In this work, we introduce a novel probabilistic representation of deep learning, which provides an explicit explanation for the Deep Neural Networks (DNNs) in three aspects: (i) neurons define the energy of a Gibbs distribution; (ii) the hidden layers of DNNs formulate Gibbs distributions; and (iii) the whole architecture of DNNs can be interpreted as a Bayesian neural network. Based on the proposed probabilistic representation, we investigate two fundamental properties of deep learning: hierarchy and generalization. First, we explicitly formulate the hierarchy property from the Bayesian perspective, namely that some hidden layers formulate a prior distribution and the remaining layers formulate a likelihood distribution. Second, we demonstrate that DNNs have an explicit regularization by learning a prior distribution and the learning algorithm is one reason for decreasing the generalization ability of DNNs. Moreover, we clarify two empirical phenomena of DNNs that cannot be explained by traditional theories of generalization. Simulation results validate the proposed probabilistic representation and the insights into these properties of deep learning based on a synthetic dataset.
Probabilistic deep learning is deep learning that accounts for uncertainty, both model uncertainty and data uncertainty. It is based on the use of probabilistic models and deep neural networks. We distinguish two approaches to probabilistic deep learning: probabilistic neural networks and deep probabilistic models. The former employs deep neural networks that utilize probabilistic layers which can represent and process uncertainty; the latter uses probabilistic models that incorporate deep neural network components which capture complex non-linear stochastic relationships between the random va…
We present a probabilistic programmed deep kernel learning approach to personalized, predictive modeling of neurodegenerative diseases. Our analysis considers a spectrum of neural and symbolic machine learning approaches, which we assess for predictive performance and important medical AI properties such as interpretability, uncertainty reasoning, data-efficiency, and leveraging domain knowledge. Our Bayesian approach combines the flexibility of Gaussian processes with the structural power of neural networks to model biomarker progressions, without needing clinical labels for training. We run …
UCLA（加州大学洛杉矶分校）；TU Darmstadt（达姆施塔特工业大学）；University of Cambridge（剑桥大学）；TU Dortmund（多特蒙德工业大学）
Probabilistic graphical models are a central tool in AI; however, they are generally not as expressive as deep neural models, and inference is notoriously hard and slow. In contrast, deep probabilistic models such as sum-product networks (SPNs) capture joint distributions in a tractable fashion, but still lack the expressive power of intractable models based on deep neural networks. Therefore, we introduce conditional SPNs (CSPNs), conditional density estimators for multivariate and potentially hybrid domains which allow harnessing the expressive power of neural networks while still maintainin…
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.
Universitat Politècnica de València（瓦伦西亚理工大学）；Universidad Autónoma de Madrid（马德里自治大学）
Deep Neural Networks (DNNs) have achieved state-of-the-art accuracy performance in many tasks. However, recent works have pointed out that the outputs provided by these models are not well-calibrated, seriously limiting their use in critical decision scenarios. In this work, we propose to use a decoupled Bayesian stage, implemented with a Bayesian Neural Network (BNN), to map the uncalibrated probabilities provided by a DNN to calibrated ones, consistently improving calibration. Our results evidence that incorporating uncertainty provides more reliable probabilistic models, a critical conditio…
Despite the success of existing tensor factorization methods, most of them conduct a multilinear decomposition, and rarely exploit powerful modeling frameworks, like deep neural networks, to capture a variety of complicated interactions in data. More important, for highly expressive, deep factorization, we lack an effective approach to handle streaming data, which are ubiquitous in real-world applications. To address these issues, we propose SPIDER, a Streaming ProbabilistIc Deep tEnsoR factorization method. We first use Bayesian neural networks (NNs) to construct a deep tensor factorization m…
