As Deep Learning continues to yield successful applications in Computer Vision, the ability to quantify all forms of uncertainty is a paramount requirement for its safe and reliable deployment in the real-world. In this work, we leverage the formulation of variational inference in function space, where we associate Gaussian Processes (GPs) to both Bayesian CNN priors and variational family. Since GPs are fully determined by their mean and covariance functions, we are able to obtain predictive uncertainty estimates at the cost of a single forward pass through any chosen CNN architecture and for any supervised learning task. By leveraging the structure of the induced covariance matrices, we propose numerically efficient algorithms which enable fast training in the context of high-dimensional tasks such as depth estimation and semantic segmentation. Additionally, we provide sufficient conditions for constructing regression loss functions whose probabilistic counterparts are compatible with aleatoric uncertainty quantification.
Generalized additive models (GAMs) are a widely used class of models of interest to statisticians as they provide a flexible way to design interpretable models of data beyond linear models. We here propose a scalable and well-calibrated Bayesian treatment of GAMs using Gaussian processes (GPs) and leveraging recent advances in variational inference. We use sparse GPs to represent each component and exploit the additive structure of the model to efficiently represent a Gaussian a posteriori coupling between the components.
University of Toronto（多伦多大学）；Vector Institute（向量研究所）；Microsoft Research New England（微软新英格兰研究院）；New York University（纽约大学）
We introduce a new scalable variational Gaussian process approximation which provides a high fidelity approximation while retaining general applicability. We propose the harmonic kernel decomposition (HKD), which uses Fourier series to decompose a kernel as a sum of orthogonal kernels. Our variational approximation exploits this orthogonality to enable a large number of inducing points at a low computational cost. We demonstrate that, on a range of regression and classification problems, our approach can exploit input space symmetries such as translations and reflections, and it significantly …
University of Edinburgh（爱丁堡大学）；MIT–IBM Watson AI Lab（麻省理工-IBM沃森人工智能实验室）；University of Oslo（奥斯陆大学）
Determining the positions of neurons in an extracellular recording is useful for investigating functional properties of the underlying neural circuitry. In this work, we present a Bayesian modelling approach for localizing the source of individual spikes on high-density, microelectrode arrays. To allow for scalable inference, we implement our model as a variational autoencoder and perform amortized variational inference. We evaluate our method on both biophysically realistic simulated and real extracellular datasets, demonstrating that it is more accurate than and can improve spike sorting per…
ETH Zürich（苏黎世联邦理工学院）；University of Cambridge（剑桥大学）；University of Warwick（华威大学）；University of California, Irvine（加州大学欧文分校）
Conventional variational autoencoders fail in modeling correlations between data points due to their use of factorized priors. Amortized Gaussian process inference through GP-VAEs has led to significant improvements in this regard, but is still inhibited by the intrinsic complexity of exact GP inference. We improve the scalability of these methods through principled sparse inference approaches. We propose a new scalable GP-VAE model that outperforms existing approaches in terms of runtime and memory footprint, is easy to implement, and allows for joint end-to-end optimization of all components…
University of Utah（犹他大学）；School of Computing（计算学院）；Scientific Computing and Imaging Institute（科学计算与成像研究所）
Gaussian process regression networks (GPRN) are powerful Bayesian models for multi-output regression, but their inference is intractable. To address this issue, existing methods use a fully factorized structure (or a mixture of such structures) over all the outputs and latent functions for posterior approximation, which, however, can miss the strong posterior dependencies among the latent variables and hurt the inference quality. In addition, the updates of the variational parameters are inefficient and can be prohibitively expensive for a large number of outputs. To overcome these limitations…
Variational autoencoders often assume isotropic Gaussian priors and mean-field posteriors, hence do not exploit structure in scenarios where we may expect similarity or consistency across latent variables. Gaussian process variational autoencoders alleviate this problem through the use of a latent Gaussian process, but lead to a cubic inference time complexity. We propose a more scalable extension of these models by leveraging the independence of the auxiliary features, which is present in many datasets. Our model factorizes the latent kernel across these features in different dimensions, lead…
