Many privacy mechanisms reveal high-level information about a data distribution through noisy measurements. It is common to use this information to estimate the answers to new queries. In this work, we provide an approach to solve this estimation problem efficiently using graphical models, which is particularly effective when the distribution is high-dimensional but the measurements are over low-dimensional marginals. We show that our approach is far more efficient than existing estimation techniques from the privacy literature and that it can improve the accuracy and scalability of many state-of-the-art mechanisms.
Directed graphical models (DGMs) are a class of probabilistic models that are widely used for predictive analysis in sensitive domains, such as medical diagnostics. In this paper we present an algorithm for differentially private learning of the parameters of a DGM with a publicly known graph structure over fully observed data. Our solution optimizes for the utility of inference queries over the DGM and \textit{adds noise that is customized to the properties of the private input dataset and the graph structure of the DGM}. To the best of our knowledge, this is the first explicit data-dependent…
University of Massachusetts Amherst（马萨诸塞大学阿默斯特分校）；Mount Holyoke College（曼荷莲学院）；Colgate University（科尔盖特大学）
We investigate the problem of learning discrete, undirected graphical models in a differentially private way. We show that the approach of releasing noisy sufficient statistics using the Laplace mechanism achieves a good trade-off between privacy, utility, and practicality. A naive learning algorithm that uses the noisy sufficient statistics "as is" outperforms general-purpose differentially private learning algorithms. However, it has three limitations: it ignores knowledge about the data generating process, rests on uncertain theoretical foundations, and exhibits certain pathologies. We deve…
Membership inference attacks seek to infer the membership of individual training instances of a privately trained model. This paper presents a membership privacy analysis and evaluation system, called MPLens, with three unique contributions. First, through MPLens, we demonstrate how membership inference attack methods can be leveraged in adversarial machine learning. Second, through MPLens, we highlight how the vulnerability of pre-trained models under membership inference attack is not uniform across all classes, particularly when the training data itself is skewed. We show that risk from mem…
Stanford University（斯坦福大学）；Google Cloud AI Research（谷歌云人工智能研究部）
In applications involving sensitive data, such as finance and healthcare, the necessity for preserving data privacy can be a significant barrier to machine learning model development. Differential privacy (DP) has emerged as one canonical standard for provable privacy. However, DP's strong theoretical guarantees often come at the cost of a large drop in its utility for machine learning, and DP guarantees themselves can be difficult to interpret. In this work, we propose a novel privacy notion, membership inference privacy (MIP), to address these challenges. We give a precise characterization o…
Attacks that aim to identify the training data of public neural networks represent a severe threat to the privacy of individuals participating in the training data set. A possible protection is offered by anonymization of the training data or training function with differential privacy. However, data scientists can choose between local and central differential privacy and need to select meaningful privacy parameters $ε$ which is challenging for non-privacy experts. We empirically compare local and central differential privacy mechanisms under white- and black-box membership inference to evalua…
National University of Singapore（新加坡国立大学）；Cardiff University（卡迪夫大学）
Models leak information about their training data. This enables attackers to infer sensitive information about their training sets, notably determine if a data sample was part of the model's training set. The existing works empirically show the possibility of these membership inference (tracing) attacks against complex deep learning models. However, the attack results are dependent on the specific training data, can be obtained only after the tedious process of training the model and performing the attack, and are missing any measure of the confidence and unused potential power of the attack. …
We propose a new localized inference algorithm for answering marginalization queries in large graphical models with the correlation decay property. Given a query variable and a large graphical model, we define a much smaller model in a local region around the query variable in the target model so that the marginal distribution of the query variable can be accurately approximated. We introduce two approximation error bounds based on the Dobrushin's comparison theorem and apply our bounds to derive a greedy expansion algorithm that efficiently guides the selection of neighbor nodes for localized…
Nanyang Technological University（南洋理工大学）；National University of Singapore（新加坡国立大学）；Institute for Infocomm Research（信息通信研究院）
Bayesian graphical models have been shown to be a powerful tool for discovering uncertainty and causal structure from real-world data in many application fields. Current inference methods primarily follow different kinds of trade-offs between computational complexity and predictive accuracy. At one end of the spectrum, variational inference approaches perform well in computational efficiency, while at the other end, Gibbs sampling approaches are known to be relatively accurate for prediction in practice. In this paper, we extend an existing Gibbs sampling method, and propose a new deterministi…
Aiming at a comprehensive and concise tutorial survey, recap of variational inference and reinforcement learning with Probabilistic Graphical Models are given with detailed derivations. Reviews and comparisons on recent advances in deep reinforcement learning are made from various aspects. We offer detailed derivations to a taxonomy of Probabilistic Graphical Model and Variational Inference methods in deep reinforcement learning, which serves as a complementary material on top of the original contributions.