In this paper we propose a deep recurrent architecture for the probabilistic modelling of high-frequency market prices, important for the risk management of automated trading systems. Our proposed architecture incorporates probabilistic mixture models into deep recurrent neural networks. The resulting deep mixture models simultaneously address several practical challenges important in the development of automated high-frequency trading strategies that were previously neglected in the literature: 1) probabilistic forecasting of the price movements; 2) single objective prediction of both the dir…
Annotating the right data for training deep neural networks is an important challenge. Active learning using uncertainty estimates from Bayesian Neural Networks (BNNs) could provide an effective solution to this. Despite being theoretically principled, BNNs require approximations to be applied to large-scale problems, where both performance and uncertainty estimation are crucial. In this paper, we introduce Deep Probabilistic Ensembles (DPEs), a scalable technique that uses a regularized ensemble to approximate a deep BNN. We conduct a series of large-scale visual active learning experiments t…
Uber AI Labs（优步人工智能实验室）；University College London（伦敦大学学院）；University of Cambridge（剑桥大学）
Existing Bayesian treatments of neural networks are typically characterized by weak prior and approximate posterior distributions according to which all the weights are drawn independently. Here, we consider a richer prior distribution in which units in the network are represented by latent variables, and the weights between units are drawn conditionally on the values of the collection of those variables. This allows rich correlations between related weights, and can be seen as realizing a function prior with a Bayesian complexity regularizer ensuring simple solutions. We illustrate the result…
We introduce a novel generative formulation of deep probabilistic models implementing "soft" constraints on their function dynamics. In particular, we develop a flexible methodological framework where the modeled functions and derivatives of a given order are subject to inequality or equality constraints. We then characterize the posterior distribution over model and constraint parameters through stochastic variational inference. As a result, the proposed approach allows for accurate and scalable uncertainty quantification on the predictions and on all parameters. We demonstrate the applicatio…
Deep Gaussian processes (DGPs) are multi-layer hierarchical generalisations of Gaussian processes (GPs) and are formally equivalent to neural networks with multiple, infinitely wide hidden layers. DGPs are probabilistic and non-parametric and as such are arguably more flexible, have a greater capacity to generalise, and provide better calibrated uncertainty estimates than alternative deep models. The focus of this paper is scalable approximate Bayesian learning of these networks. The paper develops a novel and efficient extension of probabilistic backpropagation, a state-of-the-art method for …
University of Almería（阿尔梅里亚大学）；Istituto Dalle Molle di Studi sull’Intelligenza Artificiale (IDSIA)（人工智能研究所（IDSIA））
InferPy is a Python package for probabilistic modeling with deep neural networks. It defines a user-friendly API that trades-off model complexity with ease of use, unlike other libraries whose focus is on dealing with very general probabilistic models at the cost of having a more complex API. In particular, this package allows to define, learn and evaluate general hierarchical probabilistic models containing deep neural networks in a compact and simple way. InferPy is built on top of Tensorflow Probability and Keras.
In this paper, we propose a deep probabilistic multi-view model that is composed of a linear multi-view layer based on probabilistic canonical correlation analysis (CCA) description in the latent space together with deep generative networks as observation models. The network is designed to decompose the variations of all views into a shared latent representation and a set of view-specific components where the shared latent representation is intended to describe the common underlying sources of variation among the views. An efficient variational inference procedure is developed that approximate…
In this paper, we introduce Deep Probabilistic Ensembles (DPEs), a scalable technique that uses a regularized ensemble to approximate a deep Bayesian Neural Network (BNN). We do so by incorporating a KL divergence penalty term into the training objective of an ensemble, derived from the evidence lower bound used in variational inference. We evaluate the uncertainty estimates obtained from our models for active learning on visual classification. Our approach steadily improves upon active learning baselines as the annotation budget is increased.