We implement gradient-based variational inference routines for Wishart and inverse Wishart processes, which we apply as Bayesian models for the dynamic, heteroskedastic covariance matrix of a multivariate time series. The Wishart and inverse Wishart processes are constructed from i.i.d. Gaussian processes, existing variational inference algorithms for which form the basis of our approach. These methods are easy to implement as a black-box and scale favorably with the length of the time series, however, they fail in the case of the Wishart process, an issue we resolve with a simple modification…
Predicting Critical Heat Flux with Uncertainty Quantification and Domain Generalization Using Conditional Variational Autoencoders and Deep Neural Networks
Stanford University（斯坦福大学）；Facebook AI Research（Facebook人工智能研究院）；University of California, Los Angeles（加州大学洛杉矶分校）
A structural equation model (SEM) is an effective framework to reason over causal relationships represented via a directed acyclic graph (DAG). Recent advances have enabled effective maximum-likelihood point estimation of DAGs from observational data. However, a point estimate may not accurately capture the uncertainty in inferring the underlying graph in practical scenarios, wherein the true DAG is non-identifiable and/or the observed dataset is limited. We propose Bayesian Causal Discovery Nets (BCD Nets), a variational inference framework for estimating a distribution over DAGs characterizi…
Building a scalable machine learning system for unsupervised anomaly detection via representation learning is highly desirable. One of the prevalent methods is using a reconstruction error from variational autoencoder (VAE) via maximizing the evidence lower bound. We revisit VAE from the perspective of information theory to provide some theoretical foundations on using the reconstruction error, and finally arrive at a simpler and more effective model for anomaly detection. In addition, to enhance the effectiveness of detecting anomalies, we incorporate a practical model uncertainty measure int…
National University of Singapore（新加坡国立大学）；Shenzhen University（深圳大学）
This paper presents a variational Bayesian kernel selection (VBKS) algorithm for sparse Gaussian process regression (SGPR) models. In contrast to existing GP kernel selection algorithms that aim to select only one kernel with the highest model evidence, our proposed VBKS algorithm considers the kernel as a random variable and learns its belief from data such that the uncertainty of the kernel can be interpreted and exploited to avoid overconfident GP predictions. To achieve this, we represent the probabilistic kernel as an additional variational variable in a variational inference (VI) framewo…
We develop a scalable deep non-parametric generative model by augmenting deep Gaussian processes with a recognition model. Inference is performed in a novel scalable variational framework where the variational posterior distributions are reparametrized through a multilayer perceptron. The key aspect of this reformulation is that it prevents the proliferation of variational parameters which otherwise grow linearly in proportion to the sample size. We derive a new formulation of the variational lower bound that allows us to distribute most of the computation in a way that enables to handle datas…
We present a deep learning based approach to containerized application runtime stability analysis, and an intelligent publishing algorithm that can dynamically adjust the depth of process-level forensics published to a backend incident analysis repository. The approach applies variational autoencoders (VAEs) to learn the stable runtime patterns of container images, and then instantiates these container-specific VAEs to implement stability detection and adaptive forensics publishing. In performance comparisons using a 50-instance container workload, a VAE-optimized service versus a conventional…
Deep generative models have achieved great success in unsupervised learning with the ability to capture complex nonlinear relationships between latent generating factors and observations. Among them, a factorized hierarchical variational autoencoder (FHVAE) is a variational inference-based model that formulates a hierarchical generative process for sequential data. Specifically, an FHVAE model can learn disentangled and interpretable representations, which have been proven useful for numerous speech applications, such as speaker verification, robust speech recognition, and voice conversion. Ho…
University of Science and Technology of China（中国科学技术大学）；Baidu Talent Intelligence Center（百度人才智库中心）；Rutgers, The State University of New Jersey（罗格斯大学新泽西州立大学）
As one of the most popular generative models, Variational Autoencoder (VAE) approximates the posterior of latent variables based on amortized variational inference. However, when the decoder network is sufficiently expressive, VAE may lead to posterior collapse; that is, uninformative latent representations may be learned. To this end, in this paper, we propose an alternative model, DU-VAE, for learning a more Diverse and less Uncertain latent space, and thus the representation can be learned in a meaningful and compact manner. Specifically, we first theoretically demonstrate that it will resu…
Learning inducing points and uncertainty on molecular data by scalable variational Gaussian processes