This thesis studies two problems in modern statistics. First, we study selective inference, or inference for hypothesis that are chosen after looking at the data. The motiving application is inference for regression coefficients selected by the lasso. We present the Condition-on-Selection method that allows for valid selective inference, and study its application to the lasso, and several other selection algorithms. In the second part, we consider the problem of learning the structure of a pairwise graphical model over continuous and discrete variables. We present a new pairwise model for grap…
Undirected graphical models are compact representations of joint probability distributions over random variables. To solve inference tasks of interest, graphical models of arbitrary topology can be trained using empirical risk minimization. However, to solve inference tasks that were not seen during training, these models (EGMs) often need to be re-trained. Instead, we propose an inference-agnostic adversarial training framework which produces an infinitely-large ensemble of graphical models (AGMs). The ensemble is optimized to generate data within the GAN framework, and inference is performed…
University of Edinburgh（爱丁堡大学）；Pharmatics Ltd（Pharmatics有限公司）
One of the fundamental tasks of science is to find explainable relationships between observed phenomena. One approach to this task that has received attention in recent years is based on probabilistic graphical modelling with sparsity constraints on model structures. In this paper, we describe two new approaches to Bayesian inference of sparse structures of Gaussian graphical models (GGMs). One is based on a simple modification of the cutting-edge block Gibbs sampler for sparse GGMs, which results in significant computational gains in high dimensions. The other method is based on a specific co…
Many problems in machine learning are naturally expressed in the language of undirected graphical models. Here, we propose black-box learning and inference algorithms for undirected models that optimize a variational approximation to the log-likelihood of the model. Central to our approach is an upper bound on the log-partition function parametrized by a function q that we express as a flexible neural network. Our bound makes it possible to track the partition function during learning, to speed-up sampling, and to train a broad class of hybrid directed/undirected models via a unified variation…
Uppsala University（乌普萨拉大学）；Linköping University（林雪平大学）；University of Jyväskylä（于韦斯屈莱大学）
Approximate inference in probabilistic graphical models (PGMs) can be grouped into deterministic methods and Monte-Carlo-based methods. The former can often provide accurate and rapid inferences, but are typically associated with biases that are hard to quantify. The latter enjoy asymptotic consistency, but can suffer from high computational costs. In this paper we present a way of bridging the gap between deterministic and stochastic inference. Specifically, we suggest an efficient sequential Monte Carlo (SMC) algorithm for PGMs which can leverage the output from deterministic inference metho…
École Normale Supérieure（巴黎高等师范学院）；Université Paris Diderot（巴黎狄德罗大学）；Tokyo Institute of Technology（东京工业大学）；Massachusetts Institute of Technology（麻省理工学院）
These are notes from the lecture of Devavrat Shah given at the autumn school "Statistical Physics, Optimization, Inference, and Message-Passing Algorithms", that took place in Les Houches, France from Monday September 30th, 2013, till Friday October 11th, 2013. The school was organized by Florent Krzakala from UPMC & ENS Paris, Federico Ricci-Tersenghi from La Sapienza Roma, Lenka Zdeborova from CEA Saclay & CNRS, and Riccardo Zecchina from Politecnico Torino. This lecture of Devavrat Shah (MIT) covers the basics of inference and learning. It explains how inference problems are represented wit…
Belief Propagation (BP) is one of the most popular methods for inference in probabilistic graphical models. BP is guaranteed to return the correct answer for tree structures, but can be incorrect or non-convergent for loopy graphical models. Recently, several new approximate inference algorithms based on cavity distribution have been proposed. These methods can account for the effect of loops by incorporating the dependency between BP messages. Alternatively, region-based approximations (that lead to methods such as Generalized Belief Propagation) improve upon BP by considering interactions wi…
University of Amsterdam（阿姆斯特丹大学）；University of Tübingen（图宾根大学）
A graphical model is a structured representation of the data generating process. The traditional method to reason over random variables is to perform inference in this graphical model. However, in many cases the generating process is only a poor approximation of the much more complex true data generating process, leading to suboptimal estimation. The subtleties of the generative process are however captured in the data itself and we can `learn to infer', that is, learn a direct mapping from observations to explanatory latent variables. In this work we propose a hybrid model that combines graph…
Hanyang University（汉阳大学）；Baylor College of Medicine（贝勒医学院）；Rice University（莱斯大学）；University of Toronto（多伦多大学）；Uber ATG Toronto（优步先进技术集团多伦多分部）；Vector Institute（向量研究所）；Canadian Institute for Advanced Research（加拿大高等研究院）