AI Institute（人工智能研究院）；Shanghai Jiao Tong University（上海交通大学）
Probabilistic time series forecasting involves estimating the distribution of future based on its history, which is essential for risk management in downstream decision-making. We propose a deep state space model for probabilistic time series forecasting whereby the non-linear emission model and transition model are parameterized by networks and the dependency is modeled by recurrent neural nets. We take the automatic relevance determination (ARD) view and devise a network to exploit the exogenous variables in addition to time series. In particular, our ARD network can incorporate the uncertai…
Proxy-based Deep Metric Learning (DML) learns deep representations by embedding images close to their class representatives (proxies), commonly with respect to the angle between them. However, this disregards the embedding norm, which can carry additional beneficial context such as class- or image-intrinsic uncertainty. In addition, proxy-based DML struggles to learn class-internal structures. To address both issues at once, we introduce non-isotropic probabilistic proxy-based DML. We model images as directional von Mises-Fisher (vMF) distributions on the hypersphere that can reflect image-int…
The Alan Turing Institute（艾伦·图灵研究所）；University of Edinburgh（爱丁堡大学）
Recent advances in deep generative models have led to impressive results in a variety of application domains. Motivated by the possibility that deep learning models might memorize part of the input data, there have been increased efforts to understand how memorization arises. In this work, we extend a recently proposed measure of memorization for supervised learning (Feldman, 2019) to the unsupervised density estimation problem and adapt it to be more computationally efficient. Next, we present a study that demonstrates how memorization can occur in probabilistic deep generative models such as…
We introduce a new category of multivariate conditional generative models and demonstrate its performance and versatility in probabilistic time series forecasting and simulation. Specifically, the output of quantile regression networks is expanded from a set of fixed quantiles to the whole Quantile Function by a univariate mapping from a latent uniform distribution to the target distribution. Then the multivariate case is solved by learning such quantile functions for each dimension's marginal distribution, followed by estimating a conditional Copula to associate these latent uniform random va…
Recently, Mutual Information (MI) has attracted attention in bounding the generalization error of Deep Neural Networks (DNNs). However, it is intractable to accurately estimate the MI in DNNs, thus most previous works have to relax the MI bound, which in turn weakens the information theoretic explanation for generalization. To address the limitation, this paper introduces a probabilistic representation of DNNs for accurately estimating the MI. Leveraging the proposed MI estimator, we validate the information theoretic explanation for generalization, and derive a tighter generalization bound th…
Generating interpretable visualizations from complex data is a common problem in many applications. Two key ingredients for tackling this issue are clustering and representation learning. However, current methods do not yet successfully combine the strengths of these two approaches. Existing representation learning models which rely on latent topological structure such as self-organising maps, exhibit markedly lower clustering performance compared to recent deep clustering methods. To close this performance gap, we (a) present a novel way to fit self-organizing maps with probabilistic cluster …
Dalian University of Technology（大连理工大学）；Shenyang Blower Works Group Corporation（沈阳鼓风机集团股份有限公司）
The demand of probabilistic time series forecasting has been recently raised in various dynamic system scenarios, for example, system identification and prognostic and health management of machines. To this end, we combine the advances in both deep generative models and state space model (SSM) to come up with a novel, data-driven deep probabilistic sequence model. Specifically, we follow the popular encoder-decoder generative structure to build the recurrent neural networks (RNN) assisted variational sequence model on an augmented recurrent input space, which could induce rich stochastic seque…
Labeling training examples at scale is a perennial challenge in machine learning. Self-supervision methods compensate for the lack of direct supervision by leveraging prior knowledge to automatically generate noisy labeled examples. Deep probabilistic logic (DPL) is a unifying framework for self-supervised learning that represents unknown labels as latent variables and incorporates diverse self-supervision using probabilistic logic to train a deep neural network end-to-end using variational EM. While DPL is successful at combining pre-specified self-supervision, manually crafting self-supervis…
Uber AI Labs（优步人工智能实验室）；Uber Technologies, Inc.（优步科技公司）；Stanford University（斯坦福大学）
Pyro is a probabilistic programming language built on Python as a platform for developing advanced probabilistic models in AI research. To scale to large datasets and high-dimensional models, Pyro uses stochastic variational inference algorithms and probability distributions built on top of PyTorch, a modern GPU-accelerated deep learning framework. To accommodate complex or model-specific algorithmic behavior, Pyro leverages Poutine, a library of composable building blocks for modifying the behavior of probabilistic programs.