Institute for Chemical Reaction Design and Discovery (WPI-ICReDD)（化学反应设计与发现研究所（WPI-ICReDD））；Hokkaido University（北海道大学）；National Institute for Materials Science（物质・材料研究机构）
Gatsby Computational Neuroscience Unit（盖茨比计算神经科学单元）；University College London（伦敦大学学院）
Sparse variational approximations allow for principled and scalable inference in Gaussian Process (GP) models. In settings where several GPs are part of the generative model, theses GPs are a posteriori coupled. For many applications such as regression where predictive accuracy is the quantity of interest, this coupling is not crucial. Howewer if one is interested in posterior uncertainty, it cannot be ignored. A key element of variational inference schemes is the choice of the approximate posterior parameterization. When the number of latent variables is large, mean field (MF) methods provide…
Amortized Structured Stochastic Variational Inference for Gaussian Process Latent Variable Models
LMU Munich（慕尼黑大学）；Munich Center for Machine Learning (MCML)（慕尼黑机器学习中心）；Imperial College London（帝国理工学院）；University of Technology Nuremberg (UTN)（纽伦堡工业大学）；Helmholtz AI（亥姆霍兹人工智能中心）；Xyme
FFHFlow: Diverse and Uncertainty-Aware Dexterous Grasp Generation via Flow Variational Inference
School of Information Computation and Technology, Technical University of Munich (TUM)（技术大学慕尼黑信息计算技术学院）；Institute of Robotics and Mechatronics, German Aerospace Center (DLR)（德国航空航天中心机器人与机电研究所）；Department of Informatics, Karlsruhe Institute of Technology (KIT)（卡尔斯鲁厄理工学院信息学院）
University College London（伦敦大学学院）；Athens University of Economics and Business（雅典经济与商业大学）；The Alan Turing Institute（艾伦·图灵研究所）
We introduce fully scalable Gaussian processes, an implementation scheme that tackles the problem of treating a high number of training instances together with high dimensional input data. Our key idea is a representation trick over the inducing variables called subspace inducing inputs. This is combined with certain matrix-preconditioning based parametrizations of the variational distributions that lead to simplified and numerically stable variational lower bounds. Our illustrative applications are based on challenging extreme multi-label classification problems with the extra burden of the v…
Graz University of Technology（格拉茨技术大学）；Silicon Austria Labs（奥地利硅谷实验室）；University of Bonn（波恩大学）；Johannes Kepler University（约翰·开普勒大学）；Technical University of Munich（慕尼黑工业大学）；Imperial College London（伦敦帝国理工学院）；NYU School of Medicine（纽约大学医学院）
Recent deep learning approaches focus on improving quantitative scores of dedicated benchmarks, and therefore only reduce the observation-related (aleatoric) uncertainty. However, the model-immanent (epistemic) uncertainty is less frequently systematically analyzed. In this work, we introduce a Bayesian variational framework to quantify the epistemic uncertainty. To this end, we solve the linear inverse problem of undersampled MRI reconstruction in a variational setting. The associated energy functional is composed of a data fidelity term and the total deep variation (TDV) as a learned paramet…
TU Kaiserslautern（凯泽斯劳滕工业大学）；MindGarage；Imperial College London（帝国理工学院）；NeuralSpace；Luleå University of Technology（吕勒奥理工大学）
We introduce a novel uncertainty estimation for classification tasks for Bayesian convolutional neural networks with variational inference. By normalizing the output of a Softplus function in the final layer, we estimate aleatoric and epistemic uncertainty in a coherent manner. The intractable posterior probability distributions over weights are inferred by Bayes by Backprop. Firstly, we demonstrate how this reliable variational inference method can serve as a fundamental construct for various network architectures. On multiple datasets in supervised learning settings (MNIST, CIFAR-10, CIFAR-1…
Aarhus University（奥胡斯大学）；Aristotle University of Thessaloniki（塞萨洛尼基亚里士多德大学）
Uncertainty estimation is an important task for critical problems, such as robotics and autonomous driving, because it allows creating statistically better perception models and signaling the model's certainty in its predictions to the decision method or a human supervisor. In this paper, we propose a Variational Neural Network-based version of a Voxel Pseudo Image Tracking (VPIT) method for 3D Single Object Tracking. The Variational Feature Generation Network of the proposed Variational VPIT computes features for target and search regions and the corresponding uncertainties, which are later c…
Cornell University（康奈尔大学）；Cornell Tech（康奈尔理工学院）；Shutterstock（Shutterstock公司）；Rochester Institute of Technology（罗切斯特理工学院）
For many applications it is critical to know the uncertainty of a neural network's predictions. While a variety of neural network parameter estimation methods have been proposed for uncertainty estimation, they have not been rigorously compared across uncertainty measures. We assess four of these parameter estimation methods to calibrate uncertainty estimation using four different uncertainty measures: entropy, mutual information, aleatoric uncertainty and epistemic uncertainty. We evaluate the calibration of these parameter estimation methods using expected calibration error. Additionally, we…