A fundamental computation for statistical inference and accurate decision-making is to compute the marginal probabilities or most probable states of task-relevant variables. Probabilistic graphical models can efficiently represent the structure of such complex data, but performing these inferences is generally difficult. Message-passing algorithms, such as belief propagation, are a natural way to disseminate evidence amongst correlated variables while exploiting the graph structure, but these algorithms can struggle when the conditional dependency graphs contain loops. Here we use Graph Neural…
Quantum Graphical Models (QGMs) generalize classical graphical models by adopting the formalism for reasoning about uncertainty from quantum mechanics. Unlike classical graphical models, QGMs represent uncertainty with density matrices in complex Hilbert spaces. Hilbert space embeddings (HSEs) also generalize Bayesian inference in Hilbert spaces. We investigate the link between QGMs and HSEs and show that the sum rule and Bayes rule for QGMs are equivalent to the kernel sum rule in HSEs and a special case of Nadaraya-Watson kernel regression, respectively. We show that these operations can be …
Carnegie Mellon University（卡内基梅隆大学）；University of Melbourne（墨尔本大学）；Unisound AI Lab（优必选人工智能实验室）
This paper is concerned with data-driven unsupervised domain adaptation, where it is unknown in advance how the joint distribution changes across domains, i.e., what factors or modules of the data distribution remain invariant or change across domains. To develop an automated way of domain adaptation with multiple source domains, we propose to use a graphical model as a compact way to encode the change property of the joint distribution, which can be learned from data, and then view domain adaptation as a problem of Bayesian inference on the graphical models. Such a graphical model distinguish…
NICTA（澳大利亚国家信息与通信技术研究院）；Australia National University（澳大利亚国立大学）
Likelihood based-learning of graphical models faces challenges of computational-complexity and robustness to model mis-specification. This paper studies methods that fit parameters directly to maximize a measure of the accuracy of predicted marginals, taking into account both model and inference approximations at training time. Experiments on imaging problems suggest marginalization-based learning performs better than likelihood-based approximations on difficult problems where the model being fit is approximate in nature.
Probabilistic graphical models, such as Markov random fields (MRF), exploit dependencies among random variables to model a rich family of joint probability distributions. Sophisticated inference algorithms, such as belief propagation (BP), can effectively compute the marginal posteriors. Nonetheless, it is still difficult to interpret the inference outcomes for important human decision making. There is no existing method to rigorously attribute the inference outcomes to the contributing factors of the graphical models. Shapley values provide an axiomatic framework, but naively computing or eve…
Motivated by modern applications in which one constructs graphical models based on a very large number of features, this paper introduces a new class of cluster-based graphical models, in which variable clustering is applied as an initial step for reducing the dimension of the feature space. We employ model assisted clustering, in which the clusters contain features that are similar to the same unobserved latent variable. Two different cluster-based Gaussian graphical models are considered: the latent variable graph, corresponding to the graphical model associated with the unobserved latent va…
NTT Service Evolution Laboratories（NTT服务进化研究所）；NTT Communication Science Laboratories（NTT通信科学研究所）
The importance of aggregated count data, which is calculated from the data of multiple individuals, continues to increase. Collective Graphical Model (CGM) is a probabilistic approach to the analysis of aggregated data. One of the most important operations in CGM is maximum a posteriori (MAP) inference of unobserved variables under given observations. Because the MAP inference problem for general CGMs has been shown to be NP-hard, an approach that solves an approximate problem has been proposed. However, this approach has two major drawbacks. First, the quality of the solution deteriorates whe…
University of Hamburg（汉堡大学）；Hamburg Business School（汉堡商学院）；Massachusetts Institute of Technology（麻省理工学院）
Graphical models have become a very popular tool for representing dependencies within a large set of variables and are key for representing causal structures. We provide results for uniform inference on high-dimensional graphical models with the number of target parameters $d$ being possible much larger than sample size. This is in particular important when certain features or structures of a causal model should be recovered. Our results highlight how in high-dimensional settings graphical models can be estimated and recovered with modern machine learning methods in complex data sets. To const…
Probabilistic graphical models (PGMs) are tools for solving complex probabilistic relationships. However, suboptimal PGM structures are primarily used in practice. This dissertation presents three contributions to the PGM literature. The first is a comparison between factor graphs and cluster graphs on graph colouring problems such as Sudokus - indicating a significant advantage for preferring cluster graphs. The second is an application of cluster graphs to a practical problem in cartography: land cover classification boosting. The third is a PGMs formulation for constraint satisfaction probl…