Datasets with noisy labels are a common occurrence in practical applications of classification methods. We propose a simple probabilistic method for training deep classifiers under input-dependent (heteroscedastic) label noise. We assume an underlying heteroscedastic generative process for noisy labels. To make gradient based training feasible we use a temperature parameterized softmax as a smooth approximation to the assumed generative process. We illustrate that the softmax temperature controls a bias-variance trade-off for the approximation. By tuning the softmax temperature, we improve acc…
Probabilistic generative deep learning for molecular design involves the discovery and design of new molecules and analysis of their structure, properties and activities by probabilistic generative models using the deep learning approach. It leverages the existing huge databases and publications of experimental results, and quantum-mechanical calculations, to learn and explore molecular structure, properties and activities. We discuss the major components of probabilistic generative deep learning for molecular design, which include molecular structure, molecular representations, deep generativ…
Pre-trained protein language models have demonstrated significant applicability in different protein engineering task. A general usage of these pre-trained transformer models latent representation is to use a mean pool across residue positions to reduce the feature dimensions to further downstream tasks such as predicting bio-physics properties or other functional behaviours. In this paper we provide a two-fold contribution to machine learning (ML) driven drug design. Firstly, we demonstrate the power of sparsity by promoting penalization of pre-trained transformer models to secure more robust…
Deep Probabilistic Programming (DPP) allows powerful models based on recursive computation to be learned using efficient deep-learning optimization techniques. Additionally, DPP offers a unified perspective, where inference and learning algorithms are treated on a par with models as stochastic programs. Here, we offer a framework for representing and learning flexible PAC-Bayes bounds as stochastic programs using DPP-based methods. In particular, we show that DPP techniques may be leveraged to derive generalization bounds that draw on the compositionality of DPP representations. In turn, the b…
Evaluating the reliability of intelligent physical systems against rare safety-critical events poses a huge testing burden for real-world applications. Simulation provides a useful platform to evaluate the extremal risks of these systems before their deployments. Importance Sampling (IS), while proven to be powerful for rare-event simulation, faces challenges in handling these learning-based systems due to their black-box nature that fundamentally undermines its efficiency guarantee, which can lead to under-estimation without diagnostically detected. We propose a framework called Deep Probabil…
Machine Learning on graph-structured data is an important and omnipresent task for a vast variety of applications including anomaly detection and dynamic network analysis. In this paper, a deep generative model is introduced to capture continuous probability densities corresponding to the nodes of an arbitrary graph. In contrast to all learning formulations in the area of discriminative pattern recognition, we propose a scalable generative optimization/algorithm theoretically proved to capture distributions at the nodes of a graph. Our model is able to generate samples from the probability den…
Norwegian University of Science and Technology（挪威科技大学）；Aalborg University（奥尔堡大学）
Recent advances in statistical inference have significantly expanded the toolbox of probabilistic modeling. Historically, probabilistic modeling has been constrained to (i) very restricted model classes where exact or approximate probabilistic inference were feasible, and (ii) small or medium-sized data sets which fit within the main memory of the computer. However, developments in variational inference, a general form of approximate probabilistic inference originated in statistical physics, are allowing probabilistic modeling to overcome these restrictions: (i) Approximate probabilistic infer…
Probabilistic forecasting, i.e. estimating the probability distribution of a time series' future given its past, is a key enabler for optimizing business processes. In retail businesses, for example, forecasting demand is crucial for having the right inventory available at the right time at the right place. In this paper we propose DeepAR, a methodology for producing accurate probabilistic forecasts, based on training an auto regressive recurrent network model on a large number of related time series. We demonstrate how by applying deep learning techniques to forecasting, one can overcome many…
Stan is a probabilistic programming language that is popular in the statistics community, with a high-level syntax for expressing probabilistic models. Stan differs by nature from generative probabilistic programming languages like Church, Anglican, or Pyro. This paper presents a comprehensive compilation scheme to compile any Stan model to a generative language and proves its correctness. We use our compilation scheme to build two new backends for the Stanc3 compiler targeting Pyro and NumPyro. Experimental results show that the NumPyro backend yields a 2.3x speedup compared to Stan in geomet…
