painted galaxy catalogs have the same statistical propertiesas obtained from $N$-body simulations in both real space and redshift space.Finally, we use these mock catalogs for cosmological inference usingredshift-space galaxy power spectrum, bispectrum, and wavelet-based statisticsusing simulation-based inference, performing the first inference withaccelerated forward model simulations and finding unbiased cosmologicalconstraints with well-calibrated posteriors. The code was developed as part ofthe Simons Collaboration on Learning the Universe and is publicly available aturl{https://github.com/shivampcosmo/CHARM}.
然而,传统的模拟是通过估计粒子与粒子之间的相互作用来实现粒子在引力作用下的演化(N-体模拟),其计算成本非常昂贵,而且无法扩展到即将到来的数据集所需的大体积和高分辨率。此外,星系分布建模通常涉及识别病毒化暗物质光环,这对于大型 N-体模拟也是一个耗时耗内存的过程,进一步加剧了计算成本。在这项研究中,我们引入了 CHARM,这是一种通过直接从暗物质密度场的大尺度分布中匹配光环的空间、质量和速度统计来创建模拟光环目录的新方法。我们开发了基于神经线流的多级网络,在红移 z=0.5 时直接利用计算成本更低的低分辨率粒子网格模拟来学习这种映射,而不是依赖高分辨率的 N-体模拟。最后,我们利用这些模拟星表,使用红移空间星系功率谱、双谱和基于小波的统计量进行了基于模拟的宇宙学推断,首次使用加速前向模型模拟进行了推断,并找到了具有良好校准后验的无偏宇宙学约束。该代码是 "学习宇宙 "西蒙斯合作组织(Simons Collaboration on Learning the Universe)的一部分,可在以下网址公开获取:url{https://github.com/shivampcosmo/CHARM}。
{"title":"CHARM: Creating Halos with Auto-Regressive Multi-stage networks","authors":"Shivam Pandey, Chirag Modi, Benjamin D. Wandelt, Deaglan J. Bartlett, Adrian E. Bayer, Greg L. Bryan, Matthew Ho, Guilhem Lavaux, T. Lucas Makinen, Francisco Villaescusa-Navarro","doi":"arxiv-2409.09124","DOIUrl":"https://doi.org/arxiv-2409.09124","url":null,"abstract":"To maximize the amount of information extracted from cosmological datasets,\u0000simulations that accurately represent these observations are necessary.\u0000However, traditional simulations that evolve particles under gravity by\u0000estimating particle-particle interactions (N-body simulations) are\u0000computationally expensive and prohibitive to scale to the large volumes and\u0000resolutions necessary for the upcoming datasets. Moreover, modeling the\u0000distribution of galaxies typically involves identifying virialized dark matter\u0000halos, which is also a time- and memory-consuming process for large N-body\u0000simulations, further exacerbating the computational cost. In this study, we\u0000introduce CHARM, a novel method for creating mock halo catalogs by matching the\u0000spatial, mass, and velocity statistics of halos directly from the large-scale\u0000distribution of the dark matter density field. We develop multi-stage neural\u0000spline flow-based networks to learn this mapping at redshift z=0.5 directly\u0000with computationally cheaper low-resolution particle mesh simulations instead\u0000of relying on the high-resolution N-body simulations. We show that the mock\u0000halo catalogs and painted galaxy catalogs have the same statistical properties\u0000as obtained from $N$-body simulations in both real space and redshift space.\u0000Finally, we use these mock catalogs for cosmological inference using\u0000redshift-space galaxy power spectrum, bispectrum, and wavelet-based statistics\u0000using simulation-based inference, performing the first inference with\u0000accelerated forward model simulations and finding unbiased cosmological\u0000constraints with well-calibrated posteriors. The code was developed as part of\u0000the Simons Collaboration on Learning the Universe and is publicly available at\u0000url{https://github.com/shivampcosmo/CHARM}.","PeriodicalId":501340,"journal":{"name":"arXiv - STAT - Machine Learning","volume":"16 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-09-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142261750","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
期刊
arXiv - STAT - Machine Learning
全部 Acc. Chem. Res. ACS Applied Bio Materials ACS Appl. Electron. Mater. ACS Appl. Energy Mater. ACS Appl. Mater. Interfaces ACS Appl. Nano Mater. ACS Appl. Polym. Mater. ACS BIOMATER-SCI ENG ACS Catal. ACS Cent. Sci. ACS Chem. Biol. ACS Chemical Health & Safety ACS Chem. Neurosci. ACS Comb. Sci. ACS Earth Space Chem. ACS Energy Lett. ACS Infect. Dis. ACS Macro Lett. ACS Mater. Lett. ACS Med. Chem. Lett. ACS Nano ACS Omega ACS Photonics ACS Sens. ACS Sustainable Chem. Eng. ACS Synth. Biol. Anal. Chem. BIOCHEMISTRY-US Bioconjugate Chem. BIOMACROMOLECULES Chem. Res. Toxicol. Chem. Rev. Chem. Mater. CRYST GROWTH DES ENERG FUEL Environ. Sci. Technol. Environ. Sci. Technol. Lett. Eur. J. Inorg. Chem. IND ENG CHEM RES Inorg. Chem. J. Agric. Food. Chem. J. Chem. Eng. Data J. Chem. Educ. J. Chem. Inf. Model. J. Chem. Theory Comput. J. Med. Chem. J. Nat. Prod. J PROTEOME RES J. Am. Chem. Soc. LANGMUIR MACROMOLECULES Mol. Pharmaceutics Nano Lett. Org. Lett. ORG PROCESS RES DEV ORGANOMETALLICS J. Org. Chem. J. Phys. Chem. J. Phys. Chem. A J. Phys. Chem. B J. Phys. Chem. C J. Phys. Chem. Lett. Analyst Anal. Methods Biomater. Sci. Catal. Sci. Technol. Chem. Commun. Chem. Soc. Rev. CHEM EDUC RES PRACT CRYSTENGCOMM Dalton Trans. Energy Environ. Sci. ENVIRON SCI-NANO ENVIRON SCI-PROC IMP ENVIRON SCI-WAT RES Faraday Discuss. Food Funct. Green Chem. Inorg. Chem. Front. Integr. Biol. J. Anal. At. Spectrom. J. Mater. Chem. A J. Mater. Chem. B J. Mater. Chem. C Lab Chip Mater. Chem. Front. Mater. Horiz. MEDCHEMCOMM Metallomics Mol. Biosyst. Mol. Syst. Des. Eng. Nanoscale Nanoscale Horiz. Nat. Prod. Rep. New J. Chem. Org. Biomol. Chem. Org. Chem. Front. PHOTOCH PHOTOBIO SCI PCCP Polym. Chem.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1