DeepMind（深度思维）；Massachusetts Institute of Technology（麻省理工学院）
PGMax is an open-source Python package for (a) easily specifying discrete Probabilistic Graphical Models (PGMs) as factor graphs; and (b) automatically running efficient and scalable loopy belief propagation (LBP) in JAX. PGMax supports general factor graphs with tractable factors, and leverages modern accelerators like GPUs for inference. Compared with existing alternatives, PGMax obtains higher-quality inference results with up to three orders-of-magnitude inference time speedups. PGMax additionally interacts seamlessly with the rapidly growing JAX ecosystem, opening up new research possibil…
INRA（法国国家农业研究院）；INRA UR 875 MIAT（法国国家农业研究院UR 875 MIAT研究所）；INRA UMR 1202（法国国家农业研究院UMR 1202研究所）；AgroParisTech（巴黎高等农业学院）；UM R518 MIA（UM R518 MIA研究所）；Institute of Fundamental Sciences, Massey University（梅西大学基础科学研究所）
Probabilistic graphical models offer a powerful framework to account for the dependence structure between variables, which is represented as a graph. However, the dependence between variables may render inference tasks intractable. In this paper we review techniques exploiting the graph structure for exact inference, borrowed from optimisation and computer science. They are built on the principle of variable elimination whose complexity is dictated in an intricate way by the order in which variables are eliminated. The so-called treewidth of the graph characterises this algorithmic complexity:…
Graphical Gaussian models have proven to be useful tools for exploring network structures based on multivariate data. Applications to studies of gene expression have generated substantial interest in these models, and resulting recent progress includes the development of fitting methodology involving penalization of the likelihood function. In this paper we advocate the use of the multivariate t and related distributions for more robust inference of graphs. In particular, we demonstrate that penalized likelihood inference combined with an application of the EM algorithm provides a simple and c…
This paper introduces a novel approach to embed flow-based models with hierarchical structures. The proposed framework is named Variational Flow Graphical (VFG) Model. VFGs learn the representation of high dimensional data via a message-passing scheme by integrating flow-based functions through variational inference. By leveraging the expressive power of neural networks, VFGs produce a representation of the data using a lower dimension, thus overcoming the drawbacks of many flow-based models, usually requiring a high dimensional latent space involving many trivial variables. Aggregation nodes …
Technical University of Munich（慕尼黑工业大学）；Bosch Center for Artificial intelligence（博世人工智能中心）
Probabilistic graphical models are traditionally known for their successes in generative modeling. In this work, we advocate layered graphical models (LGMs) for probabilistic discriminative learning. To this end, we design LGMs in close analogy to neural networks (NNs), that is, they have deep hierarchical structures and convolutional or local connections between layers. Equipped with tensorized truncated variational inference, our LGMs can be efficiently trained via backpropagation on mainstream deep learning frameworks such as PyTorch. To deal with continuous valued inputs, we use a simple y…
Based on differential privacy (DP) framework, we introduce and unify privacy definitions for the multi-armed bandit algorithms. We represent the framework with a unified graphical model and use it to connect privacy definitions. We derive and contrast lower bounds on the regret of bandit algorithms satisfying these definitions. We leverage a unified proving technique to achieve all the lower bounds. We show that for all of them, the learner's regret is increased by a multiplicative factor dependent on the privacy level $ε$. We observe that the dependency is weaker when we do not require local …
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 variatio…
Williams College（威廉姆斯学院）；Emory University（埃默里大学）；Johns Hopkins University（约翰斯·霍普金斯大学）
Identification theory for causal effects in causal models associated with hidden variable directed acyclic graphs (DAGs) is well studied. However, the corresponding algorithms are underused due to the complexity of estimating the identifying functionals they output. In this work, we bridge the gap between identification and estimation of population-level causal effects involving a single treatment and a single outcome. We derive influence function based estimators that exhibit double robustness for the identified effects in a large class of hidden variable DAGs where the treatment satisfies a …
This is a collection of (mostly) pen-and-paper exercises in machine learning. The exercises are on the following topics: linear algebra, optimisation, directed graphical models, undirected graphical models, expressive power of graphical models, factor graphs and message passing, inference for hidden Markov models, model-based learning (including ICA and unnormalised models), sampling and Monte-Carlo integration, and variational inference.