University of Edinburgh（爱丁堡大学）；Eindhoven University of Technology（埃因霍温理工大学）
DeeProb-kit is a unified library written in Python consisting of a collection of deep probabilistic models (DPMs) that are tractable and exact representations for the modelled probability distributions. The availability of a representative selection of DPMs in a single library makes it possible to combine them in a straightforward manner, a common practice in deep learning research nowadays. In addition, it includes efficiently implemented learning techniques, inference routines, statistical algorithms, and provides high-quality fully-documented APIs. The development of DeeProb-kit will help t…
Probabilistic models learned as density estimators can be exploited in representation learning beside being toolboxes used to answer inference queries only. However, how to extract useful representations highly depends on the particular model involved. We argue that tractable inference, i.e. inference that can be computed in polynomial time, can enable general schemes to extract features from black box models. We plan to investigate how Tractable Probabilistic Models (TPMs) can be exploited to generate embeddings by random query evaluations. We devise two experimental designs to assess and com…
We present a probabilistic variant of the recently introduced maxout unit. The success of deep neural networks utilizing maxout can partly be attributed to favorable performance under dropout, when compared to rectified linear units. It however also depends on the fact that each maxout unit performs a pooling operation over a group of linear transformations and is thus partially invariant to changes in its input. Starting from this observation we ask the question: Can the desirable properties of maxout units be preserved while improving their invariance properties ? We argue that our probabili…
Even though probabilistic treatments of neural networks have a long history, they have not found widespread use in practice. Sampling approaches are often too slow already for simple networks. The size of the inputs and the depth of typical CNN architectures in computer vision only compound this problem. Uncertainty in neural networks has thus been largely ignored in practice, despite the fact that it may provide important information about the reliability of predictions and the inner workings of the network. In this paper, we introduce two lightweight approaches to making supervised learning …
We present an implementation of a probabilistic first-order logic called TensorLog, in which classes of logical queries are compiled into differentiable functions in a neural-network infrastructure such as Tensorflow or Theano. This leads to a close integration of probabilistic logical reasoning with deep-learning infrastructure: in particular, it enables high-performance deep learning frameworks to be used for tuning the parameters of a probabilistic logic. Experimental results show that TensorLog scales to problems involving hundreds of thousands of knowledge-base triples and tens of thousan…
Errors in data are usually unwelcome and so some means to correct them is useful. However, it is difficult to define, detect or correct errors in an unsupervised way. Here, we train a deep neural network to re-synthesize its inputs at its output layer for a given class of data. We then exploit the fact that this abstract transformation, which we call a deep transform (DT), inherently rejects information (errors) existing outside of the abstract feature space. Using the DT to perform probabilistic re-synthesis, we demonstrate the recovery of data that has been subject to extreme degradation.
Baylor College of Medicine（贝勒医学院）；Rice University（莱斯大学）
We develop a probabilistic framework for deep learning based on the Deep Rendering Mixture Model (DRMM), a new generative probabilistic model that explicitly capture variations in data due to latent task nuisance variables. We demonstrate that max-sum inference in the DRMM yields an algorithm that exactly reproduces the operations in deep convolutional neural networks (DCNs), providing a first principles derivation. Our framework provides new insights into the successes and shortcomings of DCNs as well as a principled route to their improvement. DRMM training via the Expectation-Maximization (…
Probabilistic modeling enables combining domain knowledge with learning from data, thereby supporting learning from fewer training instances than purely data-driven methods. However, learning probabilistic models is difficult and has not achieved the level of performance of methods such as deep neural networks on many tasks. In this paper, we attempt to address this issue by presenting a method for learning the parameters of a probabilistic program using backpropagation. Our approach opens the possibility to building deep probabilistic programming models that are trained in a similar way to ne…
Toronto Metropolitan University（多伦多都会大学）；University of Toronto（多伦多大学）
Despite the high performance of neural network-based time series forecasting methods, the inherent challenge in explaining their predictions has limited their applicability in certain application areas. Due to the difficulty in identifying causal relationships between the input and output of such black-box methods, they rarely have been adopted in domains such as legal and medical fields in which the reliability and interpretability of the results can be essential. In this paper, we propose \model, a novel deep learning-based probabilistic time series forecasting architecture that is intrinsic…