University of Illinois at Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校）；Mitsubishi Electric Research Laboratories（三菱电机研究实验室）
Predicting the future frames of a video is a challenging task, in part due to the underlying stochastic real-world phenomena. Prior approaches to solve this task typically estimate a latent prior characterizing this stochasticity, however do not account for the predictive uncertainty of the (deep learning) model. Such approaches often derive the training signal from the mean-squared error (MSE) between the generated frame and the ground truth, which can lead to sub-optimal training, especially when the predictive uncertainty is high. Towards this end, we introduce Neural Uncertainty Quantifier…
While deep neural networks have become the go-to approach in computer vision, the vast majority of these models fail to properly capture the uncertainty inherent in their predictions. Estimating this predictive uncertainty can be crucial, for example in automotive applications. In Bayesian deep learning, predictive uncertainty is commonly decomposed into the distinct types of aleatoric and epistemic uncertainty. The former can be estimated by letting a neural network output the parameters of a certain probability distribution. Epistemic uncertainty estimation is a more challenging problem, and…
University of Cambridge（剑桥大学）；Cancer Research UK Cambridge Centre（英国癌症研究中心剑桥中心）；Cancer Research UK Cambridge Institute（英国癌症研究中心剑桥研究所）；Danube Private University（多瑙河私立大学）；KTH Royal Institute of Technology（KTH皇家理工学院）
Uncertainty quantification in automated image analysis is highly desired in many applications. Typically, machine learning models in classification or segmentation are only developed to provide binary answers; however, quantifying the uncertainty of the models can play a critical role for example in active learning or machine human interaction. Uncertainty quantification is especially difficult when using deep learning-based models, which are the state-of-the-art in many imaging applications. The current uncertainty quantification approaches do not scale well in high-dimensional real-world pro…
The Hong Kong University of Science and Technology（香港科技大学）
Deep regression is an important problem with numerous applications. These range from computer vision tasks such as age estimation from photographs, to medical tasks such as ejection fraction estimation from echocardiograms for disease tracking. Semi-supervised approaches for deep regression are notably under-explored compared to classification and segmentation tasks, however. Unlike classification tasks, which rely on thresholding functions for generating class pseudo-labels, regression tasks use real number target predictions directly as pseudo-labels, making them more sensitive to prediction…
Australian National University（澳大利亚国立大学）；ACRV（澳大利亚机器人视觉中心）；Data61；Nankai University（南开大学）；Inception Institute of Artificial Intelligence（起源人工智能研究院）；Northwestern Polytechnical University（西北工业大学）
In this paper, we propose the first framework (UCNet) to employ uncertainty for RGB-D saliency detection by learning from the data labeling process. Existing RGB-D saliency detection methods treat the saliency detection task as a point estimation problem, and produce a single saliency map following a deterministic learning pipeline. Inspired by the saliency data labeling process, we propose probabilistic RGB-D saliency detection network via conditional variational autoencoders to model human annotation uncertainty and generate multiple saliency maps for each input image by sampling in the late…
The Hong Kong University of Science and Technology（香港科技大学）
There is a rising need for computational models that can complementarily leverage data of different modalities while investigating associations between subjects for population-based disease analysis. Despite the success of convolutional neural networks in representation learning for imaging data, it is still a very challenging task. In this paper, we propose a generalizable framework that can automatically integrate imaging data with non-imaging data in populations for uncertainty-aware disease prediction. At its core is a learnable adaptive population graph with variational edges, which we ma…
Uncertainty estimation in deep neural networks is essential for designing reliable and robust AI systems. Applications such as video surveillance for identifying suspicious activities are designed with deep neural networks (DNNs), but DNNs do not provide uncertainty estimates. Capturing reliable uncertainty estimates in safety and security critical applications will help to establish trust in the AI system. Our contribution is to apply Bayesian deep learning framework to visual activity recognition application and quantify model uncertainty along with principled confidence. We utilize the stoc…
U-DAVI: Uncertainty-Aware Diffusion-Prior-Based Amortized Variational Inference for Image Reconstruction
Computing and Mathematical Sciences, California Institute of Technology（计算与数学科学系，加州理工学院）；Mathematical Sciences, California Institute of Technology（数学科学系，加州理工学院）