Oregon State University（俄勒冈州立大学）；University of Massachusetts, Amherst（马萨诸塞大学阿默斯特分校）；Mount Holyoke College（曼荷莲学院）
The Collective Graphical Model (CGM) models a population of independent and identically distributed individuals when only collective statistics (i.e., counts of individuals) are observed. Exact inference in CGMs is intractable, and previous work has explored Markov Chain Monte Carlo (MCMC) and MAP approximations for learning and inference. This paper studies Gaussian approximations to the CGM. As the population grows large, we show that the CGM distribution converges to a multivariate Gaussian distribution (GCGM) that maintains the conditional independence properties of the original CGM. If th…
Artificial Intelligence Center（人工智能中心）；SRI International（SRI国际公司）；University of Massachusetts, Amherst（马萨诸塞大学阿默斯特分校）
Using the theory of group action, we first introduce the concept of the automorphism group of an exponential family or a graphical model, thus formalizing the general notion of symmetry of a probabilistic model. This automorphism group provides a precise mathematical framework for lifted inference in the general exponential family. Its group action partitions the set of random variables and feature functions into equivalent classes (called orbits) having identical marginals and expectations. Then the inference problem is effectively reduced to that of computing marginals or expectations for ea…
Georgia Institute of Technology（佐治亚理工学院）；KTH Royal Institute of Technology（瑞典皇家理工学院）
We consider incremental inference problems from aggregate data for collective dynamics. In particular, we address the problem of estimating the aggregate marginals of a Markov chain from noisy aggregate observations in an incremental (online) fashion. We propose a sliding window Sinkhorn belief propagation (SW-SBP) algorithm that utilizes a sliding window filter of the most recent noisy aggregate observations along with encoded information from discarded observations. Our algorithm is built upon the recently proposed multi-marginal optimal transport based SBP algorithm that leverages standard …
CENTAUR: Bridging the Impossible Trinity of Privacy, Efficiency, and Performance in Privacy-Preserving Transformer Inference
Harbin Institute of Technology（哈尔滨工业大学）；Pengcheng Laboratory（鹏城实验室）；Fudan University（复旦大学）；Shanghai Academy of AI for Science（上海人工智能科学研究院）；Southwestern University of Finance and Economics（西南财经大学）
Department of Computer Science, The University of Texas at Austin（德克萨斯大学奥斯汀分校计算机科学系）；School of Mathematical Sciences, Zhejiang University（浙江大学数学科学学院）
We propose a novel distributed inference algorithm for continuous graphical models, by extending Stein variational gradient descent (SVGD) to leverage the Markov dependency structure of the distribution of interest. Our approach combines SVGD with a set of structured local kernel functions defined on the Markov blanket of each node, which alleviates the curse of high dimensionality and simultaneously yields a distributed algorithm for decentralized inference tasks. We justify our method with theoretical analysis and show that the use of local kernels can be viewed as a new type of localized ap…
Stellenbosch University（斯泰伦博斯大学）；National Institute for Theoretical and Computational Sciences（国家理论与计算科学研究所）
Graphical flows add further structure to normalizing flows by encoding non-trivial variable dependencies. Previous graphical flow models have focused primarily on a single flow direction: the normalizing direction for density estimation, or the generative direction for inference. However, to use a single flow to perform tasks in both directions, the model must exhibit stable and efficient flow inversion. This work introduces graphical residual flows, a graphical flow based on invertible residual networks. Our approach to incorporating dependency information in the flow, means that we are able …
Probabilistic graphical models are powerful tools which allow us to formalise our knowledge about the world and reason about its inherent uncertainty. There exist a considerable number of methods for performing inference in probabilistic graphical models; however, they can be computationally costly due to significant time burden and/or storage requirements; or they lack theoretical guarantees of convergence and accuracy when applied to large scale graphical models. To this end, we propose the Universal Marginaliser Importance Sampler (UM-IS) -- a hybrid inference scheme that combines the flexi…