Probabilistic programming languages (PPLs) are powerful modelling tools which allow to formalise our knowledge about the world and reason about its inherent uncertainty. Inference methods used in PPL can be computationally costly due to significant time burden and/or storage requirements; or they can lack theoretical guarantees of convergence and accuracy when applied to large scale graphical models. To this end, we present the Universal Marginaliser (UM), a novel method for amortised inference, in PPL. We show how combining samples drawn from the original probabilistic program prior with an a…
We discuss an approach to probabilistic forecasting based on two chained machine-learning steps: a dimensional reduction step that learns a reduction map of predictor information to a low-dimensional space in a manner designed to preserve information about forecast quantities; and a density estimation step that uses the probabilistic machine learning technique of normalizing flows to compute the joint probability density of reduced predictors and forecast quantities. This joint density is then renormalized to produce the conditional forecast distribution. In this method, probabilistic calibrat…
A grand challenge in machine learning is the development of computational algorithms that match or outperform humans in perceptual inference tasks that are complicated by nuisance variation. For instance, visual object recognition involves the unknown object position, orientation, and scale in object recognition while speech recognition involves the unknown voice pronunciation, pitch, and speed. Recently, a new breed of deep learning algorithms have emerged for high-nuisance inference tasks that routinely yield pattern recognition systems with near- or super-human capabilities. But a fundament…
University of Cambridge（剑桥大学）；TU Darmstadt（达姆施塔特工业大学）
The need for consistent treatment of uncertainty has recently triggered increased interest in probabilistic deep learning methods. However, most current approaches have severe limitations when it comes to inference, since many of these models do not even permit to evaluate exact data likelihoods. Sum-product networks (SPNs), on the other hand, are an excellent architecture in that regard, as they allow to efficiently evaluate likelihoods, as well as arbitrary marginalization and conditioning tasks. Nevertheless, SPNs have not been fully explored as serious deep learning models, likely due to t…
Deep probabilistic forecasting is gaining attention in numerous applications ranging from weather prognosis, through electricity consumption estimation, to autonomous vehicle trajectory prediction. However, existing approaches focus on improvements on the most common scenarios without addressing the performance on rare and difficult cases. In this work, we identify a long tail behavior in the performance of state-of-the-art deep learning methods on probabilistic forecasting. We present two moment-based tailedness measurement concepts to improve performance on the difficult tail examples: Paret…
University of Pretoria（比勒陀利亚大学）；University of the Witwatersrand（金山大学）
The ability to generate synthetic data has a variety of use cases across different domains. In education research, there is a growing need to have access to synthetic data to test certain concepts and ideas. In recent years, several deep learning architectures were used to aid in the generation of synthetic data but with varying results. In the education context, the sophistication of implementing different models requiring large datasets is becoming very important. This study aims to compare the application of synthetic tabular data generation between a probabilistic model specifically a Baye…
This is a tutorial and survey paper on metric learning. Algorithms are divided into spectral, probabilistic, and deep metric learning. We first start with the definition of distance metric, Mahalanobis distance, and generalized Mahalanobis distance. In spectral methods, we start with methods using scatters of data, including the first spectral metric learning, relevant methods to Fisher discriminant analysis, Relevant Component Analysis (RCA), Discriminant Component Analysis (DCA), and the Fisher-HSIC method. Then, large-margin metric learning, imbalanced metric learning, locally linear metric…
Probabilistic forecasts are essential for various downstream applications such as business development, traffic planning, and electrical grid balancing. Many of these probabilistic forecasts are performed on time series data that contain calendar-driven periodicities. However, existing probabilistic forecasting methods do not explicitly take these periodicities into account. Therefore, in the present paper, we introduce a deep learning-based method that considers these calendar-driven periodicities explicitly. The present paper, thus, has a twofold contribution: First, we apply statistical met…
Nokia（诺基亚）；Aston Institute of Photonic Technologies, Aston University（阿斯顿大学阿斯顿光子技术研究所）
Autoencoder-based deep learning is applied to jointly optimize geometric and probabilistic constellation shaping for optical coherent communication. The optimized constellation shaping outperforms the 256 QAM Maxwell-Boltzmann probabilistic distribution with extra 0.05 bits/4D-symbol mutual information for 64 GBd transmission over 170 km SMF link.
We consider the problem of explaining a class of tractable deep probabilistic models, the Sum-Product Networks (SPNs) and present an algorithm ExSPN to generate explanations. To this effect, we define the notion of a context-specific independence tree(CSI-tree) and present an iterative algorithm that converts an SPN to a CSI-tree. The resulting CSI-tree is both interpretable and explainable to the domain expert. We achieve this by extracting the conditional independencies encoded by the SPN and approximating the local context specified by the structure of the SPN. Our extensive empirical evalu…
Deep reinforcement learning is an increasingly popular technique for synthesising policies to control an agent's interaction with its environment. There is also growing interest in formally verifying that such policies are correct and execute safely. Progress has been made in this area by building on existing work for verification of deep neural networks and of continuous-state dynamical systems. In this paper, we tackle the problem of verifying probabilistic policies for deep reinforcement learning, which are used to, for example, tackle adversarial environments, break symmetries and manage t…
Probabilistic forecasting of complex phenomena is paramount to various scientific disciplines and applications. Despite the generality and importance of the problem, general mathematical techniques that allow for stable long-term forecasts with calibrated uncertainty measures are lacking. For most time series models, the difficulty of obtaining accurate probabilistic future time step predictions increases with the prediction horizon. In this paper, we introduce a surprisingly simple approach that characterizes time-varying distributions and enables reasonably accurate predictions thousands of …
Separation of competing speech is a key challenge in signal processing and a feat routinely performed by the human auditory brain. A long standing benchmark of the spectrogram approach to source separation is known as the ideal binary mask. Here, we train a convolutional deep neural network, on a two-speaker cocktail party problem, to make probabilistic predictions about binary masks. Our results approach ideal binary mask performance, illustrating that relatively simple deep neural networks are capable of robust binary mask prediction. We also illustrate the trade-off between prediction stati…
Berkeley Artificial Intelligence Research（伯克利人工智能研究院）；University of California, Berkeley（加州大学伯克利分校）
Model-based reinforcement learning (RL) algorithms can attain excellent sample efficiency, but often lag behind the best model-free algorithms in terms of asymptotic performance. This is especially true with high-capacity parametric function approximators, such as deep networks. In this paper, we study how to bridge this gap, by employing uncertainty-aware dynamics models. We propose a new algorithm called probabilistic ensembles with trajectory sampling (PETS) that combines uncertainty-aware deep network dynamics models with sampling-based uncertainty propagation. Our comparison to state-of-t…
Amsterdam Machine Learning Lab（阿姆斯特丹机器学习实验室）；University of Amsterdam（阿姆斯特丹大学）
Recent advancements in deep generative modeling make it possible to learn prior distributions from complex data that subsequently can be used for Bayesian inference. However, we find that distributions learned by deep generative models for audio signals do not exhibit the right properties that are necessary for tasks like audio source separation using a probabilistic approach. We observe that the learned prior distributions are either discriminative and extremely peaked or smooth and non-discriminative. We quantify this behavior for two types of deep generative models on two audio datasets.
In cocktail party listening scenarios, the human brain is able to separate competing speech signals. However, the signal processing implemented by the brain to perform cocktail party listening is not well understood. Here, we trained two separate convolutive autoencoder deep neural networks (DNN) to separate monaural and binaural mixtures of two concurrent speech streams. We then used these DNNs as convolutive deep transform (CDT) devices to perform probabilistic re-synthesis. The CDTs operated directly in the time-domain. Our simulations demonstrate that very simple neural networks are capabl…
Tractable Representation Learning with Probabilistic Circuits
Technische Universität Darmstadt（达姆施塔特工业大学）；University of Texas, Dallas（德克萨斯大学达拉斯分校）；University of Edinburgh（爱丁堡大学）；Universität Bremen（不来梅大学）；University of Texas at Dallas（德克萨斯大学达拉斯分校）
